My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General
/ / / C11: Bayesian Analysis: General
/ / / C12: Hypothesis Testing: General
/ / / C13: Estimation: General
/ / / C14: Semiparametric and Nonparametric Methods: General
/ / / C15: Statistical Simulation Methods: General
/ / / C16: Econometric and Statistical Methods; Specific Distributions
/ / / C18: Methodolical Issues: General
/ / / C19: Other
This topic is covered by the following reading lists:
2024
- Nima Nonejad, 2024. "Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark," Empirical Economics, Springer, vol. 67(4), pages 1497-1539, October.
- Gianfranco Tusset, 2024. "Pareto and probability distributions," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(3), pages 521-535, September.
- Mohd Amin Khan & Pritee Sharma & Mohanasundari Thangavel & Mashkoor Ahmad, 2024. "Spatio-temporal dynamics of wildfires in Hoshangabad Forest Division of Central India: a geospatial and statistical investigation," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-23, December.
- Claudia Ceci & Michele Bufalo & Giuseppe Orlando, 2024. "Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model," Mathematics and Financial Economics, Springer, volume 18, number 1, December.
- Misgan Desale Nigusie, 2024. "Normal-beta exponential stochastic frontier model: Maximum simulated likelihood approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(3), pages 489-504, September.
- Jae H. Kim & Philip I. Ji, 2024. "Testing for signal-to-noise ratio in linear regression: a test under large or massive sample," Review of Managerial Science, Springer, vol. 18(10), pages 3007-3024, October.
- Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2024.
"Inference in the nonparametric stochastic frontier model,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(7), pages 518-539, August.
- Christopher F. Parameter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2021. "Inference in the Nonparametric Stochastic Frontier Model," CEPA Working Papers Series WP132021, School of Economics, University of Queensland, Australia.
- Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2024. "Inference in the nonparametric stochastic frontier model," LIDAM Reprints ISBA 2024013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021. "Inference in the Nonparametric Stochastic Frontier Model," LIDAM Discussion Papers ISBA 2021029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas, 2024. "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution," Tinbergen Institute Discussion Papers 24-049/III, Tinbergen Institute.
- Gordon Anderson, 2024. "What if Expected Outcomes are not The Most Likely Outcomes? Four Basic Case Studies[1] Which Give Pause for Thought," Working Papers tecipa-785, University of Toronto, Department of Economics.
- Hao Hao & Tae-Hwy Lee, 2024. "Boosting GMM with Many Instruments When Some Are Invalid and/or Irrelevant," Working Papers 202411, University of California at Riverside, Department of Economics.
- Fatih Chellai, 2024. "Reserves, prices, and policy: An empirical analysis of strategic crop reserves in Arab nations," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 17(2), pages 207-221.
- Pablo Pincheira Brown & Nicolás Hardy, 2024.
"The mean squared prediction error paradox,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2298-2321, September.
- Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
- Linus Yamane, 2024. "Statistics for Economists," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13483, August.
- Antonio Jiménez-Martínez, 2024. "Lectures on Probability and Statistics for Graduate-Level Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13824, 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.
- 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..
- Mustafa I Al-Karkhi, 2024. "Advancing Trending Statistical Techniques to Examine Growth and Variability in Scottish Sustainable Business Enterprises," Advances in Decision Sciences, Asia University, Taiwan, vol. 28(1), pages 122-141, March.
- Colque Santiago Marcelo & Pabón Loza José María, 2024. "Determinantes de las Importaciones en Argentina. Implicancias de la existencia de restricciones," Asociación Argentina de Economía Política: Working Papers 4721, Asociación Argentina de Economía Política.
- Ordoñez Lucas Sebastián, 2024. "The transmission of Supply Shocks to inflation: The case of Argentina (2004-2023)," Asociación Argentina de Economía Política: Working Papers 4750, Asociación Argentina de Economía Política.
- Cecilia CIOCÎRLAN & Bianca Roxana SALAGEANU (ȘOLDAN) & Andreea STANCEA & Victor CIUCIUC, 2024. "Macroeconomic Prospects for Public Finance Management Sustainability: An Econometric Approach for Debt in Central and Eastern European Countries," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 5(6), pages 54-67, June.
- Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2024. "Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies," LIDAM Discussion Papers ISBA 2024009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024.
"Inference for aggregate efficiency: Theory and guidelines for practitioners,"
European Journal of Operational Research, Elsevier, vol. 316(1), pages 240-254.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023. "Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners," CEPA Working Papers Series WP032023, School of Economics, University of Queensland, Australia.
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024. "Inference for aggregate efficiency: Theory and guidelines for practitioners," LIDAM Reprints ISBA 2024012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023. "Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners," LIDAM Discussion Papers ISBA 2023016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2024.
"Inference in the nonparametric stochastic frontier model,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(7), pages 518-539, August.
- Christopher F. Parameter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2021. "Inference in the Nonparametric Stochastic Frontier Model," CEPA Working Papers Series WP132021, School of Economics, University of Queensland, Australia.
- Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2024. "Inference in the nonparametric stochastic frontier model," LIDAM Reprints ISBA 2024013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021. "Inference in the Nonparametric Stochastic Frontier Model," LIDAM Discussion Papers ISBA 2021029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Cinzia Daraio & Léopold Simar, 2024.
"Approximations and inference for envelopment estimators of production frontiers,"
Journal of Productivity Analysis, Springer, vol. 62(2), pages 197-215, October.
- Daraio, Cinzia & Simar, Léopold, 2024. "Approximations and inference for envelopment estimators of production frontiers," LIDAM Reprints ISBA 2024026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Sendhil Mullainathan & Ashesh Rambachan, 2024.
"From Predictive Algorithms to Automatic Generation of Anomalies,"
NBER Working Papers
32422, National Bureau of Economic Research, Inc.
- Sendhil Mullainathan & Ashesh Rambachan, 2024. "From Predictive Algorithms to Automatic Generation of Anomalies," Papers 2404.10111, arXiv.org.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024.
"A Sharp Test for the Judge Leniency Design,"
Working Papers
tecipa-774, University of Toronto, Department of Economics.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," Papers 2405.06156, arXiv.org.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifié & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," NBER Working Papers 32456, National Bureau of Economic Research, Inc.
- Victor Olkhov, 2024. "Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts," Papers 2408.04644, arXiv.org, revised Oct 2024.
- Jeffrey Mollins & Rachit Lumb, 2024. "Seasonal Adjustment of Weekly Data," Discussion Papers 2024-17, Bank of Canada.
- Xisong Jin, 2024. "Decomposing systemic risk measures by bank business model in Luxembourg," BCL working papers 182, Central Bank of Luxembourg.
- Onur Şeyranlıoğlu, 2024. "Fourier Birim Kök Testleri ile Finansal Yakınsama Hipotezi Geçerliliğinin Sınanması: Kırılgan Beşli Örneği," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(1), pages 11-30, June.
- Ömer Keskin, 2024. "Tarımsal Kredilerin ve Desteklerin Bitkisel Üretim Verimliliğine Etkilerinin Analizi: Kesirli-Frekanslı Fourier ARDL Sınır Testi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(1), pages 213-227, June.
- Attar, Itay & Cohen-Zada, Danny & Elder, Todd E., 2024.
"Measuring and Correcting Monotonicity Bias: The Case of School Entrance Age Effects,"
IZA Discussion Papers
17088, Institute of Labor Economics (IZA).
- Danny Cohen-Zada & Itay Attar & Todd Elder, 2024. "Measuring and Correcting Monotonicity Bias:The Case of School Entrance Age Effects," Working Papers 2406, Ben-Gurion University of the Negev, Department of Economics.
- Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Sebastián Gómez-Cardona & Jesse Perla & Jan Rosa, 2024.
"Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro,"
CESifo Working Paper Series
11292, CESifo.
- Ebrahimi Kahou, Mahdi & Fernández-Villaverde, Jesús & Gomez Cardona, Sebastian & Perla, Jesse & Rosa, Jan, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," CEPR Discussion Papers 19386, C.E.P.R. Discussion Papers.
- Mahdi E. Kahou & Jesús Fernández-Villaverde & Sebastian Gomez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," NBER Working Papers 32850, National Bureau of Economic Research, Inc.
- Mahdi Ebrahimi Kahou & Jesus Fernandez-Villaverde & Sebastian Gomez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," PIER Working Paper Archive 24-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Nicole Branger & Mark Trede & Bernd Wilfling, 2024. "Extracting stock-market bubbles from dividend futures," CQE Working Papers 10724, Center for Quantitative Economics (CQE), University of Muenster.
- Boumediene Souiki & Françoise Seyte, 2024. "Liquidity on Eurozone stock markets: A non-linear approach," Economics Bulletin, AccessEcon, vol. 44(1), pages 321-340.
- Naukhaiz Chaudhry & Waheed Akhter & David Roubaud, 2024. "Financial literacy, personality traits and financial wellbeing: A preliminary evidence," Economics Bulletin, AccessEcon, vol. 44(1), pages 190-210.
- Arthur Charpentier & Emmanuel Flachaire, 2024. "Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approach," Economics Bulletin, AccessEcon, vol. 44(1), pages 308-320.
- Kuo-Hsuan Chin & Xin-Hua Zheng, 2024. "Stability of Phillips Curve: The case of Taiwan," Economics Bulletin, AccessEcon, vol. 44(2), pages 635-651.
- Geraldo E. Silva jr. & Sidney M. Caetano, 2024. "Inception-expansion-bursting bubbles in the BRICS-dollar exchange rates," Economics Bulletin, AccessEcon, vol. 44(3), pages 961-974.
- Anton Bobrov & James Traina, 2024. "The beginning of the trend: Interest rates, profits, and markups," Economics Bulletin, AccessEcon, vol. 44(3), pages 1024-1033.
- Seiji Zenitani, 2024. "A gamma variate generator with shape parameter less than unity," Economics Bulletin, AccessEcon, vol. 44(3), pages 1113-1122.
- Burcu Berke & Gülsüm Akarsu, 2024. "Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Turkiye," Economics Bulletin, AccessEcon, vol. 44(3), pages 1254-1262.
- Borgioli, Stefano & Gallo, Giampiero M. & Ongari, Chiara, 2024. "Financial returns, sentiment and market volatility. A dynamic assessment," Working Paper Series 2999, European Central Bank.
- Ihtisham ul Haq & Shavkat Otamurodov & Khurram Abbas & Aisha Nowshid Khan, 2024. "Financial Innovation and Sustainable Development in Pakistan: An Empirical Study," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 402-409, March.
- Yinka Lydia Emmanuel & Mishelle Doorasamy & Jerry D. Kwarbai & Adegbola Olubukola Otekunrin & Uche Abamba OSAKEDE, 2024. "Relationship of Environmental Disclosure of Renewable Energy, Carbon Emissions, Waste Management, Water Consumption, and Banks’ Financial Performance," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 584-593, March.
- Yinka Lydia Emmanuel & Oluwasikemi Janet Owolabi & Babatunde Ayodeji Owolabi & Jerry D. Kwarbai & James Olalekan Akinbode & Sunday Festus Olasupo & Isiaka Olayinka Kolawole & Adegbola Olubukola Otekun, 2024. "Nexus between Returns on Equity and Disclosures of Greenhouse Gas Emissions, Waste Management, and Renewable Energy," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 98-108, September.
- Grošelj, Jan & Kapl, Mario & Knez, Marjeta & Takacs, Thomas & Vitrih, Vito, 2024. "C1-smooth isogeometric spline functions of general degree over planar mixed meshes: The case of two quadratic mesh elements," Applied Mathematics and Computation, Elsevier, vol. 460(C).
- Wang, Cong & Naveed, Amjad, 2024. "Innovation and environmental protection: An EU perspective," Applied Energy, Elsevier, vol. 366(C).
- Carlomagno, Guillermo & Eterovic, Nicolás & Hernández-Román, Luis G., 2024. "Disentangling demand and supply inflation shocks from electronic payments data," Economic Modelling, Elsevier, vol. 141(C).
- Fry, John & Brighton, Tom & Fanzon, Silvio, 2024. "Faster identification of faster Formula 1 drivers via time-rank duality," Economics Letters, Elsevier, vol. 237(C).
- Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
- Fallahgoul, Hasan & Franstianto, Vincentius & Lin, Xin, 2024. "Asset pricing with neural networks: Significance tests," Journal of Econometrics, Elsevier, vol. 238(1).
- Bai, Jushan, 2024.
"Likelihood approach to dynamic panel models with interactive effects,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
- 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.
- Riani, Marco & Atkinson, Anthony Curtis & Corbellini, Aldo & Farcomeni, Alessio & Laurini, Fabrizio, 2024.
"Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 189-205.
- Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo & Farcomeni, Alessio & Laurini, Fabrizio, 2022. "Information criteria for outlier detection avoiding arbitrary significance levels," LSE Research Online Documents on Economics 113647, London School of Economics and Political Science, LSE Library.
- Girma, Sourafel & Paton, David, 2024. "Using double-debiased machine learning to estimate the impact of Covid-19 vaccination on mortality and staff absences in elderly care homes," European Economic Review, Elsevier, vol. 170(C).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024.
"Inference for aggregate efficiency: Theory and guidelines for practitioners,"
European Journal of Operational Research, Elsevier, vol. 316(1), pages 240-254.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023. "Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners," CEPA Working Papers Series WP032023, School of Economics, University of Queensland, Australia.
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024. "Inference for aggregate efficiency: Theory and guidelines for practitioners," LIDAM Reprints ISBA 2024012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023. "Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners," LIDAM Discussion Papers ISBA 2023016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Addey, Kwame Asiam & Nganje, William, 2024. "Climate policy volatility hinders renewable energy consumption: Evidence from yardstick competition theory," Energy Economics, Elsevier, vol. 130(C).
- Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024. "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, vol. 306(C).
- Wei, Yu & Wang, Zhuo & Zhou, Xiaorui & Shang, Yue & Ren, Lin, 2024. "Are the leading indicators really leading? Evidence from mixed-frequency spillover approach," Finance Research Letters, Elsevier, vol. 69(PB).
- Gupta, Rakesh & Haddad, Sama & Selvanathan, E.A., 2024. "Global power and Stock market co-movements: A study of G20 markets," Global Finance Journal, Elsevier, vol. 62(C).
- Bignozzi, Valeria & Merlo, Luca & Petrella, Lea, 2024. "Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 44-50.
- Dal Bó, Pedro & Foster, Andrew & Kamei, Kenju, 2024. "The democracy effect: A weights-based estimation strategy," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 31-45.
- Solow, Andrew R. & Farrow, Scott, 2024. "Li and Pizer in the short-run: A comment on discounting," Journal of Environmental Economics and Management, Elsevier, vol. 127(C).
- D'Elia, Enrico & Zeli, Alessandro, 2024. "At the origins of the Italy's public debt," Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 45-56.
- 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.
- Baurdoux, Erik J. & Pedraza, José M., 2024. "Lp optimal prediction of the last zero of a spectrally negative Lévy process," LSE Research Online Documents on Economics 119468, London School of Economics and Political Science, LSE Library.
- Li, Jie & Fearnhead, Paul & Fryzlewicz, Piotr & Wang, Tengyao, 2024. "Automatic change-point detection in time series via deep learning," LSE Research Online Documents on Economics 120083, London School of Economics and Political Science, LSE Library.
- Kardaras, Constantinos, 2024. "Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance," LSE Research Online Documents on Economics 121057, London School of Economics and Political Science, LSE Library.
- Gapeev, Pavel V. & Jeanblanc, Monique, 2024. "On the construction of conditional probability densities in the Brownian and compound Poisson filtrations," LSE Research Online Documents on Economics 121059, London School of Economics and Political Science, LSE Library.
- Gavioli-Akilagun, Shakeel, 2024. "Shakeel Gavioli-Akilagun's contribution to the discussion of the discussion meeting on probabilistic and statistical aspects of machine learning," LSE Research Online Documents on Economics 121251, London School of Economics and Political Science, LSE Library.
- Chen, Yudong & Chen, Yining, 2024. "Yudong Chen and Yining Chen's contribution to the discussion of ‘the discussion meeting on probabilistic and statistical aspects of machine learning’," LSE Research Online Documents on Economics 121252, London School of Economics and Political Science, LSE Library.
- Duarte, Belmiro P.M. & Atkinson, Anthony C. & Oliveira, Nuno M.C., 2024. "Using hierarchical information-theoretic criteria to optimize subsampling of extensive datasets," LSE Research Online Documents on Economics 121641, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr, 2024. "Robust Narrowest Significance Pursuit: inference for multiple change-points in the median," LSE Research Online Documents on Economics 121646, London School of Economics and Political Science, LSE Library.
- Helen Miller & Thomas Pope & Kate Smith, 2024.
"Intertemporal Income Shifting and the Taxation of Business Owner-Managers,"
The Review of Economics and Statistics, MIT Press, vol. 106(1), pages 184-201, January.
- Helen Miller & Thomas Pope & Kate Smith, 2021. "Intertemporal income shifting and the taxation of business owner-managers," IFS Working Papers W21/49, Institute for Fiscal Studies.
- Miller, Helen & Pope, Thomas & Smith, Kate, 2024. "Intertemporal income shifting and the taxation of business owner-managers," LSE Research Online Documents on Economics 121654, London School of Economics and Political Science, LSE Library.
- Wallin, Gabriel & Chen, Yunxiao & Moustaki, Irini, 2024. "DIF analysis with unknown groups and anchor items," LSE Research Online Documents on Economics 121991, London School of Economics and Political Science, LSE Library.
- Chang, Jinyuan & Hu, Qiao & Kolaczyk, Eric D. & Yao, Qiwei & Yi, Fengting, 2024. "Edge differentially private estimation in the β-model via jittering and method of moments," LSE Research Online Documents on Economics 122099, London School of Economics and Political Science, LSE Library.
- Kibuchi, Eliud & Sturgis, Patrick & Durrant, Gabriele B. & Maslovskaya, Olga, 2024. "The efficacy of propensity score matching for separating selection and measurement effects across different survey modes," LSE Research Online Documents on Economics 122120, London School of Economics and Political Science, LSE Library.
- Zhang, Junyi & Dassios, Angelos, 2024. "Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures," LSE Research Online Documents on Economics 122228, London School of Economics and Political Science, LSE Library.
- Li, Jing Jing & Shi, Chengchun & Li, Lexin & Collins, Anne G.E., 2024. "Dynamic noise estimation: a generalized method for modeling noise fluctuations in decision-making," LSE Research Online Documents on Economics 122383, London School of Economics and Political Science, LSE Library.
- Li, Ting & Shi, Chengchun & Lu, Zhaohua & Li, Yi & Zhu, Hongtu, 2024. "Evaluating dynamic conditional quantile treatment effects with applications in ridesharing," LSE Research Online Documents on Economics 122488, London School of Economics and Political Science, LSE Library.
- Wang, Tengyao & Dobriban, Edgar & Gataric, Milana & Samworth, Richard J., 2024. "Sharp-SSL: selective high-dimensional axis-aligned random projections for semi-supervised learning," LSE Research Online Documents on Economics 122552, London School of Economics and Political Science, LSE Library.
- Li, Jie & Fearnhead, Paul & Fryzlewicz, Piotr & Wang, Tengyao, 2024. "Authors' reply to the discussion of 'Automatic change-point detection in time series via deep learning' at the discussion meeting on 'Probabilistic and statistical aspects of machine learning'," LSE Research Online Documents on Economics 122793, London School of Economics and Political Science, LSE Library.
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- Kalinke, Florian & Szabo, Zoltan, 2024. "The minimax rate of HSIC estimation for translation-invariant kernel," LSE Research Online Documents on Economics 122819, London School of Economics and Political Science, LSE Library.
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- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
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- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
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- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Dubiel-Teleszynski, Tomasz & Kalogeropoulos, Konstantinos & Karouzakis, Nikolaos, 2024. "Sequential learning and economic benefits from dynamic term structure models," LSE Research Online Documents on Economics 123659, London School of Economics and Political Science, LSE Library.
- Zhang, Siliang & Kuha, Jouni & Steele, Fiona, 2024. "Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support," LSE Research Online Documents on Economics 123698, London School of Economics and Political Science, LSE Library.
- Wouters, Olivier J. & Kesselheim, Aaron S. & Kuha, Jouni & Luyten, Jeroen, 2024. "Sales revenues for new therapeutic agents approved by the United States Food and Drug Administration from 1995 to 2014: a retrospective study," LSE Research Online Documents on Economics 123955, London School of Economics and Political Science, LSE Library.
- Zhang, Siliang & Chen, Yunxiao, 2024. "A note on Ising network analysis with missing data," LSE Research Online Documents on Economics 123984, London School of Economics and Political Science, LSE Library.
- Fahrenwaldt, Matthias & Furrer, Christian & Hiabu, Munir Eberhardt & Huang, Fei & Jørgensen, Frederik Hytting & Lindholm, Mathias & Loftus, Joshua & Steffensen, Mogens & Tsanakas, Andreas, 2024. "Fairness: plurality, causality, and insurability," LSE Research Online Documents on Economics 124031, London School of Economics and Political Science, LSE Library.
- Dang, Hai-Anh H & Jolliffe, Dean & Serajuddin, Umar & Stacy, Brian, 2024.
"Country Statistical Capacity: A Recent Assessment Tool and Further Reflections on the Way Forward,"
IZA Discussion Papers
16892, Institute of Labor Economics (IZA).
- Dang, Hai Anh H. & Jolliffe, Dean & Serajuddin, Umar & Stacy, Brian, 2024. "Country statistical capacity: a recent assessment tool and further reflections on the way forward," LSE Research Online Documents on Economics 124060, London School of Economics and Political Science, LSE Library.
- Dang, Hai-Anh H. & Jolliffe, Dean & Serajuddin, Umar & Stacy, Brian, 2024. "Country Statistical Capacity: A Recent Assessment Tool and Further Reflections on the Way Forward," GLO Discussion Paper Series 1411, Global Labor Organization (GLO).
- Hao, Meiling & Su, Pingfan & Hu, Liyuan & Szabo, Zoltan & Zhao, Qianyu & Shi, Chengchun, 2024. "Forward and backward state abstractions for off-policy evaluation," LSE Research Online Documents on Economics 124074, London School of Economics and Political Science, LSE Library.
- Ma, Tao & Yang, Xuzhi & Szabo, Zoltan, 2024. "To switch or not to switch? Balanced policy switching in offline reinforcement learning," LSE Research Online Documents on Economics 124144, London School of Economics and Political Science, LSE Library.
- Zhang, Pengcheng & Chen, Zezhun & Tzougas, George & Calderín–Ojeda, Enrique & Dassios, Angelos & Wu, Xueyuan, 2024. "Multivariate zero-inflated INAR(1) model with an application in automobile insurance," LSE Research Online Documents on Economics 124317, London School of Economics and Political Science, LSE Library.
- Bosch Jover, Oriol & Sturgis, Patrick & Kuha, Jouni & Revilla, Melanie, 2024. "Uncovering digital trace data biases: tracking undercoverage in web tracking data," LSE Research Online Documents on Economics 124537, London School of Economics and Political Science, LSE Library.
- Chatzilena, Anastasia & Demiris, Nikolas & Kalogeropoulos, Konstantinos, 2024. "A modeling framework for the analysis of the SARS-CoV2 transmission dynamics," LSE Research Online Documents on Economics 124573, London School of Economics and Political Science, LSE Library.
- Karch, Julian D. & Perez-Alonso, Andres F. & Bergsma, Wicher P., 2024. "Beyond Pearson’s correlation: modern nonparametric independence tests for psychological research," LSE Research Online Documents on Economics 124587, London School of Economics and Political Science, LSE Library.
- Bian, Zeyu & Shi, Chengchun & Qi, Zhengling & Wang, Lan, 2024. "Off-policy evaluation in doubly inhomogeneous environments," LSE Research Online Documents on Economics 124630, London School of Economics and Political Science, LSE Library.
- Chen, Yunxiao & Li, Xiaoou, 2024. "A note on entrywise consistency for mixed-data matrix completion," LSE Research Online Documents on Economics 124682, London School of Economics and Political Science, LSE Library.
- Jamil, Haziq & Moustaki, Irini & Skinner, Chris J., 2024. "Pairwise likelihood estimation and limited-information goodness-of-fit test statistics for binary factor analysis models under complex survey sampling," LSE Research Online Documents on Economics 125419, London School of Economics and Political Science, LSE Library.
- Loftus, Joshua R., 2024. "Position: the causal revolution needs scientific pragmatism," LSE Research Online Documents on Economics 125578, London School of Economics and Political Science, LSE Library.
- Liu, Yirui & Qiao, Xinghao & Pei, Yulong & Wang, Liying, 2024. "Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization," LSE Research Online Documents on Economics 125587, London School of Economics and Political Science, LSE Library.
- Li, Ting & Shi, Chengchun & Wen, Qianglin & Sui, Yang & Qin, Yongli & Lai, Chunbo & Zhu, Hongtu, 2024. "Combining experimental and historical data for policy evaluation," LSE Research Online Documents on Economics 125588, London School of Economics and Political Science, LSE Library.
- Yang, Xuzhi & Wang, Tengyao, 2024. "Multiple-output composite quantile regression through an optimal transport lens," LSE Research Online Documents on Economics 125589, London School of Economics and Political Science, LSE Library.
- Chang, Jinyuan & Fang, Qin & Qiao, Xinghao & Yao, Qiwei, 2024. "On the modelling and prediction of high-dimensional functional time series," LSE Research Online Documents on Economics 125599, London School of Economics and Political Science, LSE Library.
- Gascoigne, Connor & Jeffery, Annie & Shao, Zejing & Geneletti, Sara & Kirkbride, James B. & Baio, Gianluca & Blangiardo, Marta, 2024. "A Bayesian interrupted time series framework for evaluating policy change on mental well-being: an application to England's welfare reform," LSE Research Online Documents on Economics 125699, London School of Economics and Political Science, LSE Library.
- Baranowski, Rafal & Chen, Yining & Fryzlewicz, Piotr, 2024. "Multiscale autoregression on adaptively detected timescales," LSE Research Online Documents on Economics 126054, London School of Economics and Political Science, LSE Library.
- Rasmussen, Aksel Kaastrup & Seizilles, Fanny & Girolami, Mark & Kazlauskaite, Ieva, 2024. "The Bayesian approach to inverse Robin problems," LSE Research Online Documents on Economics 126262, London School of Economics and Political Science, LSE Library.
- C Glöer, 2024. "Institutional Investors, Capital Structure, and Financial Turmoil: A European Cross-Country Study," Economic Issues Journal Articles, Economic Issues, vol. 29(2), pages 1-27, September.
- Oliver Zain Hannaoui & Hyeyoon Jung, 2024. "What Do Climate Risk Indices Measure?," Liberty Street Economics 20241007, Federal Reserve Bank of New York.
- Danny Cohen-Zada & Itay Attar & Todd Elder, 2024.
"Measuring and Correcting Monotonicity Bias:The Case of School Entrance Age Effects,"
Working Papers
2406, Ben-Gurion University of the Negev, Department of Economics.
- Attar, Itay & Cohen-Zada, Danny & Elder, Todd E., 2024. "Measuring and Correcting Monotonicity Bias: The Case of School Entrance Age Effects," IZA Discussion Papers 17088, Institute of Labor Economics (IZA).
- Kerwin, Jason & Rostom, Nada & Sterck, Olivier, 2024. "Striking the Right Balance: Why Standard Balance Tests Over-Reject the Null, and How to Fix It," IZA Discussion Papers 17217, Institute of Labor Economics (IZA).
- Onur Özdemir & Anoop S. Kumar, 2024. "Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1255-1279, March.
- Antoine Giannetti, 2024. "A simple test of misspecification for linear asset pricing models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 305-330, September.
- Alejandra Martínez-Martínez & Silviano Esteve-Pérez & Salvador Gil-Pareja & Rafael Llorca-Vivero, 2024. "Multilevel Modelling in Economics: A Way to Test the Natural-Partner Hypothesis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(3), pages 299-314, August.
- Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
- Shirong Zhao & Jeremy Losak, 2024. "Two-tiered stochastic frontier models: a Bayesian perspective," Journal of Productivity Analysis, Springer, vol. 61(2), pages 85-106, April.
- Cinzia Daraio & Léopold Simar, 2024.
"Approximations and inference for envelopment estimators of production frontiers,"
Journal of Productivity Analysis, Springer, vol. 62(2), pages 197-215, October.
- Daraio, Cinzia & Simar, Léopold, 2024. "Approximations and inference for envelopment estimators of production frontiers," LIDAM Reprints ISBA 2024026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Kian Ong, 2024. "Do Countries Converge to Their Steady States at Different Rates?," Open Economies Review, Springer, vol. 35(4), pages 723-749, September.
- Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2024. "Credit loss modelling using beta distribution in a Bayesian approach," Bank i Kredyt, Narodowy Bank Polski, vol. 55(3), pages 313-332.
- Sendhil Mullainathan & Ashesh Rambachan, 2024.
"From Predictive Algorithms to Automatic Generation of Anomalies,"
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- Sendhil Mullainathan & Ashesh Rambachan, 2024. "From Predictive Algorithms to Automatic Generation of Anomalies," NBER Working Papers 32422, National Bureau of Economic Research, Inc.
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"A Sharp Test for the Judge Leniency Design,"
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- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifié & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," NBER Working Papers 32456, National Bureau of Economic Research, Inc.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," Working Papers tecipa-774, University of Toronto, Department of Economics.
- Takanori Ida & Takunori Ishihara & Koichiro Ito & Daido Kido & Toru Kitagawa & Shosei Sakaguchi & Shusaku Sasaki, 2024. "Dynamic Targeting: Experimental Evidence from Energy Rebate Programs," NBER Working Papers 32561, National Bureau of Economic Research, Inc.
- Manuel Arellano & Orazio Attanasio & Sam Crossman & Víctor Sancibrián, 2024.
"Estimating flexible income processes from subjective expectations data: evidence from India and Colombia,"
Working Papers
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- Manuel Arellano & Orazio Attanasio & Samuel Crossman & Víctor Sancibrián, 2024. "Estimating Flexible Income Processes from Subjective Expectations Data: Evidence from India and Colombia," NBER Working Papers 32922, National Bureau of Economic Research, Inc.
- Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024. "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers 33012, National Bureau of Economic Research, Inc.
- Niccolo Lomys & Lorenzo Magnolfi, 2024. "Estimation of Games under No Regret: Structural Econometrics for AI," Working Papers 24-05, NET Institute, revised Nov 2024.
- Fabrice Murtin & Max Salomon-Ermel, 2024. "Nowcasting subjective well-being with Google Trends: A meta-learning approach," OECD Papers on Well-being and Inequalities 27, OECD Publishing.
- Joseph P Byrne & Shuo Cao, 2024. "Decomposing Uncertainty in Macro-Finance Term Structure Models," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(3), pages 428-449.
- Morad Bali & Thanh T. Nguyen & Lincoln F. Pratson, 2024. "Impacts of EU Sanctions Levied in 2014 on Individual European Countries' Exports to Russia: Winners and Losers," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(2), pages 154-194, April.
- Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Sebastián Gómez-Cardona & Jesse Perla & Jan Rosa, 2024.
"Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro,"
CESifo Working Paper Series
11292, CESifo.
- Mahdi Ebrahimi Kahou & Jesus Fernandez-Villaverde & Sebastian Gomez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," PIER Working Paper Archive 24-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Mahdi E. Kahou & Jesús Fernández-Villaverde & Sebastian Gomez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," NBER Working Papers 32850, National Bureau of Economic Research, Inc.
- Ebrahimi Kahou, Mahdi & Fernández-Villaverde, Jesús & Gomez Cardona, Sebastian & Perla, Jesse & Rosa, Jan, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," CEPR Discussion Papers 19386, C.E.P.R. Discussion Papers.
- Chellai, Fatih, 2024. "Reserves, Prices, and Policy: An Empirical Analysis of Strategic Crop Reserves in Arab Countries," MPRA Paper 120067, University Library of Munich, Germany.
- Lee, David, 2024. "Hedge Fund Investment Returns and Performance," MPRA Paper 120350, University Library of Munich, Germany.
- Bai, Jushan & Wang, Peng, 2024. "Causal inference using factor models," MPRA Paper 120585, University Library of Munich, Germany.
- Stukach, Victor & Shumakova, Oksana, 2024. "Потенциал Аграрного Вуза: Научные Школы, Анализ Активов, Направления Развития [The potential of an agricultural university: scientific schools, asset analysis, development directions]," MPRA Paper 120843, University Library of Munich, Germany, revised 2024.
- Tamilina, Larysa & Hryniv, Dzvenyslava & Hulko, Pavlo, 2024. "The Primary Predictors Behind the Formation of Social Bubbles on Online Social Media Platforms: Focusing on Young Individuals in Ukraine," MPRA Paper 121084, University Library of Munich, Germany.
- Maulana, Ardian & Hokky, Situngkir, 2024. "Exploring The Spatial Structure of Interregional Supply Chain: A Multilayer Network Approach," MPRA Paper 121129, University Library of Munich, Germany.
- Shi, Xiangyu, 2024. "Networked instrumental variable estimation: The case of Hausman-style instruments," MPRA Paper 121349, University Library of Munich, Germany.
- Shi, Xiangyu & Zhang, Xin, 2024. "Extreme High Temperatures, Firm Dynamics and Heterogeneity, and Aggregate Productivity: The Case of Chinese Manufacturing," MPRA Paper 121351, University Library of Munich, Germany.
- Shi, Xiangyu & Wang, Chang, 2024. "Carbon emissions regulation, input-output networks, and firm dynamics: The case of a low-carbon-zone pilot in China," MPRA Paper 121359, University Library of Munich, Germany.
- Bonga-Bonga, Lumengo & Kirsten, Frederich, 2024. "Corruption and ethnicity on the African continent: the mediating role of institutions," MPRA Paper 121373, University Library of Munich, Germany.
- Dorji, Karma Minjur Phuntsho, 2024. "Exploring Nowcasting Techniques for Real-Time GDP Estimation in Bhutan," MPRA Paper 121380, University Library of Munich, Germany, revised 30 Jun 2024.
- Ibanez, Francisco & Urga, Giovanni, 2024. "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper 121552, University Library of Munich, Germany.
- Olkhov, Victor, 2024. "Lower bounds of uncertainty and upper limits on the accuracy of forecasts of macroeconomic variables," MPRA Paper 121628, University Library of Munich, Germany.
- Harin, Alexander, 2024. "“Certain-uncertain” inconsistency within the basic experimental procedures of behavioral economics," MPRA Paper 121756, University Library of Munich, Germany.
- Josué, ANDRIANADY, 2024. "Manuel Complet de la Régression par les Moindres Carrés Ordinaires (OLS) sous EViews [The Complete Guide to Ordinary Least Squares (OLS) Regression Using EViews]," MPRA Paper 122199, University Library of Munich, Germany.
- Sinha, Pankaj & verma, Kaushal & Biswas, Sumana & Tyagi, Shashank & Gogia, Shaily & Singh, Aakhyat & Kumar, Amit, 2024. "Modeling and forecasting US presidential election 2024," MPRA Paper 122319, University Library of Munich, Germany, revised 08 Oct 2024.
- Dayoro, Donatien, 2024. "Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE)," MPRA Paper 122408, University Library of Munich, Germany, revised 2024.
- Sinha, Pankaj & Kumar, Amit & Biswas, Sumana & Gupta, Chirag, 2024. "Forecasting US Presidential Election 2024 using multiple machine learning algorithms," MPRA Paper 122490, University Library of Munich, Germany, revised 22 Oct 2024.
- Fleischhacker, Jan, 2024. "Fiscal policy and the business cycle: An argument for non-linear policy rules," MPRA Paper 122497, University Library of Munich, Germany.
- Kranz, Sebastian, 2024. "From Replications to Revelations: Heteroskedasticity-Robust Inference," MPRA Paper 122724, University Library of Munich, Germany.
- Felipe Calvo, David, 2024. "Efectos psicológicos del teletrabajo sobre los trabajadores: Evidencia en España [Psychological Effects of Teleworking on Employees: Evidence from Spain]," MPRA Paper 122797, University Library of Munich, Germany.
- Florin Marius PAVELESCU & Laura Mariana CISMAS & Cornelia DUMITRU, 2024. "Transformative EU 27 Labour Markets: Assessing Opportunities, Risks and Trends," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 464-473, August.
- Khaled Nasri & Besma Belhadj, 2024. "Household Vulnerability and Resilience in Tunisia: Evidence Using Fuzzy Sets and Multidimensional Approach," Studies in Microeconomics, , vol. 12(2), pages 135-153, August.
- Karissa M. Johnston & Ivana F. Audhya & Jessica Dunne & David Feeny & Peter Neumann & Daniel C. Malone & Shelagh M. Szabo & Katherine L. Gooch, 2024. "Comparing Preferences for Disease Profiles: A Discrete Choice Experiment from a US Societal Perspective," Applied Health Economics and Health Policy, Springer, vol. 22(3), pages 343-352, May.
2023
- Camusso Jorge, 2023. "Poder de negociación sindical y desigualdad salarial: una aplicación al caso argentino," Asociación Argentina de Economía Política: Working Papers 4629, Asociación Argentina de Economía Política.
- Fernando Delbianco & Fernando Tohmé, 2023.
"What is a relevant control?: An algorithmic proposal,"
Working Papers
269, Red Nacional de Investigadores en Economía (RedNIE).
- Delbianco Fernando & Tohmé Fernando, 2023. "What is a relevant control?: An algorithmic proposal," Asociación Argentina de Economía Política: Working Papers 4643, Asociación Argentina de Economía Política.
- Legaspe Francisco, 2023. "Effect of corruption on economic growth," Asociación Argentina de Economía Política: Working Papers 4663, Asociación Argentina de Economía Política.
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- Nasir, Nida & Kansal, Afreen & Alshaltone, Omar & Barneih, Feras & Shanableh, Abdallah & Al-Shabi, Mohammad & Al Shammaa, Ahmed, 2023. "Deep learning detection of types of water-bodies using optical variables and ensembling," LSE Research Online Documents on Economics 118724, London School of Economics and Political Science, LSE Library.
- Bergin, A. & Chapman, S. C. & Watkins, N. W. & Moloney, N. R. & Gjerloev, J. W., 2023. "Extreme event statistics in Dst, SYM-H, and SMR geomagnetic indices," LSE Research Online Documents on Economics 118730, London School of Economics and Political Science, LSE Library.
- Çetin, Umut & Larsen, Kasper, 2023. "Uniqueness in cauchy problems for diffusive real-valued strict local martingales," LSE Research Online Documents on Economics 118743, London School of Economics and Political Science, LSE Library.
- Maruri-Aguilar, Hugo & Wynn, Henry, 2023. "Sparse polynomial prediction," LSE Research Online Documents on Economics 118748, London School of Economics and Political Science, LSE Library.
- Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2023. "INAR approximation of bivariate linear birth and death process," LSE Research Online Documents on Economics 118769, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr, 2023. "Narrowest Significance Pursuit: inference for multiple change-points in linear models," LSE Research Online Documents on Economics 118795, London School of Economics and Political Science, LSE Library.
- Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2024. "EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects," LSE Research Online Documents on Economics 118826, London School of Economics and Political Science, LSE Library.
- Maeng, Hyeyoung & Fryzlewicz, Piotr, 2023. "Detecting linear trend changes in data sequences," LSE Research Online Documents on Economics 119280, London School of Economics and Political Science, LSE Library.
- Baurdoux, Erik J. & Pedraza, José M., 2023. "Predicting the last zero before an exponential time of a spectrally negative Lévy process," LSE Research Online Documents on Economics 119290, London School of Economics and Political Science, LSE Library.
- Zhou, Yunzhe & Shi, Chengchun & Li, Lexin & Yao, Qiwei, 2023. "Testing for the Markov property in time series via deep conditional generative learning," LSE Research Online Documents on Economics 119352, London School of Economics and Political Science, LSE Library.
- Gao, Yuhe & Shi, Chengchun & Song, Rui, 2023. "Deep spectral Q-learning with application to mobile health," LSE Research Online Documents on Economics 119445, London School of Economics and Political Science, LSE Library.
- Shi, Chengchun & Zhou, Yunzhe & Li, Lexin, 2023. "Testing directed acyclic graph via structural, supervised and generative adversarial learning," LSE Research Online Documents on Economics 119446, London School of Economics and Political Science, LSE Library.
- Chen, Yudong & Wang, Tengyao & Samworth, Richard J., 2024. "Inference in high-dimensional online changepoint detection," LSE Research Online Documents on Economics 119449, London School of Economics and Political Science, LSE Library.
- Vamvourellis, Konstantinos & Kalogeropoulos, Konstantinos & Moustaki, Irini, 2023. "Assessment of generalised Bayesian structural equation models for continuous and binary data," LSE Research Online Documents on Economics 119473, London School of Economics and Political Science, LSE Library.
- Farina, Nicolas & Jacobs, Roxanne & Turana, Yuda & Fitri, Fasihah Irfani & Schneider, Marguerite & Theresia, Imelda & Docrat, Sumaiyah & Sani, Tara Puspitarini & Augustina, Lydia & Albanese, Emiliano , 2023. "Comprehensive measurement of the prevalence of dementia in low- and middle-income countries: STRiDE methodology and its application in Indonesia and South Africa," LSE Research Online Documents on Economics 119631, London School of Economics and Political Science, LSE Library.
- Dassios, Angelos & Zhang, Junyi, 2023. "Exact simulation of Poisson-Dirichlet distribution and generalised gamma process," LSE Research Online Documents on Economics 119755, London School of Economics and Political Science, LSE Library.
- Hill, Theodore P. & Arden, Rosalind, 2023. "Recurring errors in studies of gender differences in variability," LSE Research Online Documents on Economics 119788, London School of Economics and Political Science, LSE Library.
- Caron, François & Panero, Francesca & Rousseau, Judith, 2023. "On sparsity, power-law, and clustering properties of graphex processes," LSE Research Online Documents on Economics 119794, London School of Economics and Political Science, LSE Library.
- Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023. "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics 119902, London School of Economics and Political Science, LSE Library.
- Steele, Fiona & Zhang, Siliang & Grundy, Emily & Burchardt, Tania, 2024. "Longitudinal analysis of exchanges of support between parents and children in the UK," LSE Research Online Documents on Economics 119908, London School of Economics and Political Science, LSE Library.
- Lillo, Fabrizio & Livieri, Giulia & Marmi, Stefano & Solomko, Anton & Vaienti, Sandro, 2023. "Analysis of bank leverage via dynamical systems and deep neural networks," LSE Research Online Documents on Economics 119917, London School of Economics and Political Science, LSE Library.
- Liu, Yirui & Qiao, Xinghao & Wang, Liying & Lam, Jessica, 2023. "EEGNN: edge enhanced graph neural network with a Bayesian nonparametric graph model," LSE Research Online Documents on Economics 119918, London School of Economics and Political Science, LSE Library.
- Chen, Yunxiao & Li, Chengcheng & Ouyang, Jing & Xu, Gongjun, 2023. "DIF statistical inference without knowing anchoring items," LSE Research Online Documents on Economics 119923, London School of Economics and Political Science, LSE Library.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2023. "Empirical likelihood for network data," LSE Research Online Documents on Economics 119936, London School of Economics and Political Science, LSE Library.
- Jiang, Binyan & Li, Jialiang & Yao, Qiwei, 2023. "Autoregressive networks," LSE Research Online Documents on Economics 119983, London School of Economics and Political Science, LSE Library.
- Pillinger, Rebecca & Steele, Fiona & Leckie, George & Jenkins, Jennifer, 2024. "A dynamic social relations model for clustered longitudinal dyadic data with continuous or ordinal responses," LSE Research Online Documents on Economics 119988, London School of Economics and Political Science, LSE Library.
- Di Mari, Roberto & Bakk, Zsuzsa & Oser, Jennifer & Kuha, Jouni, 2023. "A two-step estimator for multilevel latent class analysis with covariates," LSE Research Online Documents on Economics 119994, London School of Economics and Political Science, LSE Library.
- Cho, Haeran & Fryzlewicz, Piotr, 2023. "Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm," LSE Research Online Documents on Economics 120085, London School of Economics and Political Science, LSE Library.
- Hansen, Sakina & Loftus, Joshua, 2023. "Model-agnostic auditing: a lost cause?," LSE Research Online Documents on Economics 120114, London School of Economics and Political Science, LSE Library.
- Adusumilli, Karun & Otsu, Taisuke & Qiu, Chen, 2023. "Reweighted nonparametric likelihood inference for linear functionals," LSE Research Online Documents on Economics 120198, London School of Economics and Political Science, LSE Library.
- Lillo, Fabrizio & Livieri, Giulia & Marmi, Stefano & Solomko, Anton & Vaienti, Sandro, 2023. "Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems," LSE Research Online Documents on Economics 120290, London School of Economics and Political Science, LSE Library.
- Zhang, Junyi & Dassios, Angelos, 2023. "Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models," LSE Research Online Documents on Economics 120294, London School of Economics and Political Science, LSE Library.
- Rosenblatt, Lucas & Herman, Bernease & Holovenko, Anastasia & Lee, Wonkwon & Loftus, Joshua & McKinnie, Elizabeth & Rumezhak, Taras & Stadnik, Andrii & Howe, Bill & Stoyanovich, Julia, 2023. "Epistemic parity: reproducibility as an evaluation metric for differential privacy," LSE Research Online Documents on Economics 120493, London School of Economics and Political Science, LSE Library.
- Zhang, Wen & Shi, Jingwen & Wang, Xiaojun & Wynn, Henry, 2023. "AI-powered decision-making in facilitating insurance claim dispute resolution," LSE Research Online Documents on Economics 120649, London School of Economics and Political Science, LSE Library.
- Çetin, Umut & Waelbroeck, Henri, 2023. "Power laws in market microstructure," LSE Research Online Documents on Economics 120809, London School of Economics and Political Science, LSE Library.
- Xie, Zilong & Chen, Yunxiao & von Davier, Matthias & Weng, Haolei, 2023. "Variable selection in latent variable models via knockoffs: an application to international large-scale assessment in education," LSE Research Online Documents on Economics 120812, London School of Economics and Political Science, LSE Library.
- Cetin, Umut, 2024. "Minimal subharmonic functions and related integral representations," LSE Research Online Documents on Economics 121020, London School of Economics and Political Science, LSE Library.
- Zhang, Bo & Hao, Sixing & Yao, Qiwei, 2023. "Blind Source Separation over Space: an eigenanalysis approach," LSE Research Online Documents on Economics 121093, London School of Economics and Political Science, LSE Library.
- Wang, Xueqin & Zhu, Jin & Pan, Wenliang & Zhu, Junhao & Zhang, Heping, 2023. "Nonparametric statistical inference via metric distribution function in metric spaces," LSE Research Online Documents on Economics 121279, London School of Economics and Political Science, LSE Library.
- Hanwei Huang & Gianmarco I. P. Ottaviano, 2023.
"Rethinking revealed comparative advantage with micro and macro data,"
CEP Discussion Papers
dp1964, Centre for Economic Performance, LSE.
- Huang, Hanwei & Ottaviano, Gianmarco Ireo Paolo, 2023. "Rethinking revealed comparative advantage with micro and macro data," LSE Research Online Documents on Economics 121284, London School of Economics and Political Science, LSE Library.
- Fruet Dias, Gustavo & Papailias, Fotis & Scherrer, Cristina, 2023. "An econometric analysis of volatility discovery," LSE Research Online Documents on Economics 121363, London School of Economics and Political Science, LSE Library.
- Komarova, Tatiana & Hidalgo, Javier, 2023. "Testing nonparametric shape restrictions," LSE Research Online Documents on Economics 121410, London School of Economics and Political Science, LSE Library.
- Bhuyan, Prajamitra & Jana, Kaushik & McCoy, Emma J., 2023. "Causal analysis at extreme quantiles with application to London traffic flow data," LSE Research Online Documents on Economics 121622, London School of Economics and Political Science, LSE Library.
- Chen, Weilin & Lam, Clifford, 2024. "Rank and factor loadings estimation in time series tensor factor model by pre-averaging," LSE Research Online Documents on Economics 121958, London School of Economics and Political Science, LSE Library.
- Shi, Chengchun & Qi, Zhengling & Wang, Jianing & Zhou, Fan, 2023. "Value enhancement of reinforcement learning via efficient and robust trust region optimization," LSE Research Online Documents on Economics 122756, London School of Economics and Political Science, LSE Library.
- Duarte, Belmiro P.M. & Atkinson, Anthony C. & Oliveira, Nuno M.C., 2023. "Optimum design for ill-conditioned models: K–optimality and stable parameterizations," LSE Research Online Documents on Economics 122986, London School of Economics and Political Science, LSE Library.
- Yong Dirgiatmo, 2023. "Testing The Discriminant Validity and Heterotrait–Monotrait Ratio of Correlation (HTMT): A Case in Indonesian SMEs," International Symposia in Economic Theory and Econometrics, in: Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from Indonesia, volume 33, pages 157-170, Emerald Group Publishing Limited.
- Panos Fousekis, 2023. "Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes. Evidence from the local Gaussian correlation approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(5), pages 795-813, April.
- Mariusz Pyra, 2023. "An Analysis of the Current Structure of Means of Transport in Poland in Terms of Emission Performance," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 203-221.
- Rafal Czyzycki & Konrad Kochanski, 2023. "Regional Differences in Energy Policy Changes of EU Countries in 2012-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 492-499.
- Francesc Amat & Pablo Beramendi & Miriam Hortas-Rico & Vicente Rios, 2020.
"How inequality shapes political participation: The role of spatial patterns of political competition,"
Working Papers. Collection B: Regional and sectoral economics
2002, Universidade de Vigo, GEN - Governance and Economics research Network.
- Francesc Amat & Pablo Beramendi & Miriam Hortas-Rico & Vicente Rios, 2023. "How Inequality Shapes Political Participation: The Role of Spatial Patterns of Political Competition," Working Papers 2023-08, FEDEA.
- Amanda E. Kowalski, 2023.
"Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform,"
The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 646-664, May.
- Amanda E. Kowalski, 2018. "Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform," NBER Working Papers 24647, National Bureau of Economic Research, Inc.
- Amanda Kowalski, 2023. "Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform," Artefactual Field Experiments 00774, The Field Experiments Website.
- Gary Charness & Brian Jabarian & John A. List, 2023.
"Generation Next: Experimentation with AI,"
NBER Working Papers
31679, National Bureau of Economic Research, Inc.
- Gary Charness & Brian Jabarian & John List, 2023. "Generation Next: Experimentation with AI," Artefactual Field Experiments 00777, The Field Experiments Website.
- Fredy Gamboa-Estrada, 2023. "The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis," IHEID Working Papers 12-2023, Economics Section, The Graduate Institute of International Studies.
- Aiman Akbar & Heni Wahyuni, 2023. "The Influence of Land Registration on Regional Income per Capita in Indonesia," Gadjah Mada Economics Working Paper Series 202303005, Department of Economics, Faculty of Economics and Business, Universitas Gadjah Mada.
- Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023.
"Sovereign bond and CDS market contagion: A story from the Eurozone crisis,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis, 2020. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," MPRA Paper 102846, University Library of Munich, Germany.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Post-Print hal-04164277, HAL.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.
- Enza Simeone, 2023. "Inequality in health status during the COVID-19 in the UK: does the impact of the second lockdown policy matter?," Working Papers 661, ECINEQ, Society for the Study of Economic Inequality.
- Ngo Thai Hung & Xuan Vinh Vo, 2023. "Multi-scale Features of Interdependence Between Oil Prices and Stock Prices," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 475-504, September.
- Natalia Nehrebecka, 2023. "Distribution of credit-risk concentration in particular sectors of the economy, and economic capital before and during the COVID-19 pandemic," Economic Change and Restructuring, Springer, vol. 56(1), pages 129-158, February.
- Erin M. Schliep & Christopher K. Wikle & Ranadeep Daw, 2023. "Correcting for informative sampling in spatial covariance estimation and kriging predictions," Journal of Geographical Systems, Springer, vol. 25(4), pages 587-613, October.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023.
"Further improvements of finite sample approximation of central limit theorems for envelopment estimators,"
Journal of Productivity Analysis, Springer, vol. 59(2), pages 189-194, April.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2022. "Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators," CEPA Working Papers Series WP062022, School of Economics, University of Queensland, Australia.
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023. "Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators," LIDAM Reprints ISBA 2023008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023. "Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators," LIDAM Discussion Papers ISBA 2023015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Minjung Kwon & Tülin Erdem & Masakazu Ishihara, 2023. "Counter-cyclical price promotion: Capturing seasonal changes in stockpiling and endogenous consumption," Quantitative Marketing and Economics (QME), Springer, vol. 21(4), pages 437-492, December.
- Noora Alzayed & Rasol Eskandari & Hassan Yazdifar, 2023. "Bank failure prediction: corporate governance and financial indicators," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 601-631, August.
- Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2023. "Application of the Bayesian approach in loss given default modelling," Bank i Kredyt, Narodowy Bank Polski, vol. 54(6), pages 625-650.
- Eli Ben-Michael & Avi Feller & Jesse Rothstein, 2023. "Varying Impacts of Letters of Recommendation on College Admissions," NBER Working Papers 30940, National Bureau of Economic Research, Inc.
- Luke Sherman & Jonathan Proctor & Hannah Druckenmiller & Heriberto Tapia & Solomon M. Hsiang, 2023. "Global High-Resolution Estimates of the United Nations Human Development Index Using Satellite Imagery and Machine-learning," NBER Working Papers 31044, National Bureau of Economic Research, Inc.
- Arindrajit Dube & Daniele Girardi & Òscar Jordà & Alan M. Taylor, 2023. "A Local Projections Approach to Difference-in-Differences," NBER Working Papers 31184, National Bureau of Economic Research, Inc.
- Henrik Kleven & Claus Kreiner & Kristian Larsen & Jakob Søgaard, 2023.
"Micro vs Macro Labor Supply Elasticities: The Role of Dynamic Returns to Effort,"
Working Papers
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- Henrik Kleven & Claus Thustrup Kreiner & Kristian Larsen & Jakob Egholt Søgaard, 2023. "Micro vs Macro Labor Supply Elasticities: The Role of Dynamic Returns to Effort," NBER Working Papers 31549, National Bureau of Economic Research, Inc.
- Gary Charness & Brian Jabarian & John List, 2023.
"Generation Next: Experimentation with AI,"
Artefactual Field Experiments
00777, The Field Experiments Website.
- Gary Charness & Brian Jabarian & John A. List, 2023. "Generation Next: Experimentation with AI," NBER Working Papers 31679, National Bureau of Economic Research, Inc.
- Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," NBER Working Papers 31689, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," NBER Working Papers 32004, National Bureau of Economic Research, Inc.
- Gergana Kirilova, 2023. "Profile Characteristics of Prospective University Students: Status and Trends," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 37-48, December.
- Ana Maria Ruiz Rivadeneira & Tenzin Dekyi & Lorena Cruz, 2023. "OECD Infrastructure Governance Indicators: Conceptual framework, design, methodology and preliminary results," OECD Working Papers on Public Governance 59, OECD Publishing.
- Altaf Hussain Padder & Mathavan Bommayasamys, 2023.
"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.
- Padder, Altaf-Hussain & Bommayasamy, Mathavan, 2022. "Structural Transformation Path Across Indian States: Findings from Panel Data Analyses," MPRA Paper 113305, University Library of Munich, Germany.
- Anju Goswami, 2023. "COVID-19: boon/disguise for Indian banks?," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(4), pages 381-402, December.
- Muhsin Ali & Karim Khan, 2023. "Violent Conflict and Informal Institutions: Evidence from a Civil Conflict in Pakistan (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 62(2), pages 235-264.
- Mughal, Adil Ahmad, 2023. "Separability & Permissiveness for Separation of Powers," MPRA Paper 116855, University Library of Munich, Germany.
- Andrianady, Josué R., 2023. "Comparing Econometric Models for Forecasting GDP in Madagascar," MPRA Paper 116911, University Library of Munich, Germany.
- Sproule, Robert & Gosselin, Gabriel, 2023. "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper 117001, University Library of Munich, Germany.
- Harin, Alexander, 2023. "To solve old problems of economics. The experimental background," MPRA Paper 117157, University Library of Munich, Germany.
- Pacifico, Antonio & Giraldi, Luca & Cedrola, Elena, 2023. "Evaluating Student Performance in E-learning Systems: A Two-step Robust Bayesian Multiclass Procedure," MPRA Paper 117394, University Library of Munich, Germany.
- Makhanya, Kabelo Collen & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2023. "Examining the dependence structure between carry trade and equity market returns in BRICS countries," MPRA Paper 117461, University Library of Munich, Germany.
- Kol, Cemre & Kurt, Beliz, 2023. "The impacts of remote work on employee well-being and gender equality," MPRA Paper 117683, University Library of Munich, Germany.
- Chowdhury, Emon Kalyan, 2023. "Impact of Blockchain on Stock Market," MPRA Paper 118189, University Library of Munich, Germany, revised 15 Feb 2023.
- Andrianady, Josué R. & Ranaivoson, Michel H. P., 2023. "Dynamiques ´Economiques à Madagascar : Lien entre Croissance, Crises et Stabilité Politique [Economic Dynamics in Madagascar: Exploring the Nexus between Growth, Crises, and Political Stability]," MPRA Paper 118266, University Library of Munich, Germany.
- Andrianady, Josué R. & Rajaonarison, Njakanasandratra R. & Razanajatovo, Yves H., 2023. "Estimating Madagascar economic growth using the Mixed Data Sampling (MIDAS) approach," MPRA Paper 118267, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance: ADSM," MPRA Paper 118399, University Library of Munich, Germany.
- Tshikalange, Mulanga & Bonga-Bonga, Lumengo, 2023. "The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons," MPRA Paper 118401, University Library of Munich, Germany.
- Josué, ANDRIANADY & M. Randriamifidy, Fitiavana & H. P. Ranaivoson, Michel & Miora Steffanie, Thierry, 2023.
"Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach,"
MPRA Paper
118763, University Library of Munich, Germany.
- ANDRIANADY, Josué R. & Randriamifidy, Fitiavana M. & Ranaivoson, Michel H. P. & Steffanie, Thierry Miora, 2023. "Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach," MPRA Paper 118712, University Library of Munich, Germany.
- ANDRIANADY, Josué R. & Randriamifidy, Fitiavana M. & Ranaivoson, Michel H. P. & Steffanie, Thierry Miora, 2023.
"Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach,"
MPRA Paper
118712, University Library of Munich, Germany.
- Josué, ANDRIANADY & M. Randriamifidy, Fitiavana & H. P. Ranaivoson, Michel & Miora Steffanie, Thierry, 2023. "Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach," MPRA Paper 118763, University Library of Munich, Germany.
- Bhruguwar, Ira, 2023. "What are the key factors of economic growth that affect rural development in India?," MPRA Paper 118772, University Library of Munich, Germany.
- Zurita, Roberto & Morales-Oñate, Víctor, 2023. "Spillover Effects of Public Capital Stock: A Case Study for Ecuador," MPRA Paper 119152, University Library of Munich, Germany.
- Kadir, Kadir & Prasetyo, Octavia Rizky, 2023. "Can Paddy Growing Phase Produce an Accurate Forecast of Paddy Harvested Area in Indonesia? Analysis of the Area Sampling Frame Results," MPRA Paper 119893, University Library of Munich, Germany, revised 15 Sep 2023.
- Mehmet Balcilar & Zinnia Mukherjee & Rangan Gupta & Sonali Das, 2023. "Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data," Working Papers 202322, University of Pretoria, Department of Economics.
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024.
"Inference for aggregate efficiency: Theory and guidelines for practitioners,"
European Journal of Operational Research, Elsevier, vol. 316(1), pages 240-254.
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023. "Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners," LIDAM Discussion Papers ISBA 2023016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024. "Inference for aggregate efficiency: Theory and guidelines for practitioners," LIDAM Reprints ISBA 2024012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023. "Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners," CEPA Working Papers Series WP032023, School of Economics, University of Queensland, Australia.
- Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023.
"Sovereign bond and CDS market contagion: A story from the Eurozone crisis,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis, 2020. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," MPRA Paper 102846, University Library of Munich, Germany.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Post-Print hal-04164277, HAL.
- Sang T. Truong & Humberto Barreto, 2023.
"Teaching Income Inequality with Data-Driven Visualization,"
The American Economist, Sage Publications, vol. 68(1), pages 140-155, March.
- Sang Truong & Humberto Barreto, 2022. "Teaching Income Inequality with Data-driven Visualization," Working Papers 2022-01, DePauw University, School of Business and Leadership and Department of Economics and Management.
- Saurabh Kumar Bharti & Syeedun Nisa, 2023. "Evaluation of the Impact of Regional Trade Agreements on Indian Exports," Journal of Asian Economic Integration, , vol. 5(1), pages 51-63, April.
- Scott Alan Carson, 2023. "Late Nineteenth and Early Twentieth Century Social Feminism and Women’s Suffrage: A Female–Male Net Nutrition Comparison using Differences- in-decompositions," Journal of Interdisciplinary Economics, , vol. 35(2), pages 191-215, July.
- Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir, 2023. "The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test," Tourism Economics, , vol. 29(4), pages 906-928, June.
- Lomys, Niccolò & Tarantino, Emanuele, 2022.
"Identification in Search Models with Social Information,"
CEPR Discussion Papers
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- Niccolò Lomys & Emanuele Tarantino, 2023. "Identification in Search Models with Social Information," CSEF Working Papers 694, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Jonas M. Bruhin & Dr. Rolf Scheufele & Dr. Yannic Stucki, 2023. "The economic impact of Russia’s invasion of Ukraine on European countries - a SVAR approach," Working Papers 2023-04, Swiss National Bank.
- Emmanuel Afuecheta & Chigozie Utazi & Edmore Ranganai & Chibuzor Nnanatu, 2023. "An Application of Extreme Value Theory for Measuring Financial Risk in BRICS Economies," Annals of Data Science, Springer, vol. 10(2), pages 251-290, April.
- Caterina Alacevich & Inna Thalmann & Catia Nicodemo & Simon Lusignan & Stavros Petrou, 2023. "Symptomatic SARS-CoV-2 Episodes and Health-Related Quality of Life," Applied Health Economics and Health Policy, Springer, vol. 21(5), pages 761-771, September.
- Christopher F. Parmeter & Shirong Zhao, 2023. "An alternative corrected ordinary least squares estimator for the stochastic frontier model," Empirical Economics, Springer, vol. 64(6), pages 2831-2857, June.
- Marten Brienen & Lixia H. Lambert & Dayton M. Lambert & John Schoeneman, 2023. "A social network analysis approach to estimate export disruption spread in the US during the Covid-19 pandemic: how policy response and industry ties relate," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(4), pages 943-961, December.
- Xuanqian Xie & Alexis K. Schaink & Sichen Liu & Myra Wang & Andrei Volodin, 2023. "Understanding bias in probabilistic analysis in model-based health economic evaluation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(2), pages 307-319, March.
- Tariq H. Ismail & Yousra R. Obiedallah, 2023. "Does climate risk disclosure shape conservatism? The role of earnings quality in the Egyptian context," Future Business Journal, Springer, vol. 9(1), pages 1-15, December.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023.
"Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1508, CIRPEE.
- Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1502, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," CIRANO Working Papers 2015s-16, CIRANO.
- Carlos Chavez, 2023. "The effects of mining presence on inequality, labor income, and poverty: evidence from Peru," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(4), pages 615-642, December.
- James C. D. Fisher & Timothy J. Flannery, 2023. "Designing randomized response surveys to support honest answers to stigmatizing questions," Review of Economic Design, Springer;Society for Economic Design, vol. 27(3), pages 635-667, September.
- Carlos David Cardona-Arenas & Rafael Gómez-Gómez & Eliana Morales-Zuluaga, 2023. "COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries," SN Business & Economics, Springer, vol. 3(5), pages 1-23, May.
- Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2023.
"Automatic robust Box–Cox and extended Yeo–Johnson transformations in regression,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 75-102, March.
- Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo, 2023. "Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression," LSE Research Online Documents on Economics 114903, London School of Economics and Political Science, LSE Library.
- Elham Yousefi & Luc Pronzato & Markus Hainy & Werner G. Müller & Henry P. Wynn, 2023.
"Discrimination between Gaussian process models: active learning and static constructions,"
Statistical Papers, Springer, vol. 64(4), pages 1275-1304, August.
- Yousefi, Elham & Pronzato, Luc & Hainy, Markus & Müller, Werner G. & Wynn, Henry P., 2023. "Discrimination between Gaussian process models: active learning and static constructions," LSE Research Online Documents on Economics 118672, London School of Economics and Political Science, LSE Library.
- Yu-Ning Li & Degui Li & Piotr Fryzlewicz, 2023.
"Detection of Multiple Structural Breaks in Large Covariance Matrices,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 846-861, July.
- Li, Yu-Ning & Li, Degui & Fryzlewicz, Piotr, 2022. "Detection of multiple structural breaks in large covariance matrices," LSE Research Online Documents on Economics 115026, London School of Economics and Political Science, LSE Library.
- Gordon Anderson, 2023. "A Note on Identifying and Measuring Inclusive and Sufficientarian Growth in Ordered Categorical Outcome Environments," Working Papers tecipa-746, University of Toronto, Department of Economics.
- Amanda E. Kowalski, 2023.
"Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform,"
The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 646-664, May.
- Amanda E. Kowalski, 2018. "Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform," NBER Working Papers 24647, National Bureau of Economic Research, Inc.
- Amanda Kowalski, 2023. "Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform," Artefactual Field Experiments 00774, The Field Experiments Website.
- Timothy Besley & Anders Jensen & Torsten Persson, 2023.
"Norms, Enforcement, and Tax Evasion,"
The Review of Economics and Statistics, MIT Press, vol. 105(4), pages 998-1007, July.
- Persson, Torsten & Besley, Tim & Jensen, Anders, 2015. "Norms, Enforcement, and Tax Evasion," CEPR Discussion Papers 10372, C.E.P.R. Discussion Papers.
- Besley, Timothy & Jensen, Anders Ditlev & Persson, Torsten, 2021. "Norms, enforcement, and tax evasion," LSE Research Online Documents on Economics 111519, London School of Economics and Political Science, LSE Library.
- Timothy Besley & Anders Jensen & Torsten Persson, 2019. "Norms, Enforcement, and Tax Evasion," NBER Working Papers 25575, National Bureau of Economic Research, Inc.
- Hao Hao & Tae-Hwy Lee, 2023. "Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant," Working Papers 202309, University of California at Riverside, Department of Economics.
- Kea BARET, 2023. "On the importance of statistical governance quality and accurate targets for fiscal rules’ performance," Working Papers of BETA 2023-40, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- María Victoria Lacaze, 2023. "Los fundamentos conceptuales del modelo gravitacional de comercio: una revisión de la literatura [Conceptual foundations of the gravity model of trade: A literature review]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 40(80), pages 251-279, january-j.
- Daniel Heymann, 2023. "Axel Leijonhufvud - In memoriam," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 40(80), pages 4-10, january-j.
- Mattias Fogelgren & Petra Ornstein & Magnus Rödin & Peter Skogman Thoursie, 2023. "Is Supported Employment Effective for Young Adults with Disability Pension? Evidence from a Swedish Randomized Evaluation," Journal of Human Resources, University of Wisconsin Press, vol. 58(2), pages 452-487.
- Mustafa Gömleksiz & Kıvanç Altıntaş, 2023. "The Moderating Effect of Social Capital on Fiscal Policy Responses to COVID- 19: Cross-Country Evidence," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 70(3), pages 489-504.
- Matyas Andreea, 2023. "Impact of Public Transportation on European Countries’ Development: a Spatial Perspective," Central European Economic Journal, Sciendo, vol. 10(57), pages 403-413, January.
- Reinhard Ellwanger, Stephen Snudden, Lenin Arango-Castillo, 2023. "Seize the Last Day: Period-End-Point Sampling for Forecasts of Temporally Aggregated Data," LCERPA Working Papers bm0142, Laurier Centre for Economic Research and Policy Analysis.
- Sabreen Khan & Dil Pazir, 2023. "Innovation, Economic Growth, and Inequalities: A Panel Dynamic Threshold Analysis for Dynamic Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-29, September.
- Richard J Butler & Matthew J Butler & Barbara L Wilson, 2023. "Advanced Statistics for Health Research," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13023, August.
- Lung-Fei Lee, 2023. "Spatial Econometrics:Spatial Autoregressive Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13253, August.
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "The First Day," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "The Spreadsheet View of Data," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 2, pages 19-43, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Multiple Regression — Beta Coefficients, Correlations, and Standard Deviations," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 3, pages 45-63, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "The Data-Generating Process and Scientific Inference," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 4, pages 65-82, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Causal Inference Using Multiple Regressions," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 5, pages 83-109, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Randomization and Friends," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 6, pages 111-130, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Matching and Propensity Score Matching — “As if Randomized”," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 7, pages 131-146, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Instrumental Variables," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 8, pages 147-160, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Regression Discontinuity — A Sort of Instrumental Variable Technique," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 9, pages 161-174, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Statistical Merging — Difference-in-Difference and Split-Sample Instrumental Variables," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 10, pages 175-190, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Panel Dataset Analysis with Randomization," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 11, pages 191-201, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Panel Dataset Analysis with Fixed Effects and Lags," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 12, pages 203-214, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Panel Dataset Analysis with Generalized Methods of Moments (GMM), Possible Endogeneity with the Predictor Variables," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 13, pages 215-227, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Logits, Probits, and Multinomial Logits," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 14, pages 229-244, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Discrete Outcomes Continued: The Area Under the Curve Metrics, Count Models," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 15, pages 245-259, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Cox Regression Models a.k.a. Proportional Hazards Modeling," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 16, pages 261-271, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Structural Duration Models," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 17, pages 273-289, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Quantile Regression," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 18, pages 291-309, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Linear Model with Restrictions/Variable Selections–Supervised Machine Learning Including Random Forest Regression," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 19, pages 311-331, World Scientific Publishing Co. Pte. Ltd..
- Richard J. Butler & Matthew J. Butler & Barbara L. Wilson, 2023. "Random Forest Regression Residuals and the Regression Gini Index," World Scientific Book Chapters, in: Advanced Statistics for Health Research, chapter 20, pages 333-369, World Scientific Publishing Co. Pte. Ltd..
- Bulatovic, Iva & Papatheodorou, Andreas, 2023. "Civil aviation and tourism demand in Montenegro: A panel data approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 9(1), pages 25-36.
- Fix, Blair, 2023. "Masochistic Fun with Plutocratic Murder," EconStor Preprints 270945, ZBW - Leibniz Information Centre for Economics.
- Duleep, Harriet & Dowhan, Dan & Liu, Xingfei, 2023. "A Historical Note on the Assimilation Rates of Foreign-Born Women in the U.S," GLO Discussion Paper Series 1221, Global Labor Organization (GLO).
- Andor, Mark Andreas & Bernstein, David H. & Parmeter, Christopher F. & Sommer, Stephan, 2023. "Internal meta-analysis for Monte Carlo simulations," Ruhr Economic Papers 997, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Sejla Bjelopoljak & Bernadin Ibrahimpasic & Arijana Midzic, 2023. "Causes of Student Success in School," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 21(6), pages 547-560.
2022
- Krishnakumar Thankappan & Tejal Patel & Krishna Kollamparambil Ajithkumar & Deepak Balasubramanian & Manu Raj & Sujha Subramanian & Subramania Iyer, 2022. "Mapping of head and neck cancer patient concerns inventory scores on to Euroqol-Five Dimensions-Five Levels (EQ-5D-5L) health utility scores," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 23(2), pages 225-235, March.
- Harriet Duleep & Xingfei Liu & Mark Regets, 2022. "How the earnings growth of US immigrants was underestimated," Journal of Population Economics, Springer;European Society for Population Economics, vol. 35(2), pages 381-407, April.
- El Mehdi Ferrouhi & Ibrahim Bouabdallaoui, 2022. "High-Frequency Trading and Market Efficiency in the Moroccan Stock Market," Springer Books, in: Thomas Walker & Frederick Davis & Tyler Schwartz (ed.), Big Data in Finance, pages 55-67, Springer.
- Daraio, Cinzia & Simar, Léopold, 2022.
"Approximations and Inference for Nonparametric Production Frontiers,"
LIDAM Discussion Papers ISBA
2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Cinzia Daraio & Leopold Simar, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LEM Papers Series 2022/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Vicente Rios & Miriam Hortas-Rico & Pedro Pascual, 2022.
"What shapes the flypaper effect? The role of the political environment in the budget process,"
Local Government Studies, Taylor & Francis Journals, vol. 48(5), pages 793-820, September.
- Miriam Hortas-Rico & Vicente Rios & Pedro Pascual, 2020. "What shapes the flypaper effect? The role of the political environment in the budget process," Working Papers. Collection B: Regional and sectoral economics 2001, Universidade de Vigo, GEN - Governance and Economics research Network.
- Sofia Daskou & Antonis Zairis & Dikaios Tserkezos, 2022. "The Impact of the COVID-19 Pandemic on the Expenditures of Hellenic Supermarket Customers Spending Clusters: An Econometric Analysis," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(2), pages 71-81, December.
- Nate Breznau & Eike Mark Rinke & Alexander Wuttke & Hung H. V. Nguyen & Muna Adem & Jule Adriaans & Amalia Alvarez-Benjumea & Henrik K. Andersen & Daniel Auer & Flavio Azevedo & Oke Bahnsen & Dave Bal, 2022.
"Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(44), pages 2203150119-, November.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H. V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke, 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119(44), pages 1-8.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H.V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," LSE Research Online Documents on Economics 117278, London School of Economics and Political Science, LSE Library.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H V & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke & , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," Other publications TiSEM ddeb26bf-71be-4ea6-a7b9-c, Tilburg University, School of Economics and Management.
- Gordon Anderson, 2022. "Modally Focused, Likelihood Based, Inequality Measurement in Multivariate Ordered Categorical Paradigms: A Note," Working Papers tecipa-726, University of Toronto, Department of Economics.
- Jozef Barunik & Mattia Bevilacqua & Radu Tunaru, 2022.
"Asymmetric Network Connectedness of Fears,"
The Review of Economics and Statistics, MIT Press, vol. 104(6), pages 1304-1316, November.
- Jozef Barunik & Mattia Bevilacqua & Radu Tunaru, 2018. "Asymmetric Network Connectedness of Fears," Papers 1810.12022, arXiv.org, revised Oct 2020.
- Baruník, Jozef & Bevilacqua, Mattia & Tunaru, Radu, 2022. "Asymmetric network connectedness of fears," LSE Research Online Documents on Economics 108199, London School of Economics and Political Science, LSE Library.
- Augustin TAPSOBA, 2022.
"Conflict prediction using Kernel density estimation,"
Working Paper
258fc89a-4ec3-4eef-a0ff-7, Agence française de développement.
- Tapsoba, Augustin, 2022. "Conflict Prediction using Kernel Density Estimation," TSE Working Papers 22-1295, Toulouse School of Economics (TSE).
- 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.
- Juli´án Martínez Iriarte, 2022. "Educación y salarios: un análisis de sensibilidad [Education and wages: a sensitivity analysis]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 39(78), pages 5-31, january-j.
- Akhtar Tahir, 2022. "Corporate governance, excess-cash and firm value: Evidence from ASEAN-5," Economics and Business Review, Sciendo, vol. 8(4), pages 39-67, December.
- Bashir Zahid & Rafique Zulqurnain Zeeshan & Toor Kashif Naseer, 2022. "How do dynamic financing decisions explain the behavior of dividend payout policies?: An Empirical Study of Listed Pakistani Manufacturing Firms," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(1), pages 1-15, March.
- Trzcińska Kamila, 2022. "An Analysis of Household Income in Poland and Slovakia Based on Selected Income Models," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 287-301, June.
- Hegerty Scott W., 2022. "Time-series dynamics of Baltic trade flows: Structural breaks, regime shifts, and exchange-rate volatility," Journal of Economics and Management, Sciendo, vol. 44(1), pages 96-118, January.
- Bartkowiak Anna & Marciniuk Agnieszka, 2022. "Selected Economic and Social Aspects Resulting from Online Education at the Higher Level," Wroclaw Review of Law, Administration & Economics, Sciendo, vol. 12(1), pages 54-76, December.
- Berg, Claudia N. & Robertson, Raymond & Lopez-Acevedo, Gladys, 2022.
"Exports and Labor Demand: Evidence from Egyptian Firm-Level Data,"
IZA Discussion Papers
15627, Institute of Labor Economics (IZA).
- Berg,Claudia N. & Robertson,Raymond & Lopez-Acevedo,Gladys C., 2022. "Exports and Labor Demand : Evidence from Egyptian Firm-Level Data," Policy Research Working Paper Series 10213, The World Bank.
- Robertson, Raymond & Vergara Bahena, Mexico Alberto & Lopez-Acevedo, Gladys, 2022.
"Is International Trade Always Beneficial to Labor Markets? A Case Study from Egypt,"
IZA Discussion Papers
15626, Institute of Labor Economics (IZA).
- Robertson,Raymond & Vergara Bahena,Mexico Alberto & Lopez-Acevedo,Gladys C., 2022. "Is International Trade Always Beneficial to Labor Markets ? A Case Study from Egypt," Policy Research Working Paper Series 10219, The World Bank.
- Joachim Freyberger & Bradley J. Larsen, 2022.
"Identification in ascending auctions, with an application to digital rights management,"
Quantitative Economics, Econometric Society, vol. 13(2), pages 505-543, May.
- Joachim Freyberger & Bradley J. Larsen, 2017. "Identification in Ascending Auctions, with an Application to Digital Rights Management," NBER Working Papers 23569, National Bureau of Economic Research, Inc.
- Kansoy, Fatih, 2022. "FOMC Minutes : As a Source of Central Bank Communication Surprise," The Warwick Economics Research Paper Series (TWERPS) 1436, University of Warwick, Department of Economics.
- Guo Heng Hu & Chi-Keung Marco Lau & Zhou Lu & Xin Sheng, 2022. "Why Participate In The €Œone Belt And One Road†Initiative? An Income Convergence Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(04), pages 1209-1223, June.
- Leonard C MacLean & William T Ziemba, 2022. "Sports Analytics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12566, 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.
- Çağdaş Hakan Aladağ & Nihan Potas (ed.), 2022. "Modeling and Advanced Techniques in Modern Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0346, August.
- Şahika Gökmen & Johan Lyhagen, 2022. "Smart Growth Developments of European Union Members by Europe 2020 Strategy," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 1, pages 1-22, World Scientific Publishing Co. Pte. Ltd..
- Anıl Eralp & Rukiye Dağalp, 2022. "Spatial Regression Model Specification and Measurement Errors," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 2, pages 23-45, World Scientific Publishing Co. Pte. Ltd..
- Yılmaz Akdi & Kamil Demirberk Ünlü & Cem Baş & Yunus Emre Karamanoğlu, 2022. "Determining Harmonic Fluctuations in Food Inflation," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 3, pages 47-66, World Scientific Publishing Co. Pte. Ltd..
- Baki Ünal & Çağdaş Hakan Aladağ, 2022. "Nonlinear and Chaotic Time Series Analysis," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 4, pages 67-104, World Scientific Publishing Co. Pte. Ltd..
- Gamze Güven & Özge Gürer & Hatice Samkar & Birdal Şenoğlu, 2022. "A Fiducial-based Test for the Equality of Location Parameters," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 5, pages 105-126, World Scientific Publishing Co. Pte. Ltd..
- Şenay Açıkgöz & Şahika Gökmen, 2022. "Understanding the Effects of Green Swan Events on Financial Stability: Annex II Countries and Turkey," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 6, pages 127-160, World Scientific Publishing Co. Pte. Ltd..
- Kamil Demirberk Ünlü & Nihan Potas & Mehmet Ylmaz, 2022. "Forecasting the BIST 100 Index with Support Vector Machines," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 7, pages 161-171, World Scientific Publishing Co. Pte. Ltd..
- Adil Baykasoğlu, 2022. "Multiple Objective Optimization with Weighted Superposition Attraction–Repulsion (moWSAR) Algorithm," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 8, pages 173-185, World Scientific Publishing Co. Pte. Ltd..
- Çağatay Bal & Çağdaş Hakan Aladağ, 2022. "Time Series Modeling with Deep Neural Networks," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 9, pages 187-209, World Scientific Publishing Co. Pte. Ltd..
- Talha Arslan, 2022. "An Extension of the Inverse Gaussian Distribution," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 10, pages 211-219, World Scientific Publishing Co. Pte. Ltd..
- Hüseyin Ünözkan & Nihan Potas & Mehmet Yılmaz, 2022. "Clustering Eurozone Countries According to Employee Contributions Before and After COVID-19," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 11, pages 221-232, World Scientific Publishing Co. Pte. Ltd..
- Çağatay Bal & Serdar Demir, 2022. "Criteria for Best Architecture Selection in Artificial Neural Networks," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 12, pages 233-294, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "Utility Theory and Preferences," World Scientific Book Chapters, in: Sports Analytics, chapter 1, pages 1-9, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "Fortune’s Formula: How the Pros Wager Using the Kelly Capital Growth Investment Criterion?," World Scientific Book Chapters, in: Sports Analytics, chapter 2, pages 11-24, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "Rating Batters in Baseball," World Scientific Book Chapters, in: Sports Analytics, chapter 3, pages 25-30, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba & Austin Krogan, 2022. "The Expected Utility of Performance: Dominant Batting Seasons in Baseball," World Scientific Book Chapters, in: Sports Analytics, chapter 4, pages 31-41, World Scientific Publishing Co. Pte. Ltd..
- Daniel Lane & William T. Ziemba, 2022. "Jai Alai arbitrage strategies," World Scientific Book Chapters, in: Sports Analytics, chapter 5, pages 43-59, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "The Game Box Score in Basketball: Linking Statistics to Game Outcomes," World Scientific Book Chapters, in: Sports Analytics, chapter 6, pages 61-75, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "Risk Arbitrage in the 2021 NBA Championship," World Scientific Book Chapters, in: Sports Analytics, chapter 7, pages 77-94, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "Winning Hockey: Team and Player Impact in the NHL," World Scientific Book Chapters, in: Sports Analytics, chapter 8, pages 95-117, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "NFL Analytics I," World Scientific Book Chapters, in: Sports Analytics, chapter 9, pages 119-128, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "NFL Analytics II," World Scientific Book Chapters, in: Sports Analytics, chapter 10, pages 129-137, World Scientific Publishing Co. Pte. Ltd..
- Peter Cotton, 2022. "Stop Shy of the First Down," World Scientific Book Chapters, in: Sports Analytics, chapter 11, pages 139-151, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "Efficiency in NFL Betting Markets," World Scientific Book Chapters, in: Sports Analytics, chapter 12, pages 153-165, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "National Football League: 2018–2019 Season," World Scientific Book Chapters, in: Sports Analytics, chapter 13, pages 167-176, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "Review of the NFL 2019/20 Season, Playoffs and Superbowl," World Scientific Book Chapters, in: Sports Analytics, chapter 14, pages 177-200, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "The COVID-19 NFL Playoffs and Super Bowl, 2020–2021," World Scientific Book Chapters, in: Sports Analytics, chapter 15, pages 201-237, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. MacLean & William T. Ziemba, 2022. "Team Composition: Are the Best Players on the Best Teams?," World Scientific Book Chapters, in: Sports Analytics, chapter 16, pages 239-255, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "Primer on Dosage and the 2012 Triple Crown," World Scientific Book Chapters, in: Sports Analytics, chapter 17, pages 257-281, World Scientific Publishing Co. Pte. Ltd..
- Roderick S. Bain & Donald B. Hausch & William T. Ziemba, 2022. "An Application of Expert Information to Win Betting on the Kentucky Derby, 1981—2005," World Scientific Book Chapters, in: Sports Analytics, chapter 18, pages 283-301, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "Stochastic Programming and Optimization in Horserace Betting," World Scientific Book Chapters, in: Sports Analytics, chapter 19, pages 303-335, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "A Walk into Greatness: June 2017 Visits to Tesio’s Horse Stables and the Sassicaia Winery," World Scientific Book Chapters, in: Sports Analytics, chapter 20, pages 337-351, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "Horse Ownership: The Example of Honor Code," World Scientific Book Chapters, in: Sports Analytics, chapter 21, pages 353-381, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "The Pick 6 and the Rainbow Pick 6," World Scientific Book Chapters, in: Sports Analytics, chapter 22, pages 383-409, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "A Pick 6 Tale," World Scientific Book Chapters, in: Sports Analytics, chapter 23, pages 411-431, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "The Triple Crown and Major US Three Year Old Races, 2019," World Scientific Book Chapters, in: Sports Analytics, chapter 24, pages 433-459, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "The Pegasus World Cup III: Accelerate vs. City of Light," World Scientific Book Chapters, in: Sports Analytics, chapter 25, pages 461-476, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "The Big Money Older Horse Races: Pegasus, Saudi Cup and Dubai World Cup in 2020," World Scientific Book Chapters, in: Sports Analytics, chapter 26, pages 477-498, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "The COVID-19 Triple Crown, 2020," World Scientific Book Chapters, in: Sports Analytics, chapter 27, pages 499-515, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2022. "Dr Z’s Place & Show Racetrack Betting System at the First Breeders’ Cup," World Scientific Book Chapters, in: Sports Analytics, chapter 28, pages 517-550, World Scientific Publishing Co. Pte. Ltd..
- Nate Breznau & Eike Mark Rinke & Alexander Wuttke & Hung H. V. Nguyen & Muna Adem & Jule Adriaans & Amalia Alvarez-Benjumea & Henrik K. Andersen & Daniel Auer & Flavio Azevedo & Oke Bahnsen & Dave Bal, 2022.
"Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(44), pages 2203150119-, November.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H. V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke, 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119(44), pages 1-8.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H.V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," LSE Research Online Documents on Economics 117278, London School of Economics and Political Science, LSE Library.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H V & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke & , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," Other publications TiSEM ddeb26bf-71be-4ea6-a7b9-c, Tilburg University, School of Economics and Management.
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"Approximations and Inference for Nonparametric Production Frontiers,"
LEM Papers Series
2022/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daraio, Cinzia & Simar, Léopold, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LIDAM Discussion Papers ISBA 2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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"Market-Based Price Autocorrelation,"
MPRA Paper
120288, University Library of Munich, Germany, revised 26 Feb 2024.
- Victor Olkhov, 2022. "Market-Based Price Autocorrelation," Papers 2202.09323, arXiv.org, revised Feb 2024.
- Firoozye, Nikan & Tan, Vincent & Zohren, Stefan, 2023.
"Canonical portfolios: Optimal asset and signal combination,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
- Nikan Firoozye & Vincent Tan & Stefan Zohren, 2022. "Canonical Portfolios: Optimal Asset and Signal Combination," Papers 2202.10817, arXiv.org, revised Jul 2023.
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"Smooth calibration, leaky forecasts, finite recall, and Nash dynamics,"
Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
- Dean P. Foster & Sergiu Hart, 2022. "Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics," Papers 2210.07152, arXiv.org.
- Francis X. Diebold & Kamil Yilmaz, 2022.
"On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness,"
Koç University-TUSIAD Economic Research Forum Working Papers
2207, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yilmaz, 2022. "On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness," Papers 2211.04184, arXiv.org, revised Jan 2023.
- Amrita Shergill, 2022. "Testing for Structural Breaks in the Growth of the Services Sector in India: A Reassessment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 71-85.
- James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
- Heng Chen & Walter Engert & Kim Huynh & Daneal O’Habib & Joy Wu & Julia Zhu, 2022. "Cash and COVID-19: What happened in 2021," Discussion Papers 2022-8, Bank of Canada.
- Xiangjin Shen & Iskander Karibzhanov & Hiroki Tsurumi & Shiliang Li, 2022. "Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models," Staff Working Papers 22-31, Bank of Canada.
- Marija Kovačević & Ivana Prica & Lazar Čolić, 2022. "Grupisanje Zemalja Prema Zdravstvenom Stanju Stanovništva: Slučaj Zemalja Zapadnog Balkana I Evropske Unije (Grouping Of Countries According To The State Of Health Of The Population: The Case Of The W," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 47, pages 45-54, December.
- Marco Riani & Anthony C. Atkinson & Francesca Torti & Aldo Corbellini, 2022.
"Robust correspondence analysis,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1381-1401, November.
- Riani, Marco & Atkinson, Anthony C. & Torti, Francesca & Corbellini, Aldo, 2022. "Robust correspondence analysis," LSE Research Online Documents on Economics 115368, London School of Economics and Political Science, LSE Library.
- Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022. "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, vol. 14(2), pages 107-140, July.
- Lomys, Niccolò & Tarantino, Emanuele, 2022.
"Identification in Search Models with Social Information,"
CEPR Discussion Papers
17740, C.E.P.R. Discussion Papers.
- Niccolò Lomys & Emanuele Tarantino, 2023. "Identification in Search Models with Social Information," CSEF Working Papers 694, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Mawuli Segnon, 2022. "Strict stationarity of Poisson integer-valued ARCH processes of order infinity," CQE Working Papers 10222, Center for Quantitative Economics (CQE), University of Muenster.
- Djibril Faye & Zaka Ratsimalahelo, 2022. "Dynamic analysis of the interest rate determinant in microfinance institutions," Working Papers 2022-09, CRESE.
- Sang T. Truong & Humberto Barreto, 2023.
"Teaching Income Inequality with Data-Driven Visualization,"
The American Economist, Sage Publications, vol. 68(1), pages 140-155, March.
- Sang Truong & Humberto Barreto, 2022. "Teaching Income Inequality with Data-driven Visualization," Working Papers 2022-01, DePauw University, School of Business and Leadership and Department of Economics and Management.
- Noureddine Kouaissah & Amin Hocine, 2022. "Robust drawdown-based performance measures," Economics Bulletin, AccessEcon, vol. 42(2), pages 513-522.
- Cássio R. A. Alves & Márcio P. Laurini, 2022. "Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps," Economics Bulletin, AccessEcon, vol. 42(2), pages 342-349.
- Ibrahim Yagli & Ozkan Haykir & Emin Huseyin Cetenak, 2022. "Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions," Economics Bulletin, AccessEcon, vol. 42(3), pages 1486-1497.
- Tucker S McElroy, 2022. "Stationary parameterization of GARCH processes," Economics Bulletin, AccessEcon, vol. 42(4), pages 1908-1930.
- Yuta Kurose, 2022. "Bayesian GARCH modeling for return and range," Economics Bulletin, AccessEcon, vol. 42(3), pages 1717-1727.
- Sanele Stungwa & Nyiko Worship Hlongwane & Olebogeng David Daw, 2022. "Consumption and Supply of Electricity on Economic Growth in South Africa: An Econometric Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 266-274.
- Nyiko Worship Hlongwane & Olebogeng David Daw, 2022. "The Challenges and Opportunities of Electricity Generation on Economic Growth in South Africa: An ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 164-174, March.
- Nguyen Truong Son & Doan Hong Le & Dong Luu Nghiem & Doan Quynh Giang, 2022. "Factors Affecting Household s Intention to Save Power: The Case of Chau Thanh District Vietnam," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 299-308, March.
- Rialdi Azhar & Febryan Kusuma Wisnu & Fajrin Satria Dwi Kesuma & Widya Rizki Eka Putri & Rian Andri Prasetya, 2022. "State-space Implementation in Forecasting Carbon and Gas Prices in Commodity Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 280-286, May.
- Katleho Makatjane, 2022. "Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 217-225, July.
- Alina Yakymchuk & Oksana Kardash & Nazariy Popadynets & Valentyna Yakubiv & Yuliia Maksymiv & Iryna Hryhoruk & Taras Kotsko, 2022. "Modeling and Governance of the Country s Energy Security: The Example of Ukraine," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 280-286, September.
- Kanayo Ogujiuba & Naseer Muazu, 2022. "Unclean Energy Source Dependence and Sustainability in Nigeria: Consumption Dynamics and Impact of Contextual Factors," International Journal of Energy Economics and Policy, Econjournals, vol. 12(6), pages 495-504, November.
- Alejandra Martínez Martínez & Silviano Esteve Pérez & Salvador Gil Pareja & Rafael Llorca Vivero, 2022. "Does distance shape the effect of PTAs on bilateral trade flows? A multilevel approach," Working Papers 2201, Department of Applied Economics II, Universidad de Valencia.
- Alejandra Martínez Martínez & Silviano Esteve Pérez & Salvador Gil Pareja & Rafael Llorca Vivero, 2022. "The Impact of Climate Change on International Trade: A gravity model estimation," Working Papers 2208, Department of Applied Economics II, Universidad de Valencia.
- Ameur, Hachmi Ben & Han, Xuyuan & Liu, Zhenya & Peillex, Jonathan, 2022. "When did global warming start? A new baseline for carbon budgeting," Economic Modelling, Elsevier, vol. 116(C).
- Shahzad, Syed Jawad Hussain & Naifar, Nader, 2022. "Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Fang, Fang & Yang, Qiwei & Tian, Wenling, 2022. "Cross-validation for selecting the penalty factor in least squares model averaging," Economics Letters, Elsevier, vol. 217(C).
- Zhao, Shirong & Parmeter, Christopher F., 2022. "The “wrong skewness” problem: Moment constrained maximum likelihood estimation of the stochastic frontier model," Economics Letters, Elsevier, vol. 221(C).
- Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2022. "SONIC: SOcial Network analysis with Influencers and Communities," Journal of Econometrics, Elsevier, vol. 228(2), pages 177-220.
- Riti, Joshua Sunday & Shu, Yang & Riti, Miriam-Kamah J., 2022. "Geopolitical risk and environmental degradation in BRICS: Aggregation bias and policy inference," Energy Policy, Elsevier, vol. 166(C).
- Wei, Na & Xie, Wen-Jie & Zhou, Wei-Xing, 2022. "Robustness of the international oil trade network under targeted attacks to economies," Energy, Elsevier, vol. 251(C).
- Naifar, Nader & Shahzad, Syed Jawad Hussain, 2022. "Tail event-based sovereign credit risk transmission network during COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 45(C).
- Luo, Xin & Tao, Yunqing & Zou, Kai, 2022. "A new measure of realized volatility: Inertial and reverse realized semivariance," Finance Research Letters, Elsevier, vol. 47(PA).
- Liu, An-Hsiang & Siebert, Ralph B., 2022. "The competitive effects of declining entry costs over time: Evidence from the static random access memory market," International Journal of Industrial Organization, Elsevier, vol. 80(C).
- Kung, Ko-Lun & MacMinn, Richard D. & Kuo, Weiyu & Tsai, Chenghsien Jason, 2022. "Multi-population mortality modeling: When the data is too much and not enough," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 41-55.
- Phuong Mai Le, Vo & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2022. "Regulatory arbitrage, shadow banking and monetary policy in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Figueiredo, Erik & Lima, Luiz Renato, 2022. "Unintended consequences of trade integration on child labor," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 523-541.
- Clark, Andrew, 2022. "Causality in the aluminum market," Journal of Commodity Markets, Elsevier, vol. 27(C).
- Marques, André M. & Carvalho, André R., 2022. "Testing the neo-fisherian hypothesis in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 407-419.
- Wu, Lingke & Liu, Dehong & Yuan, Jianglei & Huang, Zhenhuan, 2022. "Implied volatility information of Chinese SSE 50 ETF options," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 609-624.
- Dai, Yun-Shi & Huynh, Ngoc Quang Anh & Zheng, Qing-Huan & Zhou, Wei-Xing, 2022.
"Correlation structure analysis of the global agricultural futures market,"
Research in International Business and Finance, Elsevier, vol. 61(C).
- Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou, 2023. "Correlation structure analysis of the global agricultural futures market," Papers 2310.16849, arXiv.org.
- Park, Jung Yeon & Wall, Melanie M & Moustaki, Irini & Grossman, Arnold, 2022. "A joint modeling approach for longitudinal outcomes and non-ignorable dropout under population heterogeneity in mental health studies," LSE Research Online Documents on Economics 110867, London School of Economics and Political Science, LSE Library.
- Shi, Chengchun & Zhang, Shengxing & Lu, Wenbin & Song, Rui, 2022. "Statistical inference of the value function for reinforcement learning in infinite-horizon settings," LSE Research Online Documents on Economics 110882, London School of Economics and Political Science, LSE Library.
- Feng, Oliver Y. & Chen, Yining & Han, Qiyang & Carroll, Raymond J & Samworth, Richard J., 2022. "Nonparametric, tuning-free estimation of S-shaped functions," LSE Research Online Documents on Economics 111889, London School of Economics and Political Science, LSE Library.
- Li, Lexin & Shi, Chengchun & Guo, Tengfei & Jagust, William J., 2022. "Sequential pathway inference for multimodal neuroimaging analysis," LSE Research Online Documents on Economics 111904, London School of Economics and Political Science, LSE Library.
- Anastasiou, Andreas & Cribben, Ivor & Fryzlewicz, Piotr, 2022. "Cross-covariance isolate detect: a new change-point method for estimating dynamic functional connectivity," LSE Research Online Documents on Economics 112148, London School of Economics and Political Science, LSE Library.
- Chen, Yunxiao & Lu, Yan & Moustaki, Irini, 2022. "Detection of two-way outliers in multivariate data and application to cheating detection in educational tests," LSE Research Online Documents on Economics 112499, London School of Economics and Political Science, LSE Library.
- Shi, Chengchun & Wang, Xiaoyu & Luo, Shikai & Zhu, Hongtu & Ye, Jieping & Song, Rui, 2022. "Dynamic causal effects evaluation in A/B testing with a reinforcement learning framework," LSE Research Online Documents on Economics 113310, London School of Economics and Political Science, LSE Library.
- Matsushita, Yukitoshi & Otsu, Taisuke & Takahata, Keisuke, 2023. "Estimating density ratio of marginals to joint: applications to causal inference," LSE Research Online Documents on Economics 113313, London School of Economics and Political Science, LSE Library.
- Zhang, Xinyu & Tong, Howell, 2022. "Asymptotic theory of principal component analysis for time series data with cautionary comments," LSE Research Online Documents on Economics 113566, London School of Economics and Political Science, LSE Library.
- Ravipati, Kaushik & Chen, Yunxiao & Manns, Joseph R., 2022. "Reassessing diabetes and APOE genotype as potential interacting risk factors for Alzheimer’s disease," LSE Research Online Documents on Economics 113607, London School of Economics and Political Science, LSE Library.
- Tzougas, George & Hong, Natalia & Ho, Ryan, 2022. "Mixed poisson regression models with varying dispersion arising from non-conjugate mixing distributions," LSE Research Online Documents on Economics 113616, London School of Economics and Political Science, LSE Library.
- Fontana, Roberto & Rapallo, Fabio & Wynn, Henry P., 2022. "Circuits for robust designs," LSE Research Online Documents on Economics 113631, London School of Economics and Political Science, LSE Library.
- Strong, Peter & Shenvi, Aditi & Yu, Xuewen & Papamichail, K. Nadia & Wynn, Henry P. & Smith, Jim Q., 2023. "Building a Bayesian decision support system for evaluating COVID-19 countermeasure strategies," LSE Research Online Documents on Economics 113632, London School of Economics and Political Science, LSE Library.
- Riani, Marco & Atkinson, Anthony Curtis & Corbellini, Aldo & Farcomeni, Alessio & Laurini, Fabrizio, 2024.
"Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 189-205.
- Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo & Farcomeni, Alessio & Laurini, Fabrizio, 2022. "Information criteria for outlier detection avoiding arbitrary significance levels," LSE Research Online Documents on Economics 113647, London School of Economics and Political Science, LSE Library.
- Chen, Zezhun & Dassios, Angelos, 2022. "Cluster point processes and Poisson thinning INARMA," LSE Research Online Documents on Economics 113652, London School of Economics and Political Science, LSE Library.
- Chen, Yudong & Wang, Tengyao & Samworth, Richard J., 2022. "High-dimensional, multiscale online changepoint detection," LSE Research Online Documents on Economics 113665, London School of Economics and Political Science, LSE Library.
- Gao, Xing & Meng, Jing & Ling, Yantao & Liao, Maolin & Cao, Mengqiu, 2022. "Localisation economies, intellectual property rights protection and entrepreneurship in China: a Bayesian analysis of multi-level spatial correlation," LSE Research Online Documents on Economics 114290, London School of Economics and Political Science, LSE Library.
- Volodina, Victoria & Wheatcroft, Edward & Wynn, Henry, 2022. "Comparing district heating options under uncertainty using stochastic ordering," LSE Research Online Documents on Economics 114292, London School of Economics and Political Science, LSE Library.
- Zhang, Siliang & Chen, Yunxiao, 2022. "Computation for latent variable model estimation: a unified stochastic proximal framework," LSE Research Online Documents on Economics 114489, London School of Economics and Political Science, LSE Library.
- Christensen, William F. & Wall, Melanie M. & Moustaki, Irini, 2022. "Assessing dimensionality in dichotomous items when many subjects have all-zero responses: an example from psychiatry and a solution using mixture models," LSE Research Online Documents on Economics 114530, London School of Economics and Political Science, LSE Library.
- Chang, Jinyuan & Cheng, Guanghui & Yao, Qiwei, 2022. "Testing for unit roots based on sample autocovariances," LSE Research Online Documents on Economics 114620, London School of Economics and Political Science, LSE Library.
- Fang, Qin & Guo, Shaojun & Qiao, Xinghao, 2022. "Finite sample theory for high-dimensional functional/scalar time series with applications," LSE Research Online Documents on Economics 114637, London School of Economics and Political Science, LSE Library.
- Qiao, Xinghao & Liu, Yirui & Lam, Jessica, 2022. "CATVI: conditional and adaptively truncated variational inference for hierarchical Bayesian nonparametric models," LSE Research Online Documents on Economics 114639, London School of Economics and Political Science, LSE Library.
- Bosch Jover, Oriol & Revilla, Melanie & Qureshi, Danish Daniel & Höhne, Jan, 2022. "A new experiment on the use of images to answer web survey questions," LSE Research Online Documents on Economics 114899, London School of Economics and Political Science, LSE Library.
- Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2023.
"Automatic robust Box–Cox and extended Yeo–Johnson transformations in regression,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 75-102, March.
- Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo, 2023. "Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression," LSE Research Online Documents on Economics 114903, London School of Economics and Political Science, LSE Library.
- Follain, Bertille & Wang, Tengyao & Samworth, Richard J., 2022. "High-dimensional changepoint estimation with heterogeneous missingness," LSE Research Online Documents on Economics 115014, London School of Economics and Political Science, LSE Library.
- Yu-Ning Li & Degui Li & Piotr Fryzlewicz, 2023.
"Detection of Multiple Structural Breaks in Large Covariance Matrices,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 846-861, July.
- Li, Yu-Ning & Li, Degui & Fryzlewicz, Piotr, 2022. "Detection of multiple structural breaks in large covariance matrices," LSE Research Online Documents on Economics 115026, London School of Economics and Political Science, LSE Library.
- Chen, Zezhun & Dassios, Angelos & Tzougas, George, 2022. "EM estimation for the bivariate mixed exponential regression model," LSE Research Online Documents on Economics 115132, London School of Economics and Political Science, LSE Library.
- Bai, Yihang & Cao, Mengqiu & Wang, Ruoyu & Liu, Yuqi & Wang, Seunghyeon, 2022. "How street greenery facilitates active travel for university students," LSE Research Online Documents on Economics 115239, London School of Economics and Political Science, LSE Library.
- Marco Riani & Anthony C. Atkinson & Francesca Torti & Aldo Corbellini, 2022.
"Robust correspondence analysis,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1381-1401, November.
- Riani, Marco & Atkinson, Anthony C. & Torti, Francesca & Corbellini, Aldo, 2022. "Robust correspondence analysis," LSE Research Online Documents on Economics 115368, London School of Economics and Political Science, LSE Library.
- Chen, Zezhun & Dassios, Angelos & Tzougas, George, 2022. "Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression," LSE Research Online Documents on Economics 115369, London School of Economics and Political Science, LSE Library.
- Jonas Jessen & Christa Katharina Spieß & Sevrin Waights, 2022.
"Centre‐Based Care and Parenting Activities,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1356-1379, December.
- Jessen, Jonas & Spiess, C. Katharina & Waights, Sevrin, 2020. "Center-based care and parenting activities," LSE Research Online Documents on Economics 108482, London School of Economics and Political Science, LSE Library.
- Jessen, Jonas & Spieß, Christa Katharina & Waights, Sevrin, 2022. "Centre-based care and parenting activities," LSE Research Online Documents on Economics 115578, London School of Economics and Political Science, LSE Library.
- Jessen, Jonas & Spieß, C. Katharina & Waights, Sevrin, 2021. "Center-Based Care and Parenting Activities," IZA Discussion Papers 14851, Institute of Labor Economics (IZA).
- Jonas Jessen & C. Katharina Spiess & Sevrin Waights, 2021. "Center-Based Care and Parenting Activities," SOEPpapers on Multidisciplinary Panel Data Research 1155, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Jonas Jessen & C. Katharina Spiess & Sevrin Waights, 2020. "Center-based care and parenting activities," CEP Discussion Papers dp1710, Centre for Economic Performance, LSE.
- Jonas Jessen & C. Katharina Spieß & Sevrin Waights, 2020. "Center-Based Care and Parenting Activities," Discussion Papers of DIW Berlin 1897, DIW Berlin, German Institute for Economic Research.
- Shi, Chengchun & Luo, Shikai & Le, Yuan & Zhu, Hongtu & Song, Rui, 2022. "Statistically efficient advantage learning for offline reinforcement learning in infinite horizons," LSE Research Online Documents on Economics 115598, London School of Economics and Political Science, LSE Library.
- Schrab, Antonin & Jitkrittum, Wittawat & Szabo, Zoltan & Sejdinovic, Dino & Gretton, Arthur, 2022. "Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’," LSE Research Online Documents on Economics 115629, London School of Economics and Political Science, LSE Library.
- Gao, Fengnan & Wang, Tengyao, 2022. "Two-sample testing of high-dimensional linear regression coefficients via complementary sketching," LSE Research Online Documents on Economics 115644, London School of Economics and Political Science, LSE Library.
- Lambert, Alex & Bouche, Dimitri & Szabo, Zoltan & d'Alché-Buc, Florence, 2022. "Functional output regression with infimal convolution: exploring the Huber and ε-insensitive losses," LSE Research Online Documents on Economics 115651, London School of Economics and Political Science, LSE Library.
- Aubin-Frankowski, Pierre-Cyril & Szabo, Zoltan, 2022. "Handling hard affine SDP shape constraints in RKHSs," LSE Research Online Documents on Economics 115724, London School of Economics and Political Science, LSE Library.
- Shi, Chengchun & Zhu, Jin & Shen, Ye & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2022. "Off-policy confidence interval estimation with confounded Markov decision process," LSE Research Online Documents on Economics 115774, London School of Economics and Political Science, LSE Library.
- Bosch Jover, Oriol & Revilla, Melanie, 2022. "When survey science met web tracking: presenting an error framework for metered data," LSE Research Online Documents on Economics 116431, London School of Economics and Political Science, LSE Library.
- Duarte, Belmiro P.M. & Atkinson, Anthony C. & Oliveira, Nuno M.C, 2022. "Optimal designs for dose-escalation trials and individual allocations in cohorts," LSE Research Online Documents on Economics 116678, London School of Economics and Political Science, LSE Library.
- Simpson, Cohen R., 2022. "Social support and network formation in a small-scale horticulturalist population," LSE Research Online Documents on Economics 116694, London School of Economics and Political Science, LSE Library.
- Scutari, Marco & Panero, Francesca & Proissl, Manuel, 2022. "Achieving fairness with a simple ridge penalty," LSE Research Online Documents on Economics 116916, London School of Economics and Political Science, LSE Library.
- Seabrook, Isobel & Barucca, Paolo & Caccioli, Fabio, 2022. "Structural importance and evolution: an application to financial transaction networks," LSE Research Online Documents on Economics 117130, London School of Economics and Political Science, LSE Library.
- Shlomo, Natalie & Skinner, Chris, 2022. "Measuring risk of re-identification in microdata: state-of-the art and new directions," LSE Research Online Documents on Economics 117168, London School of Economics and Political Science, LSE Library.
- Nate Breznau & Eike Mark Rinke & Alexander Wuttke & Hung H. V. Nguyen & Muna Adem & Jule Adriaans & Amalia Alvarez-Benjumea & Henrik K. Andersen & Daniel Auer & Flavio Azevedo & Oke Bahnsen & Dave Bal, 2022.
"Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(44), pages 2203150119-, November.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H. V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke, 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119(44), pages 1-8.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H V & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke & , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," Other publications TiSEM ddeb26bf-71be-4ea6-a7b9-c, Tilburg University, School of Economics and Management.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H.V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," LSE Research Online Documents on Economics 117278, London School of Economics and Political Science, LSE Library.
- Yang, Xiuleng & McCoy, Emma & Hough, Katherine & de Nazelle, Audrey, 2022. "Evaluation of low traffic neighbourhood (LTN) impacts on NO2 and traffic," LSE Research Online Documents on Economics 117441, London School of Economics and Political Science, LSE Library.
- Nick Jacob & Giordano Mion, 2023.
"The UK's Great Demand and Supply Recession,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 993-1022, October.
- Nick Jacob & Giordano Mion, 2020. "The UK's Great Demand and Supply Recession," CESifo Working Paper Series 8755, CESifo.
- Jacob, Nick & Mion, Giordano, 2022. "The UK's great demand and supply recession," LSE Research Online Documents on Economics 117564, London School of Economics and Political Science, LSE Library.
- Nick Jacob & Giordano Mion, 2020. "The UK's great demand and supply recession," CEP Discussion Papers dp1737, Centre for Economic Performance, LSE.
- Nick Jacob & Giordano Mion, 2021. "The UK's Great Demand and Supply Recession," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2021-04, Economic Statistics Centre of Excellence (ESCoE).
- Jacob, Nick & Mion, Giordano, 2020. "The UK's great demand and supply recession," LSE Research Online Documents on Economics 108524, London School of Economics and Political Science, LSE Library.
- Mion, Giordano & Jacob, Nick, 2020. "The UK's Great Demand and Supply Recession," CEPR Discussion Papers 15516, C.E.P.R. Discussion Papers.
- Shroff, Ravi & Vamvourellis, Konstantinos, 2022. "Pretrial release judgments and decision fatigue," LSE Research Online Documents on Economics 117579, London School of Economics and Political Science, LSE Library.
- Zhu, Ziwei & Wang, Tengyao & Samworth, Richard J., 2022. "High-dimensional principal component analysis with heterogeneous missingness," LSE Research Online Documents on Economics 117647, London School of Economics and Political Science, LSE Library.
- Caines, Peter & Mohammadi, Fatemeh & Sáenz-de-Cabezón, Eduardo & Wynn, Henry, 2022. "Lattice conditional independence models and Hibi ideals," LSE Research Online Documents on Economics 117688, London School of Economics and Political Science, LSE Library.
- Wang, Ruoyu & Cao, Mengqiu & Yao, Yao & Wu, Wenjie, 2022. "The inequalities of different dimensions of visible street urban green space provision: a machine learning approach," LSE Research Online Documents on Economics 117694, London School of Economics and Political Science, LSE Library.
- Luo, Yu & Graham, Daniel J. & McCoy, Emma J., 2023. "Semiparametric Bayesian doubly robust causal estimation," LSE Research Online Documents on Economics 117944, London School of Economics and Political Science, LSE Library.
- Pesce, Elena & Rapallo, Fabio & Riccomagno, Eva & Wynn, Henry P., 2022. "Generation of all randomizations using circuits," LSE Research Online Documents on Economics 118011, London School of Economics and Political Science, LSE Library.
- Lu, Zexian & Chen, Yunxiao & Li, Xiaoou, 2022. "Optimal parallel sequential change detection under generalized performance measures," LSE Research Online Documents on Economics 118348, London School of Economics and Political Science, LSE Library.
- Michael B. Weissman, 2022. "Invalid Methods and False Answers: Physics Education Research and the Use of GREs," Econ Journal Watch, Econ Journal Watch, vol. 19(1), pages 1-4–29, March.
- Luis Uzeda, 2022.
"State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 25-53,
Emerald Group Publishing Limited.
- Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
- Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
- John Galakis & Ioannis Vrontos & Panos Xidonas, 2022. "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(3), pages 204-245, May.
- John Galakis & Ioannis Vrontos & Panos Xidonas, 2022. "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(3), pages 204-245, May.
- Juan Pablo Castilla, 2022. "To Kill a Black Swan: The Credibility Revolution at CEDE, 2000–2018," Research in the History of Economic Thought and Methodology, in: Research in the History of Economic Thought and Methodology: Including a Symposium on the Work of William J. Baumol: Heterodox Inspirations and Neocla, volume 40, pages 153-192, Emerald Group Publishing Limited.
- Tomáš Mrkvička & Martina Krásnická & Ludvík Friebel & Tomáš Volek & Ladislav Rolínek, 2022. "Backtesting the evaluation of Value-at-Risk methods for exchange rates," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(1), pages 175-191, May.
- Jonas E. Arias & Jesús Fernández- Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2023.
"The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 287-319, July.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2022. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," Working Papers 22-18, Federal Reserve Bank of Philadelphia.
- Alexandr Surinov & Artur Luppov, 2022. "Income Inequality and the Cost of Living at the Sub-Regional Level. Estimates for Russia," HSE Economic Journal, National Research University Higher School of Economics, vol. 26(4), pages 552-578.
- Robertson,Raymond & Vergara Bahena,Mexico Alberto & Lopez-Acevedo,Gladys C., 2022.
"Is International Trade Always Beneficial to Labor Markets ? A Case Study from Egypt,"
Policy Research Working Paper Series
10219, The World Bank.
- Robertson, Raymond & Vergara Bahena, Mexico Alberto & Lopez-Acevedo, Gladys, 2022. "Is International Trade Always Beneficial to Labor Markets? A Case Study from Egypt," IZA Discussion Papers 15626, Institute of Labor Economics (IZA).
- Berg,Claudia N. & Robertson,Raymond & Lopez-Acevedo,Gladys C., 2022.
"Exports and Labor Demand : Evidence from Egyptian Firm-Level Data,"
Policy Research Working Paper Series
10213, The World Bank.
- Berg, Claudia N. & Robertson, Raymond & Lopez-Acevedo, Gladys, 2022. "Exports and Labor Demand: Evidence from Egyptian Firm-Level Data," IZA Discussion Papers 15627, Institute of Labor Economics (IZA).
- Rajesh Sharma & Surendra Singh Rajpurohit, 2022. "Nexus between income inequality and consumption of renewable energy in India: a nonlinear examination," Economic Change and Restructuring, Springer, vol. 55(4), pages 2337-2358, November.
- Mohd Zuhair & Ram Babu Roy, 2022. "Eliciting relative preferences for the attributes of health insurance schemes among rural consumers in India," International Journal of Health Economics and Management, Springer, vol. 22(4), pages 443-458, December.
- Francis X. Diebold & Kamil Yilmaz, 2022.
"On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness,"
Papers
2211.04184, arXiv.org, revised Jan 2023.
- Francis X. Diebold & Kamil Yilmaz, 2022. "On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness," Koç University-TUSIAD Economic Research Forum Working Papers 2207, Koc University-TUSIAD Economic Research Forum.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H. V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke, 2022.
"Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119(44), pages 1-8.
- Nate Breznau & Eike Mark Rinke & Alexander Wuttke & Hung H. V. Nguyen & Muna Adem & Jule Adriaans & Amalia Alvarez-Benjumea & Henrik K. Andersen & Daniel Auer & Flavio Azevedo & Oke Bahnsen & Dave Bal, 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(44), pages 2203150119-, November.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H.V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," LSE Research Online Documents on Economics 117278, London School of Economics and Political Science, LSE Library.
- Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H V & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke & , 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," Other publications TiSEM ddeb26bf-71be-4ea6-a7b9-c, Tilburg University, School of Economics and Management.
- 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.
- Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022. "The Virtue of Complexity in Return Prediction," NBER Working Papers 30217, National Bureau of Economic Research, Inc.
- Dave Donaldson, 2022. "Blending Theory and Data: A Space Odyssey," NBER Working Papers 30276, National Bureau of Economic Research, Inc.
- Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022. "Growing the Efficient Frontier on Panel Trees," NBER Working Papers 30805, National Bureau of Economic Research, Inc.
- George-Cornel Dumitrescu, 2022. "Greenhouse Gas Emissions in the EU - The Current Situation and Significant Statistical Relations," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 10(1), pages 88-97, June.
- George-Cornel Dumitrescu, 2022. "Digital and Green Transition in the EU27 from an Econometric Perspective," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 10(2), pages 27-34, December.
- Gabriela-Diana Baraghin & Ioana Beleiu, 2022. "Do European Funds Contribute to the Sustainable Development of Romania?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 12-21, September.
- Klejda Gabeshi, 2022. "The Impact of Bank Credit to the Public and Private Sector on the Economic Growth in Albania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 882-888, September.
- Weshah Razzak, 2021.
"The Ownership of Oil, Democracy, and Iraq's Past, Present and Future,"
Discussion Papers
2102, School of Economics and Finance, Massey University, New Zealand.
- Razzak, Weshah, 2022. "The Ownership of Oil, Democracy, and Iraq’s Past, Present, and Future," MPRA Paper 111417, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022. "Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19," MPRA Paper 112425, University Library of Munich, Germany.
- G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022. "Impact of ICT in Enhancing Learning Experience among Rural Students in India: An Empirical Analysis," MPRA Paper 112521, University Library of Munich, Germany.
- Stungwa, Sanele, 2022. "Empirical modeling of South Africa’s external debt on economic growth (1994 -2020): NARDL Cointegration approach," MPRA Paper 112527, University Library of Munich, Germany, revised 19 Mar 2022.
- Borooah, Vani, 2022. "The Importance of the Serve in Winning Points in Tennis: A Bayesian Analysis Using Data for the Two winners of the 2019 French Open Singles," MPRA Paper 113069, University Library of Munich, Germany.
- Altaf Hussain Padder & Mathavan Bommayasamys, 2023.
"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.
- Padder, Altaf-Hussain & Bommayasamy, Mathavan, 2022. "Structural Transformation Path Across Indian States: Findings from Panel Data Analyses," MPRA Paper 113305, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022.
"Oil shocks and volatility of green investments: GARCH-MIDAS analyses,"
Resources Policy, Elsevier, vol. 78(C).
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022. "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," MPRA Paper 113707, University Library of Munich, Germany.
- Chellai, Fatih, 2022. "Forecasting using Fuzzy Time Series," MPRA Paper 113848, University Library of Munich, Germany.
- Ngah Ntiga, Louis Henri, 2022. "Estimation Bayésienne d’un modèle DSGE des effets de la politique budgétaire sur l’économie camerounaise [Bayesian estimation of a DSGE model of the effects of fiscal policy on the Cameroonian econ," MPRA Paper 113929, University Library of Munich, Germany, revised Aug 2022.
- G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022. "Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model," MPRA Paper 114027, University Library of Munich, Germany.
- D'Andrea, Sara, 2022. "A Meta-Analysis on the Debt-Growth Relationship," MPRA Paper 114409, University Library of Munich, Germany.
- Koffi, Siméon, 2022. "Analyse De L'Economie Informelle En Cote D'Ivoire : Determinants Et Taille [Analysis Of The Shadow Economy In Cote D'Ivoire: Determinants And Size]," MPRA Paper 114472, University Library of Munich, Germany, revised 06 Sep 2022.
- Mughal, Adil Ahmad, 2022. "Holoreturns And Holothetic Invariance in Economics," MPRA Paper 114641, University Library of Munich, Germany.
- Desogus, Marco & Conversano, Claudio & Pili, Ambrogio & Venturi, Beatrice, 2022. "Fractal analysis of Dow Jones Industrial Index returns," MPRA Paper 114923, University Library of Munich, Germany.
- Suarez, Ronny, 2022. "Categorization of countries according to CO2eq emissions per capita," MPRA Paper 115262, University Library of Munich, Germany.
- Blankmeyer, Eric, 2022. "A bias test for heteroscedastic linear least squares regression," MPRA Paper 116605, University Library of Munich, Germany.
- Lewis, Gabriel, 2022. "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper 116662, University Library of Munich, Germany.
- Pacifico, Antonio, 2022. "High Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach," MPRA Paper 117393, University Library of Munich, Germany, revised Mar 2023.
- Fuertes, Ana-Maria & Zhao, Nan, 2023.
"A Bayesian perspective on commodity style integration,"
Journal of Commodity Markets, Elsevier, vol. 30(C).
- Fuertes, Ana-Maria & Zhao, Nan, 2022. "A Bayesian Perspective on Commodity Style Integration," MPRA Paper 117831, University Library of Munich, Germany, revised 2023.
- Chowdhury, Emon Kalyan, 2022. "Reaction of Stock Market to Covid-19: A South Asian Perspective," MPRA Paper 118147, University Library of Munich, Germany, revised 31 Mar 2022.
- Victor Olkhov, 2022.
"Market-Based Price Autocorrelation,"
Papers
2202.09323, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Market-Based Price Autocorrelation," MPRA Paper 120288, University Library of Munich, Germany, revised 26 Feb 2024.
- Phoebe Koundouri & Georgios I. Papayiannis & Achilleas Vassilopoulos & Athanasios Yannacopoulos, 2022.
"A general framework for the generation of probabilistic socioeconomic scenarios and risk quantification concerning food security with application in the Upper Nile river basin,"
DEOS Working Papers
2203, Athens University of Economics and Business.
- Koundouri, Phoebe & Papayiannis, Georgios & Vassilopoulos, Achilleas & Yannacopoulos, Athanasios, 2022. "A general framework for the generation of probabilistic socioeconomic scenarios and risk quantification concerning food security with application in the Upper Nile river basin," MPRA Paper 122117, University Library of Munich, Germany.
- Koundouri, Phoebe & Papayiannis, Georgios & Vassilopoulos, Achilleas & Yannacopoulos, Athanasios, 2022. "A general framework for the generation of probabilistic socioeconomic scenarios and risk quantification concerning food security with application in the Upper Nile river basin," MPRA Paper 122044, University Library of Munich, Germany.
- Emilia Gosińska & Aleksander Welfe, 2022. "The Cointegrated VAR Model with Deterministic Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 14(3), pages 335-350, September.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023.
"Further improvements of finite sample approximation of central limit theorems for envelopment estimators,"
Journal of Productivity Analysis, Springer, vol. 59(2), pages 189-194, April.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2022. "Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators," CEPA Working Papers Series WP062022, School of Economics, University of Queensland, Australia.
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023. "Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators," LIDAM Reprints ISBA 2023008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023. "Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators," LIDAM Discussion Papers ISBA 2023015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Antonio Peyrache & Maria C. A. Silva, 2022. "A Comment on Decomposition of Efficiency in Network Production Models," CEPA Working Papers Series WP072022, School of Economics, University of Queensland, Australia.
- Muhammad Ateeq ur REHMAN & Furman ALI & Shang XIE, 2022. "Impact of Foreign Investment News on the Return, Cost of Equity and Cash Flow Activities," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 112-127, December.
- Han-Bin KANG & Hsuling CHANG & Tsangyao CHANG, 2022. "Catastrophe Reinsurance Pricing -Modification of Dynamic Asset-Liability Management," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-20, December.
- Nachiket Thakkar & Kiran Ambreen Ayub, 2022. "External Debt Default and Foreign Direct Investments," Bulletin of Applied Economics, Risk Market Journals, vol. 9(2), pages 223-237.
- Ranjan Kumar Nayak, 2022. "Performance of Odisha State Co-operative Bank: An ARDL Approach," Arthaniti: Journal of Economic Theory and Practice, , vol. 21(1), pages 7-26, June.
- Valentina Khrapkina & Vitaliy Kobets & Vasyl Stratonov, 2022. "Market Dynamics of Ensuring Financial Security and Sustainable Development of Enterprise," Studies in Microeconomics, , vol. 10(2), pages 225-246, December.
2021
- Kola Ijasan & Peterson Owusu Junior & George Tweneboah & Tunbosun Oyedokun & Anokye M. Adam, 2021. "Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(3), pages 58-91, September.
- David Adeabah & Charles Andoh & Simplice A. Asongu & Isaac Akomea-Frimpong, 2021.
"Elections, Political Connections and Cash Holdings: Evidence from Local Assemblies,"
Working Papers of the African Governance and Development Institute.
21/004, African Governance and Development Institute..
- David Adeabah & Charles Andoh & Simplice A. Asongu & Isaac Akomea-Frimpong, 2021. "Elections, Political Connections and Cash Holdings: Evidence from Local Assemblies," Research Africa Network Working Papers 21/004, Research Africa Network (RAN).
- David Adeabah & Charles Andoh & Simplice A. Asongu & Isaac Akomea-Frimpong, 2021. "Elections, Political Connections and Cash Holdings: Evidence from Local Assemblies," Working Papers 21/004, European Xtramile Centre of African Studies (EXCAS).
- Adeabah, David & Andoh, Charles & Asongu, Simplice & Akomea-Frimpong, Isaac, 2021. "Elections, Political Connections and Cash Holdings: Evidence from Local Assemblies," MPRA Paper 109836, University Library of Munich, Germany.
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"Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients,"
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"Valid t-Ratio Inference for IV,"
American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
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"Inference in the nonparametric stochastic frontier model,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(7), pages 518-539, August.
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"Does commuting mode choice impact health?,"
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"The first wave of the COVID‐19 pandemic and its impact on socioeconomic inequality in psychological distress in the UK,"
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"The first wave of the COVID‐19 pandemic and its impact on socioeconomic inequality in psychological distress in the UK,"
Health Economics, John Wiley & Sons, Ltd., vol. 30(7), pages 1668-1683, July.
- Davillas, Apostolos & Jones, Andrew M., 2021. "The First Wave of the COVID-19 Pandemic and Its Impact on Socioeconomic Inequality in Psychological Distress in the UK," IZA Discussion Papers 14057, Institute of Labor Economics (IZA).
- Davillas, A. & Jones, A.M., 2021. "The first wave of the COVID-19 pandemic and its impact on socioeconomic inequality in psychological distress in the UK," Health, Econometrics and Data Group (HEDG) Working Papers 21/01, HEDG, c/o Department of Economics, University of York.
- Dehler-Holland, Joris & Schumacher, Kira & Fichtner, Wolf, 2021. "Topic Modeling Uncovers Shifts in Media Framing of the German Renewable Energy Act," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 2(1).
- Duleep, Harriet & Liu, Xingfei & Regets, Mark, 2021. "How the Earnings Growth of U.S. Immigrants Was Underestimated," GLO Discussion Paper Series 820, Global Labor Organization (GLO).
- Hanna Bortnowska & Bartosz Seiler, 2021. "b," Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection, Malopolska School of Economics in Tarnow, vol. 49(1), pages 89-98, March.
2020
- Svenn Alexander Hansen & Eline Aas & Oddvar Solli, 2020. "A cost-utility analysis of phosphodiesterase type 5 inhibitors in the treatment of erectile dysfunction," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(1), pages 73-84, February.
- John Yfantopoulos & Athanasios Chantzaras, 2020. "Health-related quality of life and health utilities in insulin-treated type 2 diabetes: the impact of related comorbidities/complications," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(5), pages 729-743, July.
- Eliza Lai Yi Wong & Richard Huan Xu & Annie Wai Ling Cheung, 2020. "Health-related quality of life in elderly people with hypertension and the estimation of minimally important difference using EQ-5D-5L in Hong Kong SAR, China," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(6), pages 869-879, August.
- Admassu N. Lamu, 2020. "Does linear equating improve prediction in mapping? Crosswalking MacNew onto EQ-5D-5L value sets," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(6), pages 903-915, August.
- Athanasios Koulakiotis & Vassilios Babalos & Apostolos Kiohos & Maria I. Kyriakou, 2020. "Long-run memory in ethical and conventional investments. Novel evidence from a VAR(1)-FIEGARCH model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 563-569, July.
- Thakur Dhakal & Dae-Eun Lim, 2020. "Understanding ICT adoption in SAARC member countries," Letters in Spatial and Resource Sciences, Springer, vol. 13(1), pages 67-80, April.
- Sudeshna Ghosh, 2020. "Impact of economic growth volatility on income inequality: ASEAN experience," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(3), pages 807-850, June.
- In Kyung Kim & Vladyslav Nora, 2020. "Does vertical integration enhance non-price efficiency? Evidence from the movie theater industry," Review of Economic Design, Springer;Society for Economic Design, vol. 24(3), pages 143-170, December.
- Dirk Van de gaer & Xavier Ramos, 2020.
"Measurement of inequality of opportunity based on counterfactuals,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(3), pages 595-627, October.
- Dirk Van de gaer & Xavier Ramos, 2015. "Measurement of inequality of opportunity based on counterfactuals," Working Papers 388, ECINEQ, Society for the Study of Economic Inequality.
- Van de gaer, Dirk & Ramos, Xavier, 2015. "Measurement of Inequality of Opportunity Based on Counterfactuals," IZA Discussion Papers 9582, Institute of Labor Economics (IZA).
- Van de gaer, Dirk & Ramos, Xavier, 2020. "Measurement of inequality of opportunity based on counterfactuals," LIDAM Reprints CORE 3122, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Domenica Panzera & Paolo Postiglione, 2020. "Measuring the Spatial Dimension of Regional Inequality: An Approach Based on the Gini Correlation Measure," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 379-394, April.
- Daisuke Yagi & Yining Chen & Andrew L. Johnson & Timo Kuosmanen, 2020.
"Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 43-54, January.
- Yagi, Daisuke & Chen, Yining & Johnson, Andrew L. & Kuosmanen, Timo, 2018. "Shape constrained kernel-weighted least squares: Estimating production functions for Chilean manufacturing industries," LSE Research Online Documents on Economics 86556, London School of Economics and Political Science, LSE Library.
- Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & M. Hasan Yilmaz, 2021.
"Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1214-1229, November.
- Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2020. "Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment," Working Papers 2004, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Tapsoba, Augustin, 2023.
"The cost of fear: Impact of violence risk on child health during conflict,"
Journal of Development Economics, Elsevier, vol. 160(C).
- Augustin Tapsoba, 2018. "The Cost of Fear: Impact of Violence Risk on Child Health During Conflict," HiCN Working Papers 279, Households in Conflict Network.
- Tapsoba, Augustin, 2020. "The Cost of Fear: Impact of Violence Risk on Child Health During Conflict," TSE Working Papers 20-1127, Toulouse School of Economics (TSE).
- 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.
- Lee Tae-Hwy & Mao Millie Yi & Ullah Aman, 2021.
"Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility,"
Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 1-19, January.
- Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers 202015, University of California at Riverside, Department of Economics.
- Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
- Abdul Wahid & Muhammad Zubair Mumtaz & Edmund H. Mantell, 2020. "Valuing local and dual-class IPOs in the Alternative Investment Market," Estudios de Economia, University of Chile, Department of Economics, vol. 47(2 Year 20), pages 245-271, December.
- Damian Clarke & Kathya Tapia-Schythe, 2021.
"Implementing the panel event study,"
Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
- Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
- Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
- Clarke, Damian & Schythe, Kathya Tapia, 2020. "Implementing the Panel Event Study," IZA Discussion Papers 13524, Institute of Labor Economics (IZA).
- Qazi Haque & Leandro M. Magnusson, 2020.
"Identification robust empirical evidence on the Euler equation in open economies,"
CAMA Working Papers
2020-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qazi Haque & Leandro M. Magnusson, 2020. "Identification robust empirical evidence on the Euler equation in open economies," Economics Discussion / Working Papers 20-01, The University of Western Australia, Department of Economics.
- Kubus Mariusz, 2020. "Evaluation of Resampling Methods in the Class Unbalance Problem," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(1), pages 39-50, March.
- Challoumis Constantinos, 2020. "Index of the Cycle of Money - The Case of Latvia," Economics and Culture, Sciendo, vol. 17(2), pages 5-12, December.
- Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Khalid Nusrat, 2020. "Driving Factors of Growth Evidence in the Food and Textile Sectors of Pakistan," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(1), pages 11-19, March.
- Burkina Natalia & Furman Taras & Soboń Janusz & Sapun Kostiantyn, 2020. "Regional Differentiation for Life Quality of the Population in Ukraine Under Innovative Growth," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(2), pages 73-86, June.
- Kubus Mariusz, 2020. "The Influence of Unbalanced Economic Data on Feature Selection and Quality of Classifiers," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 232-247, June.
- Trzcińska Kamila, 2020. "Analysis of Household Income in Poland Based on the Zenga Distribution and Selected Income Inequality Measure," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 421-436, June.
- Sergio Colombo & Wiktor Budziński & Mikołaj Czajkowski & Klaus Glenk, 2020. "Ex-ante and ex-post measures to mitigate hypothetical bias. Are they alternative or complementary tools to increase the reliability and validity of DCE estimates?," Working Papers 2020-20, Faculty of Economic Sciences, University of Warsaw.
- Francesco Ravazzolo & Joaquin Vespignani, 2020.
"World steel production: A new monthly indicator of global real economic activity,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 743-766, May.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2017. "World steel production: A new monthly indicator of global real economic activity," Working Papers 2017-08, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin Vespignani, 2017. "World steel production: A new monthly indicator of global real economic activity," CAMA Working Papers 2017-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020.
"Leave‐Out Estimation of Variance Components,"
Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
- Patrick Kline & Raffaele Saggio & Mikkel S{o}lvsten, 2018. "Leave-out estimation of variance components," Papers 1806.01494, arXiv.org, revised Aug 2019.
- Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2019. "Leave-out Estimation of Variance Components," NBER Working Papers 26244, National Bureau of Economic Research, Inc.
- Cosmin Ilut & Rosen Valchev & Nicolas Vincent, 2020.
"Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty,"
Econometrica, Econometric Society, vol. 88(5), pages 1899-1938, September.
- Rosen Valchev & Nicolas Vincent & Cosmin Ilut, 2014. "Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty," 2014 Meeting Papers 716, Society for Economic Dynamics.
- Cosmin L. Ilut & Rosen Valchev & Nicolas Vincent, 2016. "Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty," NBER Working Papers 22490, National Bureau of Economic Research, Inc.
- Cosmin Ilut & Rosen Valchev & Nicolas Vincent, 2016. "Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty," Boston College Working Papers in Economics 940, Boston College Department of Economics.
- Vincenzo Carrieri & Apostolos Davillas & Andrew M. Jones, 2020.
"A latent class approach to inequity in health using biomarker data,"
Health Economics, John Wiley & Sons, Ltd., vol. 29(7), pages 808-826, July.
- Davillas, Apostolos & M. Jones, Andrew & Carrieri, Vincenzo, 2019. "A latent class approach to inequity in health using biomarker data," ISER Working Paper Series 2019-09, Institute for Social and Economic Research.
- Carrieri, V.; & Davillas, A.; & Jones, A.M.;, 2019. "A latent class approach to inequity in health using biomarker data," Health, Econometrics and Data Group (HEDG) Working Papers 19/22, HEDG, c/o Department of Economics, University of York.
- 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.
- 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..
- Davillas, Apostolos & M. Jones, Andrew, 2020.
"The COVID-19 pandemic and its impact on inequality of opportunity in psychological distress in the UK,"
ISER Working Paper Series
2020-07, Institute for Social and Economic Research.
- Davillas, A. & Jones, A.M., 2020. "The COVID-19 pandemic and its impact on inequality of opportunity in psychological distress in the UK," Health, Econometrics and Data Group (HEDG) Working Papers 20/11, HEDG, c/o Department of Economics, University of York.
- Davillas, Apostolos & Jones, Andrew M., 2020. "The COVID-19 pandemic and its impact on inequality of opportunity in psychological distress in the UK," GLO Discussion Paper Series 567, Global Labor Organization (GLO).
- Davillas, Apostolos & Jones, Andrew M., 2020.
"Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic,"
GLO Discussion Paper Series
727, Global Labor Organization (GLO).
- Davillas, A. & Jones, A.M., 2020. "Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic," Health, Econometrics and Data Group (HEDG) Working Papers 20/21, HEDG, c/o Department of Economics, University of York.
- Davillas, Apostolos & M. Jones, Andrew, 2020. "Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic," ISER Working Paper Series 2020-15, Institute for Social and Economic Research.
- Davillas, Apostolos & Jones, Andrew M., 2020. "Unmet Health Care Need and Income-Related Horizontal Equity in Access during the COVID-19 Pandemic," IZA Discussion Papers 13910, Institute of Labor Economics (IZA).
- Davillas, Apostolos & M. Jones, Andrew, 2020.
"The COVID-19 pandemic and its impact on inequality of opportunity in psychological distress in the UK,"
ISER Working Paper Series
2020-07, Institute for Social and Economic Research.
- Davillas, Apostolos & Jones, Andrew M., 2020. "The COVID-19 pandemic and its impact on inequality of opportunity in psychological distress in the UK," GLO Discussion Paper Series 567, Global Labor Organization (GLO).
- Davillas, A. & Jones, A.M., 2020. "The COVID-19 pandemic and its impact on inequality of opportunity in psychological distress in the UK," Health, Econometrics and Data Group (HEDG) Working Papers 20/11, HEDG, c/o Department of Economics, University of York.
- Brixiová, Zuzana & Kangoye, Thierry & Yogo, Thierry Urbain, 2020.
"Access to finance among small and medium-sized enterprises and job creation in Africa,"
Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 177-189.
- Brixiova, Zuzana & Kangoye, Thierry & Yogo, Urbain Thierry, 2020. "Access to Finance among Small and Medium-Sized Enterprises and Job Creation in Africa," IZA Discussion Papers 13708, Institute of Labor Economics (IZA).
- Brixiová, Zuzana & Kangoye & Thierry & Yogo, Thierry Urbain, 2020. "Access to Finance among Small and Medium-Sized Enterprises and Job Creation in Africa," GLO Discussion Paper Series 665, Global Labor Organization (GLO).
- Davillas, Apostolos & Jones, Andrew M., 2020.
"Unmet Health Care Need and Income-Related Horizontal Equity in Access during the COVID-19 Pandemic,"
IZA Discussion Papers
13910, Institute of Labor Economics (IZA).
- Davillas, Apostolos & Jones, Andrew M., 2020. "Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic," GLO Discussion Paper Series 727, Global Labor Organization (GLO).
- Davillas, A. & Jones, A.M., 2020. "Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic," Health, Econometrics and Data Group (HEDG) Working Papers 20/21, HEDG, c/o Department of Economics, University of York.
- Davillas, Apostolos & M. Jones, Andrew, 2020. "Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic," ISER Working Paper Series 2020-15, Institute for Social and Economic Research.
- Brighton, Henry, 2020. "Statistical foundations of ecological rationality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-32.
- Juan Andrés Cabral & Florencia Iara Pucci, 2020. "¿Cuál es el alcance de la revolución de la credibilidad?," Asociación Argentina de Economía Política: Working Papers 4318, Asociación Argentina de Economía Política.
- Luciana B. Villar, 2020. "Estructura de financiamiento de las empresas en la Argentina: influencia del tamaño de la firma y del sector al que pertenece," Asociación Argentina de Economía Política: Working Papers 4427, Asociación Argentina de Economía Política.
- Konstantinos Spinthiropoulos & Christos Nikas & Eleni Zafeiriou, 2020. "Tourism and Economic Growth in Greece: Αn ARDL Bounds Testing Approach in a Kaldorian Framework," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 70(2), pages 215-227, June.
- Boumedyen Taibi & Khadidja Lamri, 2020. "The Impact of Tourism Industry on Economic Growth: The Case of Algeria (Cointegration & Causal Analysis)," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, vol. 2(4), pages 10-26, September.
- Самат М.Н // Samat M.N., 2020. "Эмпирический анализ факторов производительности труда в Казахстане на основе статистики рынка труда по отраслям // Empirical analysis of labor productivity factors in Kazakhstan based on labor market ," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 4-15.
- María Florencia Gabrielli & Manuel Willington, 2020. "Assessment of collusion damages in first price auctions," Working Papers 5, Red Nacional de Investigadores en Economía (RedNIE).
- Stepan P. Zemtsov & Vyacheslav L. Baburin, 2020. "Risks of morbidity and mortality during the COVID-19 pandemic in Russian regions," Population and Economics, ARPHA Platform, vol. 4(2), pages 158-181, June.
- Cerreia-Vioglio, Simone & Lindberg, Per Olov & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2021.
"A canon of probabilistic rationality,"
Journal of Economic Theory, Elsevier, vol. 196(C).
- Simone Cerreia-Vioglio & Per Olov Lindberg & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2020. "A Canon of Probabilistic Rationality," Papers 2007.11386, arXiv.org, revised May 2021.
- Olkhov, Victor, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
MPRA Paper
102767, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Price, Volatility and the Second-Order Economic Theory," Papers 2009.14278, arXiv.org, revised Apr 2021.
- 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.
- Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021.
"Bull and bear markets during the COVID-19 pandemic,"
Finance Research Letters, Elsevier, vol. 42(C).
- Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020. "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper 104504, University Library of Munich, Germany.
- John M. Maheu & Thomas H. McCurdy & Yong Song, 2020. "Bull and Bear Markets During the COVID-19 Pandemic," Papers 2012.01623, arXiv.org.
- Sahabi, Bahram & Zolfaghari, Mehdi & Alavi, Somayyeh, 2020. "Impact of Financial and Trade Openness on Financial Development in Oil and Non-Oil Developing Countries using the Panel ARDL Approach (With Emphasis on Institutional Components) (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 24(4), pages 3-42, February.
- Inna Lola, 2020.
"A Multidimensional Classification for the Information Technology Market,"
Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 70-88.
- Inna S.Lola & Sergey V. Gluzdovsky, 2018. "A Multidimensional Classification For The Information Technology Market," HSE Working papers WP BRP 90/STI/2018, National Research University Higher School of Economics.
- Heng Chen & Walter Engert & Kim Huynh & Gradon Nicholls & Mitchell Nicholson & Julia Zhu, 2020. "Cash and COVID-19: The impact of the pandemic on demand for and use of cash," Discussion Papers 2020-6, Bank of Canada.
- Kim Huynh & Gradon Nicholls & Mitchell Nicholson, 2020. "2019 Cash Alternative Survey Results," Discussion Papers 2020-8, Bank of Canada.
- Jean-Pierre H. Dubé & Ali Hortaçsu & Joonhwi Joo, 2020. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," Working Papers 2020-13, Becker Friedman Institute for Research In Economics.
- 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.
- Anthony C. Atkinson & Marco Riani & Aldo Corbellini, 2020.
"The analysis of transformations for profit‐and‐loss data,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(2), pages 251-275, April.
- Atkinson, Anthony C. & Riani, Marco & Corbellini, Aldo, 2020. "The analysis of transformations for profit-and-loss data," LSE Research Online Documents on Economics 102406, London School of Economics and Political Science, LSE Library.
- Álvaro Céspedes Tapia & Javier Cossio Medinacelly, 2020. "Desarrollo del sistema financiero en Bolivia y convergencia de los objetivos de política monetaria y macroprudencial," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 32(1), pages 201-263, January -.
- Michele Costa, 2020. "Fuzzy poverty measurement: multidimensional and unidimensional indicators," Working Papers wp1156, Dipartimento Scienze Economiche, Universita' di Bologna.
- Deng Ai, 2020. "Measuring Benchmark Damages in Antitrust Litigation: Extensions and Practical Implications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-12, January.
- Mothobi Onkokame, 2020. "The Impact of Mobile Number Portability on Demand Price Elasticities in Sub-Saharan African Countries," Review of Network Economics, De Gruyter, vol. 19(4), pages 249-268, December.
- Di Addario, Sabrina & Kline, Patrick & Saggio, Raffaele & Sølvsten, Mikkel, 2023.
"It ain’t where you’re from, it’s where you’re at: Hiring origins, firm heterogeneity, and wages,"
Journal of Econometrics, Elsevier, vol. 233(2), pages 340-374.
- Di Addario, Sabrina & Kline, Patrick & Saggio, Raffaele & Solvsten, Mikkel, 2020. "It Ain't Where You're From, It's Where You're At: Hiring Origins, Firm Heterogeneity, and Wages," Institute for Research on Labor and Employment, Working Paper Series qt6191m92m, Institute of Industrial Relations, UC Berkeley.
- Di Addario, Sabrina & Kline, Patrick & Saggio, Raffaele & Sølvsten, Mikkel, 2021. "'It Ain't Where You're from, It's Where You're At': Hiring Origins, Firm Heterogeneity, and Wages," IZA Discussion Papers 14446, Institute of Labor Economics (IZA).
- Sabrina L. Di Addario & Patrick M. Kline & Raffaele Saggio & Mikkel Sølvsten, 2021. "It Ain’t Where You’re From, It’s Where You’re At: Hiring Origins, Firm Heterogeneity, and Wages," NBER Working Papers 28917, National Bureau of Economic Research, Inc.
- John M. Abowd & William R. Bell & J. David Brown & Michael B. Hawes & Misty L. Heggeness & Andrew D. Keller & Vincent T. Mule Jr. & Joseph L. Schafer & Matthew Spence & Lawrence Warren & Moises Yi, 2020. "Determination of the 2020 U.S. Citizen Voting Age Population (CVAP) Using Administrative Records and Statistical Methodology Technical Report," Working Papers 20-33, Center for Economic Studies, U.S. Census Bureau.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020.
"Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference,"
Cahiers de recherche
15-2020, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020. "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers 2020s-30, CIRANO.
- Juan Pablo Castilla, 2020. "To Kill a Black Swan: The Credibility Revolution at CEDE, 2000-2018," Documentos CEDE 18366, Universidad de los Andes, Facultad de Economía, CEDE.
- Dirk Van de gaer & Xavier Ramos, 2020.
"Measurement of inequality of opportunity based on counterfactuals,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(3), pages 595-627, October.
- Dirk Van de gaer & Xavier Ramos, 2015. "Measurement of inequality of opportunity based on counterfactuals," Working Papers 388, ECINEQ, Society for the Study of Economic Inequality.
- Van de gaer, Dirk & Ramos, Xavier, 2020. "Measurement of inequality of opportunity based on counterfactuals," LIDAM Reprints CORE 3122, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Van de gaer, Dirk & Ramos, Xavier, 2015. "Measurement of Inequality of Opportunity Based on Counterfactuals," IZA Discussion Papers 9582, Institute of Labor Economics (IZA).
- Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020.
"Global Macro-Financial Cycles and Spillovers,"
IZA Discussion Papers
13000, Institute of Labor Economics (IZA).
- Kose, M. Ayhan & Ha, Jongrim & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," CEPR Discussion Papers 14404, C.E.P.R. Discussion Papers.
- Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 2004, Koc University-TUSIAD Economic Research Forum.
- Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," NBER Working Papers 26798, National Bureau of Economic Research, Inc.
- Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global macro-financial cycles and spillovers," CAMA Working Papers 2020-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2020. "The term structure of CIP violations," CEPR Discussion Papers 14774, C.E.P.R. Discussion Papers.
- Valencia Caicedo, Felipe, 2020. "Historical Econometrics: Instrumental Variables and Regression Discontinuity Designs," CEPR Discussion Papers 15208, C.E.P.R. Discussion Papers.
- Humberto Barreto, 2020. "A Covid-19 Teaching Example: Pooled Testing with Microsoft Excel," Working Papers 2020-01, DePauw University, School of Business and Leadership and Department of Economics and Management.
- Andrew Goodman-Bacon & Jan Marcus, 2020. "Difference-in-Differences to Identify Causal Effects of COVID-19 Policies," Discussion Papers of DIW Berlin 1870, DIW Berlin, German Institute for Economic Research.
- Yao Axel Ehouman, 2020. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach," EconomiX Working Papers 2020-31, University of Paris Nanterre, EconomiX.
- Lumengo Bonga-Bonga & Mathias mandla Manguzvane, 2020.
"Assessing the extent of contagion of sovereign credit risk among BRICS countries,"
Economics Bulletin, AccessEcon, vol. 40(2), pages 1017-1032.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper 89200, University Library of Munich, Germany.
- Kai Yin Woo & Shu Kam Lee & Alan T. Y. Chan, 2020. "Food price convergence in Canada: A nonparametric nonlinear cointegration analysis," Economics Bulletin, AccessEcon, vol. 40(3), pages 2361-2371.
- Heni Boubaker & Hichem Rezgui, 2020. "Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis," Economics Bulletin, AccessEcon, vol. 40(1), pages 574-586.
- Masaya Nishihata & Taisuke Otsu, 2020. "Conditional GMM estimation for gravity models," Economics Bulletin, AccessEcon, vol. 40(2), pages 1106-1111.
- Cuiyuan Wang & Tao Wang & Changhe Yuan, 2020. "Does Applying Deep Learning in Financial Sentiment Analysis Lead to Better Classification Performance?," Economics Bulletin, AccessEcon, vol. 40(2), pages 1091-1105.
- Kyungmin Kim, 2020. "Income inequality and house prices in the United States: A panel VAR analysis," Economics Bulletin, AccessEcon, vol. 40(3), pages 2111-2120.
- Michel C Samba & Arthur S Mveng, 2020. "Asymmetry of information and financial development: Evidence from middle income countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 944-951.
- Pedro Antonio Martin-Cervantes & Salvador Cruz-Rambaud, 2020. "Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches," Economics Bulletin, AccessEcon, vol. 40(2), pages 1475-1485.
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"Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic,"
GLO Discussion Paper Series
727, Global Labor Organization (GLO).
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"Policy Evaluation Using Causal Inference Methods,"
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hal-03455978, HAL.
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"Policy Evaluation Using Causal Inference Methods,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-03455978, HAL.
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"Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications,"
Mathematics of Operations Research, INFORMS, vol. 45(1), pages 205-232, February.
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- René Aïd & Matteo Basei & Giorgia Callegaro & Luciano Campi & Tiziano Vargiolu, 2019. "Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications," Post-Print hal-02276874, HAL.
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MPRA Paper
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"Policy Evaluation Using Causal Inference Methods,"
SciencePo Working papers Main
hal-03455978, HAL.
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- Denis Fougère & Nicolas Jacquemet, 2021. "Policy Evaluation Using Causal Inference Methods," SciencePo Working papers Main hal-03098058, HAL.
- Denis Fougère & Nicolas Jacquemet, 2020. "Policy Evaluation Using Causal Inference Methods," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03455978, HAL.
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"Global macro-financial cycles and spillovers,"
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Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
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- Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
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"Unmet health care need and income-related horizontal equity in access during the COVID-19 pandemic,"
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"Implementing the panel event study,"
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- Georgios Bampinas & Theodore Panagiotidis & Panagiotis Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Post-Print hal-04164277, HAL.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.
- Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020. "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper 103250, University Library of Munich, Germany, revised 01 Oct 2020.
- Hoffmann, Till & Jones, Nick S., 2020. "Inference of a universal social scale and segregation measures using social connectivity kernels," MPRA Paper 103852, University Library of Munich, Germany.
- Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020.
"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
Working Papers
2020-009, Department of Research, Ipag Business School.
- Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
- Harin, Alexander, 2020. "Macroscopic analogs of quantum-mechanical phenomena and auto-transformations of functions," MPRA Paper 104188, University Library of Munich, Germany.
- Pacifico, Antonio, 2020. "A Two-step System for Hierarchical Bayesian Dynamic Panel Data to deal with Endogeneity Issues, Structural Model Uncertainty, and Causal Relationship," MPRA Paper 104291, University Library of Munich, Germany.
- Pacifico, Antonio, 2020. "Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues," MPRA Paper 104292, University Library of Munich, Germany.
- Pacifico, Antonio, 2020. "Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series," MPRA Paper 104379, University Library of Munich, Germany.
- Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021.
"Bull and bear markets during the COVID-19 pandemic,"
Finance Research Letters, Elsevier, vol. 42(C).
- John M. Maheu & Thomas H. McCurdy & Yong Song, 2020. "Bull and Bear Markets During the COVID-19 Pandemic," Papers 2012.01623, arXiv.org.
- Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020. "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper 104504, University Library of Munich, Germany.
- Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim, 2020. "Essays in Honor of Professor Badi H Baltagi: Editorial," MPRA Paper 104751, University Library of Munich, Germany.
- Aithal, Architha & Aithal, Sreeramana, 2020. "Development and Validation of Survey Questionnaire and Experimental Data – A Systematical Review-based Statistical Approach," MPRA Paper 104830, University Library of Munich, Germany.
- Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
- Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021.
"Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers 2020-006, Department of Research, Ipag Business School.
- Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," MPRA Paper 105162, University Library of Munich, Germany, revised Jan 2021.
- Ibrahim D. Raheem & Kazeem B. Ajide, 2021.
"The journey towards dollarization: the role of the tourism industry,"
Current Issues in Tourism, Taylor & Francis Journals, vol. 24(22), pages 3182-3188, November.
- Raheem, Ibrahim & Ajide, Kazeem, 2020. "The journey towards dollarization: the role of the tourism industry," MPRA Paper 105505, University Library of Munich, Germany.
- Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers of the African Governance and Development Institute. 21/008, African Governance and Development Institute..
- Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Research Africa Network Working Papers 21/008, Research Africa Network (RAN).
- Ibrahim D. Raheem & Kazeem B. Ajide, 2021. "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers 21/008, European Xtramile Centre of African Studies (EXCAS).
- Hosseinzadeh, Aryan & Baghbani, Asiye, 2020. "Walking Trip Generation and Built Environment: A Comparative Study on Trip Purposes," MPRA Paper 109025, University Library of Munich, Germany.
- Ibrahim A. Onour, 2017.
"Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country,"
International Journal of World Policy and Development Studies, Academic Research Publishing Group, vol. 3(1), pages 1-9, 01-2017.
- Onour, Ibrahim, 2020. "Crime surge and institutional weakness: Are they associated? Evidence from a conflict country," MPRA Paper 115995, University Library of Munich, Germany.
- Onour, Ibrahim, 2020. "Modeling the impact of economic sanctions on a small open economy: A dynamic approach," MPRA Paper 116005, University Library of Munich, Germany.
- Zanetti Chini, Emilio, 2020. "Dynamic Asymmetry and Fiscal Policy," MPRA Paper 98499, University Library of Munich, Germany.
- Dadakas, Dimitrios, 2020. "Quantifying the Impact of Exporter-Specific, Importer-Specific and only Time-Varying Variables in Structural Gravity," MPRA Paper 98956, University Library of Munich, Germany.
- Wang, Wenjie, 2020.
"On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test,"
Economics Letters, Elsevier, vol. 191(C).
- Wang, Wenjie, 2020. "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper 99109, University Library of Munich, Germany.
- Harin, Alexander, 2020. "Behavioral sciences and auto-transformations of functions," MPRA Paper 99286, University Library of Munich, Germany.
- Joof, Foday & Tursoy, Turgut, 2020. "The Mystery behind Foreign Reserve Sterilization: Empirical Evidence from The Gambia," MPRA Paper 99929, University Library of Munich, Germany.
- Abdul Wahid & Muhammad Zubair Mumtaz, 2020. "Long-run price performance of local and dual class IPOs in alternative investment market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(1), pages 71-100.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020.
"Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
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- Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
- DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Amal Essayem & Wided Khiari & Azhaar Lajmi, 2020. "Liquidity buffers determinants in GCC’s Islamic banks," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 129-140.
- Luisa Corrado & Stefano Grassi & Edgar Silgado-Gómez, 2020. "The Macroeconomic Effects of Aerospace Shocks," CEIS Research Paper 503, Tor Vergata University, CEIS, revised 17 Nov 2020.
- Pushpesh Pant & Hari Vishal & S. P. Sarmah, 2020. "Does Disruptive Event Affect Supply Base Size: Evidence from an Emerging Economy," Foreign Trade Review, , vol. 55(4), pages 496-510, November.
- Sanju Naraidoo & Sanjeev K. Sobhee, 2020. "An Investigation into the Intertemporal Spending Path of Local Government in Mauritius," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(4), pages 432-453, November.
- Akim M. Rahman, 2020. "bKash vs. Bank-led Option: Factors Influencing Customer’s Preferences – Does it Warrant Voluntary-Insurance-Policy for Rapid-growth Digital-banking in Bangladesh-economy?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(13), pages 51-69, June.
- Kim, Seong Hee & Kim, Byung-Yeon, 2020.
"Migration and trust: Evidence from West Germany after unification,"
Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 425-441.
- Seong Hee Kim & Byung-Yeon Kim, 2020. "Migration And Trust: Evidence From West Germany After Unification," Working Paper Series no139, Institute of Economic Research, Seoul National University.
2019
- Chimere O. Iheonu, 2019.
"Governance and Domestic Investment in Africa,"
Working Papers
19/001, European Xtramile Centre of African Studies (EXCAS).
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," Research Africa Network Working Papers 19/002, Research Africa Network (RAN).
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," Working Papers of the African Governance and Development Institute. 19/001, African Governance and Development Institute..
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," CEREDEC Working Papers 19/001, Centre de Recherche pour le Développement Economique (CEREDEC).
- Chimere O. Iheonu, 2019.
"Governance and Domestic Investment in Africa,"
Working Papers
19/001, European Xtramile Centre of African Studies (EXCAS).
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," CEREDEC Working Papers 19/001, Centre de Recherche pour le Développement Economique (CEREDEC).
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," Research Africa Network Working Papers 19/002, Research Africa Network (RAN).
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," Working Papers of the African Governance and Development Institute. 19/001, African Governance and Development Institute..
- Luciana B. Villar & Martín E. Masci, 2019. "Financiamiento de la banca pública versus banca privada. Análisis de las características diferenciales en PyMEs argentinas," Asociación Argentina de Economía Política: Working Papers 4205, Asociación Argentina de Economía Política.
- Chimere O. Iheonu, 2019.
"Governance and Domestic Investment in Africa,"
Working Papers
19/001, European Xtramile Centre of African Studies (EXCAS).
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," Working Papers of the African Governance and Development Institute. 19/001, African Governance and Development Institute..
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," CEREDEC Working Papers 19/001, Centre de Recherche pour le Développement Economique (CEREDEC).
- Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," Research Africa Network Working Papers 19/002, Research Africa Network (RAN).
- Nilgun Caglarirmak Uslu & Sevcan Kapkara, 2019. "The Determinants of Credit Dolarization: Turkish Case," Economics Literature, WERI-World Economic Research Institute, vol. 1(2), pages 148-167, December.
- Özlem Yorulmaz & Selay Giray Yakut Author-Name:Nimet Melis Esenyel İçen, 2019. "Examining The Factors Affecting The Employment Increase Of Enterprises In Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(1), pages 71-86, June.
- Manganelli, Simone, 2016.
"Deciding with judgment,"
Working Paper Series
1947, European Central Bank.
- Simone Manganelli, 2019. "Deciding with Judgment," Papers 1903.06980, arXiv.org.
- Amanda Kowalski, 2019.
"A model of a randomized experiment with an application to the PROWESS clinical trial,"
CeMMAP working papers
CWP11/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Amanda Kowalski, 2019. "A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial," Papers 1908.05810, arXiv.org, revised Jul 2020.
- Amanda E. Kowalski, 2019. "A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial," NBER Working Papers 25670, National Bureau of Economic Research, Inc.
- Amanda E. Kowalski, 2019.
"Counting Defiers,"
NBER Working Papers
25671, National Bureau of Economic Research, Inc.
- Amanda Kowalski, 2019. "Counting Defiers," Papers 1908.05811, arXiv.org, revised Jul 2020.
- Amanda Kowalski, 2019. "Counting defiers," CeMMAP working papers CWP12/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Dmitry Arkhangelsky & Guido W. Imbens, 2019.
"Doubly Robust Identification for Causal Panel Data Models,"
Papers
1909.09412, arXiv.org, revised Feb 2022.
- Dmitry Arkhangelsky & Guido W. Imbens, 2021. "Double-Robust Identification for Causal Panel Data Models," NBER Working Papers 28364, National Bureau of Economic Research, Inc.
- Yousuf, Kashif & Ng, Serena, 2021.
"Boosting high dimensional predictive regressions with time varying parameters,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 60-87.
- Kashif Yousuf & Serena Ng, 2019. "Boosting High Dimensional Predictive Regressions with Time Varying Parameters," Papers 1910.03109, arXiv.org.
- Bryan S. Graham, 2019.
"Network Data,"
NBER Working Papers
26577, National Bureau of Economic Research, Inc.
- Bryan S. Graham, 2019. "Network Data," Papers 1912.06346, arXiv.org.
- Charles F. Manski, 2021.
"Econometrics for Decision Making: Building Foundations Sketched by Haavelmo and Wald,"
Econometrica, Econometric Society, vol. 89(6), pages 2827-2853, November.
- Charles F. Manski, 2019. "Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald," NBER Working Papers 26596, National Bureau of Economic Research, Inc.
- Charles F. Manski, 2019. "Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald," Papers 1912.08726, arXiv.org, revised Feb 2021.
- Carmela Aurora Attin� & Francesco Franceschi & Valentina Michelangeli, 2019. "Modelling households� financial vulnerability with consumer credit and mortgage renegotiations," Questioni di Economia e Finanza (Occasional Papers) 531, Bank of Italy, Economic Research and International Relations Area.
- Barbara Rossi, 2018.
"Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?,"
Economics Working Papers
1641, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
- Barbara Rossi, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?," Working Papers 1081, Barcelona School of Economics.
- Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2019.
"All that Glitters is not Gold. The Political Economy of Randomized Evaluations in Development,"
Development and Change, International Institute of Social Studies, vol. 50(3), pages 735-762, May.
- Florent BEDECARRATS & Isabelle GUERIN & François ROUBAUD, 2017. "All That Glitters Is Not Gold: The Political Economy of Randomised Evaluations in Development," Working Paper 753120cd-506f-4c5f-80ed-7, Agence française de développement.
- Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2019. "All that glitters is not gold : the political economy of randomized evaluations in development," Post-Print ird-02112849, HAL.
- Hayley Jang & Young Hoon Lee & Rodney Fort, 2019. "Winning In Professional Team Sports: Historical Moments," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 103-120, January.
- Gary Koop & Dimitris Korobilis, 2019.
"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- BALTEŞ Nicolae & DRAGOE Alexandra-Gabriela-Maria & COZMA Maria-Daciana, 2019. "Study Regarding The Influence Of The Endogenous Variables On The Change Of The Financial Performance Of The Economic Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 71(1), pages 8-17, March.
- Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin, 2021.
"Forecasting energy commodity prices: A large global dataset sparse approach,"
Energy Economics, Elsevier, vol. 98(C).
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting energy commodity prices: A large global dataset sparse approach," CAMA Working Papers 2019-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Working Papers No 11/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2021. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
- Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin, 2019. "Forecasting energy commodity prices: a large global dataset sparse approach," Working Papers 2019-09, University of Tasmania, Tasmanian School of Business and Economics.
- Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.
- Seohyun Lee & Rickard Nyman, 2019. "Tracking Uncertainty through the Relative Sentiment Shift Series," Working Papers 2019-12, Economic Research Institute, Bank of Korea.
- Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021.
"Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests,"
International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
- Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019. "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics 19/16, University of Canterbury, Department of Economics and Finance.
- José P. Dapena & Juan A. Serur & Julián R. Siri, 2019. "A model free approach to the pricing of downside risk in argentinean stocks," CEMA Working Papers: Serie Documentos de Trabajo. 703, Universidad del CEMA.
- Claudio E. Serur & Julián R. Siri & Juan A. Serur & José P. Dapena, 2019. "Unraveling the value premium: a reward for risk or mispricing?," CEMA Working Papers: Serie Documentos de Trabajo. 704, Universidad del CEMA.
- José P. Dapena & Juan A. Serur & Julián R. Siri, 2019. "Risk on-Risk off: A regime switching model for active portfolio management," CEMA Working Papers: Serie Documentos de Trabajo. 706, Universidad del CEMA.
- Arun Advani & Toru Kitagawa & Tymon Słoczyński, 2019.
"Mostly harmless simulations? Using Monte Carlo studies for estimator selection,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 893-910, September.
- Arun Advani & Toru Kitagawa & Tymon S{l}oczy'nski, 2018. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," Papers 1809.09527, arXiv.org, revised Apr 2019.
- Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2019. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," CAGE Online Working Paper Series 411, Competitive Advantage in the Global Economy (CAGE).
- Advani, Arun & Kitagawa, Toru & Słoczyński, Tymon, 2019. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," The Warwick Economics Research Paper Series (TWERPS) 1192, University of Warwick, Department of Economics.
- Katherine Baicker & Theodore Svoronos, 2019. "Testing the Validity of the Single Interrupted Time Series Design," CID Working Papers 364, Center for International Development at Harvard University.
- Grekou, Carl, 2019.
"From nominal devaluations to real depreciations,"
International Economics, Elsevier, vol. 157(C), pages 68-81.
- Carl Grekou, 2019. "From nominal devaluations to real depreciations," International Economics, CEPII research center, issue 157, pages 68-81.
- Carl Grekou, 2019. "From nominal devaluations to real depreciations," Post-Print hal-03384449, HAL.
- Grakolet Arnold Z.Gourène & Pierre Mendy & Gilbert Marie N'gbo Ake, 2019. "Multiple time-scales analysis of global stock markets spillovers effects in African stock markets," International Economics, CEPII research center, issue 157, pages 82-98.
- Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan, 2019.
"Does inequality really matter in forecasting real housing returns of the United Kingdom?,"
International Economics, Elsevier, vol. 159(C), pages 18-25.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2019. "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, CEPII research center, issue 159, pages 18-25.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018. "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers 201859, University of Pretoria, Department of Economics.
- Mara Leticia Rojas & Pablo Daniel Monterubbianesi & Carlos Darío Dabús, 2019. "No linealidades y efectos umbral en la relación capital humano-crecimiento económico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(77), pages 425-459, July.
- López López, Diana Lucia & Torres Gómez, Edwin Esteban & Sánchez Salazar, Cristian, 2019. "Efecto de los programas educativos en pruebas estandarizadas. Un análisis por cuartiles de la política educativa "Antioquia la más educada"," Borradores Departamento de Economía 19615, Universidad de Antioquia, CIE.
- Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021.
"Benchmark interest rates when the government is risky,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 74-100.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019. "Benchmark Interest Rates When the Government is Risky," NBER Working Papers 26429, National Bureau of Economic Research, Inc.
- Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2019. "Benchmark interest rates when the government is risky," CEPR Discussion Papers 14105, C.E.P.R. Discussion Papers.
- Verena Monschang & Bernd Wilfling, 2021.
"Sup-ADF-style bubble-detection methods under test,"
Empirical Economics, Springer, vol. 61(1), pages 145-172, July.
- Monschang, Verena & Wilfling, Bernd, 2019. "Sup-ADF-style bubble detection methods under test," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203568, Verein für Socialpolitik / German Economic Association.
- Verena Monschang & Bernd Wilfling, 2019. "Sup-ADF-style bubble-detection methods under test," CQE Working Papers 7819, Center for Quantitative Economics (CQE), University of Muenster.
- Susana Alvarez Diez & Samuel Baixauli & Luis Eduardo Girón, 2019. "Valoración de opciones call asiáticas Promedio Aritmético usando Taylor Estocástico 1.5," Working Papers 44, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
- Susana Alvarez Diez & Samuel Baixauli & Luis Eduardo Girón, 2019. "Valoración de Opciones Call Asiáticas Promedio Aritmético bajo Movimiento Browniano Logístico," Working Papers 46, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
- Hiroaki Masuhara, 2019. "Identifying finite mixture models in the presence of moment-generating function: application in medical care using a zero-inflated binomial model," Economics Bulletin, AccessEcon, vol. 39(2), pages 1529-1537.
- Paulo Ferreira & Éder Pereira, 2019. "The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices," Economics Bulletin, AccessEcon, vol. 39(1), pages 335-346.
- Anderson M. A. dos Santos & Paulo de A. Jacinto & Victor R. de Oliveira & Pedro Henrique S. Leivas, 2019. "The impact of physical activity on women`s health: evidences for Brazil," Economics Bulletin, AccessEcon, vol. 39(4), pages 2381-2401.
- Scott W Hegerty, 2019. "A Comparison of Tract-Level, Nationwide Indices of Economic Deprivation," Economics Bulletin, AccessEcon, vol. 39(1), pages 256-263.
- Jeetendra Khadan & Amrita Deonarine, 2019. "Testing the Inter-temporal Budget Constraint for Small States," Economics Bulletin, AccessEcon, vol. 39(2), pages 1176-1183.
- Téa Ouraga, 2019. "A note on Gini Principal Component Analysis," Economics Bulletin, AccessEcon, vol. 39(2), pages 1076-1083.
- Tin-chun Lin & Subir Bandyopadhyay, 2019. "Are level of preparation and lecture attendance related in the role of influencing students' academic performance?," Economics Bulletin, AccessEcon, vol. 39(3), pages 2040-2051.
- Sosso Feindouno, 2019. "Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal," Economics Bulletin, AccessEcon, vol. 39(2), pages 1629-1638.
- Amine Ben Amar, 2019. "The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model," Economics Bulletin, AccessEcon, vol. 39(4), pages 2317-2332.
- Zsolt Sándor, 2019. "Further evidence on sparse grids-based numerical integration in the mixed logit model," Economics Bulletin, AccessEcon, vol. 39(4), pages 2726-2731.
- Michael Polemis, 2019. "Is the effect of corruption on entrepreneurial activity nonmonotonic? A semi-parametric panel data analysis," Economics Bulletin, AccessEcon, vol. 39(4), pages 2976-2989.
- Azqueta-Gavaldon, Andres & Hirschbühl, Dominik & Onorante, Luca & Saiz, Lorena, 2019. "Sources of economic policy uncertainty in the euro area: a machine learning approach," Economic Bulletin Boxes, European Central Bank, vol. 5.
- Namitha K. Cheriyan & Lazar Daniel, 2019. "Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 17-22.
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"A latent class approach to inequity in health using biomarker data,"
Health Economics, John Wiley & Sons, Ltd., vol. 29(7), pages 808-826, July.
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"Governance and Domestic Investment in Africa,"
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Energy Economics, Elsevier, vol. 98(C).
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- Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2021. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
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- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Working Papers No 11/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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"Units of measurement and the inverse hyperbolic sine transformation,"
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"Causal Inference and Impact Evaluation,"
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"Gini Regressions and Heteroskedasticity,"
Econometrics, MDPI, vol. 7(1), pages 1-16, January.
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Mathematics of Operations Research, INFORMS, vol. 45(1), pages 205-232, February.
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- René Aïd & Matteo Basei & Giorgia Callegaro & Luciano Campi & Tiziano Vargiolu, 2019. "Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications," Post-Print hal-02276874, HAL.
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- Denis Fougère & Nicolas Jacquemet, 2019.
"Causal Inference and Impact Evaluation,"
Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 510-511-5, pages 181-200.
- Denis Fougère & Nicolas Jacquemet, 2019. "Causal Inference and Impact Evaluation," SciencePo Working papers Main hal-02866828, HAL.
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"From nominal devaluations to real depreciations,"
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"All that Glitters is not Gold. The Political Economy of Randomized Evaluations in Development,"
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- Pera Jacek, 2019. "The Effectiveness of Investing in Stock Exchange Markets in Central and Eastern European Countries with Regard to NYSE2-LSE-HKSE2. a Comparative Risk Analysis," Comparative Economic Research, Sciendo, vol. 22(2), pages 121-140, June.
- Pilav-Velić Amila & Jahić Hatidža & Okičić Jasmina & Kokorović-Jukan Meldina, 2019. "The impact of formal and non – formal education on youth employability in Bosnia and Herzegovina," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(1), pages 55-66, May.
- Cunjak Mataković Ivana, 2019. "The empirical analysis of financial reports of companies in Croatia: Benford distribution curve as a benchmark for first digits," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 90-100, December.
- Ptak-Chmielewska Aneta & Matuszyk Anna, 2019. "Macroeconomic Factors in Modelling the SMEs Bankruptcy Risk. The Case of the Polish Market," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(3), pages 40-49, September.
- Kukuła Karol, 2019. "Degree of Environmental Pollution in Poland – Ranking of the Provinces in 2016," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 12(1), pages 23-32, March.
- Abesadze Nino & Paresashvili Nino & Kinkladze Rusudan, 2019. "Are Womenʼs Rights Protected in Georgia? Statistics and Reality," Open Economics, De Gruyter, vol. 2(1), pages 124-138, January.
- Barańska Anna Marta, 2019. "Correlation Analysis in the Process of Weighting Real Property Attributes," Real Estate Management and Valuation, Sciendo, vol. 27(4), pages 74-84, December.
- Švecová Jana & Odehnalová Pavla, 2019. "The determinants of consumer behaviour of students from Brno when purchasing organic food," Review of Economic Perspectives, Sciendo, vol. 19(1), pages 49-64, March.
- Olegs Krasnopjorovs, 2019.
"Why is education performance so different across Latvian schools?,"
Economics of Transition and Institutional Change, John Wiley & Sons, vol. 27(4), pages 971-987, October.
- Olegs Krasnopjorovs, 2017. "Why is Education Performance so Different Across Latvian Schools?," Working Papers 2017/03, Latvijas Banka.
- 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.
- Arun Advani & Toru Kitagawa & Tymon Słoczyński, 2019.
"Mostly harmless simulations? Using Monte Carlo studies for estimator selection,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 893-910, September.
- Arun Advani & Toru Kitagawa & Tymon S{l}oczy'nski, 2018. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," Papers 1809.09527, arXiv.org, revised Apr 2019.
- Advani, Arun & Kitagawa, Toru & Słoczyński, Tymon, 2019. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," The Warwick Economics Research Paper Series (TWERPS) 1192, University of Warwick, Department of Economics.
- Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2019. "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," CAGE Online Working Paper Series 411, Competitive Advantage in the Global Economy (CAGE).
- Riccardo M. Masolo & Alessia Paccagnini, 2019.
"Identifying Noise Shocks: A VAR with Data Revisions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
- Riccardo M. Masolo & Alessia Paccagnini, 2015. "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers 1510, Centre for Macroeconomics (CFM).
- Masolo, Riccardo M. & Paccagnini, Alessia, 2015. "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics 86314, London School of Economics and Political Science, LSE Library.
- 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.
- William T Ziemba, 2019. "Exotic Betting at the Racetrack," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11226, 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..
- William T. Ziemba, 2019. "Accuracy of the win odds," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 1, pages 1-20, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Arbitrage," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 2, pages 21-26, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Some good bets on exotics & place & show," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 3, pages 27-38, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Money management: How to bet using Dr. Z’s Track Money Management System," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 4, pages 39-51, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Winning systems: Combining the crowd’s handicapping with money management," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 5, pages 53-69, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Beating the place and show pools," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 6, pages 71-94, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Dr. Z’s place & show racetrack betting system at the first Breeders’ Cup," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 7, pages 95-127, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Beating the exacta," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 8, pages 129-154, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Beating the quinella," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 9, pages 155-160, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Beating the double," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 10, pages 161-168, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Betting the trifecta and superfecta," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 11, pages 169-190, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The Pick 3 and the Pick 4," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 12, pages 191-213, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The Pick 5," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 13, pages 215-218, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The Pick 6," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 14, pages 219-241, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Primer on Dosage," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 15, pages 243-260, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The 2012 Triple Crown," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 16, pages 261-270, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The 2014 Triple Crown," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 17, pages 271-303, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The 2015 Triple Crown and other important races," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 18, pages 305-321, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The 2016 Triple Crown and other important races," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 19, pages 323-332, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The 2017 Triple Crown and other important races," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 20, pages 333-335, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The 2018 Triple Crown," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 21, pages 337-357, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The Pegasus World Cup I and II," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 22, pages 359-382, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The Dubai World Cup," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 23, pages 383-390, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "The great mares of 2008-2016," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 24, pages 391-411, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "Three tries in the horse ownership business," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 25, pages 413-454, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2019. "A walk into greatness: Summer 2017 visits to Tesio’s horse stables and the Sassicaia winery," World Scientific Book Chapters, in: Exotic Betting at the Racetrack, chapter 26, pages 455-464, World Scientific Publishing Co. Pte. Ltd..
- Vincenzo Carrieri & Apostolos Davillas & Andrew M. Jones, 2020.
"A latent class approach to inequity in health using biomarker data,"
Health Economics, John Wiley & Sons, Ltd., vol. 29(7), pages 808-826, July.
- Davillas, Apostolos & M. Jones, Andrew & Carrieri, Vincenzo, 2019. "A latent class approach to inequity in health using biomarker data," ISER Working Paper Series 2019-09, Institute for Social and Economic Research.
- Carrieri, V.; & Davillas, A.; & Jones, A.M.;, 2019. "A latent class approach to inequity in health using biomarker data," Health, Econometrics and Data Group (HEDG) Working Papers 19/22, HEDG, c/o Department of Economics, University of York.
- Brighton, Henry, 2019. "Beyond quantified ignorance: Rebuilding rationality without the bias bias," Economics Discussion Papers 2019-25, Kiel Institute for the World Economy (IfW Kiel).
- Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2019. "SONIC: SOcial Network with Influencers and Communities," IRTG 1792 Discussion Papers 2019-025, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Halbleib, Roxana & Dimitriadis, Timo, 2019. "How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203669, Verein für Socialpolitik / German Economic Association.
2018
- S. A. Abu Bakar & Saralees Nadarajah & Z. A. Absl Kamarul Adzhar, 2018. "Loss modeling using Burr mixtures," Empirical Economics, Springer, vol. 54(4), pages 1503-1516, June.
- Grakolet Arnold Zamereith Gourène & Pierre Mendy, 2018. "Oil prices and African stock markets co-movement: A time and frequency analysis," Journal of African Trade, Springer, vol. 5(1), pages 55-67, March.
- Bernd Hayo, 2018.
"On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 289-307, March.
- Bernd Hayo, 2017. "On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story," MAGKS Papers on Economics 201703, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Georgios Xanthos & Argiro Moudatsou, 2018. "Revealed Comparative Advantage BRICS-EU 28: Some New Evidence," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 263-301, Springer.
- Turgut TURSOY, 2018.
"The Roles Of The Public Sector And The Private Sector In The Economy Of North Cyprus: Empirical Evidence From Markov Switching,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 9(2), pages 139-143.
- Tursoy, Turgut, 2018. "The roles of the public sector and the private sector in the economy of North Cyprus: Empirical evidence from Markov Switching," MPRA Paper 87729, University Library of Munich, Germany.
- Yuzhi Cai & Julian Stander, 2020.
"The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 395-424.
- Yuzhi Cai & Julian Stander, 2018. "The threshold GARCH model: estimation and density forecasting for financial returns," Working Papers 2018-23, Swansea University, School of Management.
- Benedikt Rotermann & Bernd Wilfling, 2018.
"A new stock-price bubble with stochastically deflating trajectories,"
Applied Economics Letters, Taylor & Francis Journals, vol. 25(15), pages 1091-1096, September.
- Rotermann, Benedikt & Wilfling, Bernd, 2017. "A new stock-price bubble with stochastically deflating trajectories," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168210, Verein für Socialpolitik / German Economic Association.
- Benedikt Rotermann & Bernd Wilfling, 2017. "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers 5817, Center for Quantitative Economics (CQE), University of Muenster.
- Mototsugu Shintani & Zi-Yi Guo, 2018.
"Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 360-379, April.
- Mototsugu Shintani & Zi-yi Guo, 2015. "Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach," Vanderbilt University Department of Economics Working Papers 15-00013, Vanderbilt University Department of Economics.
- Anthony C. Atkinson & Marco Riani & Andrea Cerioli, 2018.
"Cluster detection and clustering with random start forward searches,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 777-798, April.
- Atkinson, Anthony C. & Riani, Marco & Cerioli, Andrea, 2017. "Cluster detection and clustering with random start forward searches," LSE Research Online Documents on Economics 72291, London School of Economics and Political Science, LSE Library.
- 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.
- Bulent Esiyok & Mehmet Ugur, 2018.
"Spatial dependence in the growth process and implications for convergence rate: evidence on Vietnamese provinces,"
Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 23(1), pages 51-65, January.
- Esiyok, Bulent & Ugur, Mehmet, 2017. "Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces," MPRA Paper 80253, University Library of Munich, Germany, revised 15 Jun 2017.
- Esiyok, Bulent & Ugur, Mehmet, 2017. "Spatial dependence in the growth process and implications for convergence rate: evidence on Vietnamese provinces," Greenwich Papers in Political Economy 17507, University of Greenwich, Greenwich Political Economy Research Centre.
- Ehsan Mehdad & Jack P. C. Kleijnen, 2018.
"Efficient global optimisation for black-box simulation via sequential intrinsic Kriging,"
Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(11), pages 1725-1737, November.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2015-042, Tilburg University, Center for Economic Research.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Other publications TiSEM 5e785713-146c-4e5b-b671-f, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M., 2018.
"Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs,"
Other publications TiSEM
b0504930-f518-44f7-908c-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M., 2018. "Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs," Discussion Paper 2018-022, Tilburg University, Center for Economic Research.
- Gualdani, Cristina, 2018. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," TSE Working Papers 17-898, Toulouse School of Economics (TSE), revised Jul 2019.
- 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.
- Tae-Hwy Lee & Yiyao Wang, 2018. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Working Papers 201904, University of California at Riverside, Department of Economics.
- Eric Parsons & Cory Koedel & Li Tan, 2019.
"Accounting for Student Disadvantage in Value-Added Models,"
Journal of Educational and Behavioral Statistics, , vol. 44(2), pages 144-179, April.
- Eric Parsons & Cory Koedel & Li Tan, 2018. "Accounting for Student Disadvantage in Value-Added Models," Working Papers 1813, Department of Economics, University of Missouri.
- Ehsan Mehdad & Jack P.C. Kleijnen, 2018.
"Stochastic intrinsic Kriging for simulation metamodeling,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 00bed9cb-d34c-4e98-93ef-e, Tilburg University, School of Economics and Management.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 9ab2e856-d971-475d-a842-d, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
- Vincenzo Carrieri & Andrew M. Jones, 2018.
"Inequality of opportunity in health: A decomposition‐based approach,"
Health Economics, John Wiley & Sons, Ltd., vol. 27(12), pages 1981-1995, December.
- Carrieri, V. & Jones, M.A., 2016. "Inequality of opportunity in health: a decomposition-based approach," Health, Econometrics and Data Group (HEDG) Working Papers 16/05, HEDG, c/o Department of Economics, University of York.
- John M. Maheu & Yong Song, 2018.
"An efficient Bayesian approach to multiple structural change in multivariate time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
- Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
- Jeremy T. Fox, 2018.
"Estimating matching games with transfers,"
Quantitative Economics, Econometric Society, vol. 9(1), pages 1-38, March.
- Jeremy T. Fox, 2008. "Estimating Matching Games with Transfers," NBER Working Papers 14382, National Bureau of Economic Research, Inc.
- Jeremy Fox, 2016. "Estimating Matching Games with Transfers," CeMMAP working papers 14/16, Institute for Fiscal Studies.
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- Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2018. "Bonus-Malus systems with two component mixture models arising from different parametric families," LSE Research Online Documents on Economics 84301, London School of Economics and Political Science, LSE Library.
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- Daisuke Yagi & Yining Chen & Andrew L. Johnson & Timo Kuosmanen, 2020.
"Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 43-54, January.
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- Nicholas Oulton, 2018.
"GDP and the System of National Accounts: Past, Present and Future,"
Discussion Papers
1802, Centre for Macroeconomics (CFM), revised Jun 2018.
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- Marco Doretti & Sara Geneletti & Elena Stanghellini, 2018.
"Missing Data: A Unified Taxonomy Guided by Conditional Independence,"
International Statistical Review, International Statistical Institute, vol. 86(2), pages 189-204, August.
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- Lewis, David, 2018. "Peopling policy processes? Methodological populism in the Bangladesh health and education sectors," LSE Research Online Documents on Economics 87245, London School of Economics and Political Science, LSE Library.
- Cetin, Umut, 2018. "Diffusion transformations, Black-Scholes equation and optimal stopping," LSE Research Online Documents on Economics 87261, London School of Economics and Political Science, LSE Library.
- Vrugt, Jasper A. & Beven, Keith J., 2018. "Embracing equifinality with efficiency : limits of acceptability sampling using the DREAM(LOA) algorithm," LSE Research Online Documents on Economics 87291, London School of Economics and Political Science, LSE Library.
- Barclay, Kieron J., 2018. "The birth order paradox: sibling differences in educational attainment," LSE Research Online Documents on Economics 87310, London School of Economics and Political Science, LSE Library.
- Zhang, Rongmao & Robinson, Peter & Yao, Qiwei, 2019. "Identifying cointegration by eigenanalysis," LSE Research Online Documents on Economics 87431, London School of Economics and Political Science, LSE Library.
- Lattof, Samantha R., 2018. "Collecting data from migrants in Ghana: lessons learned using respondent-driven sampling," LSE Research Online Documents on Economics 87451, London School of Economics and Political Science, LSE Library.
- Papageorgiou, Ioulia & Moustaki, Irini, 2019. "Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables," LSE Research Online Documents on Economics 87592, London School of Economics and Political Science, LSE Library.
- Sanders, James & Lisi, Giulio & Schonhardt-Bailey, Cheryl, 2018. "Themes and topics in parliamentary oversight hearings: a new direction in textual data analysis," LSE Research Online Documents on Economics 87624, London School of Economics and Political Science, LSE Library.
- Marco Riani & Aldo Corbellini & Anthony C. Atkinson, 2018.
"The Use of Prior Information in Very Robust Regression for Fraud Detection,"
International Statistical Review, International Statistical Institute, vol. 86(2), pages 205-218, August.
- Riani, Marco & Corbellini, Aldo & Atkinson, Anthony C., 2018. "The use of prior information in very robust regression for fraud detection," LSE Research Online Documents on Economics 87685, London School of Economics and Political Science, LSE Library.
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"Simultaneous multiple change-point and factor analysis for high-dimensional time series,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 187-225.
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- Jin, Shaobo & Moustaki, Irini & Yang-Wallentin, Fan, 2018. "Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case," LSE Research Online Documents on Economics 88118, London School of Economics and Political Science, LSE Library.
- Steele, Fiona & Clarke, Paul & Kuha, Jouni, 2019. "Modeling within-household associations in household panel studies," LSE Research Online Documents on Economics 88162, London School of Economics and Political Science, LSE Library.
- Huang, Na & Fryzlewicz, Piotr, 2018. "NOVELIST estimator of large correlation and covariance matrices and their inverses," LSE Research Online Documents on Economics 89055, London School of Economics and Political Science, LSE Library.
- Fairfield, Tasha & Charman, Andrew, 2019. "A Dialogue with the Data: the Bayesian foundations of iterative research in qualitative social science," LSE Research Online Documents on Economics 89261, London School of Economics and Political Science, LSE Library.
- Jarman, Alexander & Smith, Leonard A., 2018. "Quantifying the predictability of a predictand: demonstrating the diverse roles of serial dependence in the estimation of forecast skill," LSE Research Online Documents on Economics 89492, London School of Economics and Political Science, LSE Library.
- Skinner, Chris J., 2018. "Analysis of categorical data for complex surveys," LSE Research Online Documents on Economics 89707, London School of Economics and Political Science, LSE Library.
- Kang, Xinyu & Fryzlewicz, Piotr & Chu, Catherine & Kramer, Mark & Kolaczyk, Eric D., 2018. "Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience," LSE Research Online Documents on Economics 90021, London School of Economics and Political Science, LSE Library.
- von Borzyskowski, Inken & Wahman, Michael, 2018. "Systematic measurement error in election violence data: causes and consequences," LSE Research Online Documents on Economics 90450, London School of Economics and Political Science, LSE Library.
- 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.
- Andrew M. Jones & Nigel Rice & Silvana Robone, 2018. "Anchoring Vignettes and Cross-country Comparability: An Empirical Assessment of Self-reported Mobility," Contributions to Economic Analysis, in: Health Econometrics, volume 127, pages 145-174, Emerald Group Publishing Limited.
- Nayef Al-Shammari & Noura Al-Hossayan & Mariam Behbehani, 2018. "Diagnosing the curse of natural resources in Kuwait," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 34(2), pages 153-171, March.
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"“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment,"
Documentos de Trabajo del ICAE
2018-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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- Nektarios A. Michail & George Thucydides, 2018.
"Does Housing Wealth Affect Consumption? The Case of Cyprus,"
Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(2), pages 67-86, December.
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"Ex ante inequality of opportunity in health, decomposition and distributional analysis of biomarkers,"
Journal of Health Economics, Elsevier, vol. 69(C).
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"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
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- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
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"Measuring Geopolitical Risk,"
American Economic Review, American Economic Association, vol. 112(4), pages 1194-1225, April.
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"Statistical Inference on the Canadian Middle Class,"
Econometrics, MDPI, vol. 6(1), pages 1-18, March.
- Russell Davidson, 2018. "Statistical Inference on the Canadian Middle Class," Post-Print hal-01793196, HAL.
- 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.
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- Francesca Rondina, 2018.
"Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve,"
Econometrics, MDPI, vol. 6(1), pages 1-20, February.
- Francesca Rondina, 2018. "Estimating unobservable inflation expectations in the New Keynesian Phillips Curve," Working Papers 1804E, University of Ottawa, Department of Economics.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018.
"Recent Developments in Macro-Econometric Modeling: Theory and Applications,"
Econometrics, MDPI, vol. 6(2), pages 1-5, May.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018. "Recent developments in macro-econometric modeling: theory and applications," Post-Print hal-01978664, HAL.
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"Structural Break Tests Robust to Regression Misspecification,"
Econometrics, MDPI, vol. 6(2), pages 1-39, May.
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- Martin Biewen & Emmanuel Flachaire, 2018.
"Econometrics and Income Inequality,"
Econometrics, MDPI, vol. 6(4), pages 1-3, October.
- Martin Biewen & Emmanuel Flachaire, 2018. "Econometrics and Income Inequality," Post-Print hal-01978673, HAL.
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- Loann David Denis Desboulets, 2018.
"A Review on Variable Selection in Regression Analysis,"
Econometrics, MDPI, vol. 6(4), pages 1-27, November.
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"State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering,"
Econometrics, MDPI, vol. 6(4), pages 1-22, December.
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- Yukai Yang & Luc Bauwens, 2018. "State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering," CREATES Research Papers 2018-30, Department of Economics and Business Economics, Aarhus University.
- Jiyun Baek & Changman Kim & Young Eun Song & Hyeon Sung Im & Mutyala Sakuntala & Jung Rae Kim, 2018. "Separation of Acetate Produced from C1 Gas Fermentation Using an Electrodialysis-Based Bioelectrochemical System," Energies, MDPI, vol. 11(10), pages 1-12, October.
- Ugur, Mehmet & Awaworyi Churchill, Sefa & Luong, Hoang Minh, 2018. "What do we know about R&D spillovers and productivity? Meta-analysis on heterogeneity and statistical power," Greenwich Papers in Political Economy 21942, University of Greenwich, Greenwich Political Economy Research Centre.
- Alejandro Fonseca Ramírez & Roberto J. Santillan Salgado, 2018. "Incidence Of Minerals Price-Volatility On The Volatility Of The Stock Prices Of The Mining Industry In Mexico (2008-2015)," 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. 3(4), pages 1-30.
- Russell Davidson, 2018.
"Statistical Inference on the Canadian Middle Class,"
Econometrics, MDPI, vol. 6(1), pages 1-18, March.
- Russell Davidson, 2018. "Statistical Inference on the Canadian Middle Class," Post-Print hal-01793196, HAL.
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018.
"Risk transmitters and receivers in global currency markets,"
Finance Research Letters, Elsevier, vol. 25(C), pages 1-9.
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"The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections,"
Econometrics, MDPI, vol. 6(2), pages 1-24, May.
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- Loann David Denis Desboulets, 2018.
"A Review on Variable Selection in Regression Analysis,"
Econometrics, MDPI, vol. 6(4), pages 1-27, November.
- Loann David Denis Desboulets, 2018. "A Review on Variable Selection in Regression Analysis," Post-Print hal-01954386, HAL.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018.
"Recent Developments in Macro-Econometric Modeling: Theory and Applications,"
Econometrics, MDPI, vol. 6(2), pages 1-5, May.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018. "Recent developments in macro-econometric modeling: theory and applications," Post-Print hal-01978664, HAL.
- Martin Biewen & Emmanuel Flachaire, 2018.
"Econometrics and Income Inequality,"
Econometrics, MDPI, vol. 6(4), pages 1-3, October.
- Martin Biewen & Emmanuel Flachaire, 2018. "Econometrics and Income Inequality," Post-Print hal-01986526, HAL.
- Martin Biewen & Emmanuel Flachaire, 2018. "Econometrics and Income Inequality," Post-Print hal-01978673, HAL.
- Martin Biewen & Emmanuel Flachaire, 2018.
"Econometrics and Income Inequality,"
Econometrics, MDPI, vol. 6(4), pages 1-3, October.
- Martin Biewen & Emmanuel Flachaire, 2018. "Econometrics and Income Inequality," Post-Print hal-01978673, HAL.
- Martin Biewen & Emmanuel Flachaire, 2018. "Econometrics and Income Inequality," Post-Print hal-01986526, HAL.
- Mihai Mutascu, 2018.
"G7 countries: between trade openness and CO2 emissions,"
Economics Bulletin, AccessEcon, vol. 38(3), pages 1446-1456.
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- Boško Šego & Tihana Škrinjarić, 2018. "Quantitative Research Of Zagreb Stock Exchange - Literature Overview For The Period From Establishment Until 2018," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 69(6), pages 655-743.
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"A Multidimensional Classification for the Information Technology Market,"
Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 70-88.
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- Deborah J Schofield & Melanie J B Zeppel & Owen Tan & Sharyn Lymer & Michelle M Cunich & Rupendra N Shrestha, 2018. "A Brief, Global History of Microsimulation Models in Health: Past Applications, Lessons Learned and Future Directions," International Journal of Microsimulation, International Microsimulation Association, vol. 11(1), pages 97-142.
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"Skating on thin evidence: Implications for public policy,"
European Journal of Political Economy, Elsevier, vol. 54(C), pages 16-25.
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- Ansel Jason & Hong Han & Jessie Li and, 2018. "OLS and 2SLS in Randomized and Conditionally Randomized Experiments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(3-4), pages 243-293, July.
- Yan Zhang, 2018. "China, Japan and the US Stock Markets and the Global Financial Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(1), pages 23-45, March.
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"Estimation of the two-tiered stochastic frontier model with the scaling property,"
Journal of Productivity Analysis, Springer, vol. 49(1), pages 37-47, February.
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- Nicholas Haas & Rebecca B. Morton, 2018. "Saying versus doing: a new donation method for measuring ideal points," Public Choice, Springer, vol. 176(1), pages 79-106, July.
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- Matt Taddy, 2018. "The Technological Elements of Artificial Intelligence," NBER Chapters, in: The Economics of Artificial Intelligence: An Agenda, pages 61-87, National Bureau of Economic Research, Inc.
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"Bartik Instruments: What, When, Why, and How,"
American Economic Review, American Economic Association, vol. 110(8), pages 2586-2624, August.
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"Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads,"
CEPR Discussion Papers
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"Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform,"
The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 646-664, May.
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"The Role of the Propensity Score in Fixed Effect Models,"
NBER Working Papers
24814, National Bureau of Economic Research, Inc.
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"Quantifying Family, School, and Location Effects in the Presence of Complementarities and Sorting,"
Journal of Labor Economics, University of Chicago Press, vol. 37(S1), pages 11-83.
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- Francesca Rondina, 2018.
"Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve,"
Econometrics, MDPI, vol. 6(1), pages 1-20, February.
- Francesca Rondina, 2018. "Estimating unobservable inflation expectations in the New Keynesian Phillips Curve," Working Papers 1804E, University of Ottawa, Department of Economics.
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"Robust Bond Risk Premia,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 399-448.
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- Lisa Gianmoena & Vicente Rios, 2018. "The Determinants of CO2 Emissions Differentials with Cross-Country Interaction Effects: A Dynamic Spatial Panel Data Bayesian Model Averaging Approach," Discussion Papers 2018/234, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Khouiled, Brahim, 2018. "Tests of Homogeneity in Panel Data with EViews," MPRA Paper 101001, University Library of Munich, Germany.
- Beja, Edsel Jr., 2018. "Testing the Easterlin Paradox: Results and Policy Implications," MPRA Paper 101075, University Library of Munich, Germany.
- Siriwardhane, Dinesha & Amaratunge, Sampath, 2018. "Remittances and Risk Diversification in Developing Country Context: Evidence from Sri Lanka," MPRA Paper 107235, University Library of Munich, Germany, revised 04 Jun 2018.
- Harin, Alexander, 2018. "Forbidden zones for the expectation of a random variable. New version 1," MPRA Paper 84248, University Library of Munich, Germany.
- Ledenyov, Viktor O. & Ledenyov, Dimitri O., 2018. "Business Cycles in Economics," MPRA Paper 84959, University Library of Munich, Germany.
- Bensalma, Ahmed, 2018. "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper 84969, University Library of Munich, Germany.
- Bershadskii, Alexander, 2018. "Stock market activity and hormonal cycles," MPRA Paper 85298, University Library of Munich, Germany.
- Harin, Alexander, 2018. "Forbidden zones and biases for the expectation of a random variable. Version 2," MPRA Paper 85607, University Library of Munich, Germany.
- Haradhan Kumar MOHAJAN, 2018.
"Qualitative research methodology in social sciences and related subjects,"
Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, vol. 7(1), pages 23-48, March.
- Mohajan, Haradhan, 2018. "Qualitative Research Methodology in Social Sciences and Related Subjects," MPRA Paper 85654, University Library of Munich, Germany, revised 28 Dec 2018.
- Tsoulfidis, Lefteris, 2018. "Ricardo’s Theory of Value is Still Alive and Well in Contemporary Capitalism," MPRA Paper 85822, University Library of Munich, Germany, revised 10 Apr 2018.
- Harin, Alexander, 2018. "Forbidden zones for the expectation. New mathematical results for behavioral and social sciences," MPRA Paper 86650, University Library of Munich, Germany.
- Cassim, Lucius, 2018. "Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm," MPRA Paper 86861, University Library of Munich, Germany.
- Cerami, Alfio, 2018. "The Lights of Iraq: Electricity Usage and the Iraqi War-fare Regime," MPRA Paper 87276, University Library of Munich, Germany.
- Cerami, Alfio, 2018. "The Night Lights of North Korea. Prosperity Shining and Public Policy Governance," MPRA Paper 87281, University Library of Munich, Germany, revised 13 Jun 2018.
- Turgut TURSOY, 2018.
"The Roles Of The Public Sector And The Private Sector In The Economy Of North Cyprus: Empirical Evidence From Markov Switching,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 9(2), pages 139-143.
- Tursoy, Turgut, 2018. "The roles of the public sector and the private sector in the economy of North Cyprus: Empirical evidence from Markov Switching," MPRA Paper 87729, University Library of Munich, Germany.
- Nyoni, Thabani, 2018. "Modeling and Forecasting Inflation in Zimbabwe: a Generalized Autoregressive Conditionally Heteroskedastic (GARCH) approach," MPRA Paper 88132, University Library of Munich, Germany.
- Zhu, Ying, 2018. "Concentration Based Inference in High Dimensional Generalized Regression Models (I: Statistical Guarantees)," MPRA Paper 88502, University Library of Munich, Germany.
- Mosikari, Teboho Jeremiah & Nthebe, Tselane Confidence & Eita, Joel Hinaunye, 2018. "Does corruption hampers inward FDI in South Africa from other African countries? a gravity model analysis," MPRA Paper 88735, University Library of Munich, Germany, revised 10 Jul 2018.
- Pincheira, Pablo & Hardy, Nicolas, 2018. "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper 89423, University Library of Munich, Germany.
- sekali, jamal, 2018. "Développement financier et croissance économique. Le cas du Maroc [Financial development and economic growth. The case of Morocco]," MPRA Paper 89473, University Library of Munich, Germany.
- Khobai, Hlalefang & Mbeki, Zizipho Mihlali, 2018. "Health and economic growth in Vista countries: An ARDL bounds test approach," MPRA Paper 89868, University Library of Munich, Germany.
- bailek, Alexandra, 2018. "Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning," MPRA Paper 89875, University Library of Munich, Germany.
- Khobai, Hlalefang & Chitauro, Mishaelight, 2018. "The Impact of Trade Liberalisation on Economic Growth in Switzerland," MPRA Paper 89884, University Library of Munich, Germany.
- Alvi, Mohsin Hassan, 2018. "Difference in the Population Size between Rural and Urban Areas of Pakistan," MPRA Paper 90054, University Library of Munich, Germany.
- Bilgili, Faik & Mugaloglu, Erhan & Koçak, Emrah, 2018. "The impact of oil prices on CO2 emissions in China: A Wavelet coherence approach," MPRA Paper 90170, University Library of Munich, Germany.
- Harin, Alexander, 2018. "Inequalities and zones. New mathematical results for behavioral and social sciences," MPRA Paper 90326, University Library of Munich, Germany.
- Chen, Siyan & Desiderio, Saul, 2018. "Factor analysis with a single common factor," MPRA Paper 90426, University Library of Munich, Germany.
- 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.
- Yılmaz, Engin, 2018. "Vergi gelirlerinin tahminlenmesine yönelik ekonometrik model [Econometric model for forecasting tax revenues]," MPRA Paper 91192, University Library of Munich, Germany, revised 01 Dec 2018.
- Ursu, Ana, 2018. "Agrarian Economy and Rural Development - Realities and Perspectives for Romania," MPRA Paper 92473, University Library of Munich, Germany.
- Radanliev, Petar & De Roure, David & Nicolescu, Razvan & Huth, Michael & Mantilla Montalvo, Rafael & Cannady, Stacy & Burnap, Peter, 2018. "Future developments in cyber risk assessment for the internet of things," MPRA Paper 92567, University Library of Munich, Germany, revised Sep 2018.
- Nurrachmi, Rininta, 2018. "Movements of Islamic Stock Indices in Selected OIC Countries," MPRA Paper 96539, University Library of Munich, Germany.
- Ackon, Kwabena Meneabe, 2018.
"Essays In Fiscal Policy And State Dependence Fiscal Policy Innovations Using A New Econometric Approach,"
MPRA Paper
100739, University Library of Munich, Germany.
- Nkrumah, Kwabena Meneabe, 2018. "Essays In Fiscal Policy And State Dependence Fiscal Policy Innovations Using A New Econometric Approach," MPRA Paper 98689, University Library of Munich, Germany.
- Alimi, R. Santos, 2018. "Growth effect of government expenditures in West African countries: A nonlinear framework," MPRA Paper 99108, University Library of Munich, Germany, revised Mar 2019.
- Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan, 2019.
"Does inequality really matter in forecasting real housing returns of the United Kingdom?,"
International Economics, Elsevier, vol. 159(C), pages 18-25.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2019. "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, CEPII research center, issue 159, pages 18-25.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018. "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers 201859, University of Pretoria, Department of Economics.
- Darina Tauberová, 2018. "Regression model and prediction of real estate market development [Regresní model pro predikování vývoje cen na nemovitostním trhu]," Oceňování, Prague University of Economics and Business, vol. 11(1), pages 54-78.
- Dario Caldara & Matteo Iacoviello, 2022.
"Measuring Geopolitical Risk,"
American Economic Review, American Economic Association, vol. 112(4), pages 1194-1225, April.
- Dario Caldara & Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," International Finance Discussion Papers 1222r1, Board of Governors of the Federal Reserve System (U.S.), revised 23 Mar 2022.
- Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," 2018 Meeting Papers 79, Society for Economic Dynamics.
- Gary Koop & Dimitris Korobilis, 2019.
"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Muazu Ibrahim & Paul Alagidede, 2018. "Nonlinearities in Financial Development–Economic Growth Nexus: Evidence from sub–Saharan Africa (SSA)," Working Papers 728, Economic Research Southern Africa.
- Paul Alagidede & Tseke Maserumule, 2018. "Impact of macroeconomic announcements on foreign exchange volatility: Evidence from South Africa," Working Papers 751, Economic Research Southern Africa.
- Tihana Škrinjarić, 2018. "Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(2), pages 119-162, December.
- Jacob, Nikita & Munford, Luke & Rice, Nigel & Roberts, Jennifer, 2019.
"The disutility of commuting? The effect of gender and local labor markets,"
Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 264-275.
- Munford, L.; & Rice, N.; & Roberts, J.; & Jacob, N.;, 2018. "The disutility of commuting? The effect of gender and local labour markets," Health, Econometrics and Data Group (HEDG) Working Papers 18/14, HEDG, c/o Department of Economics, University of York.
- Luke Munford & Nigel Rice & Jennifer Roberts & Nikita Jacob, 2018. "The disutility of commuting? The effect of gender and local labour markets," Working Papers 2018010, The University of Sheffield, Department of Economics.
2017
- Oskar Knapik, 2017. "Modeling and forecasting electricity price jumps in the Nord Pool power market," CREATES Research Papers 2017-07, Department of Economics and Business Economics, Aarhus University.
- Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017.
"Nonparametric least squares methods for stochastic frontier models,"
Journal of Productivity Analysis, Springer, vol. 47(3), pages 189-204, June.
- Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series WP032014, School of Economics, University of Queensland, Australia.
- Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA 2017026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Discussion Papers ISBA 2014012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Ibrahim A. Onour, 2017.
"Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country,"
International Journal of World Policy and Development Studies, Academic Research Publishing Group, vol. 3(1), pages 1-9, 01-2017.
- Onour, Ibrahim, 2020. "Crime surge and institutional weakness: Are they associated? Evidence from a conflict country," MPRA Paper 115995, University Library of Munich, Germany.
- Brummelhuis, Raymond & Luo, Zhongmin, 2017.
"CDS Rate Construction Methods by Machine Learning Techniques,"
MPRA Paper
79194, University Library of Munich, Germany.
- Raymond Brummelhuis & Zhongmin Luo, 2017. "CDS Rate Construction Methods by Machine Learning Techniques," Papers 1705.06899, arXiv.org.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2018.
"Inference for VARs identified with sign restrictions,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1087-1121, November.
- Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee, 2011. "Inference for VARs Identified with Sign Restrictions," NBER Working Papers 17140, National Bureau of Economic Research, Inc.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Inference for VARs Identified with Sign Restrictions," Papers 1709.10196, arXiv.org, revised Feb 2018.
- Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
- Schorfheide, Frank & Moon, Hyungsik Roger & Granziera, Eleonora & Lee, Mihye, 2011. "Inference for VARs Identified with Sign Restrictions," CEPR Discussion Papers 8432, C.E.P.R. Discussion Papers.
- Elena PELINESCU, 2017. "The Impact Of Human Capital On Innovation And Economic Growth In Romania," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 46(2), pages 44-50, June.
- Xisong Jin & Francisco Nadal De Simone, 2017. "Systemic Financial Sector and Sovereign Risks," BCL working papers 109, Central Bank of Luxembourg.
- Laura Catalina Díaz-Barreto & Juliana Gamboa-Arbelaez & Jose Eduardo Gomez-Gonzalez & Adolfo Meisel-Roca, 2017. "Costos de Intermediación Bancaria en Economías Emergentes: La Importancia de las Instituciones," Borradores de Economia 998, Banco de la Republica de Colombia.
- Sefa Awaworyi Churchill & Mehmet Ugur & Siew Ling Yew, 2017.
"Does Government Size Affect Per-Capita Income Growth? A Hierarchical Meta-Regression Analysis,"
The Economic Record, The Economic Society of Australia, vol. 93(300), pages 142-171, March.
- Awawoyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015. "Does government size affect per-capita income growth? A hierarchical meta-regression analysis," Greenwich Papers in Political Economy 14071, University of Greenwich, Greenwich Political Economy Research Centre.
- Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," EconStor Preprints 110897, ZBW - Leibniz Information Centre for Economics.
- Churchill, Sefa Awaworyi & Ugur, Mehmet & Yew, Siew Ling, 2016. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," Greenwich Papers in Political Economy 16016, University of Greenwich, Greenwich Political Economy Research Centre.
- Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," EconStor Preprints 110903, ZBW - Leibniz Information Centre for Economics.
- Awaworyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," MPRA Paper 68006, University Library of Munich, Germany, revised 18 Nov 2015.
- Catalina A. Vallejos & Mark F. J. Steel, 2017.
"Bayesian survival modelling of university outcomes,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 613-631, February.
- Vallejos, Catalina & Steel, Mark F. J., 2014. "Bayesian Survival Modelling of University Outcomes," MPRA Paper 57185, University Library of Munich, Germany.
- Alexander Aue & Lajos Horváth & Daniel F. Pellatt, 2017.
"Functional Generalized Autoregressive Conditional Heteroskedasticity,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 3-21, January.
- Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015. "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper 67702, University Library of Munich, Germany.
- Tata Subba Rao & Granville Tunnicliffe Wilson & Wei Gao & Wicher Bergsma & Qiwei Yao, 2017.
"Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 266-284, March.
- Gao, Wei & Bergsma, Wicher & Yao, Qiwei, 2017. "Estimation for dynamic and static panel probit models with large individual effects," LSE Research Online Documents on Economics 65165, London School of Economics and Political Science, LSE Library.
- Constantinos Kardaras & Jan Obłój & Eckhard Platen, 2017.
"The Numéraire Property And Long-Term Growth Optimality For Drawdown-Constrained Investments,"
Mathematical Finance, Wiley Blackwell, vol. 27(1), pages 68-95, January.
- Constantinos Kardaras & Jan Obloj & Eckhard Platen, 2012. "The numeraire property and long-term growth optimality for drawdown-constrained investments," Papers 1206.2305, arXiv.org, revised Nov 2012.
- Kardaras, Constantinos & Obłój, Jan & Platen, Eckhard, 2017. "The numéraire property and long-term growth optimality for drawdown-constrained investments," LSE Research Online Documents on Economics 60132, London School of Economics and Political Science, LSE Library.
- An Chen & Montserrat Guillen & Elena Vigna, 2017. "Solvency requirement in a unisex mortality model," Carlo Alberto Notebooks 504, Collegio Carlo Alberto.
- Villas-Boas, Sofia B. & Fu, Qiuzi & Judge, George, 2017.
"Benford’s law and the FSD distribution of economic behavioral micro data,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 711-719.
- Judge, George G. & Villas-Boas, Sofia B., 2017. "Benford's Law and the FSD Distribution of Economic Behavioral Micro Data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt4bb8k9zw, Department of Agricultural & Resource Economics, UC Berkeley.
- Julián R. Siri & Juan A. Serur & José P. Dapena, 2017. "Testing momentum effectfor the US market: From equity to option strategies," CEMA Working Papers: Serie Documentos de Trabajo. 621, Universidad del CEMA.
- Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017. "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 36(63), pages 95-135, January.
- María Juliana Rodríguez García y Daniel Alejandro Tascón Buchelly & Daniel Alejandro Tascón Buchelly, 2017. "Impacto del número de estudiantes en un mismo salón sobre los resultados en las pruebas de estado para Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-35, January.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021.
"Economic Predictions With Big Data: The Illusion of Sparsity,"
Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics 20180521, Federal Reserve Bank of New York.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021. "Economic predictions with big data: the illusion of sparsity," Working Paper Series 2542, European Central Bank.
- Benedikt Rotermann & Bernd Wilfling, 2018.
"A new stock-price bubble with stochastically deflating trajectories,"
Applied Economics Letters, Taylor & Francis Journals, vol. 25(15), pages 1091-1096, September.
- Rotermann, Benedikt & Wilfling, Bernd, 2017. "A new stock-price bubble with stochastically deflating trajectories," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168210, Verein für Socialpolitik / German Economic Association.
- Benedikt Rotermann & Bernd Wilfling, 2017. "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers 5817, Center for Quantitative Economics (CQE), University of Muenster.
- Cicchetti, Dom, 2017. "Opinions versus Facts: A Bio-statistical Paradigm Shift in Oenological Research," Journal of Wine Economics, Cambridge University Press, vol. 12(4), pages 354-362, November.
- Ferdinand Owoundi, 2017.
"Investigating the link between the exchange rate regime and underlying misalignments,"
Economics Bulletin, AccessEcon, vol. 37(2), pages 880-888.
- Ferdinand Owoundi, 2017. "Investigating the link between the exchange rate regime and underlying misalignments," Post-Print hal-02524069, HAL.
- Margherita Gerolimetto & Stefano Magrini, 2017. "On the power of the simulation-based ADF test in bounded time series," Economics Bulletin, AccessEcon, vol. 37(1), pages 539-552.
- Tak Wai Chau, 2017. "Identification through Heteroscedasticity: What If We Have the Wrong Form?," Economics Bulletin, AccessEcon, vol. 37(4), pages 2413-2421.
- Mustafa U. Karakaplan & Levent Kutlu, 2017. "Handling Endogeneity in Stochastic Frontier Analysis," Economics Bulletin, AccessEcon, vol. 37(2), pages 889-901.
- Livio Ferrante & Simona Monteleone & Francesco Reito, 2017. "Universities as nail factories? An evaluation of the Italian public funding of higher education," Economics Bulletin, AccessEcon, vol. 37(3), pages 1490-1495.
- Youngsoo Kim & Younoh Kim & Vlad Radoias, 2017. "The short-run price elasticity of demand for energy in the US," Economics Bulletin, AccessEcon, vol. 37(1), pages 606-613.
- Burkhard Raunig, 2017. "Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems," Economics Bulletin, AccessEcon, vol. 37(3), pages 1996-2003.
- Md.Thasinul Abedin, 2017. "Impact of Banking Sector Efficiency and Profitability on Bangladesh Economy," Economics Bulletin, AccessEcon, vol. 37(3), pages 1708-1719.
- Trung Xuan Hoang & Quang Nhat Bui, 2017. "Sectoral Employment and Poverty in Rural Vietnam in 2000s," Economics Bulletin, AccessEcon, vol. 37(4), pages 2458-2465.
- Hulya Saygili & Kemal Türkcan, 2017. "Trade integration and export survival: Evidence from Turkish machinery products," Economics Bulletin, AccessEcon, vol. 37(3), pages 1918-1927.
- Fernanda Maria Müller & Fábio M Bayer, 2017. "Improved two-component tests in Beta-Skew-t-EGARCH models," Economics Bulletin, AccessEcon, vol. 37(4), pages 2364-2373.
- Aysegul Corakcı & Furkan Emirmahmutoglu & Omay Tolga, 2017. "PPP hypothesis and temporary structural breaks," Economics Bulletin, AccessEcon, vol. 37(3), pages 1541-1548.
- Vincent Boucher, 2017.
"Selecting Equilibria using Best-Response Dynamics,"
Economics Bulletin, AccessEcon, vol. 37(4), pages 2728-2734.
- Vincent Boucher, 2017. "Selecting Equilibria using Best-Response Dynamics," Cahiers de recherche 1709, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Sergio Longobardi & Margherita Maria Pagliuca & Andrea Regoli, 2017. "Family background and financial literacy of Italian students: the mediating role of attitudes and motivations," Economics Bulletin, AccessEcon, vol. 37(4), pages 2585-2594.
- Aye Aye Khin & Wong Hong Chau & Ung Leng Yean & Ooi Chee Keong & Raymond Ling Leh Bin, 2017. "Examining between Exchange Rate Volatility and Natural Rubber Prices: Engle-Granger Causality Test," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 33-40.
- Fatemeh Bazzazan & Farnaz Ghashami & Mir Hosein Mousavi, 2017. "Effects of Targeting Energy Subsidies on Domestic Electricity Demand in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 7(2), pages 9-17.
- Powell, Robert J. & Vo, Duc H. & Pham, Thach N. & Singh, Abhay K., 2017. "The long and short of commodity tails and their relationship to Asian equity markets," Journal of Asian Economics, Elsevier, vol. 52(C), pages 32-44.
- Loberto, Michele & Perricone, Chiara, 2017.
"Does trend inflation make a difference?,"
Economic Modelling, Elsevier, vol. 61(C), pages 351-375.
- Michele Loberto & Chiara Perricone, 2015. "Does trend inflation make a difference?," Temi di discussione (Economic working papers) 1033, Bank of Italy, Economic Research and International Relations Area.
- Chen, Junping & Xiong, Xiong & Zhu, Jie & Zhu, Xiaoneng, 2017. "Asset prices and economic fluctuations: The implications of stochastic volatility," Economic Modelling, Elsevier, vol. 64(C), pages 128-140.
- Dong, Fang, 2017. "Testing the Marshall-Lerner condition between the U.S. and other G7 member countries," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 30-40.
- Rowell, David & Nghiem, Son Hong & Connelly, Luke B., 2017. "Testing for asymmetric information in insurance markets: A test for ex ante moral hazard revisited," Economics Letters, Elsevier, vol. 150(C), pages 4-5.
- Drukker, David M., 2017. "Two-part models are robust to endogenous selection," Economics Letters, Elsevier, vol. 152(C), pages 71-72.
- Li, Meiyu & Gençay, Ramazan, 2017. "Tests for serial correlation of unknown form in dynamic least squares regression with wavelets," Economics Letters, Elsevier, vol. 155(C), pages 104-110.
- Li, Kathleen T. & Bell, David R., 2017. "Estimation of average treatment effects with panel data: Asymptotic theory and implementation," Journal of Econometrics, Elsevier, vol. 197(1), pages 65-75.
- Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
- Ho, Chi-san & Damien, Paul & Walker, Stephen, 2017. "Bayesian mode regression using mixtures of triangular densities," Journal of Econometrics, Elsevier, vol. 197(2), pages 273-283.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2017. "Learning can generate long memory," Journal of Econometrics, Elsevier, vol. 198(1), pages 1-9.
- Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017. "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 181-193.
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- Kleijnen, Jack P.C., 2017.
"Regression and Kriging metamodels with their experimental designs in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
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- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
- Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017.
"Systematic cojumps, market component portfolios and scheduled macroeconomic announcements,"
Journal of Empirical Finance, Elsevier, vol. 43(C), pages 43-58.
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"Diversification benefits of commodities: A stochastic dominance efficiency approach,"
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Quantitative Economics, Econometric Society, vol. 13(2), pages 505-543, May.
- Joachim Freyberger & Bradley J. Larsen, 2017. "Identification in Ascending Auctions, with an Application to Digital Rights Management," NBER Working Papers 23569, National Bureau of Economic Research, Inc.
- Isaiah Andrews & Emily Oster, 2017. "A Simple Approximation for Evaluating External Validity Bias," NBER Working Papers 23826, National Bureau of Economic Research, Inc.
- Marija Čutura & Ivan Novak & Dijana Ćavar, 2017. ""Sustainable development" as a label within business studies: What can be learned from a bibliometric analysis?," Notitia - journal for economic, business and social issues, Notitia Ltd., vol. 1(3), pages 11-24, December.
- Mirjana Landika & Sanel Jakupović & Vedran Šupuković, 2017. "Modeliranje poslovno – ekonomskih strategija kao platforme investicijske politike u uvjetima rizika," Notitia - journal for economic, business and social issues, Notitia Ltd., vol. 1(3), pages 63-72, December.
- Julia Benn & Cécile Sangaré & Tomáš Hos, 2017. "Amounts Mobilised from the Private Sector by Official Development Finance Interventions: Guarantees, syndicated loans, shares in collective investment vehicles, direct investment in companies, credit ," OECD Development Co-operation Working Papers 36, OECD Publishing.
- Joseph Cooper & A. Nam Tran & Steven Wallander, 2017. "Testing for Specification Bias with a Flexible Fourier Transform Model for Crop Yields," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(3), pages 800-817.
- Joanna Bialynicka-Birula, 2017. "Transformations of the Art Market in the World – Quantitative Approach," Working Papers 13/2017, Institute of Economic Research, revised May 2017.
- József Móczár, 2017. "Ergodic versus Uncertain Financial Processes. Part I. Ergodic Hypothesis and Uncertainty in Financial Theory," Public Finance Quarterly, State Audit Office of Hungary, vol. 62(3), pages 275-293.
- Móczár, József, 2017. "Ergodic Versus Uncertain Financial Processes – Part II: Neoclassical and Institutional Economics," Public Finance Quarterly, Corvinus University of Budapest, vol. 62(4), pages 478-501.
- A., Rjumohan, 2017. "Fuzzy Set Theory: A Primer," MPRA Paper 101875, University Library of Munich, Germany.
- Harin, Alexander, 2017. "Can forbidden zones for the expectation explain noise influence in behavioral economics and decision sciences?," MPRA Paper 76240, University Library of Munich, Germany.
- Mikhailitchenko, Serguei, 2017. "Estimates of Net Capital Stock and Consumption of Fixed Capital for Australian States and Territories, 1990–2013," MPRA Paper 76853, University Library of Munich, Germany.
- Nazir, Sidra, 2017. "Encompassing Of Nested and Non-nested Models:Energy-Growth Models," MPRA Paper 77487, University Library of Munich, Germany.
- Harin, Alexander, 2017. "About the minimal magnitudes of measurement’s forbidden zones. Version 1," MPRA Paper 78796, University Library of Munich, Germany.
- Raymond Brummelhuis & Zhongmin Luo, 2017.
"CDS Rate Construction Methods by Machine Learning Techniques,"
Papers
1705.06899, arXiv.org.
- Brummelhuis, Raymond & Luo, Zhongmin, 2017. "CDS Rate Construction Methods by Machine Learning Techniques," MPRA Paper 79194, University Library of Munich, Germany.
- John M. Maheu & Yong Song, 2018.
"An efficient Bayesian approach to multiple structural change in multivariate time series,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
- Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
- Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2017. "Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations," MPRA Paper 79623, University Library of Munich, Germany.
- Shumilov, Andrei, 2017. "Оценивание Гравитационных Моделей Международной Торговли: Обзор Основных Подходов [Estimating gravity models of international trade: a survey of methods]," MPRA Paper 79790, University Library of Munich, Germany.
- Yang, Bill Huajian, 2017. "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper 79911, University Library of Munich, Germany.
- Erard, Brian, 2017. "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach," MPRA Paper 79927, University Library of Munich, Germany.
- Gao, Lin, 2017. "What Affects General Trust? A Perspective from Institutional Economics and Empirical Evidence from China," MPRA Paper 79948, University Library of Munich, Germany.
- 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.
- Bulent Esiyok & Mehmet Ugur, 2018.
"Spatial dependence in the growth process and implications for convergence rate: evidence on Vietnamese provinces,"
Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 23(1), pages 51-65, January.
- Esiyok, Bulent & Ugur, Mehmet, 2017. "Spatial dependence in the growth process and implications for convergence rate: evidence on Vietnamese provinces," Greenwich Papers in Political Economy 17507, University of Greenwich, Greenwich Political Economy Research Centre.
- Esiyok, Bulent & Ugur, Mehmet, 2017. "Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces," MPRA Paper 80253, University Library of Munich, Germany, revised 15 Jun 2017.
- Harin, Alexander, 2017. "Some estimations of the minimal magnitudes of forbidden zones in experimental data," MPRA Paper 80319, University Library of Munich, Germany.
- Mabrouki, Mohamed, 2017. "Brevet d’invention et croissance économique : une analyse dans le cadre de l’économie tunisienne durant la période 1970 - 2010 [Patent of invention and economic growth: an analysis within the frame," MPRA Paper 80485, University Library of Munich, Germany.
- Mattera, Raffaele, 2017. "A GED-based regression to fit the actual data distribution," MPRA Paper 80501, University Library of Munich, Germany.
- Xin, Guangyi, 2017. "Social Interaction and Labour Market Outcomes," MPRA Paper 80976, University Library of Munich, Germany.
- Hlalefang Khobai & Nwabisa Kolisi & Clement Moyo, 2018.
"The Relationship Between Trade Openness and Economic Growth: The Case of Ghana and Nigeria,"
International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 77-82.
- Hlalefang Khobai & Nwabisa Kolisi & Clement Moyo, 2017. "The relationship between trade openness and economic growth: The case of Ghana and Nigeria," Working Papers 1706, Department of Economics, Nelson Mandela University, revised Sep 2017.
- Moyo, Clement & Kolisi, Nwabisa & Khobai, Hlalefang, 2017. "The relationship between trade openness and economic growth: The case of Ghana and Nigeria," MPRA Paper 81317, University Library of Munich, Germany.
- Fry, John & Serbera, Jean-Philippe, 2017. "Modelling and mitigation of Flash Crashes," MPRA Paper 82457, University Library of Munich, Germany.
- Fry, John & Hastings, Tom & Serbera, Jean-Philippe, 2017. "An analytically solvable model for soccer: further implications of the classical Poisson model," MPRA Paper 82458, University Library of Munich, Germany.
- Hasan, Zubair, 2017. "Predatory publishing and Islamic economics: consequences of fake journals making imitative writings original," MPRA Paper 82649, University Library of Munich, Germany.
- Lukinova, Evgeniya & Babkina, Tatiana & Sedush, Anna & Menshikov, Ivan & Menshikova, Olga & Myagkov, Mikhail, 2017. "Sociality is Not Lost with Monetary Transactions within Social Groups," MPRA Paper 82800, University Library of Munich, Germany.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Kebede, Shemelis, 2017. "Modeling Energy Consumption, CO2 Emissions and Economic Growth Nexus in Ethiopia: Evidence from ARDL Approach to Cointegration and Causality Analysis," MPRA Paper 83000, University Library of Munich, Germany.
- Williams, Ronald, 2017. "Perfect Public Offering: A Process to Provide Perfect Ownership of Businesses to the Entire Public," MPRA Paper 83056, University Library of Munich, Germany, revised 01 Dec 2017.
- Bhattacherjee, Sanjay & Sarkar, Palash, 2017. "Correlation and inequality in weighted majority voting games," MPRA Paper 83168, University Library of Munich, Germany.
- Mohajan, Haradhan, 2017. "Research Methodology," MPRA Paper 83457, University Library of Munich, Germany, revised 15 Dec 2017.
- MOHAJAN, Haradhan Kumar, 2017.
"Two Criteria For Good Measurements In Research: Validity And Reliability,"
Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 17(4), pages 59-82.
- Mohajan, Haradhan, 2017. "Two Criteria for Good Measurements in Research: Validity and Reliability," MPRA Paper 83458, University Library of Munich, Germany, revised 10 Oct 2017.
- Chhorn, Theara, 2017. "On the Investigation of Factors Effecting International Tourist Arrivals to Cambodian Market: A Static and Dynamic Gravity Approach," MPRA Paper 83813, University Library of Munich, Germany, revised 18 Jul 2017.
- Grand, Nathalie & Lorenz, Adam & Woodford, Georgina, 2017. "Documentation note ESCWA'S national plans database," MPRA Paper 84149, University Library of Munich, Germany.
- Riaz, Fayyaz & Abdul Razzaq, Fiza & Waqar, Ahsan, 2017. "Effect of Employee Stock Ownership Plans (ESOPs) on the performance of Small business in Karachi," MPRA Paper 84322, University Library of Munich, Germany, revised 11 Nov 2017.
- Chhorn, Theara & Chhorn, Dina, 2017. "Modelling Linkage of Globalization and Financial Development to Human Development in CLMV Region," MPRA Paper 84878, University Library of Munich, Germany, revised 01 Nov 2017.
- Merce, Emilian & Merce, Cristian Calin & Pocol, Cristina Bianca, 2017. "Autocorrelation - Prevalence of identification of collinearity cause," MPRA Paper 85090, University Library of Munich, Germany.
- Wang, Haoying, 2017. "Market Response to Flood Risk: An Empirical Study of Housing Values Using Boundary Discontinuities," MPRA Paper 85493, University Library of Munich, Germany.
- Charlita de Freitas, Luciano & Euler de Morais, Leonardo & Manuel Baigorri, Carlos, 2017. "Risk and systemic risk perception in the telecommunications sector in Brazil: an investor perspective assessment," MPRA Paper 85687, University Library of Munich, Germany.
- Hasan, Zubair, 2017.
"Academic sociology: The alarming rise in predatory publishing and its consequences for Islamic economics and finance,"
MPRA Paper
87826, University Library of Munich, Germany.
- Hasan, Zubair, 2017. "Academic sociology: The alarming rise in predatory publishing and its consequences for Islamic economics and finance," MPRA Paper 87853, University Library of Munich, Germany, revised 18 Sep 2018.
- Rutayisire, Musoni J., 2017. "Modelling interest rate pass-through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?," MPRA Paper 90178, University Library of Munich, Germany, revised 23 Sep 2018.
- Terefe, Kitessa Delessa, 2017. "Drivers of economic growth in Ethiopia: Does foreign aid and policy complementarity matter?," MPRA Paper 92276, University Library of Munich, Germany, revised 14 May 2018.
- Ghosh, sudeshna, 2017. "Globalization and Obesity: Asian Experiences of ‘Globesity’," MPRA Paper 94601, University Library of Munich, Germany.
- Kazi Abdul, Mannan, 2017. "Macro determinants of remittance: Relationship between remittance and economic growth in Bangladesh," MPRA Paper 97947, University Library of Munich, Germany, revised 2017.
- Ghosh, Sudeshna, 2017. "South Asian Countries : Economic Growth and Fertility," MPRA Paper 99891, University Library of Munich, Germany.
- Luboš Smrčka & Dagmar Čámská & Markéta Arltová & Jan Plaček, 2017. "Charakteristiky insolvenčních řízení společností s virtuálními sídly [Characteristics of Insolvency Proceedings of Enterprises with Virtual Address]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(3), pages 287-300.
- Hafiz Muhammad Abubakar Siddique & Rabia Liaqat & Kaleem Ullah, 2017. "Impact of Terrorism on Investment: Evidence from Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 6(4), pages 195-199, December.
- Cem ISIK & Magdalena RADULESCU, 2017. "Electricity–Growth Nexus in Turkey: The Importance Of Capital and Labor," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 230-244, June.
- Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler, 2017. "Long waves in prices: new evidence from wavelet analysis," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 127-151, January.
- Massimiliano Agovino & Antonio Garofalo & Angela Mariani, 2017. "Separate waste collection in Italy: the role of socio-cultural factors and targets set by law," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 19(2), pages 589-605, April.
- Mukesh & Neha Srivastava, 2017. "Impact of Socio-Economic factors on Consumption Expenditure through Public Distribution System in rural India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 291-305, June.
- Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu, 2017.
"Utility indifference pricing and hedging for structured contracts in energy markets,"
Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(2), pages 265-303, April.
- Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu, 2014. "Utility indifference pricing and hedging for structured contracts in energy markets," Papers 1407.7725, arXiv.org, revised Feb 2016.
- Callegaro, Giorgia & Campi, Luciano & Giusto, Valeria & Vargiolu, Tiziano, 2017. "Utility indifference pricing and hedging for structured contracts in energy markets," LSE Research Online Documents on Economics 68953, London School of Economics and Political Science, LSE Library.
- Stewart Jones, 2017. "Corporate bankruptcy prediction: a high dimensional analysis," Review of Accounting Studies, Springer, vol. 22(3), pages 1366-1422, September.
- Simone Dietrich & Amanda Murdie, 2017. "Human rights shaming through INGOs and foreign aid delivery," The Review of International Organizations, Springer, vol. 12(1), pages 95-120, March.
- Anthony C. Atkinson & Aldo Corbellini & Marco Riani, 2017.
"Robust Bayesian regression with the forward search: theory and data analysis,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 869-886, December.
- Atkinson, Anthony C. & Corbellini, Aldo & Riani, Marco, 2017. "Robust Bayesian regression with the forward search: theory and data analysis," LSE Research Online Documents on Economics 79995, London School of Economics and Political Science, LSE Library.
- Dueñas, Marco & Mastrandrea, Rossana & Barigozzi, Matteo & Fagiolo, Giorgio, 2017.
"Spatio-temporal patterns of the international merger and acquisition network,"
LSE Research Online Documents on Economics
84092, London School of Economics and Political Science, LSE Library.
- Marcos Duenas & Rossana Mastrandrea & Matteo Barigozzi & Giorgio Fagiolo, 2017. "Spatio-Temporal Patterns of the International Merger and Acquisition Network," LEM Papers Series 2017/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pavel Gertler & Roman Horvath, 2017. "Market Reading of Central Bankers Words. A High-Frequency Evidence," Working and Discussion Papers WP 2/2017, Research Department, National Bank of Slovakia.
- Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017.
"Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?,"
Applied Economics, Taylor & Francis Journals, vol. 49(50), pages 5063-5073, October.
- Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017. "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Post-Print hal-02008553, HAL.
- Mark Andor & Christopher Parmeter, 2017.
"Pseudolikelihood estimation of the stochastic frontier model,"
Applied Economics, Taylor & Francis Journals, vol. 49(55), pages 5651-5661, November.
- Andor, Mark & Parmeter, Christopher, 2017. "Pseudolikelihood estimation of the stochastic frontier model," Ruhr Economic Papers 693, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Karun Adusumilli & Taisuke Otsu, 2017.
"Empirical Likelihood for Random Sets,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1064-1075, July.
- Karun Adusumilli & Taisuke Otsu, 2014. "Empirical Likelihood for Random Sets," STICERD - Econometrics Paper Series 574, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Adusumilli, Karun & Otsu, Taisuke, 2017. "Empirical likelihood for random sets," LSE Research Online Documents on Economics 76770, London School of Economics and Political Science, LSE Library.
- Adusumilli, Karun & Otsu, Taisuke, 2014. "Empirical likelihood for random sets," LSE Research Online Documents on Economics 58064, London School of Economics and Political Science, LSE Library.
- Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017.
"Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 528-542, October.
- Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014. "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper 53874, University Library of Munich, Germany.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2017.
"Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(6), pages 959-977, June.
- Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014. "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series 14-57, Swiss Finance Institute, revised Nov 2014.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2014. "Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies," Papers 1408.5618, arXiv.org, revised Feb 2018.
- Francesco Ravazzolo & Joaquin Vespignani, 2020.
"World steel production: A new monthly indicator of global real economic activity,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 743-766, May.
- Francesco Ravazzolo & Joaquin Vespignani, 2017. "World steel production: A new monthly indicator of global real economic activity," CAMA Working Papers 2017-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2017. "World steel production: A new monthly indicator of global real economic activity," Working Papers 2017-08, University of Tasmania, Tasmanian School of Business and Economics.
- Kleijnen, J.P.C., 2017.
"Kriging : Methods and Applications,"
Other publications TiSEM
0e31d8b9-596f-4bbc-a248-0, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2017. "Kriging : Methods and Applications," Discussion Paper 2017-047, Tilburg University, Center for Economic Research.
- Shi, Wen & Kleijnen, J.P.C., 2017.
"Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034),"
Other publications TiSEM
763fd6f8-b618-4b06-a284-5, Tilburg University, School of Economics and Management.
- Shi, Wen & Kleijnen, J.P.C., 2017. "Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)," Discussion Paper 2017-006, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2017.
"Design and Analysis of simulation experiments : Tutorial,"
Other publications TiSEM
c7ad6b68-dcd6-4485-9ee2-0, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2017. "Design and Analysis of simulation experiments : Tutorial," Discussion Paper 2017-018, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2017.
"Simulation Optimization through Regression or Kriging Metamodels,"
Other publications TiSEM
c7f60f02-9dc5-41fc-897f-2, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2017. "Simulation Optimization through Regression or Kriging Metamodels," Discussion Paper 2017-026, Tilburg University, Center for Economic Research.
- Gordon Anderson & Alessio Farcomeni & Grazia Pittau & Roberto Zelli, 2017. "Rectangular latent Markov models for time-specific clustering," Working Papers tecipa-589, University of Toronto, Department of Economics.
- Giulia Faggio & Olmo Silva & William C. Strange, 2017.
"Heterogeneous Agglomeration,"
The Review of Economics and Statistics, MIT Press, vol. 99(1), pages 80-94, March.
- Giulia Faggio & Olmo Silva & William C. Strange, 2014. "Heterogeneous Agglomeration," SERC Discussion Papers 0152, Centre for Economic Performance, LSE.
- Faggio, Giulia & Silva, Olmo & Strange, William C., 2017. "Heterogeneous agglomeration," LSE Research Online Documents on Economics 64765, London School of Economics and Political Science, LSE Library.
- Faggio, Giulia & Silva, Olmo & Strange, William C., 2014. "Heterogeneous agglomeration," LSE Research Online Documents on Economics 58426, London School of Economics and Political Science, LSE Library.
- Fuess, Roland & Koller, Jan A. & Weigand, Alois, 2017. "Best Land Use with Negative Externalities: Determining Land Values from Residential Rents," Working Papers on Finance 1705, University of St. Gallen, School of Finance, revised May 2019.
- W. Bentley MacLeod, 2017.
"Viewpoint: The human capital approach to inference,"
Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 5-39, February.
- W. Bentley MacLeod, 2017. "Viewpoint: The human capital approach to inference," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(1), pages 5-39, February.
- W. Bentley MacLeod, 2016. "Viewpoint: The Human Capital Approach to Inference," NBER Working Papers 22123, National Bureau of Economic Research, Inc.
- Matthew Shum, 2017. "Econometric Models for Industrial Organization," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10033, August.
- Benzeval, Michaela & Davillas, Apostolos & M. Jones, Andrew, 2017.
"The income-health gradient: evidence from self-reported health and biomarkers using longitudinal data on income,"
ISER Working Paper Series
2017-03, Institute for Social and Economic Research.
- Davillas, A.; Jones, A.M.; Benzeval, M.;, 2017. "The income-health gradient: Evidence from self-reported health and biomarkers using longitudinal data on income," Health, Econometrics and Data Group (HEDG) Working Papers 17/04, HEDG, c/o Department of Economics, University of York.
- Rebeira, Mayvis & Grootendorst, Paul & Coyte, Peter C. & Aguirregabiria, Victor, 2017.
"Does rising income inequality affect mortality rates in advanced economies?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-23.
- Rebeira, Mayvis & Grootendorst, Paul V. & Coyte, Peter C. & Aguirregabiria, Victor, 2017. "Does rising income inequality affect mortality rates in advanced economies?," Economics Discussion Papers 2017-12, Kiel Institute for the World Economy (IfW Kiel).
- Coupé, Tom, 2018.
"Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012),"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-8.
- Coupé, Tom, 2017. "Replicating "Predicting the present with Google trends" by Hyunyoung Choi and Hal Varian (The Economic Record, 2012)," Economics Discussion Papers 2017-76, Kiel Institute for the World Economy (IfW Kiel).
- Rebeira, Mayvis & Grootendorst, Paul & Coyte, Peter C. & Aguirregabiria, Victor, 2017.
"Does rising income inequality affect mortality rates in advanced economies?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-23.
- Rebeira, Mayvis & Grootendorst, Paul V. & Coyte, Peter C. & Aguirregabiria, Victor, 2017. "Does rising income inequality affect mortality rates in advanced economies?," Economics Discussion Papers 2017-12, Kiel Institute for the World Economy (IfW Kiel).
- Mark Andor & Christopher Parmeter, 2017.
"Pseudolikelihood estimation of the stochastic frontier model,"
Applied Economics, Taylor & Francis Journals, vol. 49(55), pages 5651-5661, November.
- Andor, Mark & Parmeter, Christopher, 2017. "Pseudolikelihood estimation of the stochastic frontier model," Ruhr Economic Papers 693, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Benedikt Rotermann & Bernd Wilfling, 2018.
"A new stock-price bubble with stochastically deflating trajectories,"
Applied Economics Letters, Taylor & Francis Journals, vol. 25(15), pages 1091-1096, September.
- Benedikt Rotermann & Bernd Wilfling, 2017. "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers 5817, Center for Quantitative Economics (CQE), University of Muenster.
- Rotermann, Benedikt & Wilfling, Bernd, 2017. "A new stock-price bubble with stochastically deflating trajectories," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168210, Verein für Socialpolitik / German Economic Association.
2016
- Erik Figueiredo & Luiz Renato Lima & Georg Schaur, 2016. "The effect of the Euro on the bilateral trade distribution," Empirical Economics, Springer, vol. 50(1), pages 17-29, February.
- Erik Figueiredo & Luiz Lima & Georg Schaur, 2016. "The effect of the Euro on the bilateral trade distribution," Empirical Economics, Springer, vol. 50(1), pages 17-29, February.
- Lingsheng Meng & Binzhen Wu & Zhaoguo Zhan, 2016. "Linear regression with an estimated regressor: applications to aggregate indicators of economic development," Empirical Economics, Springer, vol. 50(2), pages 299-316, March.
- Björn Stollenwerk & Thomas Welchowski & Matthias Vogl & Stephanie Stock, 2016. "Cost-of-illness studies based on massive data: a prevalence-based, top-down regression approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 17(3), pages 235-244, April.
- Keisuke Hirano & Jack R. Porter, 2016.
"Panel Asymptotics and Statistical Decision Theory,"
The Japanese Economic Review, Japanese Economic Association, vol. 67(1), pages 33-49, March.
- Keisuke Hirano & Jack R. Porter, 2016. "Panel Asymptotics and Statistical Decision Theory," The Japanese Economic Review, Springer, vol. 67(1), pages 33-49, March.
- Yuehua Zhao & Rongying Zhao, 2016. "An evolutionary analysis of collaboration networks in scientometrics," Scientometrics, Springer;Akadémiai Kiadó, vol. 107(2), pages 759-772, May.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016.
"A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 49-80, March.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016. "A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(1), pages 49-80, January.
- Jeong Hyun Kim & Norman Schofield, 2016. "Spatial Model of U.S. Presidential Election in 2012," Studies in Political Economy, in: Maria Gallego & Norman Schofield (ed.), The Political Economy of Social Choices, pages 233-241, Springer.
- P. Beneito & M. E. Rochina-Barrachina & A. Sanchis, 2016.
"Foreign capital, credit constraints and continuity of firms' R&D,"
Applied Economics Letters, Taylor & Francis Journals, vol. 23(3), pages 157-161, February.
- Pilar Beneito & Maria Engracia Rochina-Barrachina & Amparo Sanchis, 2015. "Foreign Capital, Credit Constraints and Continuity of Firms’ R&D," Working Papers 1506, Department of Applied Economics II, Universidad de Valencia.
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Econometrics, MDPI, vol. 6(2), pages 1-39, May.
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"Robust frontier estimation from noisy data: A Tikhonov regularization approach,"
Econometrics and Statistics, Elsevier, vol. 14(C), pages 1-23.
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"Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation,"
Econometrics, MDPI, vol. 4(4), pages 1-24, November.
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"Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,"
Econometrics, MDPI, vol. 4(1), pages 1-20, March.
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"Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures,"
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"Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations,"
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"Time series analysis of financial stability of banks: Evidence from Saudi Arabia,"
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"Higher Productivity in Importing German Manufacturing Firms: Self-selection, Learning from Importing or Both?,"
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"Do Exporters Really Pay Higher Wages? First Evidence from German Linked Employer–Employee Data,"
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"Higher Wages in Exporting Firms: Self-selection, Export Effect, or Both? First Evidence from Linked Employer–Employee Data,"
World Scientific Book Chapters, in: Microeconometrics of International Trade, chapter 6, pages 215-241,
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"Exports and Profitability — First Evidence for German Manufacturing Firms,"
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"Exports and Profitability — First Evidence for German Business Services Enterprises,"
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"Risk or Resilience? The Role of Trade Integration and Foreign Ownership for the Survival of German Enterprises during the Crisis 2008–2010,"
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World Scientific Publishing Co. Pte. Ltd..
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Health Economics, John Wiley & Sons, Ltd., vol. 27(12), pages 1981-1995, December.
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Econometrics and Statistics, Elsevier, vol. 14(C), pages 1-23.
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"Panel Asymptotics and Statistical Decision Theory,"
The Japanese Economic Review, Springer, vol. 67(1), pages 33-49, March.
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"The growth of the service sector in Palestine: the productivity challenge,"
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13-06, University of Copenhagen. Department of Economics.
- Møller, Niels Framroze, 2016. "How to decode Unemployment Persistence: An econometric framework for identifying and comparing the sources of persistence," MPRA Paper 70058, University Library of Munich, Germany.
- Lima, Rita, 2016. "Capitale umano, innovazione tecnologica e divari economici nell’era post-knowledge? Un’analisi econometrica a livello sub nazionale [Human capital, technological innovation and economic gaps in the," MPRA Paper 70539, 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.
- Keita, Moussa, 2016. "Pratique des tests statistiques de conformité [Practice of statistical tests of conformity]," MPRA Paper 70699, University Library of Munich, Germany.
- NJAMEN KENGDO, Arsène Aurélien, 2016. "Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT [Management of missing data in databases: the multiple imputation method in XLSTAT]," MPRA Paper 70835, University Library of Munich, Germany, revised 19 Apr 2016.
- El-Baz, Osama, 2016. "Estimating Egypt’s Potential Output: A Production Function Approach," MPRA Paper 71652, University Library of Munich, Germany, revised 29 May 2016.
- Ukolova, Anna & Dashieva, Bayarma, 2016. "Statistical research of labor resources of agriculture in the USA (according to the 2012 Census of agriculture)," MPRA Paper 71663, University Library of Munich, Germany, revised 31 May 2016.
- Romanceva, Julia & Bautin, Vladimir, 2016. "Статистический Анализ Динамики Развития Сельского Хозяйства России В Постсоветский Период [Statistical analysis of dynamics of development of Russian agriculture in the post-Soviet period]," MPRA Paper 71832, University Library of Munich, Germany.
- Alvi, Mohsin & Mirza, Mohammad Haris & Khan, M. Mubashir Q. & Aqeel, Beenish & Ikram, Midra, 2016. "Analyzing the Factors for Creating Competition among Products," MPRA Paper 71894, University Library of Munich, Germany.
- Abonazel, Mohamed R., 2016. "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper 72586, 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.
- Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian, 2016. "Simultaneity of Crime Incidence in Mindanao," MPRA Paper 72648, University Library of Munich, Germany, revised 20 Jul 2016.
- Tsagris, Michail & Preston, Simon & T.A. Wood, Andrew, 2016. "Nonparametric hypothesis testing for equality of means on the simplex," MPRA Paper 72771, University Library of Munich, Germany.
- Davis, Brent, 2016. "“Attitudes to Leadership and Voting: Finding the Efficient Frontier”," MPRA Paper 72792, University Library of Munich, Germany.
- Nikolay, Iskrev, 2014.
"Choosing the variables to estimate singular DSGE models: Comment,"
Dynare Working Papers
41, CEPREMAP.
- Iskrev, Nikolay & Ritto, Joao, 2016. "Choosing the variables to estimate singular DSGE models: Comment," MPRA Paper 72870, University Library of Munich, Germany.
- Hamrita, Mohamed Essaied & Mekdam, Mejdi, 2016. "Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test," MPRA Paper 72908, University Library of Munich, Germany.
- Faizan, Riffat & Haque, Adnan ul, 2016. "The Relationship between Societal attributes, Feminine Leadership & Management Style: Responses from Pakistan's Urban Region Female-Owned Businesses," MPRA Paper 73458, University Library of Munich, Germany, revised 21 Aug 2016.
- FARAYIBI, Adesoji, 2016. "Investigating the Application of Queue Theory in the Nigerian Banking System," MPRA Paper 73614, University Library of Munich, Germany.
- Fioramanti, Marco, 2016. "Potential Output, Output Gap and Fiscal Stance: is the EC estimation of the NAWRU too sensitive to be reliable?," MPRA Paper 73762, University Library of Munich, Germany, revised Sep 2016.
- Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista, 2016.
"Financial development and environmental quality: The way forward,"
Energy Policy, Elsevier, vol. 98(C), pages 353-364.
- Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista, 2016. "Financial development and environmental quality: The way forward," MPRA Paper 73394, University Library of Munich, Germany, revised 29 Aug 2016.
- Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista, 2016. "Financial development and environmental quality: The way forward," MPRA Paper 74704, University Library of Munich, Germany, revised 21 Oct 2016.
- Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2017.
"Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants,"
International Review of Economics & Finance, Elsevier, vol. 47(C), pages 46-61.
- Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2016. "Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants," MPRA Paper 74705, University Library of Munich, Germany, revised 20 Oct 2016.
- Mahalik, Mantu Kumar & Babu, M. Suresh & Loganathan, Nanthakumar & Shahbaz, Muhammad, 2017.
"Does financial development intensify energy consumption in Saudi Arabia?,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 1022-1034.
- Kumar, Mantu & Babu, M Suresh & Loganathan, Nanthakumar & Shahbaz, Muhammad, 2016. "Does Financial Development Intensify Energy Consumption in Saudi Arabia?," MPRA Paper 74946, University Library of Munich, Germany, revised 06 Nov 2016.
- Brogi, Athos, 2016. "A Binomial Tree to Price European and American Options," MPRA Paper 74962, University Library of Munich, Germany.
- Harin, Alexander, 2016. "An inconsistency between certain outcomes and uncertain incentives within behavioral methods," MPRA Paper 75311, University Library of Munich, Germany.
- Shumilov, Andrei, 2016. "Особенности Оценивания Гравитационных Моделей Международной Торговли [Estimating Gravity Models of International Trade: A Survey]," MPRA Paper 75371, University Library of Munich, Germany.
- COMBEY, Adama, 2016. "The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach," MPRA Paper 75382, University Library of Munich, Germany.
- Adama Messanh COMBEY, 2016.
"The Main Determinants of Private Investments in the WAEMU Zone: The Dynamic Approach,"
Journal of Economics and Political Economy, KSP Journals, vol. 3(4), pages 731-743, December.
- Combey, Adama, 2016. "The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach," MPRA Paper 75428, University Library of Munich, Germany.
- Ursu, Ana, 2016. "“Agricultural Economics and Rural Development - realities and perspectives for Romania”," MPRA Paper 75599, University Library of Munich, Germany.
- Li, Kunpeng & Li, Qi & Lu, Lina, 2018.
"Quasi maximum likelihood analysis of high dimensional constrained factor models,"
Journal of Econometrics, Elsevier, vol. 206(2), pages 574-612.
- Li, Kunpeng & Li, Qi & Lu, Lina, 2016. "Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models," MPRA Paper 75676, University Library of Munich, Germany.
- Kunpeng Li & Qi Li & Lina Lu, 2018. "Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models," Supervisory Research and Analysis Working Papers RPA 18-2, Federal Reserve Bank of Boston.
- Bijou, Mohammed & Elhassouni, Mohammed, 2016. "L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine [The attractiveness of foreign direct investments Case of the Moroccan manufacturing industry]," MPRA Paper 75815, University Library of Munich, Germany.
- Pillai N., Vijayamohanan, 2016. "How Do You Interpret Your Regression Coefficients?," MPRA Paper 76867, University Library of Munich, Germany.
- Pillai N., Vijayamohanan, 2016. "Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models," MPRA Paper 76869, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "Postulating the theory of experience and chance as a theory of co~events (co~beings)," MPRA Paper 81892, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "The theory of dual co~event means," MPRA Paper 81893, University Library of Munich, Germany.
- Nguema-Affane, Thierry, 2016. "Assessing the CPIA-Based Classification of Low-Income Countries in the Joint IMF-World Bank Debt Sustainability Framework," MPRA Paper 84379, University Library of Munich, Germany.
- Christopher Cotton & Frank McIntyre & Joseph P. Price, 2016. "Correcting For Bias In Hot Hand Analysis: Analyzing Performance Streaks In Youth Golf," Working Paper 1366, Economics Department, Queen's University.
- Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017.
"Diversification benefits of commodities: A stochastic dominance efficiency approach,"
Journal of Empirical Finance, Elsevier, vol. 44(C), pages 250-269.
- Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016. "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers 797, Queen Mary University of London, School of Economics and Finance.
- Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017.
"Diversification benefits of commodities: A stochastic dominance efficiency approach,"
Journal of Empirical Finance, Elsevier, vol. 44(C), pages 250-269.
- Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016. "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers 797, Queen Mary University of London, School of Economics and Finance.
- Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016. "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers 797, Queen Mary University of London, School of Economics and Finance.
- Widgrén, Joona, 2016. "Predicting Housing Prices with Google Searches in Finland," ETLA Reports 63, The Research Institute of the Finnish Economy.
- Wen-Chi LIU, 2016. "Do Multiple Housing Bubbles Exist in China? Further Evidence from Generalized Sup ADF Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 135-145, December.
- Georgios Galyfianakis & Evagelos Drimbetas & Nikolaos Sariannidis, 2016. "Modeling Energy Prices with a Markov-Switching dynamic regression model: 2005-2015," Bulletin of Applied Economics, Risk Market Journals, vol. 3(1), pages 11-28.
- Diana Ioana POPA, 2016. "Influence Factors of the Economic Development Level Across European Countries," Romanian Statistical Review, Romanian Statistical Review, vol. 64(2), pages 3-16, June.
- Krzysztof Dziekoñski & S³awomir Ignatiuk, 2016. "Venture capital and private equity investment preferences in selected countries," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(3), pages 128-137, February.
- Krzysztof Dziekoñski & S³awomir Ignatiuk, 2016. "Venture capital and private equity investment strategies in selected European countries," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(4), pages 34-45, March.
- Phouphet Kyophilavong & Gazi Salah Uddin & Muhammad Shahbaz, 2016.
"The Nexus between Financial Development and Economic Growth in Lao PDR,"
Global Business Review, International Management Institute, vol. 17(2), pages 303-317, April.
- Kyophilavong, Phouphet & Salah Uddin, Gazi & Shahbaz, Muhammad, 2014. "The Nexus Between Financial Development and Economic Growth in Lao PDR," MPRA Paper 57308, University Library of Munich, Germany, revised 14 Jul 2014.
- Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016.
"Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies,"
Journal of Educational and Behavioral Statistics, , vol. 41(2), pages 146-179, April.
- Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015. "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper 66492, University Library of Munich, Germany.
- Habib Affes, 2016. "The diffusion of an integrated Activity-Based Costing (ABC) with the Economic Value Added (EVA) next to Tunisian enterprises," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 5(2), pages 32-52, August.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016.
"A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(1), pages 49-80, January.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016. "A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 49-80, March.
- Urbina Rugeiro, Jaime Iván & Núñez Antonio, Gabriel & Saavedra Barrera, Patricia, 2016. "Análisis, aplicación y comparación de tres métodos estadísticos en la estimación del VaR y el EVaR," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 37-54, enero-jun.
- Anita Zbieg & Dominik Batorski & Blazej Zak, 2016. "How to Select Change Agents in Organizations? A Comparison of the Classical and Network Approaches (Jak wybrac agentow zmian w organizacji? Porownanie metod klasycznych i sieciowych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(64), pages 120-143.
- Arkadiusz Kawa & Monika Matusiak, 2016. "Network Relationships Analysis in a Knowledge-Based Organization (Analiza relacji sieciowych w organizacji opartej na wiedzy)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(64), pages 98-119.
2015
- Wei Wei & Denis Pelletier, 2015. "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers 2015-34, Department of Economics and Business Economics, Aarhus University.
- Nicolas Moreau & Elena Stancanelli, 2015.
"Household Consumption at Retirement : A Regression Discontinuity Study on French Data,"
Annals of Economics and Statistics, GENES, issue 117-118, pages 253-276.
- Moreau, Nicolas & Stancanelli, Elena G. F., 2013. "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," IZA Discussion Papers 7709, Institute of Labor Economics (IZA).
- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01044871, HAL.
- Nicolas Moreau & Elena Stancanelli, 2013. "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00881215, HAL.
- Nicolas Moreau & Elena Stancanelli, 2013. "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," Post-Print halshs-00881215, HAL.
- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," Post-Print hal-01044871, HAL.
- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," PSE-Ecole d'économie de Paris (Postprint) hal-01044871, HAL.
- Claude DIEBOLT & Tapas MISHRA & Mamata PARHI, 2015.
"A "Jump" in the Stochasticity of the Solow-Swan Growth Model,"
Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 50, pages 905-917, Juin.
- Claude Diebolt & Tapas Mishra & Mamata Parhi, 2015. "A ’Jump’ in the Stochasticity of the Solow-Swan Growth Model," Working Papers of BETA 2015-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Cisse, Jennifer Denno & Barrett, Christopher B., 2015. "Resilience Measurement: A Moment-Based Approach to Resilience Identification and Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205621, Agricultural and Applied Economics Association.
- Behmiri, Niaz Bashiri & Manera, Matteo, 2015.
"The role of outliers and oil price shocks on volatility of metal prices,"
Resources Policy, Elsevier, vol. 46(P2), pages 139-150.
- Niaz Bashiri Behmiri & Matteo Manera, 2015. "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Working Papers 2015.77, Fondazione Eni Enrico Mattei.
- Behmiri, Niaz Bashiri & Manera, Matteo, 2015. "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Energy: Resources and Markets 208768, Fondazione Eni Enrico Mattei (FEEM).
- Nwigwe, Cecilia & Okoruwa, Victor & Obi-Egbedi, Oghenerueme, 2015. "Efficiency differentials and technological gaps in beef cattle production systems in Nigeria," 2015 Conference, August 9-14, 2015, Milan, Italy 229377, International Association of Agricultural Economists.
- Liu, Zheng & Monfort, Walter & Kirckpatrick, Terrance & Griffin, Terry, 2015.
"Is Site-Specific Nematode Management Profitable: Evidence from Spatial Econometric Analysis,"
2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia
196879, Southern Agricultural Economics Association.
- Liu, Zheng & Griffin, Terry W. & Kirkpatrick, Terrence L. & Monfort, Walter Scott, 2015. "Is Site-Specific Nematode Management Profitable: Evidence from Spatial Econometric Analysis," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196831, Southern Agricultural Economics Association.
- Liu, Zheng & Griffin, Terry W. & Kirkpatrick, Terrence L. & Monfort, Walter Scott, 2015.
"Is Site-Specific Nematode Management Profitable: Evidence from Spatial Econometric Analysis,"
2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia
196831, Southern Agricultural Economics Association.
- Liu, Zheng & Monfort, Walter & Kirckpatrick, Terrance & Griffin, Terry, 2015. "Is Site-Specific Nematode Management Profitable: Evidence from Spatial Econometric Analysis," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196879, Southern Agricultural Economics Association.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014.
"Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities,"
MPRA Paper
52697, University Library of Munich, Germany.
- Dimitri O. Ledenyov & Viktor O. Ledenyov, 2015. "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," Papers 1502.02537, arXiv.org.
- Gaurab Aryal & Maria F. Gabrielli, 2015.
"Is Collusion-Proof Procurement Expensive?,"
Papers
1508.05353, arXiv.org, revised Nov 2020.
- Gaurab Aryal & Maria Florencia Gabrielli, 2023. "Is Collusion-proof Procurement Expensive?," Working Papers 248, Red Nacional de Investigadores en Economía (RedNIE).
- Xisong Jin & Francisco Nadal De Simone, 2015. "Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach," BCL working papers 95, Central Bank of Luxembourg.
- Loberto, Michele & Perricone, Chiara, 2017.
"Does trend inflation make a difference?,"
Economic Modelling, Elsevier, vol. 61(C), pages 351-375.
- Michele Loberto & Chiara Perricone, 2015. "Does trend inflation make a difference?," Temi di discussione (Economic working papers) 1033, Bank of Italy, Economic Research and International Relations Area.
- Guerrero Santiago & Martínez-Ovando Juan Carlos, 2015. "A note on the diffusion of business cycles," Working Papers 2015-01, Banco de México.
- Ricardo José Salas Díaz, 2015.
"La incidencia de la migración sobre las diferencias salariales de género en Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 33(77), pages 103-116, June.
- Ricardo José Salas Díaz, 2015. "La incidencia de la migración sobre las diferencias salariales de género en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(77), pages 103-116, June.
- Philip G. Gayle & Zijun Luo, 2015.
"Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald's Restaurant Outlets,"
Journal of Industrial Economics, Wiley Blackwell, vol. 63(1), pages 129-151, March.
- Gayle, Philip & Luo, Zijun, 2012. "Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald’s Restaurant Outlets," MPRA Paper 51259, University Library of Munich, Germany, revised Sep 2013.
- Pere Arqué-Castells & Pierre Mohnen, 2015.
"Sunk Costs, Extensive R&D Subsidies and Permanent Inducement Effects,"
Journal of Industrial Economics, Wiley Blackwell, vol. 63(3), pages 458-494, September.
- Arqué-Castells, Pere & Mohnen, Pierre, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," MERIT Working Papers 2012-029, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," CIRANO Working Papers 2012s-09, CIRANO.
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers 2012/13, Institut d'Economia de Barcelona (IEB).
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers XREAP2012-10, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2012.
- William Robert Reed, 2015.
"On the Practice of Lagging Variables to Avoid Simultaneity,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 897-905, December.
- W. Robert Reed, 2014. "On the Practice of Lagging Variables To Avoid Simultaneity," Working Papers in Economics 14/18, University of Canterbury, Department of Economics and Finance.
- Muhammad Shahbaz & Ijaz Ur Rehman & Ahmed Taneem Muzaffar, 2015.
"Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(3), pages 452-471, September.
- Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar, 2014. "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," MPRA Paper 57500, University Library of Munich, Germany, revised 22 Jul 2014.
- Yariv Fadlon & Sophie Tripp, 2015. "The gray area: high school dropout likelihood among skin tone levels of black males," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), vol. 2(2), pages 1-11.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015.
"A new monthly indicator of global real economic activity,"
Globalization Institute Working Papers
244, Federal Reserve Bank of Dallas.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Paper 2015/06, Norges Bank.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Papers No 2/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2015. "A new monthly indicator of global real economic activity," Working Papers 2015-07, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," CAMA Working Papers 2015-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015.
"A new monthly indicator of global real economic activity,"
Globalization Institute Working Papers
244, Federal Reserve Bank of Dallas.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Papers No 2/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2015. "A new monthly indicator of global real economic activity," Working Papers 2015-07, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Paper 2015/06, Norges Bank.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," CAMA Working Papers 2015-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Takashi Isogai, 2015. "An Empirical Study of the Dynamic Correlation of Japanese Stock Returns," Bank of Japan Working Paper Series 15-E-7, Bank of Japan.
- Chang Hyun Park & Hangseo Cho & Sung Hee Ahn & Jongik Park, 2015. "The Determinants of FDI and Suggestions of Recent Changes in Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 21(2), pages 147-166, June.
- García Fernando Martel & Wantchekon Leonard, 2015. "A Graphical Approximation to Generalization: Definitions and Diagrams," Journal of Globalization and Development, De Gruyter, vol. 6(1), pages 71-86, June.
- An Chen & Elena Vigna, 2015. "A unisex stochastic mortality model to comply with EU Gender Directive," Carlo Alberto Notebooks 440, Collegio Carlo Alberto.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015. "China s financial crisis the role of banks and monetary policy," Cardiff Economics Working Papers E2015/1, Cardiff University, Cardiff Business School, Economics Section.
- 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.
- José P. Dapena & Julian R. Siri, 2015. "Index options realized returns distributions from passive investment strategies," CEMA Working Papers: Serie Documentos de Trabajo. 580, Universidad del CEMA.
- Pei-Chun Lai & David A. Bessler, 2015.
"Price Discovery Between Carbonated Soft Drink Manufacturers and Retailers: A Disaggregate Analysis with Pc and Lingam Algorithms,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 18(1), pages 173-197, May.
- Pei-Chun Lai & David A. Bessler, 2015. "Price discovery between carbonated soft drink manufacturers and retailers: A disaggregate analysis with PC and LiNGAM algorithms," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 173-198, May.
- Riccardo M. Masolo & Alessia Paccagnini, 2019.
"Identifying Noise Shocks: A VAR with Data Revisions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
- Masolo, Riccardo M. & Paccagnini, Alessia, 2015. "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics 86314, London School of Economics and Political Science, LSE Library.
- Riccardo M. Masolo & Alessia Paccagnini, 2015. "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers 1510, Centre for Macroeconomics (CFM).
- Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," Canadian Journal of Economics, Canadian Economics Association, vol. 48(2), pages 389-407, May.
- Ricardo José Salas Díaz, 2015.
"La incidencia de la migración sobre las diferencias salariales de género en Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(77), pages 103-116, June.
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Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 45(4), pages 765-792, December.
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Political Science Research and Methods, Cambridge University Press, vol. 4(1), pages 175-193, January.
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"Identifying Noise Shocks: A VAR with Data Revisions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
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"The laffer curve and the debt-growth link in low-income Sub-Saharan African economies,"
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Managerial Finance, Emerald Group Publishing, vol. 41(6), pages 615-639, June.
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"Finance and growth: new evidence from meta-analysis,"
Managerial Finance, Emerald Group Publishing, vol. 41(6), pages 615-639, June.
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"Modeling the Joint Distribution of Income and Wealth,"
Research on Economic Inequality, in: Thesia I. Garner & Kathleen S. Short (ed.), Measurement of Poverty, Deprivation, and Economic Mobility, volume 23, pages 301-327,
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"Household Consumption at Retirement : A Regression Discontinuity Study on French Data,"
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"Household Consumption at Retirement : A Regression Discontinuity Study on French Data,"
Annals of Economics and Statistics, GENES, issue 117-118, pages 253-276.
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Energy Economics,
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"Measuring fuel poverty in France: Which households are the most fuel vulnerable?,"
Energy Economics, Elsevier, vol. 49(C), pages 620-628.
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"Determinant of Co-authorship in economics: the French case,"
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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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"Household Consumption at Retirement : A Regression Discontinuity Study on French Data,"
Annals of Economics and Statistics, GENES, issue 117-118, pages 253-276.
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"Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis,"
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"Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model,"
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"The Great East Japan Earthquake and Stock Prices,"
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"Household Consumption at Retirement : A Regression Discontinuity Study on French Data,"
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Economics Bulletin, AccessEcon, vol. 35(4), pages 2085-2103.
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"Household Consumption at Retirement : A Regression Discontinuity Study on French Data,"
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- David P. Stevens & Zhiwei Zhu, 2015. "Differences In Student Performance In Online Versus Traditional Quantitative Courses," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 7(2), pages 31-39.
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- Rafika Rahmawati, 2015. "Strategi Peningkatan Efisiensi Biaya Pada Bank Umum Syariah Berbasis Stochastic Frontier Approach Dan Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 17(4), pages 1-24, April.
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"Inflation targeting and exchange rate regimes in emerging markets,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-24, June.
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- Dirk Van de gaer & Xavier Ramos, 2020.
"Measurement of inequality of opportunity based on counterfactuals,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(3), pages 595-627, October.
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- Van de gaer, Dirk & Ramos, Xavier, 2020. "Measurement of inequality of opportunity based on counterfactuals," LIDAM Reprints CORE 3122, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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"Modeling the Joint Distribution of Income and Wealth,"
Research on Economic Inequality, in: Measurement of Poverty, Deprivation, and Economic Mobility, volume 23, pages 301-327,
Emerald Group Publishing Limited.
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- Dirk Van de gaer & Xavier Ramos, 2020.
"Measurement of inequality of opportunity based on counterfactuals,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(3), pages 595-627, October.
- Dirk Van de gaer & Xavier Ramos, 2015. "Measurement of inequality of opportunity based on counterfactuals," Working Papers 388, ECINEQ, Society for the Study of Economic Inequality.
- Van de gaer, Dirk & Ramos, Xavier, 2020. "Measurement of inequality of opportunity based on counterfactuals," LIDAM Reprints CORE 3122, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Van de gaer, Dirk & Ramos, Xavier, 2015. "Measurement of Inequality of Opportunity Based on Counterfactuals," IZA Discussion Papers 9582, Institute of Labor Economics (IZA).
- Daniel Gordon, 2015. "The Endogeneity Problem in Applied Fisheries Econometrics: A Critical Review," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 61(1), pages 115-125, May.
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- Donald Vitaliano, 2015. "Public Enterprise Efficiency: The Case of the New York Canals," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 46(2), pages 169-182, March.
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"A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models,"
Econometrics, MDPI, vol. 3(3), pages 1-31, September.
- Masamune Iwasawa, 2015. "Joint Specification Tests For Response Probabilities In Unordered Multinomial Choice Models," KIER Working Papers 919, Kyoto University, Institute of Economic Research.
- Andrés Cendales & Jhon James Mora & José Santiago Arroyo Mina, 2015. "On local democracies in the Colombian Pacific and their incidence in public policy regarding potable water during the period 2008-2011," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 161-192, Julio - D.
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"Determinant of Co-authorship in economics: the French case,"
Economics Bulletin, AccessEcon, vol. 35(1), pages 680-693.
- Damien Besancenot & Kim Van Huynh & Francisco V Serranito, 2015. "Determinant of Co-authorship in economics: the French case," Post-Print hal-01384671, HAL.
- Damien BESANCENOT & Kim HUYNH & Francisco SERRANITO, 2015. "Determinants of Co-Authorship in Economics: The French Case," LEO Working Papers / DR LEO 2242, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Damien Besancenot & Kim Van Huynh & Francisco Serranito, 2015. "Determinants of Co-Authorship in Economics: The French Case," Working Papers halshs-01204687, HAL.
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- Martínez-Preece, Marissa R. & Venegas-Martínez, Francisco, 2015. "El mercado de los fondos de pensión en Méxi-co: Del reparto a la capitalización/Pension Funds Market in Mexico: From Pay-As-You-Go to a Fully Funded Plan," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 903-928, Septiembr.
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"Cointegration of matched home purchases and rental price indexes — Evidence from Singapore,"
Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 80-88.
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- Geoffrey P. Miller, 2015. "Empirical Analysis of Legal Theory: In Honor of Theodore Eisenberg," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 171(1), pages 6-18, March.
- F. B. K. Twenefour & E. N. N. Nortey & E. M. Baah, 2015. "Principal Component Analysis of Students Academic Performance," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(2), pages 42-54, February.
- Cerqueti, Roy & Lupi, Claudio, 2015. "Total positivity for a class of non-exchangeable copulas," Economics & Statistics Discussion Papers esdp15077, University of Molise, Department of Economics.
- Dominique Guegan & Bertrand K Hassani, 2015. "Risk or Regulatory Capital? Bringing distributions back in the foreground," Documents de travail du Centre d'Economie de la Sorbonne 15046, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015. "The Spectral Stress VaR (SSVaR)," Documents de travail du Centre d'Economie de la Sorbonne 15052, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016.
"Human capital and international portfolio diversification: A reappraisal,"
Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
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- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
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"Natural Experiments in Macroeconomics,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 923-1012,
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"Exact p-Values for Network Interference,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(521), pages 230-240, January.
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- 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.
- Miles Kimball & Ryan Nunn & Dan Silverman, 2015. "Accounting for Adaptation in the Economics of Happiness," NBER Working Papers 21365, National Bureau of Economic Research, Inc.
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"Generalized indirect inference for discrete choice models,"
Journal of Econometrics, Elsevier, vol. 205(1), pages 177-203.
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- Anton Samoilenko & Kristie Carter, 2015. "Economic Outcomes of Youth not in Education, Employment or Training (NEET)," Treasury Working Paper Series 15/01, New Zealand Treasury.
- Guillaume Bousquet & Christian Daude & Christine de la Maisonneuve, 2015. "Fiscal Decentralisation in Colombia: New Evidence Regarding Sustainability, Risk Sharing and “Fiscal Fatigue”," OECD Economics Department Working Papers 1202, OECD Publishing.
- Pece Andreea Maria, 2015. "The Gregarious Behavior Of Investors From Baltic Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 905-911, July.
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- Le, Huong & Nguyen, Ha, 2015.
"Intergenerational transmission in health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children,"
MPRA Paper
68175, University Library of Munich, Germany.
- Huong Thu Le & Ha Trong Nguyen, 2015. "Intergenerational Transmission in Health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children," Bankwest Curtin Economics Centre Working Paper series WP1509, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
- Arfaoui, Mongi & Ben Rejeb, Aymen, 2015. "Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?," MPRA Paper 61520, University Library of Munich, Germany.
- Kyophilavong, Phouphet & Shahbaz, Muhammad & Anwar, Sabeen & Masood, Sameen, 2015.
"The energy-growth nexus in Thailand: Does trade openness boost up energy consumption?,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 46(C), pages 265-274.
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- Mamun, Md. Al & Sohag, Kazi & Uddin, Gazi Salah & Shahbaz, Muhammad, 2015.
"Remittance and domestic labor productivity: Evidence from remittance recipient countries,"
Economic Modelling, Elsevier, vol. 47(C), pages 207-218.
- Al Mamun, Md. & Sohag, Kazi & Uddin, Gazi Salah & Shahbaz, Muhammad, 2015. "Remittance and domestic labor productivity: evidence from remittance recipient countries," MPRA Paper 62177, University Library of Munich, Germany, revised 12 Feb 2015.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Sbia, Rashid & Afza, Talat, 2015.
"The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 47(C), pages 683-693.
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- Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen, 2015.
"Invariance of the distribution of the maximum,"
MPRA Paper
63538, University Library of Munich, Germany.
- Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen, 2015. "Invariance of the distribution of the maximum," MPRA Paper 63529, University Library of Munich, Germany.
- Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios, 2015. "Flexible statistical models: Methods for the ordering and comparison of theoretical distributions," MPRA Paper 63620, University Library of Munich, Germany.
- Harin, Alexander, 2015. "“Luce problem” and discontinuity of Prelec’s function at p = 1," MPRA Paper 63672, University Library of Munich, Germany.
- Dinda, Soumyananda, 2015. "A Note on DD Approach," MPRA Paper 63949, University Library of Munich, Germany.
- Onali, Enrico & Ginesti, Gianluca, 2015. "Sins of Omission in Value Relevance Empirical Studies," MPRA Paper 64265, University Library of Munich, Germany.
- Fieger, Peter & Villano, Renato & Cooksey, Ray, 2015. "Two dimensional efficiency measurements in Australian TAFE Institutes," MPRA Paper 64625, University Library of Munich, Germany.
- Harin, Alexander, 2015. "Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)," MPRA Paper 64672, University Library of Munich, Germany.
- BEN ZAIED, YOUNES & Zouabi, Oussama, 2015. "Climate change impacts on agriculture: A panel cointegration approach and application to Tunisia," MPRA Paper 64711, University Library of Munich, Germany.
- Lee, Ji Hyung, 2016.
"Predictive quantile regression with persistent covariates: IVX-QR approach,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 105-118.
- Lee, JiHyung, 2015. "Predictive quantile regression with persistent covariates: IVX-QR approach," MPRA Paper 65150, University Library of Munich, Germany.
- Yang, Bill Huajian & Du, Zunwei, 2015. "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper 65168, University Library of Munich, Germany.
- Bensalma, Ahmed, 2015. "New Fractional Dickey and Fuller Test," MPRA Paper 65282, University Library of Munich, Germany.
- Liu, Chengwei & Chan, Yixiang & Alam Kazmi, Syed Hasnain & Fu, Hao, 2015. "Financial Fraud Detection Model Based on Random Forest," MPRA Paper 65404, University Library of Munich, Germany.
- R. Santos Alimi, 2015.
"Estimating Consumption Function under Permanent Income Hypothesis: A Comparison between Nigeria and South Africa,"
International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(11), pages 285-298, November.
- Alimi, R. Santos, 2015. "Estimating Consumption function under Permanent Income Hypothesis: A comparison between Nigeria and South Africa," MPRA Paper 65787, University Library of Munich, Germany.
- Leon, Costas, 2015. "Decomposition of the European GDP based on Singular Spectrum Analysis," MPRA Paper 65812, University Library of Munich, Germany.
- Fieger, Peter, 2015. "Determinants of completions and completion deficits in VET: Evidence from Australia," MPRA Paper 66052, University Library of Munich, Germany.
- Maulana, Ardian & Situngkir, Hokky, 2015. "Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan [Scale-free correlation within Geopolitics of Election Studies]," MPRA Paper 66351, University Library of Munich, Germany.
- Abito, Jose Miguel, 2015. "How much can we identify from repeated games?," MPRA Paper 66378, University Library of Munich, Germany.
- Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016.
"Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies,"
Journal of Educational and Behavioral Statistics, , vol. 41(2), pages 146-179, April.
- Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015. "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper 66492, University Library of Munich, Germany.
- Shafi, Maryam & Asghar, Zahid, 2015. "Tax Policy and Economic Growth: A Semi-Parametric Approach Using AMT," MPRA Paper 66662, University Library of Munich, Germany.
- Harin, Alexander, 2015. "An existence theorem for bounds (restrictions) on the expectation of a random variable. Its opportunities for utility and prospect theories," MPRA Paper 66692, University Library of Munich, Germany.
- Keita, Moussa, 2015. "Introduction à l'Econométrie [Introduction to Econometrics]," MPRA Paper 66840, University Library of Munich, Germany.
- Zhu, Ke, 2015. "Hausman tests for the error distribution in conditionally heteroskedastic models," MPRA Paper 66991, University Library of Munich, Germany.
- Harin, Alexander, 2015. "An existence theorem for bounds on the expectation of a random variable. Its opportunities for utility theories. V. 2," MPRA Paper 67071, University Library of Munich, Germany.
- Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2015.
"Natural gas consumption and economic growth: The role of foreign direct investment, capital formation and trade openness in Malaysia,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 42(C), pages 835-845.
- Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2015. "Natural Gas Consumption and Economic Growth: The Role of Foreign Direct Investment, Capital Formation and Trade Openness in Malaysia," MPRA Paper 67225, University Library of Munich, Germany, revised 14 Oct 2015.
- Shahbaz, Muhammad & Kumar, Ronald Ravinesh & Ivanov, Stanislav & Loganathan, Nanthakumar, 2015. "Nexus between Tourism demand and output per capita with relative importance of trade and financial development: A study of Malaysia," MPRA Paper 67226, University Library of Munich, Germany, revised 11 Oct 2015.
- Muhammad Shahbaz & Sakiru Adebola Solarin & Hrushikesh Mallick, 2015.
"Are Fluctuations in Gas Consumption Per Capita Transitory? Evidence from LM Unit Root Test with Two Structural Breaks,"
Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 3(4), pages 203-209, December.
- Shahbaz, Muhammad & Solarin, Sakiru Adebola & Mallick, Hrushikesh, 2015. "Are Fluctuations in Gas Consumption Per Capita Transitory? Evidence from LM Unit Root Test with Two Structural Breaks," MPRA Paper 67227, University Library of Munich, Germany, revised 14 Oct 2015.
- Situngkir, Hokky, 2015. "On Capturing the Spreading Dynamics over Trading Prices in the Market," MPRA Paper 67247, University Library of Munich, Germany.
- Shahbaz, Muhammad & Mallick, Hrushikesh & Kumar, Mantu & Loganathan, Nanthakumar, 2015. "Does Globalization Impede Environmental Quality in India?," MPRA Paper 67285, University Library of Munich, Germany, revised 15 Oct 2015.
- Shahbaz, Muhammad & Khraief, Naceur & Jemaa, Mohamed Mekki Ben, 2015.
"On the causal nexus of road transport CO2 emissions and macroeconomic variables in Tunisia: Evidence from combined cointegration tests,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 51(C), pages 89-100.
- Shahbaz, Muhammad & Khraief, Naceur & Dhaoui, Abderrazak, 2015. "On the Causal Nexus of Road Transport CO2 Emissions and Macroeconomic Variables in Tunisia: Evidence from Combined Cointegration Tests," MPRA Paper 67286, University Library of Munich, Germany, revised 15 Oct 2015.
- Alexander Aue & Lajos Horváth & Daniel F. Pellatt, 2017.
"Functional Generalized Autoregressive Conditional Heteroskedasticity,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 3-21, January.
- Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015. "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper 67702, University Library of Munich, Germany.
- Harin, Alexander, 2015. "Problems of utility and prospect theories. A “certain–uncertain” inconsistency within their experimental methods," MPRA Paper 67911, University Library of Munich, Germany.
- Abu Hatab, Assem, 2015. "The Impact of Regional Integration on Intra-Arab Trade in Agrifood Commodities: A Panel Data Approach," MPRA Paper 67991, University Library of Munich, Germany, revised 07 Jun 2015.
- Apergis, Nicholas & Ben Jebli, Mehdi & Ben Youssef, Slim, 2018.
"Does renewable energy consumption and health expenditures decrease carbon dioxide emissions? Evidence for sub-Saharan Africa countries,"
Renewable Energy, Elsevier, vol. 127(C), pages 1011-1016.
- Apergis, Nicholas & Ben Jebli, Mehdi, 2015. "Does Renewable Energy Consumption and Health Expenditure Decrease Carbon Dioxide Emissions? Evidence for sub-Saharan Africa Countries," MPRA Paper 68294, University Library of Munich, Germany.
- Situngkir, Hokky & Maulana, Ardian & M. Dahlan, Rolan, 2015. "A Portrait of Diversity In Indonesian Traditional Cuisine," MPRA Paper 68385, University Library of Munich, Germany.
- Noha EMARA, 2016.
"Estimating Aggregate Demand in Egypt,"
Journal of Economics and Political Economy, KSP Journals, vol. 3(1), pages 50-64, March.
- Emara, Noha & Mordos, Elise & Tyagi, Sonika, 2015. "Estimating Aggregate Demand in Egypt," MPRA Paper 68701, University Library of Munich, Germany.
- Troug, Haytem Ahmed & Murray, Matt, 2015. "Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels," MPRA Paper 68707, University Library of Munich, Germany.
- Abonazel, Mohamed R., 2015. "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper 68708, University Library of Munich, Germany.
- Alexandri, Cecilia, 2015. "Population food security assessment – a methodological approach," MPRA Paper 69258, University Library of Munich, Germany.
- Azimi, Mohammad Naim, 2015. "Is CPI generated from stationary process? An investigation on unit root hypothesis of India’s CPI," MPRA Paper 69518, University Library of Munich, Germany, revised 03 Jan 2016.
- Azimi, Mohammad Naim, 2015. "Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it," MPRA Paper 70267, University Library of Munich, Germany.
- Abonazel, Mohamed R., 2015. "R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models," MPRA Paper 70627, University Library of Munich, Germany.
- Xu, Kun & Xu, Wenli, 2015. "中国政府消费支出对经济波动的传导机理分析 [Study on Influential Mechanism Between Government Expenditure of Consumption and Economic Fluctuation]," MPRA Paper 70994, University Library of Munich, Germany, revised Dec 2015.
- Xu, Kun & Guan, Zhihua & Xu, Wenli, 2015. "省级财政支出效率空间溢出效应研究:基于超效率dea和gsm模型 [Study on Spatial Spillover Effect of Provincial Fiscal Efficiency: Based on Super-Efficient DEA and GSM Model]," MPRA Paper 71132, University Library of Munich, Germany.
- Bui, Linh & Hoang, Huyen & Bui, Hang, 2015. "Estimating the Constant Elasticity of Substitution Function of Rice Production.The case of Vietnam in 2012," MPRA Paper 71224, University Library of Munich, Germany.
- Giandomenico, Rossano, 2015. "Financial Methods: A Quantitative Approach," MPRA Paper 71919, University Library of Munich, Germany.
- Bell, Peter N, 2015. "Identifying the Median Path of a Stochastic Processes," MPRA Paper 72680, University Library of Munich, Germany.
- Tsagris, Michail, 2015. "A novel, divergence based, regression for compositional data," MPRA Paper 72769, University Library of Munich, Germany.
- Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015. "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper 74573, University Library of Munich, Germany, revised 2016.
- Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2015. "Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis," MPRA Paper 75852, University Library of Munich, Germany.
- Oyakhilome IBHAGUI, 2017.
"Understanding the sources of high current account fluctuations in 5 developed economies,"
Turkish Economic Review, KSP Journals, vol. 4(3), pages 250-274, September.
- Ibhagui, Oyakhilome, 2015. "Understanding the Sources of High Current Account Fluctuations in 5 Developed Economies," MPRA Paper 75881, University Library of Munich, Germany.
- Erdal Atukeren & Emrah İ. Çevik & Turhan Korkmaz, 2015.
"Downside business confidence spillovers in Europe: evidence from causality-in-risk tests,"
Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 18(4), pages 341-357, October.
- Atukeren, Erdal & Cevik, Emrah Ismail & Korkmaz, Turhan, 2015. "Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests," MPRA Paper 76038, University Library of Munich, Germany.
- Zhu, Ying, 2015. "Sparse Linear Models and l1−Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments," MPRA Paper 81217, University Library of Munich, Germany.
- Kaul, Ashok & Klößner, Stefan & Pfeifer, Gregor & Schieler, Manuel, 2015. "Synthetic Control Methods: Never Use All Pre-Intervention Outcomes Together With Covariates," MPRA Paper 83790, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2019.
"Forecasting with High‐Dimensional Panel VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
- Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Emilia UNGUREANU & Felix-Constantin BURCEA, 2015. "School Of Manchester: The Future Is In The Past," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 14(2), pages 65-70.
- Natalya Zelenyuk & Valentin Zelenyuk, 2015. "Productivity Drivers of Efficiency in Banking: Importance of Model Specifications," CEPA Working Papers Series WP082015, School of Economics, University of Queensland, Australia.
- Duncan McVicar & Cain Polidano, 2015.
"If You Get What You Want, Do You Get What You Need? Course Choice and Achievement Effects of a Vocational Education and Training Voucher Scheme,"
Melbourne Institute Working Paper Series
wp2015n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Test1 Test2, 2015. "Test Paper," Economics Working Papers 15-01, Queen's Management School, Queen's University Belfast.
- Vasile Alecsandru STRAT & Oana Cristina POPOVICI, 2015. "FDI Convergence versus Real and Structural Convergence at the EU Level. An Approach Based on the GINI Coefficient," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 18(1), pages 150-162, June.
- Mohsin Hassan Alvi & Usman Kamal, 2015.
"Assessing Chinese Currency Regime (2012),"
Journal of Empirical Economics, Research Academy of Social Sciences, vol. 4(2), pages 78-83.
- Alvi, Mohsin & Kamal, Usman, 2012. "Assessing Chinese currency regime (2012)," MPRA Paper 44551, University Library of Munich, Germany.
- Phouphet Kyophilavong & Muhammad Shahbaz & Gazi Salah Uddin, 2015.
"A Note on Nominal and Real Devaluation in Laos,"
Global Business Review, International Management Institute, vol. 16(2), pages 236-243, April.
- Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi, 2014. "A Note on Nominal and Real Devaluation in Laos," MPRA Paper 57307, University Library of Munich, Germany, revised 13 Jul 2014.
- Phouphet Kyophilavong & Muhammad Shahbaz & Gazi Salah Uddin, 2014. "A Note on Nominal and Real Devaluation in Laos," Working Papers 2014-446, Department of Research, Ipag Business School.
- Gregor Bäurle & Elizabeth Steiner, 2015.
"How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 151(III), pages 167-225, September.
- Dr. Gregor Bäurle & Elizabeth Steiner, 2013. "How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data," Working Papers 2013-09, Swiss National Bank.
- Fabien Mercier, 2015. "The validity and time-horizon of the Fed model for equity valuation: a co-integration approach," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(3), pages 24-49, May.
- Dorothée Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard, 2015. "Impact de productivité des infrastructures: Une application au Québec," Cahiers de recherche 15-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Mikaela Backman & Hans Lööf, 2015.
"The geography of innovation and entrepreneurship,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 55(1), pages 1-6, October.
- Backman, Mikaela & Lööf, Hans, 2015. "The Geography of Innovation and Entrepreneurship," Working Paper Series in Economics and Institutions of Innovation 421, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, revised 28 Sep 2015.
- Agostino Capponi & José Figueroa-López & Andrea Pascucci, 2015.
"Dynamic credit investment in partially observed markets,"
Finance and Stochastics, Springer, vol. 19(4), pages 891-939, October.
- Agostino Capponi & Jose Enrique Figueroa Lopez & Andrea Pascucci, 2013. "Dynamic Credit Investment in Partially Observed Markets," Papers 1303.2950, arXiv.org, revised Jun 2014.
- Vsevolod I. Ivanov, 2015. "Second-Order Optimality Conditions for Vector Problems with Continuously Fréchet Differentiable Data and Second-Order Constraint Qualifications," Journal of Optimization Theory and Applications, Springer, vol. 166(3), pages 777-790, September.
- Frank Cowell & Marc Fleurbaey & Bertil Tungodden, 2015.
"The tyranny puzzle in social preferences: an empirical investigation,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 45(4), pages 765-792, December.
- Cowell, Frank A. & Fleurbaey, Marc & Tungodden, Bertil, 2015. "The tyranny puzzle in social preferences: an empirical investigation," LSE Research Online Documents on Economics 61663, London School of Economics and Political Science, LSE Library.
- Zied Ftiti & Khaled Guesmi & Nguyen & Fr餩ric Teulon, 2015.
"Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach,"
Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6200-6210, December.
- Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric, 2014. "Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach," MPRA Paper 70481, University Library of Munich, Germany, revised 15 May 2015.
- Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014. "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers 2014-124, Department of Research, Ipag Business School.
- Erdal Atukeren & Emrah İ. Çevik & Turhan Korkmaz, 2015.
"Downside business confidence spillovers in Europe: evidence from causality-in-risk tests,"
Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 18(4), pages 341-357, October.
- Atukeren, Erdal & Cevik, Emrah Ismail & Korkmaz, Turhan, 2015. "Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests," MPRA Paper 76038, University Library of Munich, Germany.
- Jamal Bouoiyour & Refk Selmi, 2015.
"Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 24(2), pages 201-227, March.
- Bouoiyour, Jamal & Selmi, Refk, 2013. "Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," MPRA Paper 49140, University Library of Munich, Germany, revised Jan 2013.
- Jamal Bouoiyour & Refk Selmi, 2015. "Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," Post-Print hal-01879685, HAL.
- Ke Zhu & Shiqing Ling, 2015.
"LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 784-794, June.
- Zhu, Ke & Ling, Shiqing, 2014. "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper 59099, University Library of Munich, Germany.
- Yumou Qiu & Song Xi Chen, 2015.
"Bandwidth Selection for High-Dimensional Covariance Matrix Estimation,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1160-1174, September.
- Qiu, Yumou & Chen, Song Xi, 2014. "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper 59641, University Library of Munich, Germany.
- Ke Zhu & Wai Keung Li, 2015. "A New Pearson-Type QMLE for Conditionally Heteroscedastic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 552-565, October.
- Pei-Chun Lai & David A. Bessler, 2015.
"Price discovery between carbonated soft drink manufacturers and retailers: A disaggregate analysis with PC and LiNGAM algorithms,"
Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 173-198, May.
- Pei-Chun Lai & David A. Bessler, 2015. "Price Discovery Between Carbonated Soft Drink Manufacturers and Retailers: A Disaggregate Analysis with Pc and Lingam Algorithms," Journal of Applied Economics, Taylor & Francis Journals, vol. 18(1), pages 173-197, May.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015.
"A new monthly indicator of global real economic activity,"
Globalization Institute Working Papers
244, Federal Reserve Bank of Dallas.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2015. "A new monthly indicator of global real economic activity," Working Papers 2015-07, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Papers No 2/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Paper 2015/06, Norges Bank.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," CAMA Working Papers 2015-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Orsola Costantini, 2015. "The Cyclically Adjusted Budget: History and Exegesis of a Fateful Estimate," Working Papers Series 24, Institute for New Economic Thinking.
- Ehsan Mehdad & Jack P.C. Kleijnen, 2018.
"Stochastic intrinsic Kriging for simulation metamodeling,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 9ab2e856-d971-475d-a842-d, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 00bed9cb-d34c-4e98-93ef-e, Tilburg University, School of Economics and Management.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, J.P.C., 2015.
"Validating the Assumptions of Sequential Bifurcation in Factor Screening,"
Other publications TiSEM
20917855-af54-4d4d-a54b-6, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, J.P.C., 2015. "Validating the Assumptions of Sequential Bifurcation in Factor Screening," Discussion Paper 2015-034, Tilburg University, Center for Economic Research.
- Ehsan Mehdad & Jack P. C. Kleijnen, 2018.
"Efficient global optimisation for black-box simulation via sequential intrinsic Kriging,"
Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(11), pages 1725-1737, November.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Other publications TiSEM 5e785713-146c-4e5b-b671-f, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2015-042, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2017.
"Regression and Kriging metamodels with their experimental designs in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Other publications TiSEM c592e895-1656-43c3-8c7e-f, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & Mehdad, Ehsan, 2015.
"Estimating the Variance of the Predictor in Stochastic Kriging,"
Other publications TiSEM
dbbd2fa2-eccf-4f71-be9b-c, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Mehdad, Ehsan, 2015. "Estimating the Variance of the Predictor in Stochastic Kriging," Discussion Paper 2015-041, Tilburg University, Center for Economic Research.
- Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Discussion Paper 2015-047, Tilburg University, Center for Economic Research.
- Ehsan Mehdad & Jack P.C. Kleijnen, 2018.
"Stochastic intrinsic Kriging for simulation metamodeling,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 9ab2e856-d971-475d-a842-d, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 00bed9cb-d34c-4e98-93ef-e, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
- Ehsan Mehdad & Jack P. C. Kleijnen, 2018.
"Efficient global optimisation for black-box simulation via sequential intrinsic Kriging,"
Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(11), pages 1725-1737, November.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2015-042, Tilburg University, Center for Economic Research.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Other publications TiSEM 5e785713-146c-4e5b-b671-f, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C., 2017.
"Regression and Kriging metamodels with their experimental designs in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Other publications TiSEM c592e895-1656-43c3-8c7e-f, Tilburg University, School of Economics and Management.
- Joseph Forson, 2015.
"Corruption, EU Aid Inflows and Economic Growth in Ghana: Cointegration and Causality Analysis,"
Managing Intellectual Capital and Innovation for Sustainable and Inclusive Society: Managing Intellectual Capital and Innovation; Proceedings of the MakeLearn and TIIM Joint International Conference 2,,
ToKnowPress.
- Forson, Joseph Ato & Buracom, Ponlapat & Baah-Ennumh, Theresa Yabaa & Chen, Guojin & Carsamer, Emmanuel, 2014. "Corruption, EU Aid Inflows and Economic Growth in Ghana: Cointegration and Causality Analysis," MPRA Paper 67626, University Library of Munich, Germany, revised 05 Apr 2015.
- Claire GOAVEC & Jean-François HOARAU, 2015. "Vulnérabilité Économique Structurelle Et Dépendance Touristique : Quels Enseignements Pour Les Petites Économies Insulaires En Développement," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 157-188.
- Paul F. Steinberg, 2015. "Can We Generalize from Case Studies?," Global Environmental Politics, MIT Press, vol. 15(3), pages 152-175, August.
- Claude DIEBOLT & Tapas MISHRA & Mamata PARHI, 2015.
"A "Jump" in the Stochasticity of the Solow-Swan Growth Model,"
Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 50, pages 905-917, Juin.
- Claude Diebolt & Tapas Mishra & Mamata Parhi, 2015. "A ’Jump’ in the Stochasticity of the Solow-Swan Growth Model," Working Papers of BETA 2015-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Basu, Deepankar, 2015. "A Selective Review of Recent Quantitative Empirical Research in Marxist Political Economy," UMASS Amherst Economics Working Papers 2015-05, University of Massachusetts Amherst, Department of Economics.
- Füss, Roland & Koller, Jan A., 2016.
"The role of spatial and temporal structure for residential rent predictions,"
International Journal of Forecasting, Elsevier, vol. 32(4), pages 1352-1368.
- Fuess, Roland & Koller, Jan, 2015. "The Role of Spatial and Temporal Structure for Residential Rent Predictions," Working Papers on Finance 1523, University of St. Gallen, School of Finance.
- Gary Solon & Steven J. Haider & Jeffrey M. Wooldridge, 2015.
"What Are We Weighting For?,"
Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 301-316.
- Gary Solon & Steven J. Haider & Jeffrey Wooldridge, 2013. "What Are We Weighting For?," NBER Working Papers 18859, National Bureau of Economic Research, Inc.
- 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.
- Mototsugu Shintani & Zi-Yi Guo, 2018.
"Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 360-379, April.
- Mototsugu Shintani & Zi-yi Guo, 2015. "Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach," Vanderbilt University Department of Economics Working Papers 15-00013, Vanderbilt University Department of Economics.
- Dominique Gu�gan & Bertrand Hassani & Kehan Li, 2015. "The Spectral Stress VaR (SSVaR)," Working Papers 2015:17, Department of Economics, University of Venice "Ca' Foscari".
- Dominique Gu�gan & Bertrand Hassani, 2015. "Risk or Regulatory Capital? Bringing distributions back in the foreground," Working Papers 2015:18, Department of Economics, University of Venice "Ca' Foscari".
- Domański Czesław & Jędrzejczak Alina, 2015. "Statistical Computing in Information Society," Folia Oeconomica Stetinensia, Sciendo, vol. 15(2), pages 144-152, December.
- Barańska Anna & Nowak Dominika, 2015. "Function Modelling Of The Market And Assessing The Degree Of Similarity Between Real Properties - Dependent Or Independent Procedures In The Process Of Office Property Valuation," Real Estate Management and Valuation, Sciendo, vol. 23(3), pages 36-46, September.
- Baltagi, Badi H. & Li, Jing, 2015.
"Cointegration of matched home purchases and rental price indexes — Evidence from Singapore,"
Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 80-88.
- Badi H. Baltagi & Jing Li, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes: Evidence from Singapore," Center for Policy Research Working Papers 185, Center for Policy Research, Maxwell School, Syracuse University.
- Jing Li & Badi Baltagi, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore," ERSA conference papers ersa15p571, European Regional Science Association.
- Badi H. Baltagi & Jing Li, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore," CESifo Working Paper Series 5559, CESifo.
- Kelvin Balcombe & Iain Fraser & Eugene McSorley, 2015.
"Visual Attention and Attribute Attendance in Multi‐Attribute Choice Experiments,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(3), pages 447-467, April.
- Balcombe, Kelvin George & Fraser, Iain & McSorley, Eugene, 2013. "Visual Attention and Attribute Attendance in Multi-Attribute Choice Experiments," 87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK 158709, Agricultural Economics Society.
- Carrieri, V. & Jones, A.M., 2015. "The Income-Health Relationship “Beyond the Mean†: New Evidence from Biomarkers," Health, Econometrics and Data Group (HEDG) Working Papers 15/22, HEDG, c/o Department of Economics, University of York.
- Klopotan, Igor & Vrhovec-Žohar, Kristina & Mahič, Edita, 2015. "Relationship between Customers' Loyalty and Income: Preliminary Research," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2015), Kotor, Montengero, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Kotor, Montengero, 10-11 September 2015, pages 369-374, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Kaldasch, Joachim, 2015. "Dynamic Model of Markets of Successive Product Generations," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 10(3), pages 1-15.
- Sefa Awaworyi Churchill & Mehmet Ugur & Siew Ling Yew, 2017.
"Does Government Size Affect Per-Capita Income Growth? A Hierarchical Meta-Regression Analysis,"
The Economic Record, The Economic Society of Australia, vol. 93(300), pages 142-171, March.
- Awaworyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," MPRA Paper 68006, University Library of Munich, Germany, revised 18 Nov 2015.
- Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," EconStor Preprints 110897, ZBW - Leibniz Information Centre for Economics.
- Awawoyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015. "Does government size affect per-capita income growth? A hierarchical meta-regression analysis," Greenwich Papers in Political Economy 14071, University of Greenwich, Greenwich Political Economy Research Centre.
- Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," EconStor Preprints 110903, ZBW - Leibniz Information Centre for Economics.
- Churchill, Sefa Awaworyi & Ugur, Mehmet & Yew, Siew Ling, 2016. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," Greenwich Papers in Political Economy 16016, University of Greenwich, Greenwich Political Economy Research Centre.
- Sefa Awaworyi Churchill & Mehmet Ugur & Siew Ling Yew, 2017.
"Does Government Size Affect Per-Capita Income Growth? A Hierarchical Meta-Regression Analysis,"
The Economic Record, The Economic Society of Australia, vol. 93(300), pages 142-171, March.
- Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," EconStor Preprints 110897, ZBW - Leibniz Information Centre for Economics.
- Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," EconStor Preprints 110903, ZBW - Leibniz Information Centre for Economics.
- Awawoyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015. "Does government size affect per-capita income growth? A hierarchical meta-regression analysis," Greenwich Papers in Political Economy 14071, University of Greenwich, Greenwich Political Economy Research Centre.
- Awaworyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," MPRA Paper 68006, University Library of Munich, Germany, revised 18 Nov 2015.
- Churchill, Sefa Awaworyi & Ugur, Mehmet & Yew, Siew Ling, 2016. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," Greenwich Papers in Political Economy 16016, University of Greenwich, Greenwich Political Economy Research Centre.
2014
- Davide Provenzano, 2014. "Power laws and the market structure of tourism industry," Empirical Economics, Springer, vol. 47(3), pages 1055-1066, November.
- Esteban Fernandez-Vazquez & Andre Lemelin & Fernando Rubiera-Morollón, 2014. "Applying entropy econometrics to estimate data at a disaggregated spatial scale," Letters in Spatial and Resource Sciences, Springer, vol. 7(3), pages 159-169, October.
- Rodolphe Desbordes & Gary Koop, 2014.
"The Known Unknowns of Governance,"
Working Paper series
38_14, Rimini Centre for Economic Analysis.
- Rodolphe Desbordes & Gary Koop, 2014. "The known unknowns of governance," Working Papers 1407, University of Strathclyde Business School, Department of Economics.
- Holden, Darryl & Perman, Roger, 2014.
"The convenient calculation of some test statistics in models of discrete choice,"
SIRE Discussion Papers
2015-07, Scottish Institute for Research in Economics (SIRE).
- Darryl Holden & Roger Perman, 2014. "The convenient calculation of some test statistics in models of discrete choice," Working Papers 1410, University of Strathclyde Business School, Department of Economics.
- Jamal Bouoiyour & Refk Selmi, 2014.
"The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case,"
Economics Bulletin, AccessEcon, vol. 34(4), pages 2093-2106.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working papers of CATT hal-01880338, HAL.
- Jamal BOUOIYOUR & Refk SELMI, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working Papers 2014-2015_5, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Oct 2014.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print hal-01879689, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working Papers hal-01880338, HAL.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.
- Christopher Ball & Michael Ryan, 2014.
"New Zealand households and the 2008/09 recession,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 48(1), pages 21-39, April.
- Christopher Ball & Michael Ryan, 2013. "New Zealand Households and the 2008/09 Recession," Treasury Working Paper Series 13/05, New Zealand Treasury.
- Kentaka Aruga, 2014.
"An intervention analysis on the Tokyo Grain Exchange non-genetically modified and conventional soybean futures markets,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-11, December.
- Aruga, Kentaka, 2011. "An Intervention Analysis on the Tokyo Grain Exchange Non- Genetically Modified and Conventional Soybean Futures Market," MPRA Paper 36088, University Library of Munich, Germany.
- Trevon D. Logan & Raj Arunachalam, 2014.
"Is There Dowry Inflation in South Asia?,"
Historical Methods: A Journal of Quantitative and Interdisciplinary History, Taylor & Francis Journals, vol. 47(2), pages 81-94, June.
- Raj Arunachalam & Trevon Logan, 2008. "Is There Dowry Inflation in South Asia?," NBER Working Papers 13905, National Bureau of Economic Research, Inc.
- Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
- Ece Oral & Turknur Brand, 2014. "Consumer Tendency Survey of Turkey : A Disaggregated Analysis," Working Papers 1432, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- 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.
- David Ardia & Lukasz Gatarek & Lennart F. hoogerheide, 2014.
"A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis,"
Cahiers de recherche
1413, CIRPEE.
- David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide, 2014. "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis," Tinbergen Institute Discussion Papers 14-028/III, Tinbergen Institute.
- Mehdad, E. & Kleijnen, Jack P.C., 2014.
"Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038),"
Other publications TiSEM
4915047b-afe4-4fc7-8a1c-4, Tilburg University, School of Economics and Management.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Discussion Paper 2014-076, Tilburg University, Center for Economic Research.
- Jack P. C. Kleijnen, 2015.
"Response Surface Methodology,"
International Series in Operations Research & Management Science, in: Michael C Fu (ed.), Handbook of Simulation Optimization, edition 127, chapter 0, pages 81-104,
Springer.
- Kleijnen, Jack P.C., 2014. "Response Surface Methodology," Other publications TiSEM 7f9f17ee-db7f-4041-a686-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C., 2014. "Response Surface Methodology," Discussion Paper 2014-013, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Mehdad, E., 2014.
"Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039),"
Other publications TiSEM
8a096696-f700-4cbe-9474-c, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper 2014-012, Tilburg University, Center for Economic Research.
- Mehdad, E. & Kleijnen, Jack P.C., 2014.
"Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging,"
Other publications TiSEM
8fa8d96f-a086-4c4b-88ab-9, Tilburg University, School of Economics and Management.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2014-063, Tilburg University, Center for Economic Research.
- Ehsan Mehdad & Jack P.C. Kleijnen, 2018.
"Stochastic intrinsic Kriging for simulation metamodeling,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 9ab2e856-d971-475d-a842-d, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 00bed9cb-d34c-4e98-93ef-e, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
- Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
- Ehsan Mehdad & Jack P.C. Kleijnen, 2018.
"Stochastic intrinsic Kriging for simulation metamodeling,"
Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(3), pages 322-337, May.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 00bed9cb-d34c-4e98-93ef-e, Tilburg University, School of Economics and Management.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Other publications TiSEM 9ab2e856-d971-475d-a842-d, Tilburg University, School of Economics and Management.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
- Hollibaugh, Gary E. & Klingler, Jonathan & Ramey, Adam, 2014. "More than a Feeling: Personality and Congressional Behavior," IAST Working Papers 14-09, Institute for Advanced Study in Toulouse (IAST).
- Carlo Maccheroni, 2014. "On the Probability that Nothing Happens - II," Working papers 028, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Lee Tae-Hwy & Xi Zhou & Zhang Ru, 2013.
"Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations,"
Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 61-68, January.
- Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2014. "Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations," Working Papers 201411, University of California at Riverside, Department of Economics.
- Yann Duval & Chorthip Utoktham, 2014. "Enabling Participation of SMEs in International Trade and Production Networks: Trade Facilitation, Trade Finance and Communication Technology," ARTNeT Working Papers 146, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
- Peter A. Savelyev, 2014. "Psychological Skills, Education, and Longevity of High-Ability Individuals," Vanderbilt University Department of Economics Working Papers 14-00007, Vanderbilt University Department of Economics.
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018.
"Markov switching GARCH models for Bayesian hedging on energy futures markets,"
Energy Economics, Elsevier, vol. 70(C), pages 545-562.
- Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014. "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers 2014:07, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014. "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers 2014:19, Department of Economics, University of Venice "Ca' Foscari".
- 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.
- Jesus Gonzalo & Jose Olmo, 2014.
"Conditional Stochastic Dominance Tests In Dynamic Settings,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
- Olmo, José, 2010. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1029, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Olmo, José, 2013. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1205, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Jesus Gonzalo & Jose Olmo, 2014.
"Conditional Stochastic Dominance Tests In Dynamic Settings,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 819-838, August.
- Olmo, José & Gonzalo, Jesús, 2010. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1029, Universidad Carlos III de Madrid. Departamento de Economía.
- Olmo, José & Gonzalo, Jesús, 2013. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1205, Universidad Carlos III de Madrid. Departamento de Economía.
- Andrew M. Jones & James Lomas & Nigel Rice, 2014.
"Applying Beta‐Type Size Distributions To Healthcare Cost Regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(4), pages 649-670, June.
- Jones, A & Lomas, J & Rice, N, 2011. "Applying Beta-type Size Distributions to Healthcare Cost Regressions," Health, Econometrics and Data Group (HEDG) Working Papers 11/31, HEDG, c/o Department of Economics, University of York.
- Stratford Douglas & W. Robert Reed, 2013.
"A Replication of "The Political Determinants of Federal Expenditure at the State Level (Public Choice, 2005),"
Working Papers in Economics
13/31, University of Canterbury, Department of Economics and Finance.
- Stratford Douglas & W. Robert Reed, 2014. "A Replication of "The Political Determinants of Federal Expenditure at the State Level" (Public Choice, 2005)," Working Papers 14-03, Department of Economics, West Virginia University.
- 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.
- Andrew Jones & Audrey Laporte & Nigel Rice & Eugenio Zucchelli, 2014.
"A Synthesis of the Grossman and Becker-Murphy Models of Health and Addiction: Theoretical and Empirical Implications,"
Working Papers
140007, Canadian Centre for Health Economics.
- Jones, A. M. & Laporte, A. & Rice, N. & Zucchelli, E., 2014. "A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications," Health, Econometrics and Data Group (HEDG) Working Papers 14/07, HEDG, c/o Department of Economics, University of York.
- Kreif, N. & Grieve, R. & DÃaz, I. & Harrison, D., 2014. "Health econometric evaluation of the effects of a continuous treatment: a machine learning approach," Health, Econometrics and Data Group (HEDG) Working Papers 14/19, HEDG, c/o Department of Economics, University of York.
- Jones, A. & Lomas, J. & Rice, N., 2014. "Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution," Health, Econometrics and Data Group (HEDG) Working Papers 14/26, HEDG, c/o Department of Economics, University of York.
- Wickens, Michael R., 2014.
"How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics,"
CEPR Discussion Papers
10197, C.E.P.R. Discussion Papers.
- Michael Wickens, 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers 14/17, Department of Economics, University of York.
- Crowley, Patrick & Hughes Hallett, Andrew, 2014. "Volatility transfers between cycles: A theory of why the "great moderation" was more mirage than moderation," Bank of Finland Research Discussion Papers 23/2014, Bank of Finland.
- Juselius, Katarina, 2014.
"Testing for near I(2) trends when the signal-to-noise ratio is small,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-30.
- Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW Kiel).
- Juselius, Katarina, 2014.
"Testing for near I(2) trends when the signal-to-noise ratio is small,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-30.
- Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW Kiel).
- Chen, Roy & Chen, Yan & Liu, Yang & Mei, Qiaozhu, 2017.
"Does team competition increase pro-social lending? Evidence from online microfinance,"
Games and Economic Behavior, Elsevier, vol. 101(C), pages 311-333.
- Chen, Roy & Chen, Yan & Liu, Yang & Mei, Qiaozhu, 2014. "Does team competition increase pro-social lending? Evidence from online microfinance," Discussion Papers, Research Unit: Market Behavior SP II 2014-209, WZB Berlin Social Science Center.
- Dharmasena, Senarath & Fang, Lu & Bessler, David A. & Jing, Wang, 2014. "Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169781, Agricultural and Applied Economics Association.
- Roxana-Otilia-Sonia HRITCU, 2014. "REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 191-195, June.
- Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017.
"Nonparametric least squares methods for stochastic frontier models,"
Journal of Productivity Analysis, Springer, vol. 47(3), pages 189-204, June.
- Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series WP032014, School of Economics, University of Queensland, Australia.
- Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Discussion Papers ISBA 2014012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA 2017026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Halim Kazan & Arzu Tavsamaz, 2014. "Non-routine Works Occur from Aviation Man-hour Estimation: Real-time Applications in Job Cards," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 2(1), pages 23-42, June.
- Huriye Telli & Sinan Saraçlı, 2014. "Joinpoint Regression Analysis and an Application on Istanbul Stock-Exchange," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 2(1), pages 43-49, June.
- Ilya Molchanov & Francesca Molinari, 2014. "Applications of Random Set Theory in Econometrics," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 229-251, August.
- Mehta, Salil, 2013.
"Sophisticated gambler’s ruin and survival chances,"
MPRA Paper
54731, University Library of Munich, Germany.
- Salil Mehta, 2014. "Sophisticated gamblers ruin and survival chances," Papers 1403.5833, arXiv.org.
- Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu, 2017.
"Utility indifference pricing and hedging for structured contracts in energy markets,"
Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(2), pages 265-303, April.
- Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu, 2014. "Utility indifference pricing and hedging for structured contracts in energy markets," Papers 1407.7725, arXiv.org, revised Feb 2016.
- Callegaro, Giorgia & Campi, Luciano & Giusto, Valeria & Vargiolu, Tiziano, 2017. "Utility indifference pricing and hedging for structured contracts in energy markets," LSE Research Online Documents on Economics 68953, London School of Economics and Political Science, LSE Library.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2017.
"Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(6), pages 959-977, June.
- Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014. "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series 14-57, Swiss Finance Institute, revised Nov 2014.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2014. "Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies," Papers 1408.5618, arXiv.org, revised Feb 2018.
- Alberto Landro, 2014. "The Concept of Probability in the Work of Lord Keynes," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(71), pages 95-114, December.
- Guerrero Santiago & Martínez-Ovando Juan Carlos, 2014. "Generalized Diffusion Indexes of Mexican State and Sectorial Economic Activity," Working Papers 2014-16, Banco de México.
- Jevin D. West & Theodore Bergstrom & Carl T. Bergstrom, 2014. "Cost Effectiveness Of Open Access Publications," Economic Inquiry, Western Economic Association International, vol. 52(4), pages 1315-1321, October.
- Jouni Kuha & Jonathan Jackson, 2014.
"The item count method for sensitive survey questions: modelling criminal behaviour,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(2), pages 321-341, February.
- Kuha, Jouni & Jackson, Jonathan, 2014. "The item count method for sensitive survey questions: modelling criminal behaviour," LSE Research Online Documents on Economics 48069, London School of Economics and Political Science, LSE Library.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014.
"Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers 1203, Aix-Marseille School of Economics, France.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers halshs-00790688, HAL.
- Luis N. Lanteri, 2014. "Choques macroeconómicos y los precios de los activos. El caso de las propiedades urbanas en Argentina," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 20(1), pages 41-74, June.
- Crowley, Patrick & Hughes Hallett, Andrew, 2014. "Volatility transfers between cycles: A theory of why the "great moderation" was more mirage than moderation," Research Discussion Papers 23/2014, Bank of Finland.
- Geung-Hee Lee & SangPil Hwang, 2014. "Business Cycle Indicator Using Big Data: Compilation of the Naver Search Business Index (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 20(4), pages 1-37, December.
- 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.
- Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger, 2014. "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," IZA Standpunkte 69, Institute of Labor Economics (IZA).
- Musolesi Antonio & Mazzanti Massimiliano, 2014.
"Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 521-541, December.
- Mazzanti, M. & Musolesi, A., 2013. "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries," Working Papers 2013-08, Grenoble Applied Economics Laboratory (GAEL).
- Antonio Musolesi & Massimiliano Mazzanti, 2014. "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic developement relation for advanced countries," Post-Print hal-01123027, HAL.
- Massimiliano Mazzanti & Antonio Musolesi, 2014. "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries," SEEDS Working Papers 2214, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Aug 2014.
- William Robert Reed, 2015.
"On the Practice of Lagging Variables to Avoid Simultaneity,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 897-905, December.
- W. Robert Reed, 2014. "On the Practice of Lagging Variables To Avoid Simultaneity," Working Papers in Economics 14/18, University of Canterbury, Department of Economics and Finance.
- Jones, A. M. & Laporte, A. & Rice, N. & Zucchelli, E., 2014.
"A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications,"
Health, Econometrics and Data Group (HEDG) Working Papers
14/07, HEDG, c/o Department of Economics, University of York.
- Andrew Jones & Audrey Laporte & Nigel Rice & Eugenio Zucchelli, 2014. "A Synthesis of the Grossman and Becker-Murphy Models of Health and Addiction: Theoretical and Empirical Implications," Working Papers 140007, Canadian Centre for Health Economics.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2016.
"Monetarism rides again? US monetary policy in a world of Quantitative Easing,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 85-102.
- Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2014. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," CEPR Discussion Papers 10250, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2014. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," Cardiff Economics Working Papers E2014/22, Cardiff University, Cardiff Business School, Economics Section.
- Julián R. Siri & José P. Dapena, 2014. "Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta)," CEMA Working Papers: Serie Documentos de Trabajo. 540, Universidad del CEMA.
- Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015.
"Spatial Methods,"
Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 115-168,
Elsevier.
- Overman, Henry & Gibbons, Steve & Patacchini, Eleonora, 2014. "Spatial Methods," CEPR Discussion Papers 10135, C.E.P.R. Discussion Papers.
- Steve Gibbons & Henry G. Overman & Eleonora Patacchini, 2014. "Spatial Methods," SERC Discussion Papers 0162, Centre for Economic Performance, LSE.
- Karun Adusumilli & Taisuke Otsu, 2017.
"Empirical Likelihood for Random Sets,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1064-1075, July.
- Adusumilli, Karun & Otsu, Taisuke, 2014. "Empirical likelihood for random sets," LSE Research Online Documents on Economics 58064, London School of Economics and Political Science, LSE Library.
- Karun Adusumilli & Taisuke Otsu, 2014. "Empirical Likelihood for Random Sets," STICERD - Econometrics Paper Series 574, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Adusumilli, Karun & Otsu, Taisuke, 2017. "Empirical likelihood for random sets," LSE Research Online Documents on Economics 76770, London School of Economics and Political Science, LSE Library.
- Luis N. Lanteri, 2014. "Flujos netos de capital, choques macroeconómicos y activos de reservas. El caso argentino (1994-2013)," Revista Ecos de Economía, Universidad EAFIT, June.
- Claude Diebolt, 2014. "Kuznets versus kondratieff An essay in historical macroeconometrics," Cahiers d’économie politique / Papers in Political Economy, L'Harmattan, issue 67, pages 81-118.
- Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015.
"Spatial Methods,"
Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 115-168,
Elsevier.
- Steve Gibbons & Henry G. Overman & Eleonora Patacchini, 2014. "Spatial Methods," SERC Discussion Papers 0162, Centre for Economic Performance, LSE.
- Overman, Henry & Gibbons, Steve & Patacchini, Eleonora, 2014. "Spatial Methods," CEPR Discussion Papers 10135, C.E.P.R. Discussion Papers.
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"Understanding Uncertainty Shocks and the Role of Black Swans,"
NBER Working Papers
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"How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics,"
Discussion Papers
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"Monetarism rides again? US monetary policy in a world of Quantitative Easing,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 85-102.
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- Carl Grekou, 2014. "On the effectiveness of devaluations in emerging and developing countries," EconomiX Working Papers 2014-61, University of Paris Nanterre, EconomiX.
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"Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal,"
Economics Bulletin, AccessEcon, vol. 34(2), pages 951-965.
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"Sources of unemployment fluctuations in the USA and in the Euro Area in the last decade,"
Economics Bulletin, AccessEcon, vol. 34(2), pages 681-694.
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"Shadow economy and tax revenue in Africa,"
Economics Bulletin, AccessEcon, vol. 34(1), pages 469-479.
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"The convenient calculation of some test statistics in models of discrete choice,"
Working Papers
1410, University of Strathclyde Business School, Department of Economics.
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"The path of R&D efficiency over time,"
International Journal of Industrial Organization, Elsevier, vol. 42(C), pages 57-69.
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"VaR-implied tail-correlation matrices,"
Economics Letters, Elsevier, vol. 122(1), pages 69-73.
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"Signs of impact effects in time series regression models,"
Economics Letters, Elsevier, vol. 122(2), pages 150-153.
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"Periodically collapsing Evans bubbles and stock-price volatility,"
Economics Letters, Elsevier, vol. 123(3), pages 383-386.
- Benedikt Rotermann & Bernd Wilfling, 2013. "Periodically collapsing Evans bubbles and stock-price volatility," CQE Working Papers 2813, Center for Quantitative Economics (CQE), University of Muenster.
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"Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
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"Testing multiple inequality hypotheses: A smoothed indicator approach,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
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"Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 211-225.
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- Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie, 2014.
"Likelihood inference in some finite mixture models,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 87-99.
- Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood Inference in Some Finite Mixture Models," Cowles Foundation Discussion Papers 1895, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood inference in some finite mixture models," CeMMAP working papers CWP19/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003,"
Economics & Human Biology, Elsevier, vol. 13(C), pages 46-65.
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"Factor screening for simulation with multiple responses: Sequential bifurcation,"
European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
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- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Discussion Paper 2013-009, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Other publications TiSEM 02d31acf-b6be-4c0f-beb7-5, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Discussion Paper 2012-032, Tilburg University, Center for Economic Research.
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"The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence,"
Energy Economics, Elsevier, vol. 45(C), pages 295-303.
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"The role of natural gas consumption and trade in Tunisia's output,"
Energy Policy, Elsevier, vol. 66(C), pages 677-684.
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- Ledwina, Teresa & Wyłupek, Grzegorz, 2014. "Validation of positive quadrant dependence," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 38-47.
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- Erdem, Seda & Campbell, Danny & Thompson, Carl, 2014. "Elimination and selection by aspects in health choice experiments: Prioritising health service innovations," Journal of Health Economics, Elsevier, vol. 38(C), pages 10-22.
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"A new correlation coefficient for bivariate time-series data,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 274-284.
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- Camponovo, Lorenzo & Otsu, Taisuke, 2014.
"On Bartlett correctability of empirical likelihood in generalized power divergence family,"
Statistics & Probability Letters, Elsevier, vol. 86(C), pages 38-43.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family," Cowles Foundation Discussion Papers 1825, Cowles Foundation for Research in Economics, Yale University.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014. "On Bartlett correctability of empirical likelihood in generalized power divergence family," LSE Research Online Documents on Economics 55597, London School of Economics and Political Science, LSE Library.
- Taha Bahadir SARAC, 2014. "Issizlikte Histeri Etkisi: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 14(3), pages 335-344.
- Jouni Kuha & Jonathan Jackson, 2014.
"The item count method for sensitive survey questions: modelling criminal behaviour,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(2), pages 321-341, February.
- Kuha, Jouni & Jackson, Jonathan, 2014. "The item count method for sensitive survey questions: modelling criminal behaviour," LSE Research Online Documents on Economics 48069, London School of Economics and Political Science, LSE Library.
- Da Silva, Damião Nóbrega & Skinner, Chris J., 2014. "The use of accuracy indicators to correct for survey measurement error," LSE Research Online Documents on Economics 51256, London School of Economics and Political Science, LSE Library.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014.
"On Bartlett correctability of empirical likelihood in generalized power divergence family,"
Statistics & Probability Letters, Elsevier, vol. 86(C), pages 38-43.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family," Cowles Foundation Discussion Papers 1825, Cowles Foundation for Research in Economics, Yale University.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014. "On Bartlett correctability of empirical likelihood in generalized power divergence family," LSE Research Online Documents on Economics 55597, London School of Economics and Political Science, LSE Library.
- Vasdekis, Vassilis G. S. & Rizopoulos, Dimitris & Moustaki, Irini, 2014. "Weighted pairwise likelihood estimation for a general class of random effects models," LSE Research Online Documents on Economics 56733, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr, 2014. "Wild binary segmentation for multiple change-point detection," LSE Research Online Documents on Economics 57146, London School of Economics and Political Science, LSE Library.
- Cho, Haeran & Fryzlewicz, Piotr, 2015. "Multiple-change-point detection for high dimensional time series via sparsified binary segmentation," LSE Research Online Documents on Economics 57147, London School of Economics and Political Science, LSE Library.
- Aïd, René & Campi, Luciano & Langrené, Nicolas & Pham, Huyên, 2014. "A probabilistic numerical method for optimal multiple switching problems in high dimension," LSE Research Online Documents on Economics 63011, London School of Economics and Political Science, LSE Library.
- Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2014. "Optimal Bonus-Malus Systems using finite mixture models," LSE Research Online Documents on Economics 70919, London School of Economics and Political Science, LSE Library.
- Guillaume Weisang, 2014. "Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 181-222, Emerald Group Publishing Limited.
- Konstantinos Konstantakis & Panayotis G. Michaelides & Theofanis Papageorgiou, 2014.
"Sector size, technical change and stability in the USA (1957-2006): a Schumpeterian approach,"
International Journal of Social Economics, Emerald Group Publishing Limited, vol. 41(10), pages 956-974, October.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2014. "Sector size, technical change and stability in the USA (1957-2006): a Schumpeterian approach," MPRA Paper 90037, University Library of Munich, Germany.
- Konstantinos Konstantakis & Panayotis G. Michaelides & Theofanis Papageorgiou, 2014.
"Sector size, technical change and stability in the USA (1957-2006): a Schumpeterian approach,"
International Journal of Social Economics, Emerald Group Publishing Limited, vol. 41(10), pages 956-974, October.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2014. "Sector size, technical change and stability in the USA (1957-2006): a Schumpeterian approach," MPRA Paper 90037, University Library of Munich, Germany.
- Xin Shen & Mark J. Holmes, 2014. "Are stock prices stationary? Some new evidence from a panel data approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(4), pages 387-405, September.
- Xin Shen & Mark J. Holmes, 2014. "Are stock prices stationary? Some new evidence from a panel data approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(4), pages 387-405, September.
- Chia-Lin Chang & Michael McAleer, 2014.
"Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences,"
Working Papers in Economics
14/08, University of Canterbury, Department of Economics and Finance.
- Chang, C-L. & McAleer, M.J., 2014. "Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences," Econometric Institute Research Papers 50641, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer, 2014. "Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences," Tinbergen Institute Discussion Papers 14-023/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer, 2014. "Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences," Documentos de Trabajo del ICAE 2014-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Heij, C. & Knapp, S., 2014. "Effects of wind strength and wave height on ship incident risk: regional trends and seasonality," Econometric Institute Research Papers EI2014-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dandan ZHANG & Xunpeng SHI & Yu SHENG, 2014. "Enhanced Measurement of Energy Market Integration in East Asia: An Application of Dynamic Principal Component Analysis," Working Papers DP-2014-23, Economic Research Institute for ASEAN and East Asia (ERIA).
- Massimo Filippini & William Greene, 2016.
"Persistent and transient productive inefficiency: a maximum simulated likelihood approach,"
Journal of Productivity Analysis, Springer, vol. 45(2), pages 187-196, April.
- Massimo Filippini & William Greene, 2014. "Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach," CER-ETH Economics working paper series 14/197, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
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"Estimating dynamic equilibrium models with stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 216-229.
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- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2014. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 2014-11, FEDEA.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan Rubio-Ramirez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 2013-23, FEDEA.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2012. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," CEPR Discussion Papers 9130, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," PIER Working Paper Archive 13-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2013. "Estimating dynamic equilibrium models with stochastic volatility," Working Papers 13-19, Federal Reserve Bank of Philadelphia.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2014. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 1424, BBVA Bank, Economic Research Department.
- Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
- Cecilia Mancini, 2014. "Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps," Working Papers - Mathematical Economics 2014-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Santeramo, Fabio Gaetano, 2014.
"On the Estimation of Supply and Demand Elasticities of Agricultural Commodites,"
MPRA Paper
56126, University Library of Munich, Germany.
- Santeramo, Fabio Gaetano, 2014. "On the estimation of supply and demand elasticities of agricultural commodites," AGRODEP technical notes TN-10, International Food Policy Research Institute (IFPRI).
- 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.
- Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, vol. 2(1), pages 1-20, March.
- 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.
- Sara Ramos & Elias Soukiazis, 2014. "Determinants of Subjective Well-Being in Portugal: A Micro-Data Study," GEMF Working Papers 2014-16, GEMF, Faculty of Economics, University of Coimbra.
- Sara Ramos & Elias Soukiazis, 2014. "Determinants of Subjective Well-Being in Portugal: A Micro-Data Study," GEMF Working Papers 2014-16, GEMF, Faculty of Economics, University of Coimbra.
- Dominique Guegan & Bertrand K Hassani, 2014.
"Stress Testing Engineering: the real risk measurement?,"
Documents de travail du Centre d'Economie de la Sorbonne
14006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Bertrand Hassani, 2014. "Stress Testing Engineering: the real risk measurement?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00951593, HAL.
- Dominique Guegan & Bertrand K Hassani, 2014.
"Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions,"
Documents de travail du Centre d'Economie de la Sorbonne
14008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Bertrand Hassani, 2014. "Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00969242, HAL.
- Dietrich, Franz & List, Christian, 2014.
"Probabilistic Opinion Pooling,"
MPRA Paper
54806, University Library of Munich, Germany.
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- Franz Dietrich & Christian List, 2016. "Probabilistic opinion pooling," PSE-Ecole d'économie de Paris (Postprint) halshs-00978032, HAL.
- Franz Dietrich & Christian List, 2016. "Probabilistic opinion pooling," Post-Print halshs-00978032, HAL.
- Samuel Bates & Cheikh Tidiane Ndiaye, 2014.
"Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal,"
Economics Bulletin, AccessEcon, vol. 34(2), pages 951-965.
- Samuel Bates & Cheikh Tidiane Ndiaye, 2014. "Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal," Post-Print hal-01291329, HAL.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014.
"Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
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- Jamal Bouoiyour & Refk Selmi, 2014.
"The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case,"
Economics Bulletin, AccessEcon, vol. 34(4), pages 2093-2106.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working papers of CATT hal-01880338, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print hal-01879689, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working Papers hal-01880338, HAL.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.
- Etile, Fabrice, 2014.
"Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003,"
Economics & Human Biology, Elsevier, vol. 13(C), pages 46-65.
- Fabrice Etilé, 2014. "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," PSE-Ecole d'économie de Paris (Postprint) halshs-00978423, HAL.
- Fabrice Etilé, 2014. "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," Post-Print halshs-00978423, HAL.
- Nicolas Moreau & Elena Stancanelli, 2015.
"Household Consumption at Retirement : A Regression Discontinuity Study on French Data,"
Annals of Economics and Statistics, GENES, issue 117-118, pages 253-276.
- Moreau, Nicolas & Stancanelli, Elena G. F., 2013. "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," IZA Discussion Papers 7709, Institute of Labor Economics (IZA).
- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01044871, HAL.
- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01044871, HAL.
- Nicolas Moreau & Elena Stancanelli, 2013. "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00881215, HAL.
- Nicolas Moreau & Elena Stancanelli, 2013. "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," Post-Print halshs-00881215, HAL.
- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," Post-Print hal-01044871, HAL.
- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," PSE-Ecole d'économie de Paris (Postprint) hal-01044871, HAL.
- Etile, Fabrice, 2014.
"Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003,"
Economics & Human Biology, Elsevier, vol. 13(C), pages 46-65.
- Fabrice Etilé, 2014. "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," PSE-Ecole d'économie de Paris (Postprint) halshs-00978423, HAL.
- Fabrice Etilé, 2014. "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00978423, HAL.
- Fabrice Etilé, 2014. "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," Post-Print halshs-00978423, HAL.
- Etile, Fabrice, 2014.
"Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003,"
Economics & Human Biology, Elsevier, vol. 13(C), pages 46-65.
- Fabrice Etilé, 2014. "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," Post-Print halshs-00978423, HAL.
- Fabrice Etilé, 2014. "Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981-2003," PSE-Ecole d'économie de Paris (Postprint) halshs-00978423, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014.
"The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case,"
Economics Bulletin, AccessEcon, vol. 34(4), pages 2093-2106.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working papers of CATT hal-01880338, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working Papers hal-01880338, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print hal-01879689, HAL.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.
- Jamal Bouoiyour & Refk Selmi, 2014.
"The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case,"
Economics Bulletin, AccessEcon, vol. 34(4), pages 2093-2106.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," MPRA Paper 59560, University Library of Munich, Germany, revised Oct 2014.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working papers of CATT hal-01880338, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print hal-01879689, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working Papers hal-01880338, HAL.
- Hooman Malek & Ghodratollah Emamverdi & Mina Saheb Kashani, 2014. "Selecting an Optimal Resource Allocation Model to Consumptions in Banks of Iran," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(3), pages 204-213, March.
- Hidayet Tiftik, 2014. "Burnout Research on Junior Administrative Police Officers in the Police Department," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(3), pages 429-444, March.
- Durmus Özdemir & Harald Schmidbauer, 2014. "Risiko Tingkat Suku Bunga Di Pasar Keuangan Turki Pada Periode Waktu Yang Berbeda," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 1-24, January.
- Durmus Özdemir & Harald Schmidbauer, 2014. "Risiko Tingkat Suku Bunga Di Pasar Keuangan Turki Pada Periode Waktu Yang Berbeda," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 195-218, January.
- Durmus Özdemir & Harald Schmidbauer, 2014. "Interest Rate Risk In Turkish Financial Markets Across Different Time Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 1-22, January.
- Durmus Özdemir & Harald Schmidbauer, 2014. "Interest Rate Risk In Turkish Financial Markets Across Different Time Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 183-204, January.
- Yasser Maklad, 2014. "Preliminary Possibility of Utilising Renewable Energy for Domestic Electricity Generation in Rural and Regional Australia," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 2(2), pages 41-49, June.
- Yasser Maklad, 2014. "A Hybrid RenewableEnergy System (Wind and Solar) Size Optimization and Costing for Residential Buildings in Urban Armidale NSW, Australia," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 2(3), pages 50-61, September.
- Yasser Maklad, 2014. "Optimal Sizing ofStand-Alone Photovoltaic Energy Systems and Battery Storage Combination for Armidale NSW, Australia," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 2(4), pages 136-142, December.
- Sergey A. Surkov & Ellen G. Trofimova, 2014. "Paradoxes of Poverty in Russia in Conditions of Growth of Highly Profitable Sectors of Economy," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 2(10), pages 420-424, October.
- Sripad Motiram, 2014. "The Cult of statistical significance - A Review," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-038, Indira Gandhi Institute of Development Research, Mumbai, India.
- Francesco PAOLONE, 2014. "Cost Structure Complexity And Stock Prices Volatility: An Analysis Of Possible Relationship Among Italian Listed Companies In The Period Of Crisis," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 107-133, June.
- Marco Flores-Calero & Cristina Manzano & Santiago López, 2014. "Factores que influyen en la satisfacción laboral de una universidad ecuatoriana," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 7(1), pages 23-30, Junio.
- Zied Ftiti & Khaled Guesmi & Nguyen & Fr餩ric Teulon, 2015.
"Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach,"
Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6200-6210, December.
- Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric, 2014. "Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach," MPRA Paper 70481, University Library of Munich, Germany, revised 15 May 2015.
- Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014. "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers 2014-124, Department of Research, Ipag Business School.
- Stancanelli, Elena G. F., 2014. "Divorcing Upon Retirement: A Regression Discontinuity Study," IZA Discussion Papers 8117, Institute of Labor Economics (IZA).
- 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.
- Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger, 2014. "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," IZA Standpunkte 69, Institute of Labor Economics (IZA).
- Robert Cull & Asli Demirgüç-Kunt & Jonathan Morduch, 2014.
"Banks and Microbanks,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(1), pages 1-53, August.
- Cull, Robert & Demirguc-Kunt, Asli & Morduch, Jonathan, 2009. "Banks and microbanks," Policy Research Working Paper Series 5078, The World Bank.
- Cull, Robert & Demirgüç-Kunt, Asli & Morduch, Jonathan, 2013. "Banks and Microbanks," CEI Working Paper Series 2013-03, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Mark Andor & Frederik Hesse, 2014.
"The StoNED age: the departure into a new era of efficiency analysis? A monte carlo comparison of StoNED and the “oldies” (SFA and DEA),"
Journal of Productivity Analysis, Springer, vol. 41(1), pages 85-109, February.
- Andor, Mark & Hesse, Frederik, 2013. "The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the "Oldies" (SFA and DEA)," Ruhr Economic Papers 394, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Roberto Colombi & Subal Kumbhakar & Gianmaria Martini & Giorgio Vittadini, 2014. "Closed-skew normality in stochastic frontiers with individual effects and long/short-run efficiency," Journal of Productivity Analysis, Springer, vol. 42(2), pages 123-136, October.
- Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014.
"Banking and the Macroeconomy in China: A Banking Crisis Deferred?,"
Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
- Minford, Patrick & Matthews, Kent & Meenagh, David & Le, Vo Phuong Mai & Xiao, Zhiguo, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," CEPR Discussion Papers 9422, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Cardiff Economics Working Papers E2013/5, Cardiff University, Cardiff Business School, Economics Section.
- Sárkány, Péter, 2014. "Illegális tevékenységek a svéd, a holland és a magyar statisztika alapján [Illegal activities as presented in Swedish, Dutch and Hungarian statistics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 193-219.
- Yao-Hung Yang & Yao-Hung Yang, 2014. "Data Envelopment Analysis with Missing Data: An Application to Life Insurance Industry in Taiwan," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(6), pages 43-52, December.
- David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide, 2014.
"A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis,"
Tinbergen Institute Discussion Papers
14-028/III, Tinbergen Institute.
- David Ardia & Lukasz Gatarek & Lennart F. hoogerheide, 2014. "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis," Cahiers de recherche 1413, CIRPEE.
- Anand, B. & Paul, Sunil & Ramachandran, M., 2014.
"Volatility Spillover between Oil and Stock Market Returns,"
Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 49(1), pages 37-56.
- B. Anand & Sunil Paul & M. Ramachandran, 2014. "Volatility Spillover between Oil and Stock Market Returns," Working Papers 2014-095, Madras School of Economics,Chennai,India.
- Best, Henning & Kneip, Thorsten, 2014. "Curbside Collection and Participation in Household Waste Recycling: A Causal Analysis," MEA discussion paper series 201415, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Dominique Guegan & Bertrand Hassani, 2014.
"Stress Testing Engineering: the real risk measurement?,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00951593, HAL.
- Dominique Guegan & Bertrand K Hassani, 2014. "Stress Testing Engineering: the real risk measurement?," Documents de travail du Centre d'Economie de la Sorbonne 14006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Bertrand Hassani, 2014.
"Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00969242, HAL.
- Dominique Guegan & Bertrand K Hassani, 2014. "Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions," Documents de travail du Centre d'Economie de la Sorbonne 14008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016.
"Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
- George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
- Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar, 2014. "Applications of Information Measures to Assess Convergence in the Central Limit Theorem," Monash Econometrics and Business Statistics Working Papers 29/14, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips, 2014.
"A Big Data Approach to Optimal Sales Taxation,"
BYU Macroeconomics and Computational Laboratory Working Paper Series
2014-03, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips, 2014. "A Big Data Approach to Optimal Sales Taxation," NBER Working Papers 20130, National Bureau of Economic Research, Inc.
- 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.
- John M. Abowd & Francis Kramarz & Sébastien Pérez-Duarte & Ian M. Schmutte, 2018.
"Sorting Between and Within Industries: A Testable Model of Assortative Matching,"
Annals of Economics and Statistics, GENES, issue 129, pages 1-32.
- Abowd, John M. & Kramarz, Francis & Pérez-Duarte, Sébastien & Schmutte, Ian M., 2014. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," IZA Discussion Papers 8439, Institute of Labor Economics (IZA).
- John M. Abowd & Francis Kramarz & Sebastien Perez-Duarte & Ian M. Schmutte, 2017. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," Working Papers 17-43, Center for Economic Studies, U.S. Census Bureau.
- John M. Abowd & Francis Kramarz & Sébastien Pérez-Duarte & Ian M. Schmutte, 2014. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," NBER Working Papers 20472, National Bureau of Economic Research, Inc.
- Kramarz, Francis & Abowd, John M & Perez-Duarte, Sebastien & Schmutte, Ian, 2014. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," CEPR Discussion Papers 10130, C.E.P.R. Discussion Papers.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2017.
"Measuring the Sensitivity of Parameter Estimates to Estimation Moments,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1553-1592.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2014. "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," NBER Working Papers 20673, National Bureau of Economic Research, Inc.
- David H. Bernstein & Bent Nielsen, 2019.
"Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient,"
Econometrics, MDPI, vol. 7(1), pages 1-24, January.
- David Bernstein & Bent Nielsen, 2014. "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers 2014-W06, Economics Group, Nuffield College, University of Oxford.
- Marco Gallegati, 2014. "Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(1), pages 1-21.
- Andreea Pece, 2014. "The Herding Behavior On Small Capital Markets: Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 795-801, July.
- Fahad Hassan Khan, 2014. "From revenues to democracy?," Departmental Working Papers 2014-25, The Australian National University, Arndt-Corden Department of Economics.
- Osazee Godwin Omorokunwa & Nosakhare Ikponmwosa, 2014. "Macroeconomic variables and stock price volatility in Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 14(1), pages 259-268.
- Ahmed, Farooq & Raza, Hasan & Hussain, Adnan & Lal, Irfan, 2014. "Determinant of Inflation in Pakistan: An Econometric Analysis, Using Johansen Co Integration Approach," MPRA Paper 106870, University Library of Munich, Germany.
- Ezzat, Hassan, 2014. "Impact of Political Instability on Cointegration: Evidence from MENA Region Stock Markets during Pre and Post Egyptian Revolution Period," MPRA Paper 110566, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014.
"Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities,"
MPRA Paper
52697, University Library of Munich, Germany.
- Dimitri O. Ledenyov & Viktor O. Ledenyov, 2015. "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," Papers 1502.02537, arXiv.org.
- Zhu, Ke & Li, Wai Keung, 2013.
"A new Pearson-type QMLE for conditionally heteroskedastic models,"
MPRA Paper
52344, University Library of Munich, Germany.
- Zhu, Ke & Li, Wai Keung, 2014. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52732, University Library of Munich, Germany.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014.
"On various confidence intervals post-model-selection,"
MPRA Paper
58326, University Library of Munich, Germany, revised 2014.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 52858, University Library of Munich, Germany.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015.
"Golden rule of forecasting: Be conservative,"
Journal of Business Research, Elsevier, vol. 68(8), pages 1717-1731.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014. "Golden Rule of Forecasting: Be conservative," MPRA Paper 53579, University Library of Munich, Germany.
- Deluna, Roperto Jr & Cruz, Edgardo, 2014. "Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model," MPRA Paper 53580, University Library of Munich, Germany.
- Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017.
"Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 528-542, October.
- Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014. "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper 53874, University Library of Munich, Germany.
- Harin, Alexander, 2014. "Is data interpretation in utility and prospect theories unquestionably correct?," MPRA Paper 53880, University Library of Munich, Germany.
- Kelbesa Abdisa Megersa, 2015.
"The laffer curve and the debt-growth link in low-income Sub-Saharan African economies,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(5), pages 878-892, October.
- Megersa, kelbesa, 2014. "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," MPRA Paper 54362, University Library of Munich, Germany.
- Dietrich, Franz & List, Christian, 2014.
"Probabilistic Opinion Pooling,"
MPRA Paper
54806, University Library of Munich, Germany.
- Franz Dietrich & Christian List, 2016. "Probabilistic opinion pooling," PSE-Ecole d'économie de Paris (Postprint) halshs-00978032, HAL.
- Franz Dietrich & Christian List, 2016. "Probabilistic opinion pooling," Post-Print halshs-00978032, HAL.
- Franz Dietrich & Christian List, 2016. "Probabilistic opinion pooling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00978032, HAL.
- Deluna, Roperto Jr & Jeon, Narae, 2014. "Determinants of International Tourism Demand for the Philippines: An Augmented Gravity Model Approach," MPRA Paper 55294, University Library of Munich, Germany.
- Harin, Alexander, 2014. "Problems of utility and prospect theories. A ”certain-uncertain” inconsistency of the random-lottery incentive system," MPRA Paper 55706, University Library of Munich, Germany.
- Ahmed, Mumtaz & Zaman, Asad, 2014. "A Minimax Bias Estimator for OLS Variances under Heteroskedasticity," MPRA Paper 55724, University Library of Munich, Germany.
- Travaglini, Guido, 2014. "Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records," MPRA Paper 55835, University Library of Munich, Germany.
- Nazir, Sidra & Qayyum, Abdul, 2014. "Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis," MPRA Paper 55929, University Library of Munich, Germany, revised 2014.
- Santeramo, Fabio Gaetano, 2014.
"On the estimation of supply and demand elasticities of agricultural commodites,"
AGRODEP technical notes
TN-10, International Food Policy Research Institute (IFPRI).
- Santeramo, Fabio Gaetano, 2014. "On the Estimation of Supply and Demand Elasticities of Agricultural Commodites," MPRA Paper 56126, University Library of Munich, Germany.
- Chen, Min & Zhu, Ke, 2014. "Sign-based specification tests for martingale difference with conditional heteroscedasity," MPRA Paper 56347, University Library of Munich, Germany.
- Miguel Flores & Eduardo Rodriguez-Oreggia, 2014.
"Spillover Effects on Homicides across Mexican Municipalities: A Spatial Regime Model Approach,"
The Review of Regional Studies, Southern Regional Science Association, vol. 44(3), pages 241-262, Winter.
- Flores, Miguel & Rodriguez-Oreggia, Eduardo, 2014. "Spillover Effects of Homicides across Mexican Municipalities: A Spatial Regime Model Approach," MPRA Paper 56507, University Library of Munich, Germany.
- Zhu, Ke & Ling, Shiqing, 2015.
"Model-based pricing for financial derivatives,"
Journal of Econometrics, Elsevier, vol. 187(2), pages 447-457.
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- Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer, 2014. "Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan," MPRA Paper 56828, University Library of Munich, Germany, revised 23 Jun 2014.
- Nanthakumar, Loganathan & Shahbaz, Muhammad & Taha, Roshaiza, 2014. "The Effect of Green Taxation and Economic Growth on Environment Hazards: The Case of Malaysia," MPRA Paper 56843, University Library of Munich, Germany, revised 23 Jun 2014.
- Villarreal, Francisco G., 2014. "Monetary Policy and Inequality in Mexico," MPRA Paper 57074, 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.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 57084, University Library of Munich, Germany.
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"Investigating potential output using the Hodrick-Prescott filter: an application for Malta,"
CBM Working Papers
WP/02/2014, Central Bank of Malta.
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- Catalina A. Vallejos & Mark F. J. Steel, 2017.
"Bayesian survival modelling of university outcomes,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 613-631, February.
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- Phouphet Kyophilavong & Muhammad Shahbaz & Gazi Salah Uddin, 2015.
"A Note on Nominal and Real Devaluation in Laos,"
Global Business Review, International Management Institute, vol. 16(2), pages 236-243, April.
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- Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi, 2014. "A Note on Nominal and Real Devaluation in Laos," MPRA Paper 57307, University Library of Munich, Germany, revised 13 Jul 2014.
- Phouphet Kyophilavong & Gazi Salah Uddin & Muhammad Shahbaz, 2016.
"The Nexus between Financial Development and Economic Growth in Lao PDR,"
Global Business Review, International Management Institute, vol. 17(2), pages 303-317, April.
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"Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(3), pages 452-471, September.
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- 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.
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- Ugur, Mehmet & Mitra, Arup, 2014. "Effects of innovation on employment in low-income countries: A mixed-method systematic review," MPRA Paper 58214, University Library of Munich, Germany, revised 27 Aug 2014.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014.
"On various confidence intervals post-model-selection,"
MPRA Paper
52858, University Library of Munich, Germany.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 58326, University Library of Munich, Germany, revised 2014.
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"Sectoral labor market effects of fiscal spending,"
Structural Change and Economic Dynamics, Elsevier, vol. 34(C), pages 19-35.
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- Renata Karkowska, 2014.
"The Analytical Framework For Identifying And Benchmarking Systemically Important Financial Institutions In Europe,"
Faculty of Management Working Paper Series
42014, University of Warsaw, Faculty of Management.
- Karkowska, Renata, 2014. "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper 58819, University Library of Munich, Germany.
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- Coleman, Stephen, 2014. "Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011," MPRA Paper 59038, University Library of Munich, Germany.
- Ke Zhu & Shiqing Ling, 2015.
"LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 784-794, June.
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"The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case,"
Economics Bulletin, AccessEcon, vol. 34(4), pages 2093-2106.
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- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case," Post-Print hal-01879689, HAL.
- Jamal Bouoiyour & Refk Selmi, 2014. "The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case," Working Papers hal-01880338, HAL.
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- Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral, 2014.
"Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis,"
MPRA Paper
59595, University Library of Munich, Germany.
- Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015. "Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis," Post-Print hal-01879684, HAL.
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"High dimensional generalized empirical likelihood for moment restrictions with dependent data,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 283-304.
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- Yumou Qiu & Song Xi Chen, 2015.
"Bandwidth Selection for High-Dimensional Covariance Matrix Estimation,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1160-1174, September.
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- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014.
"On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets,"
MPRA Paper
57084, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 59770, University Library of Munich, Germany.
- Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014. "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper 59815, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014.
"On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform,"
MPRA Paper
61805, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform," MPRA Paper 60055, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform," MPRA Paper 60106, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014.
"On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform,"
MPRA Paper
61805, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform," MPRA Paper 60106, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform," MPRA Paper 60055, University Library of Munich, Germany.
- Alvi, Mohsin, 2014. "A Manual for Basic Techniques of Data Analysis and Distribution," MPRA Paper 60138, University Library of Munich, Germany.
- Antonescu, Daniela, 2014. "Regional convergence – theoretical approaches," MPRA Paper 60288, University Library of Munich, Germany.
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- Deja, Dominik & Karbowski, Adam & Zawisza, Mateusz, 2014. "On the Existence of Optimal Level of Women’s Intelligence in Men’s Perception: Evidence from a Speed Dating Experiment," MPRA Paper 60782, University Library of Munich, Germany, revised 20 Dec 2014.
- Harin, Alexander, 2014. "Problems of utility and prospect theories. Certainty effect near certainty," MPRA Paper 61026, University Library of Munich, Germany.
- Harin, Alexander, 2014. "Problems of utility and prospect theories. A discontinuity of Prelec’s function," MPRA Paper 61027, University Library of Munich, Germany.
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"Financial market interdependencies: A quantile regression analysis of volatility spillover,"
Research in International Business and Finance, Elsevier, vol. 36(C), pages 140-157.
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- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014.
"On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform,"
MPRA Paper
60106, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform," MPRA Paper 61805, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete inform," MPRA Paper 60055, University Library of Munich, Germany.
- Genest, Benoit & Cao, Zhili, 2014. "Value-at-Risk in turbulence time," MPRA Paper 62906, University Library of Munich, Germany.
- Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine, 2014. "Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models," MPRA Paper 64386, University Library of Munich, Germany.
- Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014. "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper 67074, University Library of Munich, Germany, revised 2015.
- Joseph Forson, 2015.
"Corruption, EU Aid Inflows and Economic Growth in Ghana: Cointegration and Causality Analysis,"
Managing Intellectual Capital and Innovation for Sustainable and Inclusive Society: Managing Intellectual Capital and Innovation; Proceedings of the MakeLearn and TIIM Joint International Conference 2,,
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- Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014. "New GMM Estimators for Dynamic Panel Data Models," MPRA Paper 68676, University Library of Munich, Germany.
- Zied Ftiti & Khaled Guesmi & Nguyen & Fr餩ric Teulon, 2015.
"Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach,"
Applied Economics, Taylor & Francis Journals, vol. 47(57), pages 6200-6210, December.
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- Zinchenko, Aleksey, 2014. "Динамика И Структура Производства Продукции Сельского Хозяйства В России В Ходе Реализации Государственных Программ [Time series and structure of agricultural production in Russia during implementa," MPRA Paper 71728, University Library of Munich, Germany.
- Hassan B. Ghassan & Stefano Fachin, 2016.
"Time series analysis of financial stability of banks: Evidence from Saudi Arabia,"
Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 3-17, November.
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- di Bella, Enrico & Gandullia, Luca & Leporatti, Lucia, 2014. "Short and long run income elasticity of gambling tax bases: evidence from Italy," MPRA Paper 73757, University Library of Munich, Germany.
- Konstantakis, Konstantinos & Michaelides, Panayotis G., 2014. "The Political Economy of Car Sales in Athens, Greece," MPRA Paper 74489, University Library of Munich, Germany.
- Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2014. "Beginning an African Stock Markets Integration? A Wavelet Analysis," MPRA Paper 76048, University Library of Munich, Germany.
- Wieland, Thomas, 2014. "Räumliches Einkaufsverhalten und Standortpolitik im Einzelhandel unter Berücksichtigung von Agglomerationseffekten: Theoretische Erklärungsansätze, modellanalytische Zugänge und eine empirisch-ökonome," MPRA Paper 77163, University Library of Munich, Germany.
- Hassen, Ben Naceur, 2014. "Expense items: test on items generating inflation," MPRA Paper 78977, University Library of Munich, Germany.
- Hathroubi, Salem & Trabelsi, Hédi, 2014. "Epidemic Corruption: A Bio-Economic Homology," MPRA Paper 78997, University Library of Munich, Germany, revised Apr 2014.
- Konstantinos Konstantakis & Panayotis G. Michaelides & Theofanis Papageorgiou, 2014.
"Sector size, technical change and stability in the USA (1957-2006): a Schumpeterian approach,"
International Journal of Social Economics, Emerald Group Publishing Limited, vol. 41(10), pages 956-974, October.
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- Xavier D’Haultfoeuille & Pauline Givord, 2014.
"La régression quantile en pratique,"
Économie et Statistique, Programme National Persée, vol. 471(1), pages 85-111.
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"Nonparametric least squares methods for stochastic frontier models,"
Journal of Productivity Analysis, Springer, vol. 47(3), pages 189-204, June.
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"Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty,"
Econometrica, Econometric Society, vol. 88(5), pages 1899-1938, September.
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"The known unknowns of governance,"
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"Semiparametric selection models with binary outcomes,"
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- Karkowska, Renata, 2014.
"The analytical framework for identifying and benchmarking systemically important financial institutions in Europe,"
MPRA Paper
58819, University Library of Munich, Germany.
- Renata Karkowska, 2014. "The Analytical Framework For Identifying And Benchmarking Systemically Important Financial Institutions In Europe," Faculty of Management Working Paper Series 42014, University of Warsaw, Faculty of Management.
2013
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"Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis,"
MPRA Paper
32559, University Library of Munich, Germany, revised 07 Feb 2013.
- Asongu Simplice, 2013. "Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis," Working Papers of the African Governance and Development Institute. 13/009, African Governance and Development Institute..
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"Finance and growth: New evidence from Meta-analysis,"
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52210, University Library of Munich, Germany.
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"Visual Attention and Attribute Attendance in Multi‐Attribute Choice Experiments,"
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"Income polarization in Brazil, 2001-2011: A distributional analysis using PNAD data,"
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- Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2013. "Irrigation Water Sources And Irrigation Application Methods Used By U.S. Nursery Producers," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143058, Southern Agricultural Economics Association.
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"Selection Criteria in Regime Switching Conditional Volatility Models,"
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"Econometric Analysis of Games with Multiple Equilibria,"
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"Dynamic credit investment in partially observed markets,"
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"The EU FP7 GENESIS project on groundwater systems. Contributions to the analysis of economic, legal and institutional issues of groundwater management with selected case studies,"
MPRA Paper
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"Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology,"
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
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"Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations,"
Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 61-68, January.
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- Stratford Douglas & W. Robert Reed, 2013. "REPLICATION STUDY: Hoover and Pecorino (Public Choice, 2005)," Working Papers in Economics 13/11, University of Canterbury, Department of Economics and Finance.
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"A Replication of "The Political Determinants of Federal Expenditure at the State Level (Public Choice, 2005),"
Working Papers in Economics
13/31, University of Canterbury, Department of Economics and Finance.
- Stratford Douglas & W. Robert Reed, 2014. "A Replication of "The Political Determinants of Federal Expenditure at the State Level" (Public Choice, 2005)," Working Papers 14-03, Department of Economics, West Virginia University.
- W. Robert Reed, 2013. "A Note on the Practice of Lagging Variables to Avoid Simultaneity," Working Papers in Economics 13/32, University of Canterbury, Department of Economics and Finance.
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"What Causes Banking Crises? An Empirical Investigation for the World Economy,"
Open Economies Review, Springer, vol. 24(4), pages 581-611, September.
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"Banking and the Macroeconomy in China: A Banking Crisis Deferred?,"
Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
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"Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 211-225.
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"Intellectual property rights as development determinants,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(1), pages 4-22, February.
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"Tamano óptimo del gasto público colombiano: una aproximación desde la teoría del crecimiento endógeno,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
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- Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014.
"Banking and the Macroeconomy in China: A Banking Crisis Deferred?,"
Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
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"Periodically collapsing Evans bubbles and stock-price volatility,"
Economics Letters, Elsevier, vol. 123(3), pages 383-386.
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"La régression quantile en pratique,"
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- Jesus Gonzalo & Jose Olmo, 2014. "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
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- Kock, Anders Bredahl, 2013. "Oracle Efficient Variable Selection In Random And Fixed Effects Panel Data Models," Econometric Theory, Cambridge University Press, vol. 29(1), pages 115-152, February.
- Anders Bredahl Kock, 2010. "Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models," CREATES Research Papers 2010-56, Department of Economics and Business Economics, Aarhus University.
- Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie, 2014. "Likelihood inference in some finite mixture models," Journal of Econometrics, Elsevier, vol. 182(1), pages 87-99.
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- Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood Inference in Some Finite Mixture Models," Cowles Foundation Discussion Papers 1895, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood inference in some finite mixture models," CeMMAP working papers CWP19/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Gabriela OPAIT, 2013. "The Architecture of the Territorial Indexes through the Standardisation Method," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 89-95.
- Gabriela OPAIT, 2013. "Statistical Approaches Concerning the Influences of the Exports and Imports over the Dynamics of the Informational Energy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 89-98.
- Hwa-taek Lee & Venus khim-sen Liew & Gawon Yoon, 2013. "Is there a nonlinear long-run relation in the U.S. interest rate and inflation?," Economics Bulletin, AccessEcon, vol. 33(1), pages 104-112.
- Ke Yang, 2013. "An Improved Local-linear Estimator For Nonparametric Regression With Autoregressive Errors," Economics Bulletin, AccessEcon, vol. 33(1), pages 19-27.
- Dongling Huang & Christian Rojas, 2013. "The Outside Good Bias in Logit Models of Demand with Aggregate Data," Economics Bulletin, AccessEcon, vol. 33(1), pages 198-206.
- Benoît Sévi & César Baena, 2013. "The explanatory power of signed jumps for the risk-return tradeoff," Economics Bulletin, AccessEcon, vol. 33(2), pages 1029-1046.
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- Zuzana Janko & Janusz Kokoszewski, 2013. "An Intervention Time Series Analysis: Specialization and Competitiveness in Sports”," Economics Bulletin, AccessEcon, vol. 33(3), pages 2177-2190.
- Julien Chevallier & Florian Ielpo & Ling-Ni Boon, 2013. "Common risk factors in commodities," Economics Bulletin, AccessEcon, vol. 33(4), pages 2801-2816.
- Marcel die Dama & Boniface ngah Epo & Galex syrie Soh, 2013. "Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data," Economics Bulletin, AccessEcon, vol. 33(1), pages 625-634.
- Hari S. Luitel, 2013. "Sensitivity of assumptions in duration analysis," Economics Bulletin, AccessEcon, vol. 33(1), pages 1-5.
- Nabil Aflouk & Jacques Mazier, 2013. "Exchange rate misalignments and economic growth: A threshold panel approach," Economics Bulletin, AccessEcon, vol. 33(2), pages 1333-1347.
- Komivi Afawubo & Vincent Fromentin, 2013. "Financial development and economic growth: the case of ECOWAS and WAEMU," Economics Bulletin, AccessEcon, vol. 33(3), pages 1715-1722.
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- Alexander Ludwig, 2013. "Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection," Economics Bulletin, AccessEcon, vol. 33(4), pages 2828-2839.
- Dimitris Hatzinikolaou & Theodore Simos & Agathi Tsoka, 2013. "Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability," Economics Bulletin, AccessEcon, vol. 33(4), pages 2817-2827.
- Marcus F. da Silva & Eder Johnson de Area Leão Pereira & Idaraà Santos de Santana & José Garcia Vivas Miranda, 2013. "Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico," Economics Bulletin, AccessEcon, vol. 33(2), pages 1547-1555.
- Cassandro Mendes & Olugbenga Adesida, 2013. "Income inequality and economic development: evidence from sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 33(2), pages 1565-1574.
- Fabio Clementi & Francesco Schettino, 2013. "Income polarization in Brazil, 2001-2011: A distributional analysis using PNAD data," Economics Bulletin, AccessEcon, vol. 33(3), pages 1796-1815.
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- Junsoo Lee & Mark C. Strazicich, 2013. "Minimum LM unit root test with one structural break," Economics Bulletin, AccessEcon, vol. 33(4), pages 2483-2492.
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- Tahsin Mehdi, 2013. "Weighted empirical likelihood-based inference for quantiles under stratified random sampling," Economics Bulletin, AccessEcon, vol. 33(3), pages 2437-2442.
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- Masato Okamoto, 2013. "Erratum to “Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation”," Economics Bulletin, AccessEcon, vol. 33(3), pages 2443-2444.
- Olaolu R Olayeni, 2013. "Analyzing the Feldstein-Horioka puzzle in continuous wavelet transform," Economics Bulletin, AccessEcon, vol. 33(4), pages 2995-3005.
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- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
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- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 0712, European Central Bank.
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- Zhang, Dewei & Wang, Yiqi & Wang, Jingjing & Xu, Weidong, 2013. "Liquidity management of foreign exchange reserves in continuous time," Economic Modelling, Elsevier, vol. 31(C), pages 138-142.
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- Moreau, Nicolas & Stancanelli, Elena G. F., 2013. "Household Consumption at Retirement: A Regression Discontinuity Study on French Data," IZA Discussion Papers 7709, Institute of Labor Economics (IZA).
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- Nicolas Moreau & Elena Stancanelli, 2015. "Household Consumption at Retirement: a Regression Discontinuity Study on French Data," Post-Print hal-01044871, HAL.
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- Emma Gorman & Grant M Scobie & Yongjoon Paek, 2013. "Measuring Saving Rates in New Zealand: An Update," Treasury Working Paper Series 13/04, New Zealand Treasury.
- Christopher Ball & Michael Ryan, 2014. "New Zealand households and the 2008/09 recession," New Zealand Economic Papers, Taylor & Francis Journals, vol. 48(1), pages 21-39, April.
- Christopher Ball & Michael Ryan, 2013. "New Zealand Households and the 2008/09 Recession," Treasury Working Paper Series 13/05, New Zealand Treasury.
- David Hendry & Felix Pretis, 2013. "Some Fallacies in Econometric Modelling of Climate Change," Economics Series Working Papers 643, University of Oxford, Department of Economics.
- J P C Kleijnen & W C M van Beers, 2013. "Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Other publications TiSEM 59d5c29b-25a3-4af9-921f-b, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2013. "Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations," Other publications TiSEM 6b0d8c68-19f5-485b-b3e2-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Discussion Paper 2009-75, Tilburg University, Center for Economic Research.
- Manuel Pulido-Velazquez & Johannes Sauer & Phoebe Koundouri & Andrew Allan & Bjorn Klove, 2013. "The EU FP7 GENESIS project on groundwater systems. Contributions to the analysis of economic, legal and institutional issues of groundwater management with selected case studies," DEOS Working Papers 1320, Athens University of Economics and Business.
- Pulido-Velazquez, Manuel & Sauer, Johannes & Koundouri, Phoebe & Allan, Andrew & Kløve, Bjørn, 2013. "The EU FP7 GENESIS project on groundwater systems. Contributions to the analysis of economic, legal and institutional issues of groundwater management with selected case studies," MPRA Paper 122488, University Library of Munich, Germany.
- Johnson, Joseph F., 2013. "Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes," MPRA Paper 1242, University Library of Munich, Germany, revised 24 May 2014.
- Zahid Asghar & Muhammad Ahmad, 2015. "Socio-Economic Determinants of Household Food Insecurity in Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(1), pages 6-18, January.
- Asghar, Zahid & Muhammad, Ahmed, 2013. "Socio-economic Determinants of Household Food Insecurity in Pakistan," MPRA Paper 21510, University Library of Munich, Germany.
- Aliu, Armando, 2013. "The Theory of Interhybridity: Socio-political Dimensions and Migration Experiences of Post-communist Western Balkan States," MPRA Paper 44056, University Library of Munich, Germany.
- Idrovo Aguirre, Byron & Lennon S., Joaquín, 2013. "Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile [Methods for Detection Housing Bubble: Evidence from Chile]," MPRA Paper 44741, University Library of Munich, Germany, revised 04 Mar 2013.
- 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.
- SHAH, Syed Muhammad Noaman Ahmed & KEBEWAR, mazen, 2013. "US Corporate Bond Yield Spread: A default risk debate," MPRA Paper 44887, University Library of Munich, Germany.
- HASAN, HAMID & Rehman, Attiqur, 2013. "A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions," MPRA Paper 44908, University Library of Munich, Germany.
- Horvath, Denis & Sulikova, Veronika & Gazda, Vladimir & Sinicakova, Marianna, 2013. "The distance-based approach to the quantification of the world convergences and imbalances - comparisons across countries and factors," MPRA Paper 45033, University Library of Munich, Germany.
- Goshunova, Anna, 2013. "The impact of human capital accounting on the efficiency of English professional football clubs," MPRA Paper 45721, University Library of Munich, Germany.
- Chen, Songxi, 2013. "Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study," MPRA Paper 46239, University Library of Munich, Germany.
- Chen, Songxi & Peng, Liang & Yu, Cindy, 2013. "Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions," MPRA Paper 46273, University Library of Munich, Germany.
- Albers, Scott, 2013. "Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works," MPRA Paper 46633, University Library of Munich, Germany.
- Rashid, Abdul & Jehan, Zanaib, 2013. "Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan," MPRA Paper 46937, University Library of Munich, Germany.
- William A. Barnett & Taniya Ghosh, 2014. "Stability analysis of Uzawa–Lucas endogenous growth model," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 33-44, April.
- William A. Barnett & Taniya Ghosh, 2013. "Stability Analysis of Uzawa-Lucas Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201304, University of Kansas, Department of Economics, revised May 2013.
- Barnett, William A. & Ghosh, Taniya, 2013. "Stability analysis of Uzawa-Lucas endogenous growth model," MPRA Paper 47231, University Library of Munich, Germany.
- Harin, Alexander, 2013. "A non-zero dispersion leads to the non-zero bias of mean," MPRA Paper 47559, University Library of Munich, Germany.
- Ma, Chao, 2013. "年底发表的文章会遭受“影响力陷阱”? [Does Paper Published at Year-End Suffer “Influential Trap”?]," MPRA Paper 47657, 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.
- Mora Rodriguez, Jhon James, 2013. "Introduccion a la teoría del consumidor [Introduction to Consumer Theory]," MPRA Paper 48129, University Library of Munich, Germany, revised 08 Jul 2013.
- Grech, Aaron George, 2013. "Adapting the Hodrick-Prescott Filter for Very Small Open Economies," MPRA Paper 48803, University Library of Munich, Germany.
- Jamal Bouoiyour & Refk Selmi, 2015. "Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 24(2), pages 201-227, March.
- Bouoiyour, Jamal & Selmi, Refk, 2013. "Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," MPRA Paper 49140, University Library of Munich, Germany, revised Jan 2013.
- Jamal Bouoiyour & Refk Selmi, 2015. "Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," Post-Print hal-01879685, HAL.
- Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014. "The role of natural gas consumption and trade in Tunisia's output," Energy Policy, Elsevier, vol. 66(C), pages 677-684.
- Farhani, Sahbi & Shahbaz, Muhammad, 2013. "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," MPRA Paper 48083, University Library of Munich, Germany, revised 05 Jun 2013.
- Mohamed Arouri & Sahbi Farhani & Muhammad Shahbaz & Frédéric Teulon, 2014. "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," Working Papers 2014-57, Department of Research, Ipag Business School.
- Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohammed, 2013. "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," MPRA Paper 49260, University Library of Munich, Germany, revised 21 Aug 2013.
- Uddin, Gazi Salah & Sjö, Bo & Shahbaz, Muhammad, 2013. "The causal nexus between financial development and economic growth in Kenya," Economic Modelling, Elsevier, vol. 35(C), pages 701-707.
- Uddin, Gazi Salah & Sjö, Bo & Shahbaz, Muhammad, 2013. "The Causal Nexus between Financial Development and Economic Growth in Kenya," MPRA Paper 49262, University Library of Munich, Germany, revised 23 Aug 2013.
- Uddin, Gazi Salah & Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014. "Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh," Economic Modelling, Elsevier, vol. 36(C), pages 405-412.
- Uddin, Gazi Salah & Shahbaz, Muhammad & AROURI, Mohamed El Hedi, 2013. "Financial Development and Poverty Reduction Nexus:A Cointegration and Causality Analysis in Bangladesh," MPRA Paper 49264, University Library of Munich, Germany, revised 23 Aug 2013.
- El Joueidi, Sarah, 2013. "A taxonomy of manufacturing and service firms in Luxembourg according to technological skills," MPRA Paper 49532, University Library of Munich, Germany.
- Zhu, Ying, 2013. "Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors," MPRA Paper 49846, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
- Scorbureanu, Alexandrina Ioana, 2013. "Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects," MPRA Paper 50208, University Library of Munich, Germany.
- Bai, Jushan, 2024. "Likelihood approach to dynamic panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 240(1).
- Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
- Bensalma, Ahmed, 2013. "Simple Fractional Dickey Fuller test," MPRA Paper 50315, University Library of Munich, Germany.
- Chen, Min & Zhu, Ke, 2013. "Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations," MPRA Paper 50487, University Library of Munich, Germany.
- Wayne, James J., 2013. "Fundamental Equation of Economics," MPRA Paper 59574, University Library of Munich, Germany.
- Wayne, James J., 2013. "Fundamental Equation of Economics," MPRA Paper 50695, University Library of Munich, Germany.
- Liebl, Dominik, 2013. "Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective," MPRA Paper 50881, University Library of Munich, Germany.
- Zhu, Ke & Li, Wai Keung, 2015. "A bootstrapped spectral test for adequacy in weak ARMA models," Journal of Econometrics, Elsevier, vol. 187(1), pages 113-130.
- Zhu, Ke & Li, Wai-Keung, 2013. "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper 51224, University Library of Munich, Germany.
- Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013. "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper 51570, University Library of Munich, Germany.
- Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung, 2013. "Testing for the buffered autoregressive processes," MPRA Paper 51706, University Library of Munich, Germany.
- Asongu Simplice, 2013. "Finance and growth: New evidence from Meta-analysis," Working Papers of the African Governance and Development Institute. 13/029, African Governance and Development Institute..
- Asongu, Simplice A, 2013. "Finance and growth: New evidence from Meta-analysis," MPRA Paper 52210, University Library of Munich, Germany.
- Shutes, Karl & Adcock, Chris, 2013. "Regularized Skew-Normal Regression," MPRA Paper 52217, University Library of Munich, Germany, revised 11 Dec 2013.
- Zhu, Ke & Li, Wai Keung, 2013. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52344, University Library of Munich, Germany.
- Zhu, Ke & Li, Wai Keung, 2014. "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper 52732, University Library of Munich, Germany.
- Schroeder, Anna Louise & Fryzlewicz, Piotr, 2013. "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery," LSE Research Online Documents on Economics 54934, London School of Economics and Political Science, LSE Library.
- Schröder, Anna Louise & Fryzlewicz, Piotr, 2013. "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery," MPRA Paper 52379, University Library of Munich, Germany.
- Bouoiyour, Jamal & Selmi, Refk, 2013. "Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework," MPRA Paper 52414, University Library of Munich, Germany.
- Badiane, Ousmane & Goudan, Anatole & Tankari, Mahamadou Roufahi, 2013. "Time Path of Price Adjustment in Domestic Markets of Non-tradable Staples to Changes in World Market Prices," MPRA Paper 53485, University Library of Munich, Germany.
- Mehta, Salil, 2013. "Sophisticated gambler’s ruin and survival chances," MPRA Paper 54731, University Library of Munich, Germany.
- Salil Mehta, 2014. "Sophisticated gamblers ruin and survival chances," Papers 1403.5833, arXiv.org.
- Hassan, Faiza & Qayyum, Abdul, 2013. "Modelling the Demand for Bank Loans by Private Business Sector in Pakistan," MPRA Paper 55366, University Library of Munich, Germany, revised Apr 2014.
- El Alaoui, Aicha & Ezzahidi, Elhadj & Eladnani, Mohamed Jellal, 2013. "Etimating NAIRU: the Morocco case," MPRA Paper 56815, University Library of Munich, Germany, revised Apr 2014.
- Yang, Bill Huajian, 2013. "Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests," MPRA Paper 57245, University Library of Munich, Germany.
- Bamikole, Oluwafemi, 2013. "The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)," MPRA Paper 57363, University Library of Munich, Germany.
- Mercado, Ruben, 2013. "Development indices, inequality, and applied development policy analysis: some issues for discussion," MPRA Paper 58018, University Library of Munich, Germany.
- Shutes, Karl & Adcock, Chris, 2013. "Regularized Extended Skew-Normal Regression," MPRA Paper 58445, University Library of Munich, Germany, revised 09 Sep 2014.
- Wayne, James J., 2013. "Fundamental Equation of Economics," MPRA Paper 50695, University Library of Munich, Germany.
- Wayne, James J., 2013. "Fundamental Equation of Economics," MPRA Paper 59574, University Library of Munich, Germany.
- Muteba Mwamba, John & Mokwena, Paula, 2013. "International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach," MPRA Paper 64384, University Library of Munich, Germany.
- Zinchenko, Aleksey & Ukolova, Anna & Demichev, Vadim, 2013. "Сравнительная Оценка Регионов России С Неблагоприятными Условиями Ведения Сельского Хозяйства [Comparative evalution of regions in Russia with unfavorable conditions for conduct of agriculture]," MPRA Paper 71723, University Library of Munich, Germany.
- Adenomon, Monday Osagie & Oyejola, Benjamin Agboola, 2013. "Impact of Agriculture and Industrialization on GDP in Nigeria: Evidence from VAR and SVAR Models," MPRA Paper 75268, University Library of Munich, Germany, revised 09 Jun 2013.
- Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," Working Papers 2072/222201, Universitat Rovira i Virgili, Department of Economics.
- Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," MPRA Paper 75726, University Library of Munich, Germany, revised Dec 2013.
- FERROUHI, El Mehdi & EZZAHID, Elhadj, 2013. "Trading mechanisms, return’s volatility and efficiency in the Casablanca Stock Exchange," MPRA Paper 77322, University Library of Munich, Germany.
- Hui, Hon Chung, 2013. "Fiscal sustainability in Malaysia: a re-examination," MPRA Paper 80018, University Library of Munich, Germany.
- Ferrara, Giancarlo & Vidoli, Francesco & Canello, Jacopo & Campagna, Arianna, 2013. "Labour-use Efficiency in the Italian Machinery Industry: a Non-parametric Stochastic Frontier Perspective," MPRA Paper 94359, University Library of Munich, Germany.
- Saeed Heravi & Kerry Patterson, 2013. "Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators," Economics Discussion Papers em-dp2013-02, Department of Economics, University of Reading.
- Terence Mills & Kerry Patterson, 2013. "Modelling the Trend: The Historical Origins of Some Modern Methods and Ideas," Economics Discussion Papers em-dp2013-03, Department of Economics, University of Reading.
- Anna Gloria Billé, 2013. "Computational Issues in the Estimation of the Spatial Probit Model: A Comparison of Various Estimators," The Review of Regional Studies, Southern Regional Science Association, vol. 43(2,3), pages 131-154, Winter.
- Elena BURLACU, 2013. "Statistical Modeling Methods in Automobile Insurance," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(4), pages 158-162, December.
- Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," EIEF Working Papers Series 1329, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2013.
- Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," CEIS Research Paper 300, Tor Vergata University, CEIS, revised 17 Dec 2013.
- Mark Andor & Frederik Hesse, 2013. "The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the “Oldies” (SFA and DEA)," Ruhr Economic Papers 0394, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Deborah E. Lee & Mario du Preez & Michael C. Sale, 2013. "Nonparametric estimation of a hedonic price model: A South African case study," Working Papers 379, Economic Research Southern Africa.
- Gregor Bäurle & Elizabeth Steiner, 2015. "How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 151(III), pages 167-225, September.
- Dr. Gregor Bäurle & Elizabeth Steiner, 2013. "How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data," Working Papers 2013-09, Swiss National Bank.
- Rodica Gherghina & Ioana Duca, 2013. "The Contribution of Education to the Economic Development Process of the States," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(1), pages 1-11, February.
- Rodica Gherghina & Ioana Duca, 2013. "Using Linear Programming in order to Optimize the Allocation of Resources for Investment," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(1), pages 1-12, February.
- Liangjun Su & Aman Ullah & Yun Wang, 2013. "Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator," Empirical Economics, Springer, vol. 45(2), pages 1009-1024, October.
- Saten Kumar, 2013. "Systems GMM estimates of the health care spending and GDP relationship: a note," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(3), pages 503-506, June.
- Ebru Solakoglu & M. Solakoglu & Nazmi Demir, 2013. "The Role of Progress Factors Explaining Inefficiencies in Transition Countries," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(3), pages 261-274, February.
- Lucas Lucio Godeiro, 2013. "Impact of Calendar Effects in the Volatility of Vale Shares," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 2(3), pages 1-1.
- Lúcio Godeiro, Lucas, 2011. "Impact of calendar effects in the volatility of vale shares," MPRA Paper 45993, University Library of Munich, Germany.
- Carlos González-Aguado & Enrique Moral-Benito, 2013. "Determinants of corporate default: a BMA approach," Applied Economics Letters, Taylor & Francis Journals, vol. 20(6), pages 511-514, April.
- Carlos González-Aguado & Enrique Moral-Benito, 2012. "Determinants of corporate default: a BMA approach," Working Papers 1221, Banco de España.
- O. Damette & V. Fromentin, 2013. "Migration and labour markets in OECD countries: a panel cointegration approach," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2295-2304, June.
- Olivier Damette & Vincent Fromentin, 2013. "Migration and labour markets in OECD countries: a panel cointegration approach," Post-Print hal-01369297, HAL.
- Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013. "Location, internationalization and performance of firms in Italy: a multilevel approach," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2665-2673, June.
- Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2009. "Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach," Working Papers - Economics wp2009_09.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- W. A. Razzak, 2013. "Predicting instability," Applied Economics, Taylor & Francis Journals, vol. 45(23), pages 3305-3315, August.
- Razzak, Weshah, 2010. "Predicting Instability," MPRA Paper 22804, University Library of Munich, Germany.
- Razzak, Weshah, 2012. "Predicting Instability," MPRA Paper 52463, University Library of Munich, Germany.
- 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.
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- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014. "Factor screening for simulation with multiple responses: Sequential bifurcation," European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Other publications TiSEM 631ee82e-aff7-468c-838a-9, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Discussion Paper 2013-009, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Other publications TiSEM 02d31acf-b6be-4c0f-beb7-5, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Discussion Paper 2012-032, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Discussion Paper 2013-064, Tilburg University, Center for Economic Research.
- Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014. "Factor screening for simulation with multiple responses: Sequential bifurcation," European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Other publications TiSEM 631ee82e-aff7-468c-838a-9, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Other publications TiSEM 02d31acf-b6be-4c0f-beb7-5, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Discussion Paper 2013-009, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Discussion Paper 2012-032, Tilburg University, Center for Economic Research.
- J P C Kleijnen & W C M van Beers, 2013. "Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Other publications TiSEM 59d5c29b-25a3-4af9-921f-b, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2013. "Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations," Other publications TiSEM 6b0d8c68-19f5-485b-b3e2-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Discussion Paper 2009-75, Tilburg University, Center for Economic Research.
- Guido Antonio Rossi, 2013. "On the Probability that Nothing Happens," Working papers 020, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," MPRA Paper 75726, University Library of Munich, Germany, revised Dec 2013.
- Urbina, Jilber & Guillén, Montserrat, 2013. "An application of capital allocation principles to operational risk," Working Papers 2072/222201, Universitat Rovira i Virgili, Department of Economics.
- Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino, 2013. "Adaptive Sticky Generalized Metropolis," Working Papers 2013:19, Department of Economics, University of Venice "Ca' Foscari".
- Diego Lubian & Anna Untertrifaller, 2014. "Cognitive ability, stereotypes and gender segregation in the workplace," Economics Bulletin, AccessEcon, vol. 34(2), pages 1268-1282.
- Diego Lubian & Anna Untertrifaller, 2013. "Cognitive ability, stereotypes and gender segregation in the workplace," Working Papers 25/2013, University of Verona, Department of Economics.
- 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.
- Theo S. Eicher & Monique Newiak, 2013. "Intellectual property rights as development determinants," Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 4-22, February.
- Theo S. Eicher & Monique Newiak, 2013. "Intellectual property rights as development determinants," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(1), pages 4-22, February.
- Theo S Eicher & Monique Newiak, 2011. "Intellectual Property Rights as Development Determinants," Working Papers UWEC-2011-13-P, University of Washington, Department of Economics.
- GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013. "Robust Estimation And Forecasting Of The Capital Asset Pricing Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-18.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers 21722, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- Chen, Bin & Hong, Yongmiao, 2016. "Detecting For Smooth Structural Changes In Garch Models," Econometric Theory, Cambridge University Press, vol. 32(03), pages 740-791, June.
- Bin Chen & Yongmiao Hong, 2013. "Detecting for Smooth Structural Changes in GARCH Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Jones, A. M. & Lomas, J. & Moore, P. & Rice, N., 2013. "A quasi-Monte Carlo comparison of developments in parametric and semi-parametric regression methods for heavy tailed and non-normal data: with an application to healthcare costs," Health, Econometrics and Data Group (HEDG) Working Papers 13/30, HEDG, c/o Department of Economics, University of York.
- Mittnik, Stefan, 2014. "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, vol. 122(1), pages 69-73.
- Mittnik, Stefan, 2013. "VaR-implied tail-correlation matrices," CFS Working Paper Series 2013/05, Center for Financial Studies (CFS).
- Syed Muhammad Noaman Ahmed Shah & Mazen Kebewar, 2013. "US Corporate Bond Yield Spread : A default risk debate," Papers 1303.3391, arXiv.org.
- Shah, Syed Noaman & Kebewar, Mazen, 2013. "US Corporate Bond Yield Spread. A default risk debate," EconStor Preprints 73690, ZBW - Leibniz Information Centre for Economics.
- Aliu, Armando, 2013. "The Theory of Interhybridity: Socio-political Dimensions and Migration," EconStor Preprints 83785, ZBW - Leibniz Information Centre for Economics.
- Mark Andor & Frederik Hesse, 2014. "The StoNED age: the departure into a new era of efficiency analysis? A monte carlo comparison of StoNED and the “oldies” (SFA and DEA)," Journal of Productivity Analysis, Springer, vol. 41(1), pages 85-109, February.
- Andor, Mark & Hesse, Frederik, 2013. "The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the "Oldies" (SFA and DEA)," Ruhr Economic Papers 394, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- 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.
- 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.
- 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.
- Marjana Merkac Skok & Jovana Zoroja & Mirjana Pejic Bach, 2013. "Simulation Modelling Approach to Human Resources Management: Burnout Effect Case Study," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 11(3), pages 277-288.
- Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
2012
- Verónica Cañal-Fernández, 2012. "Accuracy and reliability of Spanish regional accounts (CRE-95)," Empirical Economics, Springer, vol. 43(3), pages 1299-1320, December.
- Ascari, Guido & Fagiolo, Giorgio & Roventini, Andrea, 2015.
"Fat-Tail Distributions And Business-Cycle Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 465-476, March.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-tail Distributions and Business-Cycle Models," Documents de Travail de l'OFCE 2012-01, Observatoire Francais des Conjonctures Economiques (OFCE).
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," LEM Papers Series 2012/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Quaderni di Dipartimento 157, University of Pavia, Department of Economics and Quantitative Methods.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers 02/2012, University of Verona, Department of Economics.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," EconomiX Working Papers 2012-7, University of Paris Nanterre, EconomiX.
- 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.
- Bruno Feunou & Roméo Tédongap, 2012.
"A Stochastic Volatility Model With Conditional Skewness,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 576-591, July.
- Bruno Feunou & Roméo Tedongap, 2011. "A Stochastic Volatility Model with Conditional Skewness," Staff Working Papers 11-20, Bank of Canada.
- Akkoyun, H. Cagri & Arslan, Yavuz & Kanik, Birol, 2013.
"Housing prices and transaction volume,"
Journal of Housing Economics, Elsevier, vol. 22(2), pages 119-134.
- Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol, 2011. "Housing prices and transaction volume," MPRA Paper 37343, University Library of Munich, Germany, revised 01 Mar 2012.
- H. Cagri Akkoyun & Yavuz Arslan & Birol Kanik, 2012. "Housing Prices and Transaction Volume," Working Papers 1211, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- , & ,, 2012.
"Subjectivity in inductive inference,"
Theoretical Economics, Econometric Society, vol. 7(2), May.
- Itzhak Gilboa & Larry Samuelson, 2009. "Subjectivity in Inductive Inference," Levine's Working Paper Archive 814577000000000324, David K. Levine.
- Itzhak Gilboa & Larry Samuelson, 2012. "Subjectivity in Inductive Inference," Post-Print hal-00489433, HAL.
- Itzhak Gilboa & Larry Samuelson, 2009. "Subjectivity in Inductive Inference," Cowles Foundation Discussion Papers 1725, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Larry Samuelson, 2012. "Subjectivity in Inductive Inference," Working Papers hal-00756342, HAL.
- Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014.
"Factor screening for simulation with multiple responses: Sequential bifurcation,"
European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Other publications TiSEM 631ee82e-aff7-468c-838a-9, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Discussion Paper 2013-009, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Other publications TiSEM 02d31acf-b6be-4c0f-beb7-5, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Discussion Paper 2012-032, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Mehdad, E., 2012.
"Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012),"
Other publications TiSEM
cf311469-5f8c-4c1e-ad4f-6, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E., 2012. "Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)," Discussion Paper 2012-039, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012.
"Convex and monotonic bootstrapped kriging,"
Other publications TiSEM
972e079d-0209-45bf-b25e-a, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and Monotonic Bootstrapped Kriging," Discussion Paper 2012-066, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and Monotonic Bootstrapped Kriging," Other publications TiSEM d1114eff-4ceb-4d67-9ab6-a, Tilburg University, School of Economics and Management.
- Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014.
"Factor screening for simulation with multiple responses: Sequential bifurcation,"
European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Discussion Paper 2012-032, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Discussion Paper 2013-009, Tilburg University, Center for Economic Research.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2013. "Factor Screening For Simulation With Multiple Responses : Sequential Bifurcation," Other publications TiSEM 02d31acf-b6be-4c0f-beb7-5, Tilburg University, School of Economics and Management.
- Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses : Sequential Bifurcation," Other publications TiSEM 631ee82e-aff7-468c-838a-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012.
"Convex and Monotonic Bootstrapped Kriging,"
Other publications TiSEM
d1114eff-4ceb-4d67-9ab6-a, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and monotonic bootstrapped kriging," Other publications TiSEM 972e079d-0209-45bf-b25e-a, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and Monotonic Bootstrapped Kriging," Discussion Paper 2012-066, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012.
"Convex and monotonic bootstrapped kriging,"
Other publications TiSEM
972e079d-0209-45bf-b25e-a, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and Monotonic Bootstrapped Kriging," Other publications TiSEM d1114eff-4ceb-4d67-9ab6-a, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and Monotonic Bootstrapped Kriging," Discussion Paper 2012-066, Tilburg University, Center for Economic Research.
- Alessandro Fedele & Raffaele Miniaci, 2012. "Stakeholder Orientation and Capital Structure: Social Enterprises Versus For-profit Firms in the Italian Social Residential Service Sector," Euricse Working Papers 1233, Euricse (European Research Institute on Cooperative and Social Enterprises).
- Fabrice Collard & Patrick Fève, 2012.
"Sur les causes et les effets en macro économie : les Contributions de Sargent et Sims, Prix Nobel d'Economie 2011,"
Revue d'économie politique, Dalloz, vol. 122(3), pages 335-364.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," IDEI Working Papers 726, Institut d'Économie Industrielle (IDEI), Toulouse.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," TSE Working Papers 12-317, Toulouse School of Economics (TSE).
- James W. Hardin & Joseph W. Hilbe, 2012. "Generalized Linear Models and Extensions, 3rd Edition," Stata Press books, StataCorp LP, edition 3, number glmext, March.
- Peter Adamson, 2012. "Mesurer la pauvreté des enfants : Nouveaux tableaux de classement de la pauvreté des enfants dans les pays riches," Papers inreca661, Innocenti Report Card.
- Peter Adamson, 2012. "Misurare la povertà tra I bambini e gli adolescenti: Un nuovo quadro comparativo della povertà infantile in alcuni paesi a reddito medio-alto," Papers inreca664, Innocenti Report Card.
- GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013.
"Robust Estimation And Forecasting Of The Capital Asset Pricing Model,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-18.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers 21722, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- Ascari, Guido & Fagiolo, Giorgio & Roventini, Andrea, 2015.
"Fat-Tail Distributions And Business-Cycle Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 465-476, March.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," LEM Papers Series 2012/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers 02/2012, University of Verona, Department of Economics.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Quaderni di Dipartimento 157, University of Pavia, Department of Economics and Quantitative Methods.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," EconomiX Working Papers 2012-7, University of Paris Nanterre, EconomiX.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-tail Distributions and Business-Cycle Models," Documents de Travail de l'OFCE 2012-01, Observatoire Francais des Conjonctures Economiques (OFCE).
- Hornstein, Abigail S. & Greene, William H., 2012.
"Usage of an estimated coefficient as a dependent variable,"
Economics Letters, Elsevier, vol. 116(3), pages 316-318.
- Abigail S. Hornstein & William H. Greene, 2012. "Usage of an estimated coefficient as a dependent variable," Wesleyan Economics Working Papers 2012-011, Wesleyan University, Department of Economics.
- GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013.
"Robust Estimation And Forecasting Of The Capital Asset Pricing Model,"
Annals of Financial Economics (AFE),
World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-18.
- Bian, G. & McAleer, M.J. & Wong, W-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers 21722, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Bian, G. & McAleer, M.J. & Wong, W-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- 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.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2012. "Empirical Similarity," World Scientific Book Chapters, in: Case-Based Predictions An Axiomatic Approach to Prediction, Classification and Statistical Learning, chapter 9, pages 211-243, World Scientific Publishing Co. Pte. Ltd..
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2006. "Empirical Similarity," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 433-444, August.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Cowles Foundation Discussion Papers 1486, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler & Offer Lieberman, 2006. "Empirical Similarity," Post-Print hal-00746558, HAL.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Levine's Bibliography 122247000000000684, UCLA Department of Economics.
- Pere Arqué-Castells & Pierre Mohnen, 2015. "Sunk Costs, Extensive R&D Subsidies and Permanent Inducement Effects," Journal of Industrial Economics, Wiley Blackwell, vol. 63(3), pages 458-494, September.
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," CIRANO Working Papers 2012s-09, CIRANO.
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers XREAP2012-10, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2012.
- Arqué-Castells, Pere & Mohnen, Pierre, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," MERIT Working Papers 2012-029, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers 2012/13, Institut d'Economia de Barcelona (IEB).
- Edoka, I.P., 2012. "Decomposing Differences in Cotinine Distribution between Children and Adolescents from Different Socioeconomic Backgrounds," Health, Econometrics and Data Group (HEDG) Working Papers 12/29, HEDG, c/o Department of Economics, University of York.
- Yusuf Tashrifov, 2012. "Foreign Financial Aid, Government Policies and Economic Growth: Does the Policy Setting in Developing Countries Matter?," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 15(1), pages 1-22, May.
- Yen-Hsien Lee, 2012. "An Empirical Analysis of Nonlinear Dynamics Relationship between the United States and Taiwan Stock Markets," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 15(1), pages 89-101, May.
- Mark Andor & Frederik Hesse, "undated". "The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)," Working Papers 201285, Institute of Spatial and Housing Economics, Munster Universitary.
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- Harin, Alexander, 2012. "Introduction to Sub-Interval Analysis and its Applications (Selected Chapters)," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 62286, September.
- Völker, Florian & Cremers, Heinz & Panzer, Christof, 2012. "Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk," Frankfurt School - Working Paper Series 198, Frankfurt School of Finance and Management.
- Bettendorf, Timo & Chen, Wenjuan, 2012. "Are there bubbles in the Sterling-dollar Exchange Rate? New evidence from Sequential ADF Tests," Discussion Papers 2012/21, Free University Berlin, School of Business & Economics.
- Sauter, Oliver, 2012. "Assessing uncertainty in Europe and the US - Is there a common factor?," FZID Discussion Papers 47-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Brunhart, Andreas & Kellermann, Kersten & Schlag, Carsten-Henning, 2012. "Drei Phasen des Potentialwachstums in Liechtenstein," KOFL Working Papers 11, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Brunhart, Andreas, 2012. "Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series," MPRA Paper 44628, University Library of Munich, Germany.
- Brunhart, Andreas, 2012. "Identification of Liechtenstein's historic economic growth and business cycles by econometric extensions of data series," KOFL Working Papers 14, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Almut E. D. Veraart & Luitgard A. M. Veraart, 2012. "Modelling electricity day–ahead prices by multivariate Lévy semistationary processes," CREATES Research Papers 2012-13, Department of Economics and Business Economics, Aarhus University.
- Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," Advances in Econometrics, in: 30th Anniversary Edition, pages 171-196, Emerald Group Publishing Limited.
- Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, Department of Economics and Business Economics, Aarhus University.
- Elena Stancanelli & Arthur Van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," American Economic Review, American Economic Association, vol. 102(3), pages 600-605, May.
- Elena Stancanelli & Arthur Van Soest, 2011. "Retirement and home production : A regression discontinuity approach," Documents de Travail de l'OFCE 2011-28, Observatoire Francais des Conjonctures Economiques (OFCE).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," PSE-Ecole d'économie de Paris (Postprint) hal-00966873, HAL.
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Post-Print hal-00966873, HAL.
- Stancanelli, Elena G. F. & van Soest, Arthur, 2011. "Retirement and Home Production: A Regression Discontinuity Approach," IZA Discussion Papers 6229, Institute of Labor Economics (IZA).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966873, HAL.
- Weber, Sascha A. & Salamon, Petra & Hansen, Heiko, 2012. "Volatile world market prices for dairy products - how do they affect domestic price formation: The German cheese market," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122542, European Association of Agricultural Economists.
- Gonzalez, Iban & Perez, Manuel & Garcia, Francisco & Fernandez, Roberto & Arias, Ana Isabel & Fra, Mar, 2012. "Caracterizacion productiva y relaciones con el territorio de las explotaciones de bovino en Galicia," Revista Espanola de Estudios Agrosociales y Pesqueros, Ministerio de Medio Ambiente, Rural y Marino (formerly Ministry of Agriculture), issue 233, pages 1-32.
- Paris, Quirino, 2012. "The Dual of the Maximum Likelihood Method," Working Papers 124568, University of California, Davis, Department of Agricultural and Resource Economics.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers halshs-00790688, HAL.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012. "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers 1203, Aix-Marseille School of Economics, France.
- Sahamet Bulbul & Selay Giray, 2012. "Examining Of The Relationship Structure Between Job And Special Life (Nonwork) Satisfaction With Nonlinear Canonical Correlation Analysis," Anadolu University Journal of Social Sciences, Anadolu University, vol. 12(4), pages 101-114, December.
- Constantinos Kardaras & Jan Obłój & Eckhard Platen, 2017. "The Numéraire Property And Long-Term Growth Optimality For Drawdown-Constrained Investments," Mathematical Finance, Wiley Blackwell, vol. 27(1), pages 68-95, January.
- Constantinos Kardaras & Jan Obloj & Eckhard Platen, 2012. "The numeraire property and long-term growth optimality for drawdown-constrained investments," Papers 1206.2305, arXiv.org, revised Nov 2012.
- Kardaras, Constantinos & Obłój, Jan & Platen, Eckhard, 2017. "The numéraire property and long-term growth optimality for drawdown-constrained investments," LSE Research Online Documents on Economics 60132, London School of Economics and Political Science, LSE Library.
- Koundouri, Phoebe & Babalos, Vassilis & Stithou, Mavra & Anastasiou, Ioannis, 2011. "A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece," MPRA Paper 38266, University Library of Munich, Germany.
- Phoebe Koundouri & Babalos Vasilis & Marva Stithou & Anastasiou Ioannis, 2012. "A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece," DEOS Working Papers 1212, Athens University of Economics and Business.
- Phoebe Koundouri & Vassilis Babalos & Mavra Stithou & Marianna Mousoulidou & Aris Mousoulides & Ioannis Anastasiou & Katerina Vasiliou, 2013. "A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece," GRI Working Papers 128, Grantham Research Institute on Climate Change and the Environment.
- Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
- Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers CWP16/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
- Áureo de Paula, 2013. "Econometric Analysis of Games with Multiple Equilibria," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 107-131, May.
- Áureo de Paula, 2012. "Econometric analysis of games with multiple equilibria," CeMMAP working papers CWP29/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Áureo de Paula, 2012. "Econometric analysis of games with multiple equilibria," CeMMAP working papers 29/12, Institute for Fiscal Studies.
- Carlos González-Aguado & Enrique Moral-Benito, 2013. "Determinants of corporate default: a BMA approach," Applied Economics Letters, Taylor & Francis Journals, vol. 20(6), pages 511-514, April.
- Carlos González-Aguado & Enrique Moral-Benito, 2012. "Determinants of corporate default: a BMA approach," Working Papers 1221, Banco de España.
- Dumičić Ksenija & Žmuk Berislav, 2012. "Decision making based on single and double acceptance sampling plans for assessing quality of lots," Business Systems Research, Sciendo, vol. 3(2), pages 27-40, September.
- Peter Lynn & Annette Jäckle & Stephen P. Jenkins & Emanuela Sala, 2012. "The impact of questioning method on measurement error in panel survey measures of benefit receipt: evidence from a validation study," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(1), pages 289-308, January.
- Lynn, Peter & Jäckle, Annette & Jenkins, Stephen P. & Sala, Emanuela, 2012. "The impact of questioning method on measurement error in panel survey measures of benefit receipt: evidence from a validation study," LSE Research Online Documents on Economics 38080, London School of Economics and Political Science, LSE Library.
- Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar, 2012. "When, where and how to perform efficiency estimation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(4), pages 863-892, October.
- Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar, 2011. "When, where and how to perform efficiency estimation," Cologne Graduate School Working Paper Series 02-06, Cologne Graduate School in Management, Economics and Social Sciences.
- Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011. "When, Where and How to Perform Efficiency Estimation," IZA Discussion Papers 5997, Institute of Labor Economics (IZA).
- Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011. "When, where and how to perform efficiency estimation," MPRA Paper 33467, University Library of Munich, Germany.
- John Micklewright & Sylke V. Schnepf & Chris Skinner, 2012. "Non-response biases in surveys of schoolchildren: the case of the English Programme for International Student Assessment (PISA) samples," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(4), pages 915-938, October.
- Micklewright, John & Schnepf, Sylke & Skinner, Chris J., 2012. "Non-response biases in surveys of schoolchildren: the case of the English Programme for International Student Assessment (PISA) samples," LSE Research Online Documents on Economics 43644, London School of Economics and Political Science, LSE Library.
- Stephen Gibbons & Henry G. Overman, 2012. "Mostly Pointless Spatial Econometrics?," Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 172-191, May.
- Steve Gibbons & Henry G. Overman, 2010. "Mostly Pointless Spatial Econometrics?," SERC Discussion Papers 0061, Centre for Economic Performance, LSE.
- Gibbons, Stephen & Overman, Henry G., 2010. "Mostly pointless spatial econometrics?," LSE Research Online Documents on Economics 33559, London School of Economics and Political Science, LSE Library.
- Fabrice Collard & Patrick Fève, 2012. "Sur les causes et les effets en macro économie : les Contributions de Sargent et Sims, Prix Nobel d'Economie 2011," Revue d'économie politique, Dalloz, vol. 122(3), pages 335-364.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," IDEI Working Papers 726, Institut d'Économie Industrielle (IDEI), Toulouse.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," TSE Working Papers 12-317, Toulouse School of Economics (TSE).
- Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013. "Mortality surface by means of continuous time cohort models," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 122-133.
- Petar Jevtic & Elisa Luciano & Elena Vigna, 2012. "Mortality Surface by Means of Continuous Time Cohort Models," Carlo Alberto Notebooks 264, Collegio Carlo Alberto, revised 2013.
- Gallo, Giampiero M. & Granger, Clive W.J. & Jeon, Yongil, 1999. "The Impact of the Use of Forecasts in Information Sets," University of California at San Diego, Economics Working Paper Series qt1w33d4b2, Department of Economics, UC San Diego.
- Chen, Xiaohong & White, Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," University of California at San Diego, Economics Working Paper Series qt4z4380t7, Department of Economics, UC San Diego.
- Fabian Waldinger, 2016. "Bombs, Brains, and Science: The Role of Human and Physical Capital for the Creation of Scientific Knowledge," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 811-831, December.
- Waldinger, Fabian, 2012. "Bombs, Brains, and Science: The Role of Human and Physical Capital for the Creation of Scientific Knowledge," CAGE Online Working Paper Series 78, Competitive Advantage in the Global Economy (CAGE).
- Waldinger, Fabian, 2016. "Bombs, Brains, and Science: The Role of Human and Physical Capital for the Creation of Scientific Knowledge," Munich Reprints in Economics 68905, University of Munich, Department of Economics.
- Waldinger, Fabian, 2016. "Bombs, brains, and science: the role of human and physical capital for the creation of scientific knowledge," LSE Research Online Documents on Economics 68561, London School of Economics and Political Science, LSE Library.
- Boyer, M. Martin & Stentoft, Lars, 2013. "If we can simulate it, we can insure it: An application to longevity risk management," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 35-45.
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- Carp Doina, 2012. "Indicators for the performance and for the effort in transport," Constanta Maritime University Annals, Constanta Maritime University, vol. 18(2), pages 261-264.
- Acosta Herrera, León Jaime & Mejía Larrea, Carlos Andrés & Montoya Gallo, Jorge Eliecer & López Uribe, Juan Camilo, 2012. "¿Han sido eficientes y exitosas las reformas tributarias en Colombia en el período 1990-2009?," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 20, pages 87-126, October.
- Laura Natalia Becerra Luna, 2012. "Sistema de subsidios en el servicio de aguas y riesgo de inclusión: un análisis de la política de mínimo vital de agua en Bogotá," Econógrafos, Escuela de Economía 12823, Universidad Nacional de Colombia, FCE, CID.
- Gabriela OPAIT, 2012. "The Role of the Continuous Variables Indices in the Life -Testing Research," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 93-102.
- Ascari, Guido & Fagiolo, Giorgio & Roventini, Andrea, 2015. "Fat-Tail Distributions And Business-Cycle Models," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 465-476, March.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," LEM Papers Series 2012/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," EconomiX Working Papers 2012-7, University of Paris Nanterre, EconomiX.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Quaderni di Dipartimento 157, University of Pavia, Department of Economics and Quantitative Methods.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers 02/2012, University of Verona, Department of Economics.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-tail Distributions and Business-Cycle Models," Documents de Travail de l'OFCE 2012-01, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paresh Kumar Narayan & Stephan Popp, 2012. "Comparing the small sample properties of two break Lagrange Multiplier unit root tests," Economics Bulletin, AccessEcon, vol. 32(2), pages 1082-1090.
- Julien Chevallier, 2012. "EUAs and CERs: Interactions in a Markov regime-switching environment," Economics Bulletin, AccessEcon, vol. 32(1), pages 86-101.
- Hakan M. Berument & Zulal S Denaux & Yeliz Yalcin, 2012. "How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey," Economics Bulletin, AccessEcon, vol. 32(1), pages 295-305.
- Shuichi Nagata, 2012. "Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes," Economics Bulletin, AccessEcon, vol. 32(1), pages 306-314.
- Ghassen El Montasser & Ahdi Noomen Ajmi, 2012. "The fractional integrated bi- parameter smooth transition autoregressive model," Economics Bulletin, AccessEcon, vol. 32(1), pages 755-765.
- Takuya Hasebe, 2012. "The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model," Economics Bulletin, AccessEcon, vol. 32(1), pages 412-420.
- George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
- Ahamada Ibrahim & Boutahar Mohamed, 2012. "Power of the KPSS test against shift in variance: a further investigation," Economics Bulletin, AccessEcon, vol. 32(1), pages 854-865.
- Ibrahim Ahamada & Mohamed Boutahar, 2012. "Power of the KPSS test against shift in variance: a further investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00678525, HAL.
- Julien Chevallier, 2012. "Cointegration between carbon spot and futures prices: from linear to nonlinear modeling," Economics Bulletin, AccessEcon, vol. 32(1), pages 160-181.
- Richard A Dunn, 2012. "Consistently bounding parameter values with one instrument and two endogenous explanatory variables," Economics Bulletin, AccessEcon, vol. 32(2), pages 1074-1081.
- Kentaka Aruga & Shunsuke Managi, 2012. "Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market," Economics Bulletin, AccessEcon, vol. 32(2), pages 1198-1207.
- Esmeralda Ramalho & Joaquim Ramalho & Jose M.R. Murteira, 2012. "A supremum-type RESET test for binary choice models," Economics Bulletin, AccessEcon, vol. 32(1), pages 905-912.
- Marcelo Brutti Righi & Paulo Sergio Ceretta, 2012. "Predicting the risk of global portfolios considering the non-linear dependence structures," Economics Bulletin, AccessEcon, vol. 32(1), pages 282-294.
- Sami Debbichi & Ahmde Ben khalifa, 2012. "Market conduct and competition effect on termination rate: econometric analysis of theTtunisian case," Economics Bulletin, AccessEcon, vol. 32(1), pages 1-5.
- Susan Sunila Sharma & Paresh Kumar Narayan, 2012. "Investment and oil price volatility," Economics Bulletin, AccessEcon, vol. 32(2), pages 1428-1433.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011. "Investment and oil price volatility," Working Papers fe_2011_14, Deakin University, Department of Economics.
- Umberto Triacca, 2012. "On the limit of the variation of the explanatory variable in simple linear regression model," Economics Bulletin, AccessEcon, vol. 32(3), pages 1927-1932.
- Gijsbert Suren & Guilherme Moura, 2012. "Heteroskedastic Dynamic Factor Models: A Monte Carlo Study," Economics Bulletin, AccessEcon, vol. 32(4), pages 2884-2898.
- 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.
- Shibananda Nayak, 2012. "What motivates to participate in an employment guarantee programme in India? A logit model analysis," Economics Bulletin, AccessEcon, vol. 32(3), pages 2113-2127.
- Marcelo Resende, 2012. "Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy," Economics Bulletin, AccessEcon, vol. 32(4), pages 2876-2883.
- Paulo Sergio Ceretta & Marcelo Brutti Righi & Alexandre Silva Da costa & Fernanda Maria Muller, 2012. "Quantiles autocorrelation in stock markets returns," Economics Bulletin, AccessEcon, vol. 32(3), pages 2065-2075.
- Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs," Economics Bulletin, AccessEcon, vol. 32(4), pages 2779-2800.
- Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950-2008: Highlights of Convergence Clubs," Post-Print hal-01881912, HAL.
- Masato Okamoto, 2012. "Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation," Economics Bulletin, AccessEcon, vol. 32(4), pages 2969-2982.
- Robert F. Phillips, 2012. "On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances," Economics Bulletin, AccessEcon, vol. 32(4), pages 3017-3024.
- Amalendu Bhunia, 2012. "The shock of domestic gold price on stock price indices-an evidence of india," Economics Bulletin, AccessEcon, vol. 32(4), pages 1-29.
- Antonio Ribba, 2012. "The federal funds rate and the conduction of the international orchestra," Economics Bulletin, AccessEcon, vol. 32(4), pages 2983-2990.
- Antonio Ribba, 2010. "The Federal Funds Rate and the Conduction of the International Orchestra," Department of Economics 0629, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Antonio Ribba, 2012. "The federal funds rate and the conduction of the international orchestra," Center for Economic Research (RECent) 086, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Ke Yang, 2012. "Multivariate Local Polynomial Regression With Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 32(4), pages 3298-3305.
- Markus Haas, 2012. "A Note on the Moments of the Skew-Normal Distribution," Economics Bulletin, AccessEcon, vol. 32(4), pages 3306-3312.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012. "Estimating Derivatives in Nonseparable Models With Limited Dependent Variables," Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation for Research in Economics, Yale University.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers CWP20/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series CIRJE-F-574, CIRJE, Faculty of Economics, University of Tokyo.
- Keisuke Hirano & Jack R. Porter, 2012. "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, vol. 80(4), pages 1769-1790, July.
- Hirano, Keisuke & Porter, Jack, 2009. "Impossibility Results for Nondifferentiable Functionals," MPRA Paper 15990, University Library of Munich, Germany.
- Maksim Belenkiy & Stefan Osborne, 2012. "The Effect of Changes in World Crude Oil Prices on U.S. Automobile Exports," International Journal of Energy Economics and Policy, Econjournals, vol. 2(3), pages 147-158.
- Imen Gam & Jaleleddine Ben Rejeb, 2012. "How Can We Assess the Relation Between Equipment, Price and Electricity Demand in Tunisia?," International Journal of Energy Economics and Policy, Econjournals, vol. 2(3), pages 159-166.
- Delis, Manthos D., 2012. "Bank competition, financial reform, and institutions: The importance of being developed," Journal of Development Economics, Elsevier, vol. 97(2), pages 450-465.
- Guerrazzi, Marco, 2012. "The animal spirits hypothesis and the Benhabib–Farmer condition for indeterminacy," Economic Modelling, Elsevier, vol. 29(4), pages 1489-1497.
- Guerrazzi, Marco, 2011. "The animal spirits hypothesis and the Benhabib-Farmer condition for indeterminacy," MPRA Paper 30673, University Library of Munich, Germany.
- Eide, Eric R. & Showalter, Mark H., 2012. "Methods matter: Improving causal inference in educational and social science research: A review article," Economics of Education Review, Elsevier, vol. 31(5), pages 744-748.
- Sorge, Marco M., 2012. "News shocks or parametric indeterminacy? An observational equivalence result in linear rational expectations models," Economics Letters, Elsevier, vol. 114(2), pages 198-200.
- Lamberson, P.J. & Page, Scott E., 2012. "The effect of feedback consistency on success in markets with positive feedbacks," Economics Letters, Elsevier, vol. 114(3), pages 259-261.
- Ulrick, Shawn W., 2012. "The Oaxaca decomposition generalized to a continuous group variable," Economics Letters, Elsevier, vol. 115(1), pages 35-37.
- Caporale, Tony, 2012. "Time varying CAPM betas and banking sector risk," Economics Letters, Elsevier, vol. 115(2), pages 293-295.
- Andrle, Michal, 2012. "Structural correlation decompositions for business cycle analysis," Economics Letters, Elsevier, vol. 115(3), pages 390-391.
- Yitzhaki, Shlomo & Schechtman, Edna, 2012. "Identifying monotonic and non-monotonic relationships," Economics Letters, Elsevier, vol. 116(1), pages 23-25.
- Guggenberger, Patrik, 2012. "A note on the relation between local power and robustness to misspecification," Economics Letters, Elsevier, vol. 116(2), pages 133-135.
- 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.
- Wheat, Phill & Smith, Andrew, 2012. "Is the choice of (t−T) in Battese and Coelli (1992) type stochastic frontier models innocuous? Observations and generalisations," Economics Letters, Elsevier, vol. 116(3), pages 291-294.
- Hornstein, Abigail S. & Greene, William H., 2012. "Usage of an estimated coefficient as a dependent variable," Economics Letters, Elsevier, vol. 116(3), pages 316-318.
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- Kotecha, Meena, 2012. "Teaching mathematics and statistics: promoting students' engagement and interaction," LSE Research Online Documents on Economics 42008, London School of Economics and Political Science, LSE Library.
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- Skrondal, Anders & Kuha, Jouni, 2012. "Improved regression calibration," LSE Research Online Documents on Economics 44135, London School of Economics and Political Science, LSE Library.
- Neumayer, Eric & Plümper, Thomas, 2012. "Conditional spatial policy dependence: theory and model specification," LSE Research Online Documents on Economics 44457, London School of Economics and Political Science, LSE Library.
- Skinner, Chris J. & Shlomo, N., 2012. "Estimating frequencies of frequencies in finite populations," LSE Research Online Documents on Economics 45631, London School of Economics and Political Science, LSE Library.
- Sholmo, Natalie & Skinner, Chris J., 2012. "Privacy protection from sampling and perturbation in survey microdata," LSE Research Online Documents on Economics 45632, London School of Economics and Political Science, LSE Library.
- Lam, Clifford & Yao, Qiwei, 2012. "Factor modeling for high-dimensional time series: inference for the number of factors," LSE Research Online Documents on Economics 45684, London School of Economics and Political Science, LSE Library.
- Sozou, Peter D. & Hartshorne, Geraldine M., 2012. "Time to pregnancy: a computational method for using the duration of non-conception for predicting conception," LSE Research Online Documents on Economics 46757, London School of Economics and Political Science, LSE Library.
- Giovagnoli, Alessandra & Wynn, Henry P., 2012. "(U,V) ordering and a duality theorem for risk aversion and Lorenz type orderings," LSE Research Online Documents on Economics 55856, London School of Economics and Political Science, LSE Library.
- Flores, Yarela & Watts, David, 2012. "Competencia en el sector bancario chileno. Una aproximación dinámica," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(316), pages 865-903, octubre-d.
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- Ascari, Guido & Fagiolo, Giorgio & Roventini, Andrea, 2015. "Fat-Tail Distributions And Business-Cycle Models," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 465-476, March.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," LEM Papers Series 2012/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-tail Distributions and Business-Cycle Models," Documents de Travail de l'OFCE 2012-01, Observatoire Francais des Conjonctures Economiques (OFCE).
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Quaderni di Dipartimento 157, University of Pavia, Department of Economics and Quantitative Methods.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers 02/2012, University of Verona, Department of Economics.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," EconomiX Working Papers 2012-7, University of Paris Nanterre, EconomiX.
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- Elena Stancanelli & Arthur Van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," American Economic Review, American Economic Association, vol. 102(3), pages 600-605, May.
- Elena Stancanelli & Arthur Van Soest, 2011. "Retirement and home production : A regression discontinuity approach," Documents de Travail de l'OFCE 2011-28, Observatoire Francais des Conjonctures Economiques (OFCE).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966873, HAL.
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," PSE-Ecole d'économie de Paris (Postprint) hal-00966873, HAL.
- Stancanelli, Elena G. F. & van Soest, Arthur, 2011. "Retirement and Home Production: A Regression Discontinuity Approach," IZA Discussion Papers 6229, Institute of Labor Economics (IZA).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Post-Print hal-00966873, HAL.
- Dominique Guegan & Bertrand Hassani, 2011. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Documents de travail du Centre d'Economie de la Sorbonne 11017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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- Elena Stancanelli, 2012. "Spouses' Retirement and Hours of Work Outcomes: Evidence from Twofold Regression Discontinuity," Documents de travail du Centre d'Economie de la Sorbonne 12074, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Elena Stancanelli, 2012. "Spouses' Retirement and Hours of Work Outcomes : Evidence from Twofold Regression Discontinuity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00755648, HAL.
- Stancanelli, Elena G. F. & van Soest, Arthur, 2012. "Joint Leisure Before and After Retirement: A Double Regression Discontinuity Approach," IZA Discussion Papers 6698, Institute of Labor Economics (IZA).
- Elena Stancanelli & Arthur van Soest, 2012. "Joint Leisure Before and After Retirement : a double Regression Discontinuity Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00768901, HAL.
- Elena Stancanelli & Arthur Van Soest, 2012. "Jointleisure before and after retirement :A double regression discontinuity approach," Documents de Travail de l'OFCE 2012-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Elena Stancanelli & Arthur Van Soest, 2012. "Joint Leisure Before and After Retirement: a double Regression Discontinuity Approach," Documents de travail du Centre d'Economie de la Sorbonne 12085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Elena Stancanelli & Arthur van Soest, 2012. "Joint Leisure Before and After Retirement : a double Regression Discontinuity Approach," Post-Print halshs-00768901, HAL.
- , & ,, 2012. "Subjectivity in inductive inference," Theoretical Economics, Econometric Society, vol. 7(2), May.
- Itzhak Gilboa & Larry Samuelson, 2009. "Subjectivity in Inductive Inference," Levine's Working Paper Archive 814577000000000324, David K. Levine.
- Itzhak Gilboa & Larry Samuelson, 2012. "Subjectivity in Inductive Inference," Post-Print hal-00489433, HAL.
- Itzhak Gilboa & Larry Samuelson, 2009. "Subjectivity in Inductive Inference," Cowles Foundation Discussion Papers 1725, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Larry Samuelson, 2012. "Subjectivity in Inductive Inference," Working Papers hal-00756342, HAL.
- Maxim, Kotsemir, 2012. "Publication Activity of Russian Researches in Leading International Scientific Journals," MPRA Paper 45044, University Library of Munich, Germany.
- Maxim Kotsemir, 2012. "Publication Activity of Russian Researches in Leading International Scientific Journals," Post-Print hal-00865856, HAL.
- Elena Stancanelli & Arthur Van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," American Economic Review, American Economic Association, vol. 102(3), pages 600-605, May.
- Elena Stancanelli & Arthur Van Soest, 2011. "Retirement and home production : A regression discontinuity approach," Documents de Travail de l'OFCE 2011-28, Observatoire Francais des Conjonctures Economiques (OFCE).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Post-Print hal-00966873, HAL.
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," PSE-Ecole d'économie de Paris (Postprint) hal-00966873, HAL.
- Stancanelli, Elena G. F. & van Soest, Arthur, 2011. "Retirement and Home Production: A Regression Discontinuity Approach," IZA Discussion Papers 6229, Institute of Labor Economics (IZA).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966873, HAL.
- Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs," Economics Bulletin, AccessEcon, vol. 32(4), pages 2779-2800.
- Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950-2008: Highlights of Convergence Clubs," Post-Print hal-01881912, HAL.
- Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950-2008: Highlights of Convergence Clubs," Post-Print hal-01885301, HAL.
- Jules Sadefo Kamdem, 2012. "VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors," Annals of Finance, Springer, vol. 8(1), pages 123-150, February.
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- Julien Chevallier, 2011. "Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism," Economics Bulletin, AccessEcon, vol. 31(4), pages 1-53.
- Julien Chevallier, 2012. "Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism," Post-Print halshs-00642336, HAL.
- Elena Stancanelli & Arthur van Soest, 2012. "Joint Leisure Before and After Retirement : a double Regression Discontinuity Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00768901, HAL.
- Elena Stancanelli & Arthur van Soest, 2012. "Joint Leisure Before and After Retirement : a double Regression Discontinuity Approach," Post-Print halshs-00768901, HAL.
- Elena Stancanelli & Arthur Van Soest, 2012. "Jointleisure before and after retirement :A double regression discontinuity approach," Documents de Travail de l'OFCE 2012-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Elena Stancanelli & Arthur Van Soest, 2012. "Joint Leisure Before and After Retirement: a double Regression Discontinuity Approach," Documents de travail du Centre d'Economie de la Sorbonne 12085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Stancanelli, Elena G. F. & van Soest, Arthur, 2012. "Joint Leisure Before and After Retirement: A Double Regression Discontinuity Approach," IZA Discussion Papers 6698, Institute of Labor Economics (IZA).
- Elena Stancanelli & Arthur Van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," American Economic Review, American Economic Association, vol. 102(3), pages 600-605, May.
- Elena Stancanelli & Arthur Van Soest, 2011. "Retirement and home production : A regression discontinuity approach," Documents de Travail de l'OFCE 2011-28, Observatoire Francais des Conjonctures Economiques (OFCE).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," PSE-Ecole d'économie de Paris (Postprint) hal-00966873, HAL.
- Stancanelli, Elena G. F. & van Soest, Arthur, 2011. "Retirement and Home Production: A Regression Discontinuity Approach," IZA Discussion Papers 6229, Institute of Labor Economics (IZA).
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Post-Print hal-00966873, HAL.
- Elena Stancanelli & Arthur van Soest, 2012. "Retirement and Home Production: A Regression Discontinuity Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966873, HAL.
- Gilboa, Itzhak & Samuelson, Larry & Schmeidler, David, 2013. "Dynamics of inductive inference in a unified framework," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1399-1432.
- Itzhak Gilboa & Larry Samuelson & David Schmeidler, 2011. "Dynamics of Inductive Inference in a Unified Framework," Levine's Working Paper Archive 786969000000000156, David K. Levine.
- Itzhak Gilboa & Larry Samuelson & David Schmeidler, 2012. "Dynamics of Inductive Inference in a Unified Framework," Working Papers hal-00712823, HAL.
- Itzhak Gilboa & Larry Samuelson & David Schmeidler, 2011. "Dynamics of Inductive Inference in a Unified Framework," Cowles Foundation Discussion Papers 1811, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Larry Samuelson & David Schmeidler, 2013. "Dynamics of inductive inference in a unified framework," Post-Print hal-00836265, HAL.
- Belzil, Christian & Hansen, Jörgen, 2012. "Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions," IZA Discussion Papers 6339, Institute of Labor Economics (IZA).
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- , & ,, 2012. "Subjectivity in inductive inference," Theoretical Economics, Econometric Society, vol. 7(2), May.
- Itzhak Gilboa & Larry Samuelson, 2009. "Subjectivity in Inductive Inference," Cowles Foundation Discussion Papers 1725, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Larry Samuelson, 2012. "Subjectivity in Inductive Inference," Working Papers hal-00756342, HAL.
- Itzhak Gilboa & Larry Samuelson, 2012. "Subjectivity in Inductive Inference," Post-Print hal-00489433, HAL.
- Itzhak Gilboa & Larry Samuelson, 2009. "Subjectivity in Inductive Inference," Levine's Working Paper Archive 814577000000000324, David K. Levine.
- Ascari, Guido & Fagiolo, Giorgio & Roventini, Andrea, 2015. "Fat-Tail Distributions And Business-Cycle Models," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 465-476, March.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," LEM Papers Series 2012/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers 02/2012, University of Verona, Department of Economics.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," EconomiX Working Papers 2012-7, University of Paris Nanterre, EconomiX.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-tail Distributions and Business-Cycle Models," Documents de Travail de l'OFCE 2012-01, Observatoire Francais des Conjonctures Economiques (OFCE).
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Quaderni di Dipartimento 157, University of Pavia, Department of Economics and Quantitative Methods.
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- Instituto para la Integración de América Latina y el Caribe, INTAL, 2012. "Trade in Natural Resources in Latin America : selected indicators," Revista Integración y Comercio (Integration and Trade Journal), Inter-American Development Bank, INTAL, vol. 35(16), pages 125-134.
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- Gernot Nerb & Anna Stangl, 2008. "ifo Indikator für das Weltwirtschaftsklima weiter gesunken," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 35-42, 08.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
- Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
- Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
- Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
- Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juni 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juni 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juni 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juni 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06.
- Hans G. Russ, 2002. "ifo Konjunkturtest Juni 2002 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07.
- Hans G. Russ, 2004. "ifo Konjunkturtest Juli 2004 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07.
- Hans G. Russ, 2006. "ifo Konjunkturtest Juli 2006 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08.
- Hans G. Russ, 2003. "ifo Konjunkturtest Juli 2003 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08.
- Hans G. Russ, 2005. "ifo Konjunkturtest Juli 2005 in Kürze," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08.
- Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe," Economic Development and Cultural Change, University of Chicago Press, vol. 51(2), pages 337-57, January.
- Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "What drives U.S. immigration policy? Evidence from congressional roll call votes," Journal of Public Economics, Elsevier, vol. 95(7), pages 734-743.
- Davide Castellani & Giorgia Giovannetti, 2010. "Productivity and the international firm: dissecting heterogeneity," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 13(1), pages 25-42.
- Artjoms Ivlevs & Jaime De Melo, 2010. "FDI, the Brain Drain and Trade: Channels and Evidence," Annals of Economics and Statistics, GENES, issue 97-98, pages 103-121.
- Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "Openness, inequality and poverty: Endowments matter," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(3), pages 343-378.
- Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
- Robert N. McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
- Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
- Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, 06.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C25-C44, February.
- Domenico Giannone & Michele Lenza, 2010. "The Feldstein-Horioka Fact," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc.
- Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2007. "Long-Run Money Demand in the New EU Member States with Exchange Rate Effects," Eastern European Economics, Taylor & Francis Journals, vol. 45(2), pages 75-94, April.
- Christian Daude & Marcel Fratzscher, 2007. "The pecking order of cross-border investment," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements.
- Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Kalin Nikolov, 2012. "Bubbles, banks and financial stability," Research Bulletin, European Central Bank, vol. 15, pages 2-6.
- Forbes, Kristin J. & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
- Marcel Fratzscher, 2012. "Capital Controls and Foreign Exchange Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 66-98, August.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- António Afonso & João Tovar Jalles, 2013. "Fiscal Composition and Long-term Growth," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.
- Marcel Fratzscher, 2011. "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
- Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
- Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
- Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
- Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Pierpaolo Benigno & Michael Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- J. Galí & D. López-Salido & J. Vallés, 2003. "Understanding the effects of government spending on consumption," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Fabrice Collard & Harris Dellas, 2003. "The great inflation of the 1970s," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
- Stephen Bond & Dietmar Harhoff & John Van Reenen, 2005. "Investment, R&D and Financial Constraints in Britain and Germany," Annals of Economics and Statistics, GENES, issue 79-80, pages 433-460.
- Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
- Francesco Caselli & Silvana Tenreyro, 2004. "Is Poland the next Spain?," Communities and Banking, Federal Reserve Bank of Boston.
- Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
- Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Christopher A. Pissarides, 2009. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," Econometrica, Econometric Society, vol. 77(5), pages 1339-1369, 09.
- Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
- Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
- Jo Blanden & Stephen Machin, 2004. "Educational Inequality and the Expansion of UK Higher Education," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(2), pages 230-249, 05.
- Anthony J. Venables, 2006. "Shifts in economic geography and their causes," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 15-39.
- Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "Procyclicality and the New Basel Accord: banks' choice of loan rating system," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, 06.
- Larcinese, Valentino & Puglisi, Riccardo & Snyder, James M., 2011. "Partisan bias in economic news: Evidence on the agenda-setting behavior of U.S. newspapers," Journal of Public Economics, Elsevier, vol. 95(9), pages 1178-1189.
- Saul Lach & Mark Schankerman, 2003. "Incentives and invention in universities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Richard Freeman & John Van Reenen, 2009. "What if Congress Doubled R&D Spending on the Physical Sciences?," NBER Chapters, in: Innovation Policy and the Economy, Volume 9, pages 1-38 National Bureau of Economic Research, Inc.
- Richard Perkins & Eric Neumayer, 2010. "Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact," Environment and Planning A, Pion Ltd, London, vol. 42(2), pages 347-365, February.
- Richard B. Freeman, 2007. "When Workers Share in Profits: Effort and Responses to Shirking," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 9-36, November-.
- Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India," Economic History Review, Economic History Society, vol. 64(s1), pages 8-38, February.
- Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "Identifying technology spillovers and product market rivalry," Proceedings, Federal Reserve Bank of San Francisco.
- Miklós Koren & Silvana Tenreyro, 2007. "Technological diversification," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Nancy Holman & Gabriel M Ahlfeldt, 2015. "No escape? The coordination problem in heritage preservation," Environment and Planning A, Pion Ltd, London, vol. 47(1), pages 172-187, January.
- Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "The Great Reversal in the Demand for Skill and Cognitive Tasks," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc.
- Giuseppe Moscarini & Fabien Postel-Vinay, 2013. "Did the Job Ladder Fail after the Great Recession?," NBER Chapters, in: Labor Markets in the Aftermath of the Great Recession, pages 55-93 National Bureau of Economic Research, Inc.
- Nuno Ferreira da Cruz & Pedro Simões & Rui Cunha Marques, 2013. "The hurdles of local governments with PPP contracts in the waste sector," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 31(2), pages 292-307, April.
- Eric Neumayer & Peter Nunnenkamp & Martin Roy, 2016. "Are stricter investment rules contagious? Host country competition for foreign direct investment through international agreements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 177-213, February.
- Joseph Seidel & Yang Xu, 2016. "MHTEXP: Stata module to perform multiple hypothesis testing correction procedure," Statistical Software Components S458153, Boston College Department of Economics.
- Heike Hennig-Schmidt & Bettina Rockenbach & Abdolkarim Sadrieh, 2010. "In Search Of Workers' Real Effort Reciprocity-A Field and a Laboratory Experiment," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 817-837, 06.
- Karlan, Dean & List, John A. & Shafir, Eldar, 2011. "Small matches and charitable giving: Evidence from a natural field experiment," Journal of Public Economics, Elsevier, vol. 95(5), pages 344-350.
- Matthew T. Cole & Amélie Guillin, 2015. "The determinants of trade agreements in services vs. goods," International Economics, CEPII research center, issue 144, pages 66-82.
- Yilmazkuday, Hakan, 2016. "Forecasting the Great Trade Collapse," International Economics, Elsevier, vol. 147(C), pages 145-154.
- Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko, 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 15, pages 1-26, November.
- 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.
- 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.
- 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.
- 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, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
- 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.
- Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 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 22, pages 1-27, March.
- 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
- Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), 2012. "Estadística aplicada. Primera Parte," Books, Fondo Editorial, Universidad del Pacífico, edition 2, volume 1, number 12-04, June.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Introducción," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 1, pages 13-22, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2007. "Introducción," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 1, volume 1, chapter 1, pages 15-26, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Organización y representación de datos," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 2, pages 23-128, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2007. "Organización y representación de datos," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 1, volume 1, chapter 2, pages 27-136, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Medidas estadísticas básicas," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 3, pages 129-175, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2007. "Medidas estadísticas básicas," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 1, volume 1, chapter 3, pages 137-188, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Números índices," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 4, pages 177-202, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Probabilidades," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 5, pages 203-236, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2007. "Probabilidades," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 1, volume 1, chapter 4, pages 189-226, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Variables aleatorias," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 6, pages 237-256, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2007. "Variables aleatorias," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 1, volume 1, chapter 5, pages 227-248, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Distribuciones de probabilidades," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 7, pages 257-275, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2007. "Distribuciones de probabilidad," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 1, volume 1, chapter 6, pages 249-270, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2012. "Distribuciones multivariadas," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 2, volume 1, chapter 8, pages 277-313, Fondo Editorial, Universidad del Pacífico.
- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2007. "Distribuciones multivariadas," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Primera Parte, edition 1, volume 1, chapter 7, pages 271-310, Fondo Editorial, Universidad del Pacífico.
- Andrew M. Jones, 2012. "health econometrics," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- Jones, Andrew M., 2000. "Health econometrics," Handbook of Health Economics, in: A. J. Culyer & J. P. Newhouse (ed.), Handbook of Health Economics, edition 1, volume 1, chapter 6, pages 265-344, Elsevier.
- Alex Coad & Max Planck, 2012. "Firms as Bundles of Discrete Resources – Towards an Explanation of the Exponential Distribution of Firm Growth Rates," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(2), pages 189-209.
- Alex Coad, 2008. "Firms as bundles of discrete resources - towards an explanation of the exponential distribution of firm growth rates," Documents de travail du Centre d'Economie de la Sorbonne r08055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alex Coad, 2008. "Firms as Bundles of Discrete Resources - Towards an Explanation of the Exponential Distribution of Firm Growth Rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00331282, HAL.
- Alex Coad, 2008. "Firms as Bundles of Discrete Resources - Towards an Explanation of the Exponential Distribution of Firm Growth Rates," Post-Print halshs-00331282, HAL.
- Ascari, Guido & Fagiolo, Giorgio & Roventini, Andrea, 2015. "Fat-Tail Distributions And Business-Cycle Models," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 465-476, March.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," LEM Papers Series 2012/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Quaderni di Dipartimento 157, University of Pavia, Department of Economics and Quantitative Methods.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers 02/2012, University of Verona, Department of Economics.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," EconomiX Working Papers 2012-7, University of Paris Nanterre, EconomiX.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," Working Papers hal-04141131, HAL.
- Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-tail Distributions and Business-Cycle Models," Documents de Travail de l'OFCE 2012-01, Observatoire Francais des Conjonctures Economiques (OFCE).
- Mohammad, Sulaiman D. & Naqvi, Syed Iqbal Hussain & Lal, Irfan & Zehra, Saba, 2012. "Arbitrage Price Theory (APT) and Karachi Stock Exchange (KSE)," MPRA Paper 106875, University Library of Munich, Germany.
- Masiya, Michael & Mussa, Richard, 2012. "Child labour And Schooling in Malawi: Does Mother's Employment Matter?," MPRA Paper 111858, University Library of Munich, Germany, revised 2015.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Some Methodological Reflections," MPRA Paper 122422, University Library of Munich, Germany.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2012. "Can Statistical Models of Stock Returns "Explain" Empirical Regularities?," MPRA Paper 122492, University Library of Munich, Germany.
- Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2012. "Gifts and sponsored trips for doctors matter more for sales of MNCs?(an application of censored regression)," MPRA Paper 37651, University Library of Munich, Germany.
- Sinha, Pankaj & Jayaraman, Prabha, 2012. "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper 37662, University Library of Munich, Germany.
- Bell, Peter, 2012. "Goodness of fit test for the multifractal model of asset returns," MPRA Paper 38689, University Library of Munich, Germany.
- Zervopoulos, Panagiotis, 2012. "Dealing with small samples and dimensionality issues in data envelopment analysis," MPRA Paper 39226, University Library of Munich, Germany.
- Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
- Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
- Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
- Marinela, Simuţ Ramona & Lavinia, Delcea (Săutiuţ), 2012. "Challenges for Romania’s employment policy in the Real Economy," MPRA Paper 40369, University Library of Munich, Germany.
- Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
- Harin, Alexander, 2012. "О Содержании Книги "Введение В Суб-Интервальный Анализ И Его Приложения" [About the contents of the book "Introduction to Sub-Interval Analysis and its Applications"]," MPRA Paper 41317, University Library of Munich, Germany.
- Harin, Alexander, 2012. "О Содержании Книги "Введение В Суб-Интервальный Анализ …" [About the contents of the book "Introduction to Sub-Interval Analysis …"]," MPRA Paper 41361, University Library of Munich, Germany.
- Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012. "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper 42062, University Library of Munich, Germany.
- Loi, Massimo & Rodrigues, Margarida, 2012. "A note on the impact evaluation of public policies: the counterfactual analysis," MPRA Paper 42444, University Library of Munich, Germany.
- Nam, Suhyeon, 2012. "Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables," MPRA Paper 42696, University Library of Munich, Germany.
- Fulli-Lemaire, Nicolas, 2012. "Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy," MPRA Paper 42852, University Library of Munich, Germany, revised 15 Oct 2012.
- Makan, Chandni & Ahuja, Avneet Kaur & Chauhan, Saakshi, 2012. "A Study of the Effect of Macroeconomic Variables on Stock Market: Indian Perspective," MPRA Paper 43313, University Library of Munich, Germany.
- Harin, Alexander, 2012. "Sub-interval analysis and possibilities of its use," MPRA Paper 43414, University Library of Munich, Germany.
- Harin, Alexander, 2012. "Суб-Интервальный Анализ И Возможности Его Применения [Sub-interval analysis and possibilities of its applications]," MPRA Paper 43494, University Library of Munich, Germany.
- Mohsin Hassan Alvi & Usman Kamal, 2015. "Assessing Chinese Currency Regime (2012)," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 4(2), pages 78-83.
- Alvi, Mohsin & Kamal, Usman, 2012. "Assessing Chinese currency regime (2012)," MPRA Paper 44551, University Library of Munich, Germany.
- Brunhart, Andreas, 2012. "Identification of Liechtenstein's historic economic growth and business cycles by econometric extensions of data series," KOFL Working Papers 14, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Brunhart, Andreas, 2012. "Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series," MPRA Paper 44628, University Library of Munich, Germany.
- Maxim Kotsemir, 2012. "Publication Activity of Russian Researches in Leading International Scientific Journals," Post-Print hal-00865856, HAL.
- Maxim, Kotsemir, 2012. "Publication Activity of Russian Researches in Leading International Scientific Journals," MPRA Paper 45044, University Library of Munich, Germany.
- Chen, Songxi, 2012. "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper 46026, University Library of Munich, Germany.
- Chen, Songxi, 2012. "Estimation in semiparametric models with missing data," MPRA Paper 46216, University Library of Munich, Germany.
- Qiu, Yumou & Chen, Songxi, 2012. "Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation," MPRA Paper 46242, University Library of Munich, Germany.
- Baruah, Joydeep, 2012. "Inclusive Growth under India's Neo-liberal Regime: Towards an Exposition," MPRA Paper 47248, University Library of Munich, Germany.
- Baruah, Joydeep, 2012. "On Identification of Backward Blocks," MPRA Paper 47258, University Library of Munich, Germany.
- Dubrocard, Anne & Prombo, Michel, 2012. "International comparison of Environmental performance," MPRA Paper 48072, University Library of Munich, Germany, revised 05 Jul 2013.
- Ezzat, Hassan, 2012. "The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt," MPRA Paper 50530, University Library of Munich, Germany.
- Philip G. Gayle & Zijun Luo, 2015. "Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald's Restaurant Outlets," Journal of Industrial Economics, Wiley Blackwell, vol. 63(1), pages 129-151, March.
- Gayle, Philip & Luo, Zijun, 2012. "Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald’s Restaurant Outlets," MPRA Paper 51259, University Library of Munich, Germany, revised Sep 2013.
- Pop, Raluca Elena, 2012. "Herd behavior towards the market index: evidence from Romanian stock exchange," MPRA Paper 51595, University Library of Munich, Germany.
- Gayle, Philip G. & Wu, Chi-Yin, 2013. "A re-examination of incumbents’ response to the threat of entry: Evidence from the airline industry," Economics of Transportation, Elsevier, vol. 2(4), pages 119-130.
- Gayle, Philip & Wu, Chi-Yin, 2012. "A Re-examination of Incumbents’ Response to the Threat of Entry: Evidence from the Airline Industry," MPRA Paper 52850, University Library of Munich, Germany, revised 2013.
- Vespignani, Joaquin L., 2012. "Modelling asymmetric consumer demand response: Evidence from scanner data," MPRA Paper 55601, University Library of Munich, Germany.
- Yang, Bill Huajian & Tkachenko, Mykola, 2012. "Modeling of EAD and LGD: Empirical Approaches and Technical Implementation," MPRA Paper 57298, University Library of Munich, Germany.
- Aryal, Gaurab & Gabrielli, Maria F., 2012. "Is Collusion Proof Auction Expensive? Estimates from Highway Procurements," MPRA Paper 57353, University Library of Munich, Germany, revised 19 Feb 2014.
- Khalid ZAMAN & Qazi Shujaat MAHMOOD & Muhammad Mushtaq KHAN & Awais RASHID & Mehboob AHMAD, 2012. "An Empirical Investigation of External Debt - Military Expenditure Nexus in Bangladesh," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(1), pages 173-188, June.
- Tomasz Potocki & Tomasz Swist, 2012. "Empirical Test of the Strong Form Efficiency of the Warsaw Stock Exchange: The Analysis of WIG 20 Index Shares," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(2), pages 155-172.
2011
- Aryal, Gaurab & Gabrielli, Maria F., 2013.
"Testing for collusion in asymmetric first-price auctions,"
International Journal of Industrial Organization, Elsevier, vol. 31(1), pages 26-35.
- Gaurab Aryal & Maria F. Gabrielli, 2011. "Testing for Collusion in Asymmetric First-Price Auctions," ANU Working Papers in Economics and Econometrics 2011-564, Australian National University, College of Business and Economics, School of Economics.
- Pennings, Joost M.E. & Garcia, Philip & Irwin, Scott H., 2011. "Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114787, European Association of Agricultural Economists.
- Bruno Feunou & Roméo Tédongap, 2012.
"A Stochastic Volatility Model With Conditional Skewness,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 576-591, July.
- Bruno Feunou & Roméo Tedongap, 2011. "A Stochastic Volatility Model with Conditional Skewness," Staff Working Papers 11-20, Bank of Canada.
- Ryan Greenaway-McGrevy, 2011. "Is GDP or GDI a better measure of output? A statistical approach," BEA Working Papers 0076, Bureau of Economic Analysis.
- 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.
- Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2011.
"Measuring inequality using censored data: a multiple‐imputation approach to estimation and inference,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(1), pages 63-81, January.
- Jenkins, Stephen P. & Burkhauser, Richard V. & Feng, Shuaizhang & Larrimore, Jeff, 2011. "Measuring inequality using censored data: a multiple-imputation approach to estimation and inference," LSE Research Online Documents on Economics 32013, London School of Economics and Political Science, LSE Library.
- Pasquale Schiraldi, 2011.
"Automobile replacement: a dynamic structural approach,"
RAND Journal of Economics, RAND Corporation, vol. 42(2), pages 266-291, June.
- Schiraldi, Pasquale, 2008. "Automobile replacement: a dynamic structural approach," LSE Research Online Documents on Economics 21780, London School of Economics and Political Science, LSE Library.
- Pasquale Schiraldi, 2010. "Automobile Replacement: A DynamicStructural Approach," STICERD - Economics of Industry Papers 49, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hashem M. Pesaran & Ron P. Smith, 2011.
"Beyond the DSGE Straitjacket,"
CESifo Working Paper Series
3447, CESifo.
- Pesaran, M. H. & Smith, R. P., 2011. "Beyond the DSGE straightjacket," Cambridge Working Papers in Economics 1138, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Smith, Ron P., 2011. "Beyond the DSGE Straitjacket," IZA Discussion Papers 5661, Institute of Labor Economics (IZA).
- Lawless, Paul & Tyler, Peter & Overman, Henry G., 2011.
"Strategies for underperforming places,"
LSE Research Online Documents on Economics
59236, London School of Economics and Political Science, LSE Library.
- Paul Lawless & Henry G. Overman & Peter Tyler, 2011. "Strategies for Underperforming Places," SERC Policy Papers 006, Centre for Economic Performance, LSE.
- Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar, 2012.
"When, where and how to perform efficiency estimation,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(4), pages 863-892, October.
- Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011. "When, where and how to perform efficiency estimation," MPRA Paper 33467, University Library of Munich, Germany.
- Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar, 2011. "When, where and how to perform efficiency estimation," Cologne Graduate School Working Paper Series 02-06, Cologne Graduate School in Management, Economics and Social Sciences.
- Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011. "When, Where and How to Perform Efficiency Estimation," IZA Discussion Papers 5997, Institute of Labor Economics (IZA).
- Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009.
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"Inference for VARs identified with sign restrictions,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1087-1121, November.
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Journal of Economic Theory, Elsevier, vol. 148(4), pages 1399-1432.
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"Investment and oil price volatility,"
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"Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism,"
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"Efficiency Bounds for Missing Data Models With Semiparametric Restrictions,"
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"The price of pork: The seniority trap in the U.S. House,"
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"The price of pork: The seniority trap in the U.S. House,"
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"Measuring inequality using censored data: a multiple‐imputation approach to estimation and inference,"
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"Retirement and Home Production: A Regression Discontinuity Approach,"
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"Inference for VARs identified with sign restrictions,"
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"Short-Term Congestion Forecasting in Wholesale Power Markets,"
Staff General Research Papers Archive
31700, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101010800001091, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101170800001091, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2010.
"Short-Term Congestion Forecasting in Wholesale Power Markets,"
Staff General Research Papers Archive
31700, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101170800001091, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101010800001091, Iowa State University, Department of Economics.
- Hashem M. Pesaran & Ron P. Smith, 2011.
"Beyond the DSGE Straitjacket,"
CESifo Working Paper Series
3447, CESifo.
- Pesaran, M. Hashem & Smith, Ron P., 2011. "Beyond the DSGE Straitjacket," IZA Discussion Papers 5661, Institute of Labor Economics (IZA).
- Pesaran, M. H. & Smith, R. P., 2011. "Beyond the DSGE straightjacket," Cambridge Working Papers in Economics 1138, Faculty of Economics, University of Cambridge.
- Tetsuo Kobayashi & Harvey Miller & Walied Othman, 2011. "Analytical methods for error propagation in planar space–time prisms," Journal of Geographical Systems, Springer, vol. 13(4), pages 327-354, December.
- Antonio Diez de los Rios & René Garcia, 2011. "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, vol. 14(2), pages 137-167, July.
- Luis Vélez & Andrés Ramírez & Liz Londoño & Yudy Giraldo & Daniel Londoño, 2011. "Regulation and Welfare: Assessing the Regulation of Electricity and Water Supply Utilities in Colombia During the 1990s. The Case of Empresas Públicas de Medellín," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 74, pages 231-270.
- Henderson, Daniel J. & Parmeter, Christopher F., 2012.
"Normal reference bandwidths for the general order, multivariate kernel density derivative estimator,"
Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2198-2205.
- Daniel J. Henderson & Christopher F. Parmeter, 2011. "Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator," Working Papers 2011-15, University of Miami, Department of Economics.
- Michele Battisti & Christopher F. Parmeter, 2011. "Income Polarization, Convergence Tools and Mixture Analysis," Working Papers 2011-17, University of Miami, Department of Economics.
- Anna Maccagnan, 2011. "Measuring the interaction between parents and children in Italian families: a structural equation approach," Center for the Analysis of Public Policies (CAPP) 0084, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Anna Maccagnan, 2011. "Measuring the interaction between parents and children in Italian families: a structural equation approach," Department of Economics 0645, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Colby, Scott & Tim, Graciano & Jeffrey, LaFrance & Rulon, Pope, 2011.
"Money illusion, Gorman and Lau,"
MPRA Paper
32709, University Library of Munich, Germany.
- Scott J. Colby & Timothy A. Graciano & Jeffrey T. LaFrance & Rulon D. Pope, 2011. "Money Illusion, Gorman And Lau," Monash Economics Working Papers 30-11, Monash University, Department of Economics.
- Erdem, Orhan & Ceyhan, Elvan & Varli, Yusuf, 2014.
"A new correlation coefficient for bivariate time-series data,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 274-284.
- Orhan Erdem & Elvan Ceyhan & Yusuf Varlı, 2011. "A New Correlation Coefficient for Bivariate Time-Series Data," Working Papers 201101, Murat Sertel Center for Advanced Economic Studies, Istanbul Bilgi University.
- Dominique Guegan & Bertrand Hassani, 2011.
"Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach,"
Documents de travail du Centre d'Economie de la Sorbonne
11017r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2011.
- Dominique Guegan & Bertrand Hassani, 2012. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00587706, HAL.
- Dominique Guegan & Bertrand Hassani, 2011. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Documents de travail du Centre d'Economie de la Sorbonne 11017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Bertrand Hassani, 2011.
"Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach,"
Documents de travail du Centre d'Economie de la Sorbonne
11017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Bertrand Hassani, 2012. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00587706, HAL.
- Dominique Guegan & Bertrand Hassani, 2011. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Documents de travail du Centre d'Economie de la Sorbonne 11017r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2011.
- Dominique Guegan & Bertrand Hassani, 2011. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Documents de travail du Centre d'Economie de la Sorbonne 11017rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Apr 2012.
- Christophe Boucher & Bertrand Maillet, 2011.
"Detrending Persistent Predictors,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00587775, HAL.
- Christophe Boucher & Bertrand Maillet, 2011. "Detrending Persistent Predictors," Documents de travail du Centre d'Economie de la Sorbonne 11019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Weber, Thomas A., 2011. "Optimal Control Theory with Applications in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262015730, April.
- Nosal, Ed & Rocheteau, Guillaume, 2011. "Money, Payments, and Liquidity," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262016281, April.
- Hoy, Michael & Livernois, John & McKenna, Chris & Rees, Ray & Stengos, Thanasis, 2011. "Student Solutions Manual for Mathematics for Economics," MIT Press Books, The MIT Press, edition 3, volume 1, number 0262517949, April.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2018.
"Inference for VARs identified with sign restrictions,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1087-1121, November.
- Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
- Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee, 2011. "Inference for VARs Identified with Sign Restrictions," NBER Working Papers 17140, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Moon, Hyungsik Roger & Granziera, Eleonora & Lee, Mihye, 2011. "Inference for VARs Identified with Sign Restrictions," CEPR Discussion Papers 8432, C.E.P.R. Discussion Papers.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Inference for VARs Identified with Sign Restrictions," Papers 1709.10196, arXiv.org, revised Feb 2018.
- Ruslan Bikbov & Mikhail Chernov, 2011. "Yield Curve and Volatility: Lessons from Eurodollar Futures and Options," Journal of Financial Econometrics, Oxford University Press, vol. 9(1), pages 66-105, Winter.
- Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011.
"Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
- Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers 636, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers 10-187, Toulouse School of Economics (TSE).
- Condrea Elena & Stanciu Anca Cristina & Mirea Marioara, 2011. "Some Useful Information to Improve the Insertion of the Work Market Process to Students in “Statistics and Economic Foreseeing, and Economic Informatics”," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 429-433, May.
- Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2011. "Forecasting breaks and forecasting during breaks," Economics Series Working Papers 535, University of Oxford, Department of Economics.
- Domínguez Serrano, Mónica & Blancas Peral, Francisco Javier & Guerrero Casas, Flor María & González Lozano, Mercedes, 2011. "Una revisión crítica para la construcción de indicadores sintéticos = A Critical Review to Construct Composite Indicators," 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. 11(1), pages 41-70, June.
- Arlette Beltrán (ed.), 2011. "Ejercicios de evaluación privada de proyectos," Books, Fondo Editorial, Universidad del Pacífico, edition 4, volume 1, number 11-09, June.
- Arlette Beltrán, 2011.
"La construcción del flujo de caja del proyecto,"
Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 1, pages 13-68,
Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2000. "La construcción del flujo de caja del proyecto," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 3, volume 1, chapter 1, pages 15-77, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011.
"Índices de rentabilidad,"
Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 2, pages 69-107,
Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2000. "Índices de rentabilidad," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 3, volume 1, chapter 2, pages 78-115, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011.
"Ranking de proyectos,"
Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 3, pages 109-152,
Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2003. "Ranking de proyectos," Chapters of Books, in: Arlette Beltrán (ed.), Evaluación privada de proyectos, edition 2, volume 1, chapter 7, pages 433-470, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 1999. "Ranking de proyectos," Chapters of Books, in: Arlette Beltrán (ed.), Evaluación privada de proyectos, edition 1, volume 1, chapter 7, pages 433-470, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2000. "Ranking de proyectos," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 3, volume 1, chapter 3, pages 116-152, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011.
"Análisis de optimización de la rentabilidad de un proyecto,"
Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 4, pages 153-195,
Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2000. "Análisis de optimización de la rentabilidad de un proyecto," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 3, volume 1, chapter 4, pages 153-191, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011.
"Evaluación de préstamos,"
Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 5, pages 197-242,
Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2000. "Evaluación de préstamos," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 3, volume 1, chapter 5, pages 192-224, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011.
"El riesgo en la evaluación de proyectos,"
Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 6, pages 243-327,
Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2003. "El riesgo en la evaluación de proyectos," Chapters of Books, in: Arlette Beltrán (ed.), Evaluación privada de proyectos, edition 2, volume 1, chapter 9, pages 519-602, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 1999. "El riesgo en la evaluación de proyectos," Chapters of Books, in: Arlette Beltrán (ed.), Evaluación privada de proyectos, edition 1, volume 1, chapter 9, pages 519-602, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2000. "El riesgo en la evaluación de proyectos," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 3, volume 1, chapter 6, pages 225-286, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011. "El costo de oprtunidad del capital (COK) para determinar RP," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 7, pages 329-357, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011.
"Casos propuestos,"
Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 8, pages 359-377,
Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2000. "Casos propuestos," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 3, volume 1, chapter 8, pages 314-334, Fondo Editorial, Universidad del Pacífico.
- Arlette Beltrán, 2011. "Comandos básicos en Microsoft Excel," Chapters of Books, in: Arlette Beltrán (ed.), Ejercicios de evaluación privada de proyectos, edition 4, volume 1, chapter 9, pages 379-399, Fondo Editorial, Universidad del Pacífico.
- Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013.
"Financial Risk Measurement for Financial Risk Management,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1127-1220,
Elsevier.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2012. "Financial Risk Measurement for Financial Risk Management," NBER Working Papers 18084, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive 11-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jose Antonio Ordaz & Maria del Carmen Melgar & M. Kazim Khan, 2011. "An Analysis Of Spanish Accidents In Automobile Insurance: The Use Of The Probit Model And Theoretical Potential Of Other Econometric Tools," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 6(3), pages 117-134, September.
- Francois-Éric Racicot, 2011. "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series UQO-DSA-wp052011, Département des sciences administratives, UQO.
- Colombier, Carsten, 2011. "How to consolidate government budgets in view of external imbalances in the Euro area? Evaluating the risk of a savings paradox," MPRA Paper 104741, University Library of Munich, Germany.
- Hussain, Adnan & Mubin, Muhammad & Lal, Irfan, 2011. "Exchange rate Volatility and Interest rate Risk: In the case of Pakistan," MPRA Paper 106877, University Library of Munich, Germany.
- Bouadam, Kamel & Chiad, Faycal, 2011. "Data Envelopment Analysis To Measure Technical Efficiency In The Algerian Companies," MPRA Paper 113845, University Library of Munich, Germany.
- So Yeon Chun & Alexander Shapiro & Stan Uryasev, 2012.
"Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics,"
Operations Research, INFORMS, vol. 60(4), pages 739-756, August.
- Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.
- Sen, Chitrakalpa, 2011. "FDI in the Service Sector – Propagator of Growth for India?," MPRA Paper 30574, University Library of Munich, Germany.
- Syed Kalim Hyder Bukhari & Abdul Jalil & Nasir Hamid Rao, 2011.
"Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited,"
SBP Working Paper Series
39, State Bank of Pakistan, Research Department.
- Bukhari, Syed Kalim Hyder & Abdul, Jalil & Rao, Nasir Hamid, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," MPRA Paper 31124, University Library of Munich, Germany.
- Nasir Hamid Rao & Syed Kalim Hyder Bukhari & Abdul Jalil, 2011. "Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited," Working Papers id:4290, eSocialSciences.
- Mohamed, Issam A.W., 2011. "Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen," MPRA Paper 31692, 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.
- Simplice A, Asongu, 2011.
"Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis,"
MPRA Paper
32559, University Library of Munich, Germany, revised 07 Feb 2013.
- Asongu Simplice, 2013. "Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis," Working Papers of the African Governance and Development Institute. 13/009, African Governance and Development Institute..
- Carvalho, Pedro & Marques, Rui Cunha & Berg, Sanford, 2012.
"A meta-regression analysis of benchmarking studies on water utilities market structure,"
Utilities Policy, Elsevier, vol. 21(C), pages 40-49.
- Carvalho, Pedro & Marques, Rui Cunha & Berg, Sanford, 2011. "A meta-regression analysis of benchmarking studies on water utilities market structure," MPRA Paper 32894, University Library of Munich, Germany.
- Arshia Amiri & Ulf-G Gerdtham, 2012.
"Granger Causality Between Exports, Imports and GDP in France: Evidance from Using Geostatistical Models,"
Economic Research Guardian, Mutascu Publishing, vol. 2(1), pages 43-59, May.
- Amiri, Arshia & Gerdtham, Ulf-G, 2011. "Relationship between exports, imports, and economic growth in France: evidence from cointegration analysis and Granger causality with using geostatistical models," MPRA Paper 34190, University Library of Munich, Germany.
- Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011. "Research Methodologies for Management Sciences & Interdisciplinary Research in Contemporary World," MPRA Paper 34758, University Library of Munich, Germany.
- Nwaobi, Godwin, 2011. "Agent-based computational economics and African modeling:perspectives and challenges," MPRA Paper 35414, University Library of Munich, Germany.
- Harin, Alexander, 2011. "Theorem of existence of ruptures for mean values on finite numerical segments. Discrete case," MPRA Paper 35650, University Library of Munich, Germany.
- Kentaka Aruga, 2014.
"An intervention analysis on the Tokyo Grain Exchange non-genetically modified and conventional soybean futures markets,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-11, December.
- Aruga, Kentaka, 2011. "An Intervention Analysis on the Tokyo Grain Exchange Non- Genetically Modified and Conventional Soybean Futures Market," MPRA Paper 36088, University Library of Munich, Germany.
- Mutascu, Mihai & Tiwari, Aviral & Estrada, Fernando, 2011.
"Taxation and political stability,"
MPRA Paper
32272, University Library of Munich, Germany.
- Mutascu, Mihai & Tiwari, Aviral & Estrada, Fernando, 2011. "Taxation and political stability," MPRA Paper 36855, University Library of Munich, Germany, revised Feb 2012.
- Akkoyun, H. Cagri & Arslan, Yavuz & Kanik, Birol, 2013.
"Housing prices and transaction volume,"
Journal of Housing Economics, Elsevier, vol. 22(2), pages 119-134.
- Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol, 2011. "Housing prices and transaction volume," MPRA Paper 37343, University Library of Munich, Germany, revised 01 Mar 2012.
- H. Cagri Akkoyun & Yavuz Arslan & Birol Kanik, 2012. "Housing Prices and Transaction Volume," Working Papers 1211, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Guo, Penghui & Liu, Lihu, 2011. "Robust Test for Spatial Error Model:Considering Changes of Spatial Layouts and Distribution Misspecification," MPRA Paper 38050, University Library of Munich, Germany, revised Apr 2012.
- Koundouri, Phoebe & Babalos, Vassilis & Stithou, Mavra & Anastasiou, Ioannis, 2011.
"A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece,"
MPRA Paper
38266, University Library of Munich, Germany.
- Phoebe Koundouri & Babalos Vasilis & Marva Stithou & Anastasiou Ioannis, 2012. "A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece," DEOS Working Papers 1212, Athens University of Economics and Business.
- Phoebe Koundouri & Vassilis Babalos & Mavra Stithou & Marianna Mousoulidou & Aris Mousoulides & Ioannis Anastasiou & Katerina Vasiliou, 2013. "A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece," GRI Working Papers 128, Grantham Research Institute on Climate Change and the Environment.
- DRĂGHICI, Alex andra & DAMIAN, Irina & DAN, Andreea Maria & POPA, Diana-Gabriela & EZARU, Elena Mihaela & PAICĂ, Ana Maria Roxana & MUREȘAN, Adriana Rodica & LUȚAI, Raluca & ŞERBAN, Ileana Daniela & C, 2011. "Research and Science Today No.1 [Research and Science Today]," MPRA Paper 41929, University Library of Munich, Germany.
- Lucas Lucio Godeiro, 2013.
"Impact of Calendar Effects in the Volatility of Vale Shares,"
Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 2(3), pages 1-1.
- Lúcio Godeiro, Lucas, 2011. "Impact of calendar effects in the volatility of vale shares," MPRA Paper 45993, University Library of Munich, Germany.
- Chang, Jinyuan & Chen, Songxi, 2011. "On the Approximate Maximum Likelihood Estimation for Diffusion Processes," MPRA Paper 46279, University Library of Munich, Germany.
- Benbachir, Saâd & El Alaoui, Marwane, 2011. "A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange," MPRA Paper 49003, University Library of Munich, Germany.
- Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011. "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper 49768, University Library of Munich, Germany.
- Cantillo, Andres, 2011. "The first statement of the formula for the Normal Curve," MPRA Paper 49779, University Library of Munich, Germany.
- Lubello, Federico, 2011. "Money Demand and Inflation: A Cointegration Analysis for Canada," MPRA Paper 54901, University Library of Munich, Germany.
- Cantillo, Andres, 2011. "Does Uncertainty Affect Investment Expenditure? A Comment," MPRA Paper 56866, University Library of Munich, Germany.
- Paget, Mia & Seacrest, Tom & Widergren, Steve & Balducci, Patrick & Orrell, Alice & Bloyd, Cary, 2011. "Using Smart Grids to Enhance Use of Energy-Efficiency and Renewable-Energy Technologies," MPRA Paper 58877, University Library of Munich, Germany.
- Dinda, Soumyananda, 2011. "Climate Change, Trade, and Competitiveness: Climate Trade Performance of India, SAARC and Asia Pacific Region," MPRA Paper 59423, University Library of Munich, Germany, revised 17 Aug 2014.
- Kurniawan, Rudi, 2011. "Tax Smoothing: Tests on Indonesian Data," MPRA Paper 65884, University Library of Munich, Germany.
- Armstrong, J. Scott, 2011. "Illusions in Regression Analysis," MPRA Paper 81663, University Library of Munich, Germany.
- Charlita de Freitas, Luciano & Couto Rampaso, Renato & Euler de Morais, Leonardo, 2011. "Uso da banda larga via satélite para universalização do acesso à banda larga e como indutor de redução das desigualdades regionais [Satellite based broadband use as a strategy to access universaliz," MPRA Paper 85686, University Library of Munich, Germany.
- Joanna Tyrowicz & Piotr Wojcik, 2011.
"Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 3(1), pages 59-79, July.
- Tyrowicz, Joanna & Wojcik, Piotr, 2009. "Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland," MPRA Paper 15384, University Library of Munich, Germany.
- Joanna Tyrowicz & Piotr Wójcik, 2009. "Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland," Working Papers 2009-04, Faculty of Economic Sciences, University of Warsaw.
- Cai, Lili & Swanson, Norman R., 2011.
"In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008,"
Journal of Empirical Finance, Elsevier, vol. 18(4), pages 743-764, September.
- Norman R. Swanson & Lili Cai, 2011. "In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008," Departmental Working Papers 201102, Rutgers University, Department of Economics.
- Xiangjin Shen & Hiroki Tsurumi, 2011. "Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models," Departmental Working Papers 201126, Rutgers University, Department of Economics.
- Willem H. Boshoff, 2011. "Antitrust market definition using statistical learning techniques and consumer characteristics," Working Papers 224, Economic Research Southern Africa.
- 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.
- Krauth Brian, 2016.
"Bounding a Linear Causal Effect Using Relative Correlation Restrictions,"
Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 117-141, January.
- Brian Krauth, 2011. "Bounding a linear causal effect using relative correlation restrictions," Discussion Papers dp11-02, Department of Economics, Simon Fraser University.
- Pedro Simões & Rui Marques, 2011.
"Performance and congestion analysis of the portuguese hospital services,"
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. 19(1), pages 39-63, March.
- Simões, Pedro & Cunha Marques, Rui, 2009. "Performance and Congestion Analysis of the Portuguese Hospital Services," MPRA Paper 16940, University Library of Munich, Germany.
- Elena Cefis & Orietta Marsili, 2011. "Born to flip. Exit decisions of entrepreneurial firms in high-tech and low-tech industries," Journal of Evolutionary Economics, Springer, vol. 21(3), pages 473-498, August.
- Rakesh KUMAR & Mohammad TAMIMI, 2011. "Impact Of Crude Oil Price Volatility On World Equity Markets Beharviur," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 236-248, December.
- Sven Langedijk & Martin Larch, 2011.
"Testing EU fiscal surveillance: how sensitive is it to variations in output gap estimates?,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 39-60.
- Sven Langedijk & Martin Larch, 2007. "Testing the EU fiscal surveillance: How sensitive is it to variations in output gap estimates?," European Economy - Economic Papers 2008 - 2015 285, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- 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.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011.
"Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62,"
Other publications TiSEM
d3b15c46-27c4-493e-8c53-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Discussion Paper 2011-015, Tilburg University, Center for Economic Research.
- Giovanni Andrea Cornia & Stefano Rosignoli & Luca Tiberti, 2011. "The Impact of the Food and Financial Crises on Child Mortality: The case of sub-Saharan Africa," Papers inwopa633, Innocenti Working Papers.
- Keetie Roelen & Geranda Notten, 2011. "The Breadth of Child Poverty in Europe: An investigation into overlap and accumulation of deprivations," Papers inwopa636, Innocenti Working Papers.
- Abdurrahman Aydemir & George J. Borjas, 2011.
"Attenuation Bias in Measuring the Wage Impact of Immigration,"
Journal of Labor Economics, University of Chicago Press, vol. 29(1), pages 69-113, January.
- Abdurrahman Aydemir & George J. Borjas, 2010. "Attenuation Bias in Measuring the Wage Impact of Immigration," NBER Working Papers 16229, National Bureau of Economic Research, Inc.
- Theo S. Eicher & Monique Newiak, 2013.
"Intellectual property rights as development determinants,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(1), pages 4-22, February.
- Theo S. Eicher & Monique Newiak, 2013. "Intellectual property rights as development determinants," Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 4-22, February.
- Theo S Eicher & Monique Newiak, 2011. "Intellectual Property Rights as Development Determinants," Working Papers UWEC-2011-13-P, University of Washington, Department of Economics.
- Gianfreda, Angelica & Grossi, Luigi, 2012.
"Forecasting Italian electricity zonal prices with exogenous variables,"
Energy Economics, Elsevier, vol. 34(6), pages 2228-2239.
- Angelica Gianfreda & Luigi Grossi, 2011. "Forecasting Italian Electricity Zonal Prices with Exogenous Variables," Working Papers 01/2011, University of Verona, Department of Economics.
- Antonio Diez De Los Rios & René Garcia, 2011.
"Assessing and valuing the nonlinear structure of hedge fund returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 193-212, March.
- Antonio Diez de los Rios & René Garcia, 2006. "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers 06-31, Bank of Canada.
- Kian Guan Lim, 2011. "Financial Valuation And Econometrics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7782, February.
- Andrew M. Jones & James Lomas & Nigel Rice, 2014.
"Applying Beta‐Type Size Distributions To Healthcare Cost Regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(4), pages 649-670, June.
- Jones, A & Lomas, J & Rice, N, 2011. "Applying Beta-type Size Distributions to Healthcare Cost Regressions," Health, Econometrics and Data Group (HEDG) Working Papers 11/31, HEDG, c/o Department of Economics, University of York.
- Mark Andor & Frederik Hesse, "undated".
"A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates,"
Working Papers
201177, Institute of Spatial and Housing Economics, Munster Universitary.
- Andor, Mark & Hesse, Frederik, 2011. "A Monte Carlo simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates," CAWM Discussion Papers 51, University of Münster, Münster Center for Economic Policy (MEP).
- Harin, Alexander, 2011. "Теоремы О Существовании Разрывов На Числовых Отрезках И В Шкале Вероятностей И Некоторые Возможности Их Применения [Theorems of existence of the ruptures in numerical segments and in the probabilit," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 12, pages 5-7.
2010
- M. Kiani & J. Panaretos & S. Psarakis, 2010.
"A new procedure for monitoring the range and standard deviation of a quality characteristic,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 44(1), pages 1-24, January.
- Kiani, Mehdi & Panaretos, John & Psarakis, Stelios, 2008. "A new procedure for monitoring the range and standard deviation of a quality characteristic," MPRA Paper 9067, University Library of Munich, Germany.
- Rabi Bhattacharya & Mukul Majumdar, 2010. "Random iterates of monotone maps," Review of Economic Design, Springer;Society for Economic Design, vol. 14(1), pages 185-192, March.
- Alexander Vogel & Joachim Wagner, 2016.
"Higher Productivity in Importing German Manufacturing Firms: Self-selection, Learning from Importing or Both?,"
World Scientific Book Chapters, in: Microeconometrics of International Trade, chapter 4, pages 139-174,
World Scientific Publishing Co. Pte. Ltd..
- Alexander Vogel & Joachim Wagner, 2010. "Higher productivity in importing German manufacturing firms: self-selection, learning from importing, or both?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 641-665, January.
- Vogel, Alexander & Wagner, Joachim, 2008. "Higher Productivity in Importing German Manufacturing Firms: Self-Selection, Learning from Importing, or Both?," IZA Discussion Papers 3854, Institute of Labor Economics (IZA).
- Alexander Vogel & Joachim Wagner, 2008. "Higher Productivity in Importing German Manufacturing Firms: Self-selection, Learning from Importing, or Both?," Working Paper Series in Economics 106, University of Lüneburg, Institute of Economics.
- Thorsten Schank & Claus Schnabel & Joachim Wagner, 2016.
"Higher Wages in Exporting Firms: Self-selection, Export Effect, or Both? First Evidence from Linked Employer–Employee Data,"
World Scientific Book Chapters, in: Microeconometrics of International Trade, chapter 6, pages 215-241,
World Scientific Publishing Co. Pte. Ltd..
- Thorsten Schank & Claus Schnabel & Joachim Wagner, 2010. "Higher wages in exporting firms: self-selection, export effect, or both? First evidence from linked employer-employee data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(2), pages 303-322, June.
- Giulio Bottazzi & Davide Pirino, 2010. "Measuring Industry Relatedness and Corporate Coherence," LEM Papers Series 2010/10, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010.
"Threshold bipower variation and the impact of jumps on volatility forecasting,"
Journal of Econometrics, Elsevier, vol. 159(2), pages 276-288, December.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print hal-00741630, HAL.
- Fulvio Corsi & Davide Pirino & Roberto Reno', 2010. "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series 2010/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- B. Bhaskara Rao & Rup Singh & Saten Kumar, 2010.
"Do we need time series econometrics?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 695-697.
- Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008. "Do we need time series econometrics?," MPRA Paper 6627, University Library of Munich, Germany.
- Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008. "Do we need time series econometrics," MPRA Paper 10530, University Library of Munich, Germany, revised 14 Sep 2008.
- Thanasis Stengos & Ximing Wu, 2010.
"Information-Theoretic Distribution Test with Application to Normality,"
Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
- Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
- Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
- Thanasis Stengos & Ximing Wu†, 2007. "Information-Theoretic Distribution Test with Application to Normality," Working Paper series 24_07, Rimini Centre for Economic Analysis.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010.
"Asymmetry of information flow between volatilities across time scales,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
- Ramazan Gencay & Faruk Selcuk, 2004. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings 90, Econometric Society.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series 27_09, Rimini Centre for Economic Analysis.
- Dungey, Mardi & Hvozdyk, Lyudmyla, 2010. "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers 10450, University of Tasmania, Tasmanian School of Business and Economics, revised 14 Jul 2010.
- Cannella, S. & Ciancimino, E. & Ashayeri, J., 2010. "On the Significance of Demand and Inventory Smoothing Interventions in Supply Chain," Discussion Paper 2010-126, Tilburg University, Center for Economic Research.
- Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020.
"Expected utility and catastrophic risk in a stochastic economy–climate model,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Other publications TiSEM 52cbee73-e1dc-4ed3-8ec9-6, Tilburg University, School of Economics and Management.
- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Discussion Paper 2010-122, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & Ridder, A.A.N. & Rubinstein, R.Y., 2010.
"Variance Reduction Techniques in Monte Carlo Methods,"
Other publications TiSEM
87680d1a-53c1-4107-ada4-7, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & Ridder, A.A.N. & Rubinstein, R.Y., 2010. "Variance Reduction Techniques in Monte Carlo Methods," Discussion Paper 2010-117, Tilburg University, Center for Economic Research.
- Bettonvil, B.W.M., 2010. "Full Screening Another View at One-Factor-at-a-Time Designs," Discussion Paper 2010-139, Tilburg University, Center for Economic Research.
- Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020.
"Expected utility and catastrophic risk in a stochastic economy–climate model,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Discussion Paper 2010-122, Tilburg University, Center for Economic Research.
- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Other publications TiSEM 52cbee73-e1dc-4ed3-8ec9-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Other publications TiSEM
e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
- Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011.
"Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
- Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers 636, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers 10-187, Toulouse School of Economics (TSE).
- Cheryl Joy J. Fernandez & Kim Hang Pham Do, 2010. "Logit and Principal Component Analyses on the Management of Marine Protected Area (MPA) in North-Eastern Iloilo, Philippines," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 17(1), pages 97-122, June.
- Rina Bhattacharya & HirutWolde, 2010. "Constraints on Trade in the MENA Region," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 65(3), pages 251-272, September.
- Elena DOVAL, 2010. "The Firm’S Patrimony €“ An International Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(4(14)/ Wi), pages 317-323.
- Bruno ARPINO & Roberta VARRIALE, 2010. "Assessing The Quality Of Institutions’ Rankings Obtained Through Multilevel Linear Regression Models," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(1(11)_Spr), pages 7-22.
- Natalia Nehrebecka & Sylwia Grudkowska, 2010. "Application of epsilon method to modeling expectations in construction," Working Papers 2010-01, Faculty of Economic Sciences, University of Warsaw.
- Harin, Alexander, 2010. "The ruptures in the probability scale and some problems of modelling," EconStor Conference Papers 57846, ZBW - Leibniz Information Centre for Economics.
- Harin, Alexander, 2010. "Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании [Ruptures in probability scale. Their manifestations in economics and forecasting]," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4-16, pages 85-87.
- Görzig, Bernd, 2010. "EUKLEED - An Establishment Level Comprehensive Data Base for Germany," EconStor Research Reports 71074, ZBW - Leibniz Information Centre for Economics.
- Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010. "Ambit processes and stochastic partial differential equations," CREATES Research Papers 2010-17, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010. "Modelling energy spot prices by Lévy semistationary processes," CREATES Research Papers 2010-18, Department of Economics and Business Economics, Aarhus University.
- Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010. "Modelling electricity forward markets by ambit fields," CREATES Research Papers 2010-41, Department of Economics and Business Economics, Aarhus University.
- Stefan Holst Bache, 2010. "Minimax Regression Quantiles," CREATES Research Papers 2010-54, Department of Economics and Business Economics, Aarhus University.
- Kock, Anders Bredahl, 2013.
"Oracle Efficient Variable Selection In Random And Fixed Effects Panel Data Models,"
Econometric Theory, Cambridge University Press, vol. 29(1), pages 115-152, February.
- Anders Bredahl Kock, 2010. "Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models," CREATES Research Papers 2010-56, Department of Economics and Business Economics, Aarhus University.
- Manuela Rozalia Gabor & Daniela Ştefănescu & Lia Codrina Conţiu, 2010. "The Application of Main Component Analysis Method on Indicators of Romanian National Authority for Consumers Protection Activities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(28), pages 314-331, June.
- Zuniga Gonzalez, Carlos Alberto, 2010.
"Comparisons of LSMS-ISA data collection and dissemination efforts in Central America,"
MPRA Paper
49350, University Library of Munich, Germany, revised 15 Jun 2011.
- Zúniga-González, Carlos Alberto, 2010. "Comparisons of LSMS-ISA data collection and dissemination efforts in Central America," Miscellaneous Papers 90751, Agecon Search.
- Whitacre, Brian E., 2010. "Metro, Micro, and Non-Core: A 3-year Portrait of Broadband Supply and Demand in Oklahoma," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida 55929, Southern Agricultural Economics Association.
- Erhan Bayraktar & Constantinos Kardaras & Hao Xing, 2010.
"Valuation equations for stochastic volatility models,"
Papers
1004.3299, arXiv.org, revised Dec 2011.
- Bayraktar, Erhan & Kardaras, Constantinos & Xing, Hao, 2012. "Valuation equations for stochastic volatility models," LSE Research Online Documents on Economics 43460, London School of Economics and Political Science, LSE Library.
- Ilan Kolet & Ryan Macdonald, 2010. "The Fisher BCPI: The Bank of Canada’s New Commodity Price Index," Discussion Papers 10-6, Bank of Canada.
- Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
- Bajari, Patrick & Hong, Han & Krainer, John & Nekipelov, Denis, 2010.
"Estimating Static Models of Strategic Interactions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 469-482.
- Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006. "Estimating Static Models of Strategic Interaction," NBER Working Papers 12013, National Bureau of Economic Research, Inc.
- Mehmet Caner, 2010.
"Exponential Tilting with Weak Instruments: Estimation and Testing,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 307-325, June.
- Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, University Library of Munich, Germany.
- Helmut Fryges & Joachim Wagner, 2016.
"Exports and Profitability — First Evidence for German Manufacturing Firms,"
World Scientific Book Chapters, in: Microeconometrics of International Trade, chapter 7, pages 245-277,
World Scientific Publishing Co. Pte. Ltd..
- Helmut Fryges & Joachim Wagner, 2010. "Exports and Profitability: First Evidence for German Manufacturing Firms," The World Economy, Wiley Blackwell, vol. 33(3), pages 399-423, March.
- Fryges, Helmut & Wagner, Joachim, 2008. "Exports and Profitability: First Evidence for German Manufacturing Firms," IZA Discussion Papers 3798, Institute of Labor Economics (IZA).
- Helmut Fryges & Joachim Wagner, 2008. "Exports and Profitability - First Evidence for German Manufacturing Firms," Working Paper Series in Economics 102, University of Lüneburg, Institute of Economics.
- Fryges, Helmut & Wagner, Joachim, 2008. "Exports and Profitability: First Evidence for German Manufacturing Firms," ZEW Discussion Papers 08-085, ZEW - Leibniz Centre for European Economic Research.
- Jaeho Yun, 2010. "Extracting Stochastic Volatilities and Jumps for the Korean Stock Index Using Optimal Filter (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(3), pages 78-118, September.
- Lima Luiz Renato & Xiao Zhijie, 2010.
"Testing Unit Root Based on Partially Adaptive Estimation,"
Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
- Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
- Xiao, Zhijie & Lima, Luiz Renato, 2004. "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 528, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013.
"Robust Estimation And Forecasting Of The Capital Asset Pricing Model,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-18.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers 21722, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Stephen Gibbons & Henry G. Overman, 2012.
"Mostly Pointless Spatial Econometrics?,"
Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 172-191, May.
- Gibbons, Stephen & Overman, Henry G., 2010. "Mostly pointless spatial econometrics?," LSE Research Online Documents on Economics 33559, London School of Economics and Political Science, LSE Library.
- Steve Gibbons & Henry G. Overman, 2010. "Mostly Pointless Spatial Econometrics?," SERC Discussion Papers 0061, Centre for Economic Performance, LSE.
- Pasquale Schiraldi, 2011.
"Automobile replacement: a dynamic structural approach,"
RAND Journal of Economics, RAND Corporation, vol. 42(2), pages 266-291, June.
- Schiraldi, Pasquale, 2008. "Automobile replacement: a dynamic structural approach," LSE Research Online Documents on Economics 21780, London School of Economics and Political Science, LSE Library.
- Pasquale Schiraldi, 2010. "Automobile Replacement: A DynamicStructural Approach," STICERD - Economics of Industry Papers 49, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- M.-É. Clerc & É. Coudin, 2010. "The CPI, Mirror of the Cost of Living in France? Evidence based on the Engel Curves Analysis," Documents de Travail de la DESE - Working Papers of the DESE g2010-04, Institut National de la Statistique et des Etudes Economiques, DESE.
- P. Givord, 2010. "Econometric Methods for Public Policies Evaluation," Documents de Travail de la DESE - Working Papers of the DESE g2010-08, Institut National de la Statistique et des Etudes Economiques, DESE.
- Jesus Gonzalo & Jose Olmo, 2014.
"Conditional Stochastic Dominance Tests In Dynamic Settings,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
- Olmo, José, 2010. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1029, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Olmo, José, 2013. "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics we1205, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Fan, Yanqin & Gençay, Ramazan, 2010.
"Unit Root Tests With Wavelets,"
Econometric Theory, Cambridge University Press, vol. 26(5), pages 1305-1331, October.
- Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany.
- Hill, Jonathan B., 2010. "On Tail Index Estimation For Dependent, Heterogeneous Data," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1398-1436, October.
- Florens, Jean-Pierre & Sbaï, Erwann, 2010.
"Local Identification In Empirical Games Of Incomplete Information,"
Econometric Theory, Cambridge University Press, vol. 26(6), pages 1638-1662, December.
- Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," TSE Working Papers 10-166, Toulouse School of Economics (TSE).
- Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse.
- Cao, Jing & Stokes, Lynne, 2010. "Evaluation of Wine Judge Performance through Three Characteristics: Bias, Discrimination, and Variation," Journal of Wine Economics, Cambridge University Press, vol. 5(1), pages 132-142, April.
- Gabriela OPAIT, 2010. "The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 257-268.
- Gabriela OPAIT, 2010. "Statistical Analysis Through Factors Path Method," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 119-130.
- Nadine Levratto & Luc Tessier & Messaoud Zouikri, 2010. "The determinants of growth for SMEs. A longitudinal study from French manufacturing firms," EconomiX Working Papers 2010-28, University of Paris Nanterre, EconomiX.
- Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009.
"A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects,"
Journal of Econometrics, Elsevier, vol. 150(2), pages 151-166, June.
- Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers 2007-22, Department of Economics and Business Economics, Aarhus University.
- Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers 10-06, Duke University, Department of Economics.
- Frederik Lundtofte, 2010. "Implied volatility and risk aversion in a simple model with uncertain growth," Economics Bulletin, AccessEcon, vol. 30(1), pages 182-191.
- Pedro Macedo & Elvira Silva, 2010. "A stochastic production frontier model with a translog specification using the generalized maximum entropy estimator," Economics Bulletin, AccessEcon, vol. 30(1), pages 587-596.
- Yen-Chen Chiu, 2010. "Industry Concentration and Cash Flow at Risk," Economics Bulletin, AccessEcon, vol. 30(1), pages 405-413.
- William Barnett & Ousmane Seck, 2010. "A note on nonidentification in truncated sampling distribution estimation," Economics Bulletin, AccessEcon, vol. 30(2), pages 1670-1679.
- Essahbi Essaadi & Mohamed Boutahar, 2010.
"A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach,"
Economics Bulletin, AccessEcon, vol. 30(2), pages 1054-1070.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers halshs-00333582, HAL.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print halshs-00550460, HAL.
- Mohamed Boutahar & Essahbi Essaadi, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Post-Print halshs-00566026, HAL.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers 0827, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Ben m'barek Hassene & Ben romdhane Hager, 2010. "Financial Crises and Banking Deregulation: the Case of Tunisia," Economics Bulletin, AccessEcon, vol. 30(1), pages 669-682.
- Shiok Ye Lim & Ricky Chee-Jiun Chia & Chong Mun Ho, 2010. "Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test," Economics Bulletin, AccessEcon, vol. 30(2), pages 1182-1190.
- Daniel Ventosa-santaulària, 2010. "Testing for an irrelevant regressor in a simple cointegration analysis," Economics Bulletin, AccessEcon, vol. 30(2), pages 1333-1345.
- Dominique Guégan & Patrick Rakotomarolahy, 2010.
"A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques,"
Economics Bulletin, AccessEcon, vol. 30(1), pages 508-518.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne 10013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00461711, HAL.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460472, HAL.
- Erdal Atukeren, 2010. "The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests," Economics Bulletin, AccessEcon, vol. 30(1), pages 494-499.
- Donghun Kim & Philip Sugai, 2010. "Willingness to Pay for Digital Contents in Japan," Economics Bulletin, AccessEcon, vol. 30(3), pages 1745-1752.
- Mazbahul Golam Ahamad, 2010. "Infant mortality situation in bangladesh in 2007: a district level analysis," Economics Bulletin, AccessEcon, vol. 30(1), pages 1-5.
- Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010.
"Linearity and stationarity of G7 government bond returns,"
Economics Bulletin, AccessEcon, vol. 30(4), pages 2642-2655.
- Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
- Venus khim-sen Liew & Chin-hong Puah & Chee-keong Choong & Evan Lau, 2010. "Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests," Economics Bulletin, AccessEcon, vol. 30(2), pages 1283-1292.
- Mazbahul Golam Ahamad & Rezai Karim Khondker, 2010.
"Climate Risks, Seasonal Food Insecurity and Consumption Coping Strategies: Evidences from a Micro-level Study from Northern Bangladesh,"
Economics Bulletin, AccessEcon, vol. 30(2), pages 1444-1459.
- Ahamad, Mazbahul Golam & Khondker, Rezai Karim, 2010. "Climate Risks, Seasonal Food Insecurity and Consumption Coping Strategies: Evidences from a Micro-level Study from Northern Bangladesh," MPRA Paper 21906, University Library of Munich, Germany.
- Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.
- Siow-Hooi Tan & Mohammad Tariqul Islam Khan, 2010. "Long Memory Features in Return and Volatility of the Malaysian Stock Market," Economics Bulletin, AccessEcon, vol. 30(4), pages 3267-3281.
- Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi, 2010. "Econometric Analysis of Fiscal Policy Budget Constraints in Endogenous Growth Models," Economics Bulletin, AccessEcon, vol. 30(4), pages 2884-2894.
- Alexander Harin, 2010. "The theorem of existence of ruptures in the probability scale," Economics Bulletin, AccessEcon, vol. 30(2), pages 1-16.
- A. nazif Catik & Chris Martin, 2010. "Relative Price Adjustment and the UK Phillips Curve," Economics Bulletin, AccessEcon, vol. 30(3), pages 1737-1744.
- Alexander Harin, 2010. "The ruptures in the probability scale and some problems of modelling," Economics Bulletin, AccessEcon, vol. 30(2), pages 1-18.
- Jen-je Su & Wai-kong (adrian) Cheung & Astrophel (kim) Choo, 2010. "On the power of modified Kapetanios-Snell-Shin (KSS) tests," Economics Bulletin, AccessEcon, vol. 30(3), pages 2028-2036.
- Jialu Liu, 2010. "Does Migration Income Help Hometown Business? Evidences from Rural Households Survey in China," Economics Bulletin, AccessEcon, vol. 30(4), pages 2598-2611.
- Francesca Giambona & Erasmo Vassallo & Elli Vassiliadis, 2010. "Educational efficiency in a dea-bootstrap approach," Economics Bulletin, AccessEcon, vol. 30(4), pages 2709-2719.
- Claudio Detotto & Pulina Manuela, 2010.
"Testing the effects of crime on the Italian economy,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 2063-2074.
- Claudio Detotto & Manuela Pulina, 2010. "Testing the effects of crime on the Italian economy," Post-Print hal-01971129, HAL.
- Komain Jiranyakul, 2010. "Recent evidence of the validity of the export-led growth hypothesis for Thailand," Economics Bulletin, AccessEcon, vol. 30(3), pages 2151-2159.
- Ivan Jeliazkov & Rui Liu, 2010. "A model-based ranking of U.S. recessions," Economics Bulletin, AccessEcon, vol. 30(3), pages 2289-2296.
- Stefan D. Haigner & Stefan Jenewein & Hans-Christian Müller & Florian Wakolbinger, 2010.
"The first shall be last: Serial position effects in the case contestants evaluate each other,"
Economics Bulletin, AccessEcon, vol. 30(4), pages 3170-3176.
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- Vasyechko Olga, 2010. "New composite indicator for the business tendency survey," Economics Bulletin, AccessEcon, vol. 30(4), pages 1-32.
- Davidson, James & Monticini, Andrea, 2010.
"Tests for cointegration with structural breaks based on subsamples,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2498-2511, November.
- James Davidson & Andrea Monticini, 2007. "Tests for Cointegration with Structural Breaks Based on Subsamples," Discussion Papers 0704, University of Exeter, Department of Economics.
- Dufour, Jean-Marie & Taamouti, Abderrahim, 2010.
"Short and long run causality measures: Theory and inference,"
Journal of Econometrics, Elsevier, vol. 154(1), pages 42-58, January.
- Dufour, Jean-Marie, 2008. "Short and long run causality measures: theory and inference," UC3M Working papers. Economics we083720, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010.
"Forecasting with equilibrium-correction models during structural breaks,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 25-36, September.
- Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008. "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 408, University of Oxford, Department of Economics.
- Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010.
"Threshold bipower variation and the impact of jumps on volatility forecasting,"
Journal of Econometrics, Elsevier, vol. 159(2), pages 276-288, December.
- Fulvio Corsi & Davide Pirino & Roberto Reno', 2010. "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series 2010/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print hal-00741630, HAL.
- Barunik, Jozef & Vacha, Lukas, 2010.
"Monte Carlo-based tail exponent estimator,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4863-4874.
- Jozef Barunik & Lukas Vacha, 2010. "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES 2010/06, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2010.
- Jozef Barunik & Lukas Vacha, 2012. "Monte Carlo-based tail exponent estimator," Papers 1201.4781, arXiv.org.
- Johnson, Timothy C. & Zervos, Mihail, 2010. "The explicit solution to a sequential switching problem with non-smooth data," LSE Research Online Documents on Economics 29003, London School of Economics and Political Science, LSE Library.
- Sanderson, Jean & Fryzlewicz, Piotr & Jones, M. W., 2010. "Estimating linear dependence between nonstationary time series using the locally stationary wavelet model," LSE Research Online Documents on Economics 29141, London School of Economics and Political Science, LSE Library.
- Antoniadis, Anestis & Fryzlewicz, Piotr & Letué, Frédérique, 2010. "The Dantzig selector in Cox's proportional hazards model," LSE Research Online Documents on Economics 30992, London School of Economics and Political Science, LSE Library.
- Skinner, Chris J. & Vallet, L.-A., 2010. "Fitting log-linear models to contingency tables from surveys with complex sampling designs: an investigation of the Clogg-Eliason approach," LSE Research Online Documents on Economics 39118, London School of Economics and Political Science, LSE Library.
- Shlomo, Natalie & Skinner, Chris J., 2010. "Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata," LSE Research Online Documents on Economics 39119, London School of Economics and Political Science, LSE Library.
- D'Arrigo, Julia & Skinner, Chris J., 2010. "Linearization variance estimation for generalized raking estimators in the presence of nonresponse," LSE Research Online Documents on Economics 39120, London School of Economics and Political Science, LSE Library.
- Winston Moore & Chrystol Thomas, 2010.
"A meta‐analysis of the relationship between debt and growth,"
International Journal of Development Issues, Emerald Group Publishing Limited, vol. 9(3), pages 214-225, September.
- Moore, Winston & Thomas, Chrystol, 2008. "A Meta-Analysis of the Relationship between Debt and Growth," MPRA Paper 21474, University Library of Munich, Germany.
- GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013.
"Robust Estimation And Forecasting Of The Capital Asset Pricing Model,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-18.
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- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013.
"Robust Estimation And Forecasting Of The Capital Asset Pricing Model,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-18.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics 10/66, University of Canterbury, Department of Economics and Finance.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers 21722, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- Guanghua Wan & Ming Lu & Zhao Chen, 2004.
"Globalization and Regional Income Inequality: Evidence from within China,"
WIDER Working Paper Series
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- Guanghua Wan & Ming Lu & Zhao Chen, 2005. "Globalization and Regional Income Inequality--Evidence from within China," Econometrics 0511014, University Library of Munich, Germany.
- Barunik, Jozef & Vacha, Lukas, 2010.
"Monte Carlo-based tail exponent estimator,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4863-4874.
- Jozef Barunik & Lukas Vacha, 2010. "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES 2010/06, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2010.
- Jozef Barunik & Lukas Vacha, 2012. "Monte Carlo-based tail exponent estimator," Papers 1201.4781, arXiv.org.
- Marcos Chamon & João Manoel Pinho de Mello & Sergio Firpo, 2008.
"Electoral rules, political competition and fiscal spending : regression discontinuity evidence from Brazilian municipalities,"
Textos para discussão
559, Department of Economics PUC-Rio (Brazil).
- Chamon, Marcos & Mello, João Manoel Pinho de & Firpo, Sergio Pinheiro, 2010. "Electoral rules, political competition and fiscal spending: regression discontinuity evidence from brazilian municipalities," Textos para discussão 208, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Ellen R. McGrattan, 2010.
"Measurement with minimal theory,"
Quarterly Review, Federal Reserve Bank of Minneapolis, issue July, pages 2-13.
- Ellen R. McGrattan, 2006. "Measurement with minimal theory," Working Papers 643, Federal Reserve Bank of Minneapolis.
- Ellen McGrattan, 2006. "Measurement with Minimal Theory," 2006 Meeting Papers 338, Society for Economic Dynamics.
- Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013.
"Heterogeneity in managerial strategies and internationalization of firms: the case of Italy,"
ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(2), pages 51-66.
- Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2010. "Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy," Working Papers - Economics wp2010_04.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Marco M. Sorge, 2010. "On the Empirical Separability of News Shocks and Sunspots," Notas Económicas, Faculty of Economics, University of Coimbra, issue 32, pages 44-55, December.
- Dominique Guégan & Patrick Rakotomarolahy, 2010.
"A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques,"
Economics Bulletin, AccessEcon, vol. 30(1), pages 508-518.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne 10013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460472, HAL.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00461711, HAL.
- Dominique Guegan & Chafic Merhy, 2010.
"A note on fair value and illiquid markets,"
Documents de travail du Centre d'Economie de la Sorbonne
10001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Chafic Merhy, 2010. "A Note on fair Value and Illiquid Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460856, HAL.
- Dominique Guégan & Patrick Rakotomarolahy, 2010.
"A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques,"
Economics Bulletin, AccessEcon, vol. 30(1), pages 508-518.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne 10013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00461711, HAL.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460472, HAL.
- Emmanuelle Lavaine, 2010.
"Atmospheric Pollution, Environmental Justice and Mortality Rate: a Spatial Approach,"
Documents de travail du Centre d'Economie de la Sorbonne
10072, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Emmanuelle Lavaine, 2010. "Atmospheric Pollution, Environmental Justice and Mortality Rate: a Spatial Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00524132, HAL.
- Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010.
"An efficient threshold choice for operational risk capital computation,"
Documents de travail du Centre d'Economie de la Sorbonne
10096, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2011.
- Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010. "An efficient threshold choice for operational risk capital computation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544342, HAL.
- Dominique Guegan & Bertrand Hassani & Cédric Naud, 2011. "An efficient threshold choice for operational risk capital computation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00790217, HAL.
- Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010.
"Threshold bipower variation and the impact of jumps on volatility forecasting,"
Journal of Econometrics, Elsevier, vol. 159(2), pages 276-288, December.
- Fulvio Corsi & Davide Pirino & Roberto Reno', 2010. "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series 2010/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2010. "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print hal-00741630, HAL.
- Claudio Detotto & Pulina Manuela, 2010.
"Testing the effects of crime on the Italian economy,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 2063-2074.
- Claudio Detotto & Manuela Pulina, 2010. "Testing the effects of crime on the Italian economy," Post-Print hal-01971129, HAL.
- Essahbi Essaadi & Mohamed Boutahar, 2010.
"A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach,"
Economics Bulletin, AccessEcon, vol. 30(2), pages 1054-1070.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers halshs-00333582, HAL.
- Mohamed Boutahar & Essahbi Essaadi, 2010. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Post-Print halshs-00566026, HAL.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print halshs-00550460, HAL.
- Essahbi Essaadi & Mohamed Boutahar, 2008. "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers 0827, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Belzil, Christian & Hansen, Jörgen, 2010.
"The Distinction between Dictatorial and Incentive Policy Interventions and its Implication for IV Estimation,"
IZA Discussion Papers
4835, Institute of Labor Economics (IZA).
- Christian Belzil & J. Hansen, 2010. "The distinction between dictatorial and incentive policy interventions and its implication for IV estimation," Working Papers hal-00463877, HAL.
- Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2010.
"Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1 & 2), pages 77-112, February .
- Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers 200827, University of Pretoria, Department of Economics.
- Yuri Suarez Dillon Soares & Maria Michaela Sviatschi, 2010. "The Impact of Modernization of Justice on Court Efficiency in Costa Rica," OVE Working Papers 0610, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
- Yuri Suarez Dillon Soares & Maria Michaela Sviatschi & Raul Andrade & Jimena Montenegro, 2010. "The Impact of Improving Access to Justice on Conflict Resolution: Evidence from Peru," OVE Working Papers 0810, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
- Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011.
"Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
- Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers 10-187, Toulouse School of Economics (TSE).
- Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers 636, Institut d'Économie Industrielle (IDEI), Toulouse.
- Meghir, Costas & Rivkin, Steven, 2011.
"Econometric Methods for Research in Education,"
Handbook of the Economics of Education, in: Erik Hanushek & Stephen Machin & Ludger Woessmann (ed.), Handbook of the Economics of Education, edition 1, volume 3, chapter 1, pages 1-87,
Elsevier.
- Costas Meghir & Steven G. Rivkin, 2010. "Econometric Methods for Research in Education," NBER Working Papers 16003, National Bureau of Economic Research, Inc.
- Costas Meghir & Steven Rivkin, 2010. "Econometric methods for research in education," IFS Working Papers W10/10, Institute for Fiscal Studies.
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"Boom–bust cycle, asymmetrical fiscal response and the Dutch disease,"
Journal of Development Economics,
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- Arezki, Rabah & Ismail, Kareem, 2013.
"Boom–bust cycle, asymmetrical fiscal response and the Dutch disease,"
Journal of Development Economics, Elsevier, vol. 101(C), pages 256-267.
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- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2010.
"Short-Term Congestion Forecasting in Wholesale Power Markets,"
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- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011. "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers 201101170800001091, Iowa State University, Department of Economics.
- Michele Fratianni & Francesco Marchionne & Chang Hoon Oh, 2010. "The Gravity Equation in International Economics and International Business Research: A Note," Working Papers 2010-08, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
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"Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 457-486, April.
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- Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010.
"Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 233-261.
- Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007. "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers 2007-21, Department of Economics and Business Economics, Aarhus University.
- Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008. "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper 1173, Economics Department, Queen's University.
- G. Christodoulakis & E. Mamatzakis, 2010.
"Return attribution analysis of the UK insurance portfolios,"
Annals of Finance, Springer, vol. 6(3), pages 405-420, July.
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- Pu Chen & Chih-Ying Hsiao, 2010. "Causal Inference for Structural Equations: With an Application to Wage-Price Spiral," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 17-36, June.
- Daniel Griffith, 2010. "Modeling spatio-temporal relationships: retrospect and prospect," Journal of Geographical Systems, Springer, vol. 12(2), pages 111-123, June.
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"Determinants of capital structure in Irish SMEs,"
Small Business Economics, Springer, vol. 35(3), pages 357-375, October.
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"Robust Estimation And Forecasting Of The Capital Asset Pricing Model,"
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- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE 2012-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
- Bian, G. & McAleer, M.J. & Wong, W.-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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"A Note on fair Value and Illiquid Markets,"
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"Atmospheric Pollution, Environmental Justice and Mortality Rate: a Spatial Approach,"
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"An efficient threshold choice for operational risk capital computation,"
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"Econometric Analysis of Cross Section and Panel Data,"
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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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"Clustering, Spatial Correlations, and Randomization Inference,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 578-591, June.
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- Meghir, Costas & Rivkin, Steven, 2011.
"Econometric Methods for Research in Education,"
Handbook of the Economics of Education, in: Erik Hanushek & Stephen Machin & Ludger Woessmann (ed.), Handbook of the Economics of Education, edition 1, volume 3, chapter 1, pages 1-87,
Elsevier.
- Costas Meghir & Steven Rivkin, 2010. "Econometric methods for research in education," IFS Working Papers W10/10, Institute for Fiscal Studies.
- Costas Meghir & Steven G. Rivkin, 2010. "Econometric Methods for Research in Education," NBER Working Papers 16003, National Bureau of Economic Research, Inc.
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"Attenuation Bias in Measuring the Wage Impact of Immigration,"
Journal of Labor Economics, University of Chicago Press, vol. 29(1), pages 69-113, January.
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"Bayesian Multivariate Time Series Methods for Empirical Macroeconomics,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
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- Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
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"Hedonic Wage Equilibrium: Theory, Evidence and Policy,"
Foundations and Trends(R) in Microeconomics, now publishers, vol. 5(4), pages 229-299, July.
- Kniesner, Thomas J. & Leeth, John D., 2010. "Hedonic Wage Equilibrium: Theory, Evidence and Policy," IZA Discussion Papers 5076, Institute of Labor Economics (IZA).
- Ruser, John & Butler, Richard, 2010. "The Economics of Occupational Safety and Health," Foundations and Trends(R) in Microeconomics, now publishers, vol. 5(5), pages 301-354, August.
- Bowman, Douglas & Gatignon, Hubert, 2010. "Market Response and Marketing Mix Models: Trends and Research Opportunities," Foundations and Trends(R) in Marketing, now publishers, vol. 4(3), pages 129-207, May.
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- P. Givord, 2010. "Econometric Methods for Public Policies Evaluation," Documents de Travail de l'Insee - INSEE Working Papers g2010-08, Institut National de la Statistique et des Etudes Economiques.
- Luis N. Lanteri, 2010. "Modelos de VAR alternativos para pronósticos (VAR bayesianos y FAVAR): el caso de las exportaciones argentinas," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 33(66), pages 42-64.
- Bahodir Turaev, 2010. "The Impact Of Organizational And Economic Factors On Tourism Development," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, vol. 6(3), pages 77-79, October.
- Nigmatullin, Raul R. & Omay, Tolga & Baleanu, Dumitru, 2010. "On fractional filtering versus conventional filtering in economics," MPRA Paper 111643, University Library of Munich, Germany.
- Selim, Tarek, 2010. "Towards a New Energy and Environmental Policy for Egypt: Development of Clean Sources in an Emerging Economy," MPRA Paper 119500, University Library of Munich, Germany.
- Harin, Alexander, 2010. "Теорема О Существовании Разрывов В Шкале Вероятностей [Theorem of existence of ruptures in the probability scale]," MPRA Paper 20593, University Library of Munich, Germany.
- Addabbo, Tindara & Favaro, Donata, 2010. "The flexibility penalty in a long-term perspective," MPRA Paper 21064, University Library of Munich, Germany.
- Vaz, Margarida & Silva, João Albino & Manso, José Pires, 2010. "Regional expression of tourism development," MPRA Paper 21716, University Library of Munich, Germany.
- Harin, Alexander, 2010. "Теорема О Существовании Разрывов В Шкале Вероятностей. Ii [Theorem of existence of ruptures in the probability scale. II]," MPRA Paper 22633, University Library of Munich, Germany.
- W. A. Razzak, 2013.
"Predicting instability,"
Applied Economics, Taylor & Francis Journals, vol. 45(23), pages 3305-3315, August.
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- Razzak, Weshah, 2012. "Predicting Instability," MPRA Paper 52463, University Library of Munich, Germany.
- Harin, Alexander, 2010. "Theorem of existence of ruptures in probability scale. Preliminary short version," MPRA Paper 23319, University Library of Munich, Germany.
- Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper 23380, University Library of Munich, Germany.
- Harin, Alexander, 2010. "Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай [Theorem of existence of ruptures in probability scale. Discrete case]," MPRA Paper 23902, University Library of Munich, Germany.
- Voudouris, V & Di Maio, C, 2010. "The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production," MPRA Paper 24269, University Library of Munich, Germany.
- Chen, Pu & Hsiao, Chih-Ying, 2010. "Looking behind Granger causality," MPRA Paper 24859, University Library of Munich, Germany.
- Aziz, Zohaib & Muhammad, Ahsanuddin & Hussain, Ghulam, 2010. "Global environment and factors affecting the salary of the CEO (chief executive officer) of a goods producing firm: an Econometric modeling approach using STATA," MPRA Paper 24919, 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.
- Ardia, David & Ospina, Juan & Giraldo, Giraldo, 2010. "Jump-Diffusion Calibration using Differential Evolution," MPRA Paper 26184, University Library of Munich, Germany, revised 25 Oct 2010.
- 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.
- Brogi, Athos, 2010. "A binomial tree to price European options," MPRA Paper 33604, University Library of Munich, Germany, revised Aug 2011.
- Marchese, Malvina, 2010. "Time series models of GDP: a reappraisal," MPRA Paper 36389, University Library of Munich, Germany.
- Zuniga Gonzalez, Carlos Alberto, 2010. "Comparisons of LSMS-ISA data collection and dissemination efforts in Central America," MPRA Paper 49350, University Library of Munich, Germany, revised 15 Jun 2011.
- Kodhelaj, Mimoza & Molla, Jonida, 2010. "Foreign Direct Investments in Albanian Market as part of Global Market and Globalization," MPRA Paper 51657, University Library of Munich, Germany.
- Головань С.В. & Назин В.В. & Пересецкий А.А., 2010.
"Непараметрические Оценки Эффективности Российских Банков,"
Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 46(3), июль.
- Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly, 2010. "Непараметрические Оценки Эффективности Российских Банков [Nonparametric estimates of Russian banks efficiency]," MPRA Paper 56037, University Library of Munich, Germany, revised 2010.
- Chen, Song Xi & Qin, Yingli, 2010. "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper 59642, University Library of Munich, Germany.
- Gourieroux, Christian & Jasiak, Joann, 2010. "Inference for Noisy Long Run Component Process," MPRA Paper 98987, University Library of Munich, Germany.
- Kaddour Hadri, 2010. "What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries?," Economics Working Papers 0001, Queen's Management School, Queen's University Belfast, revised Nov 2010.
- Kaddour Hadri, 2010. "Naive Learning and Game Play in a Dual Social NetworkFramework," Economics Working Papers 0002, Queen's Management School, Queen's University Belfast, revised Nov 2010.
- Kaddour Hadri, 2010. "What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries?," Economics Working Papers 10-07, Queen's Management School, Queen's University Belfast.
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"Cojumping: Evidence from the US Treasury bond and futures markets,"
Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1563-1575.
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- Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, University of Reading.
- Ferda Halicioglu, 2010.
"An Econometric Analysis of the Aggregate Outbound Tourism Demand of Turkey,"
Tourism Economics, , vol. 16(1), pages 83-97, March.
- Halicioglu, Ferda, 2008. "An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey," MPRA Paper 6765, University Library of Munich, Germany, revised 2008.
- Головань С.В. & Назин В.В. & Пересецкий А.А., 2010.
"Непараметрические Оценки Эффективности Российских Банков,"
Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 46(3), июль.
- Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly, 2010. "Непараметрические Оценки Эффективности Российских Банков [Nonparametric estimates of Russian banks efficiency]," MPRA Paper 56037, University Library of Munich, Germany, revised 2010.
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2009
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"Stochastic volatility and stochastic leverage,"
Annals of Finance, Springer, vol. 8(2), pages 205-233, May.
- Almut E. D. Veraart & Luitgard A. M. Veraart, 2009. "Stochastic volatility and stochastic leverage," CREATES Research Papers 2009-20, Department of Economics and Business Economics, Aarhus University.
- Ole Eiler Barndorff-Nielsen & Robert Stelzer, 2009. "The multivariate supOU stochastic volatility model," CREATES Research Papers 2009-42, Department of Economics and Business Economics, Aarhus University.
- Charoenrook, Anchada & Daouk, Hazem, 2009. "Conditional Skewness of Aggregate Market Returns," Working Papers 51181, Cornell University, Department of Applied Economics and Management.
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"Adaptive Experimental Design Using the Propensity Score,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 96-108, January.
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- 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.
- Rossitsa Rangelova, 2009. "Changing Determinants of the Economic Growth – Theoretical Base and Specifics of the Empirics," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-32.
- Luis Lanteri, 2009. "Response of the Argentine Soybean Sown Area to Prices," BCRA Working Paper Series 200944, Central Bank of Argentina, Economic Research Department.
- Teresa Leal & Javier J. Pérez, 2009. "Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado," Working Papers 0933, Banco de España.
- Santiago Arango & John Jairo Prado & Isaac Dyner, 2009.
"Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 27(60), pages 80-109, December.
- Santiago Arango & John Jairo Prado & Isaac Dyner, 2009. "Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 27(60), pages 80-109, December.
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"The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange,"
European Financial Management, European Financial Management Association, vol. 15(1), pages 112-144, January.
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"Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
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- Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers 449, Statistics Norway, Research Department.
- Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers 2-2006, ICER - International Centre for Economic Research.
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- Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
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"Finding an unknown number of multivariate outliers,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 447-466, April.
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- Al-Sadoon, M.M., 2009. "Causality Along Subspaces: Theory," Cambridge Working Papers in Economics 0919, Faculty of Economics, University of Cambridge.
- Halmai Peter & Vasary Viktoria, 2009. "Economic Growth and Convergence in the European Union," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 171-188, May.
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"Subjectivity in inductive inference,"
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"Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas,"
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- Santiago Arango & John Jairo Prado & Isaac Dyner, 2009. "Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 27(60), pages 80-109, December.
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- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009.
"Methods versus substance: measuring the effects of technology shocks on hours,"
Staff Report
433, Federal Reserve Bank of Minneapolis.
- Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers 7474, C.E.P.R. Discussion Papers.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
- Olmo, José, 2009. "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics we094423, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections,"
Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Hodgson, Robert T., 2009. "How Expert are “Expert” Wine Judges?," Journal of Wine Economics, Cambridge University Press, vol. 4(2), pages 233-241, January.
- Gabriela OPAIT, 2009. "The Geometrycal Interpretation of the Relations between the Laspeyres, Paasche, Fisher and Drobisch Indexes and a New Presentation of the Bortkiewicz Relation," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 291-298.
- ZANIN, Luca, 2009. "The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
- Zhenlin Yang, 2006.
"On Joint Modelling and Testing for Local and Global Spatial Externalities,"
Working Papers
25-2006, Singapore Management University, School of Economics.
- Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Development Economics Working Papers 22487, East Asian Bureau of Economic Research.
- Katsuhiro Sugita, 2009. "A Monte Carlo comparison of Bayesian testing for cointegration rank," Economics Bulletin, AccessEcon, vol. 29(3), pages 2145-2151.
- Youngki Shin, 2009. "Misspecified Markov Switching Model," Economics Bulletin, AccessEcon, vol. 29(2), pages 957-963.
- Frédérique Bec & Charbel Bassil, 2009.
"Federal Funds Rate Stationarity: New Evidence,"
Economics Bulletin, AccessEcon, vol. 29(2), pages 867-872.
- Frédérique BEC & Charbel BASSIL, 2008. "Federal Funds Rate Stationarity: New Evidence," THEMA Working Papers 2008-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Richard Duhautois & Emmanuelle Walkowiak & Oana Calavrezo, 2009. "The Substitution of Worksharing and Short-Time Compensation in France: A Difference-in-differences Approach," Economics Bulletin, AccessEcon, vol. 29(2), pages 820-833.
- José de Hevia & María Arrazola, 2009. "Marginal effects in the double selection regression model: an illustration for the wages of women in Spain," Economics Bulletin, AccessEcon, vol. 29(2), pages 611-621.
- Christos Emmanouilides & Panos Fousekis, 2009. "Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States," Economics Bulletin, AccessEcon, vol. 29(1), pages 182-189.
- Tsangyao Chang & Gengnan Chiang & Yichun Zhang, 2009. "Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks," Economics Bulletin, AccessEcon, vol. 29(2), pages 588-598.
- Andreas Chai & Alessio Moneta, 2009.
"Comparing shapes of engel curves,"
Economics Bulletin, AccessEcon, vol. 29(2), pages 1156-1162.
- Andreas Chai & Alessio Moneta, 2008. "Comparing Shapes of Engel Curves," Jena Economics Research Papers 2008-093, Friedrich-Schiller-University Jena.
- Erik A. Figueiredo & Flávio Ziegelmann, 2009. "Estimating income mobility using census data: a probabilistic approach," Economics Bulletin, AccessEcon, vol. 29(1), pages 1-8.
- Brennan S. Thompson, 2009. "Nonparametric estimation and specification testing of a two-factor interest rate model," Economics Bulletin, AccessEcon, vol. 29(3), pages 2343-2349.
- Juliana Caicedo-llano & Catherine Bruneau, 2009. "Co-movements of international equity markets: a large-scale factor model approach," Economics Bulletin, AccessEcon, vol. 29(2), pages 1466-1482.
- Juan Gabriel Brida & W. Adrian Risso, 2009. "Dynamic and Structure of the Italian stock market based on returns and volume trading," Economics Bulletin, AccessEcon, vol. 29(3), pages 2417-2423.
- Juan carlos Escanciano & David Jacho-chavez, 2009. "Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators," Economics Bulletin, AccessEcon, vol. 29(3), pages 1889-1895.
- Jaqueson K. Galimberti, 2009. "A proxy-variable search procedure," Economics Bulletin, AccessEcon, vol. 29(4), pages 2531-2541.
- Gabriel Montes-Rojas, 2009. "A note on the variance of average treatment effects estimators," Economics Bulletin, AccessEcon, vol. 29(4), pages 2937-2943.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009.
"Detrending and the Distributional Properties of U.S. Output Time Series,"
Economics Bulletin, AccessEcon, vol. 29(4), pages 3155-3161.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009. "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series 2009/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Helena Veiga, 2009. "Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga," Economics Bulletin, AccessEcon, vol. 29(4), pages 2730-2731.
- Ahmet Ozyigit, 2009. "Income convergence in latin america in a smooth transition autoregressive framework: evidence from brazil, mexico, chile and costa rica," Economics Bulletin, AccessEcon, vol. 29(4), pages 1-30.
- Keisuke Hirano & Jack R. Porter, 2009.
"Asymptotics for Statistical Treatment Rules,"
Econometrica, Econometric Society, vol. 77(5), pages 1683-1701, September.
- Hirano, Keisuke & Porter, Jack, 2006. "Asymptotics for statistical treatment rules," MPRA Paper 1173, University Library of Munich, Germany.
- Federico Ciliberto & Elie Tamer, 2009.
"Market Structure and Multiple Equilibria in Airline Markets,"
Econometrica, Econometric Society, vol. 77(6), pages 1791-1828, November.
- Elie Tamer & Federico Ciliberto, 2004. "Market Structure and Multiple Equilibria in Airline Markets," 2004 Meeting Papers 52, Society for Economic Dynamics.
- Ciliberto, Federico & Tamer, Elie, 2009. "Market structure and multiple equilibria in airline markets," MPRA Paper 38635, University Library of Munich, Germany.
- Elie Tamer & Federico Ciliberto, 2004. "Market Structure and Multiple Equilibria in Airline Markets," Econometric Society 2004 North American Winter Meetings 517, Econometric Society.
- Bernard Fingleton & Miguel Gómez-Antonio, 2009.
"Analysing the impact of public capital stock using the NEG wage equation: a panel data approach,"
Working Papers
0912, University of Strathclyde Business School, Department of Economics.
- Gómez-Antonioa, Miguel & Fingleton, Bernard, 2009. "Analysing the impact of public capital stock using the NEG wage equation: a panel data approach," SIRE Discussion Papers 2009-29, Scottish Institute for Research in Economics (SIRE).
- Bernard Fingleton & Miguel Gómez-Antonio, 2009. "Analysing the Impact of Public Capital Stock Using the NEG Wage Equation: A Panel Data Approach," SERC Discussion Papers 0024, Centre for Economic Performance, LSE.
- Fingleton, Bernard & Gómez-Antonio, Miguel, 2009. "Analysing the impact of public capital stock using the NEG wage equation: a panel data approach," LSE Research Online Documents on Economics 33241, London School of Economics and Political Science, LSE Library.
- Woodcock, Simon D. & Benedetto, Gary, 2009.
"Distribution-preserving statistical disclosure limitation,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4228-4242, October.
- Woodcock, Simon & Benedetto, Gary, 2006. "Distribution-Preserving Statistical Disclosure Limitation," MPRA Paper 155, University Library of Munich, Germany.
- Simon D. Woodcock & Gary Benedetto, 2006. "Distribution Preserving Statistical Disclosure Limitation," Longitudinal Employer-Household Dynamics Technical Papers 2006-04, Center for Economic Studies, U.S. Census Bureau.
- Simon D. Woodcock & Gary Benedetto, 2007. "Distribution-Preserving Statistical Disclosure Limitation," Discussion Papers dp07-15, Department of Economics, Simon Fraser University.
- Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009.
"A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects,"
Journal of Econometrics, Elsevier, vol. 150(2), pages 151-166, June.
- Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers 2007-22, Department of Economics and Business Economics, Aarhus University.
- Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers 10-06, Duke University, Department of Economics.
- Kleijnen, Jack P.C., 2009.
"Kriging metamodeling in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Other publications TiSEM 29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
- Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J., 2009.
"Monitoring processes with changing variances,"
International Journal of Forecasting, Elsevier, vol. 25(3), pages 518-525, July.
- J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008. "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers 4/08, Monash University, Department of Econometrics and Business Statistics.
- J. Keith Ord, 2008. "Monitoring Processes with Changing Variances," Working Papers 2008-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- Zhu, Jie, 2009. "Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2633-2653.
- 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.
- 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.
- Li, Qiaoling & Pan, Jiazhu & Yao, Qiwei, 2009. "On determination of cointegration ranks," LSE Research Online Documents on Economics 24106, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr & Ombao, Hernando, 2009. "Consistent classification of non-stationary time series using stochastic wavelet representations," LSE Research Online Documents on Economics 25162, London School of Economics and Political Science, LSE Library.
- Batu, Tugkan & Berenbrink, Petra & Sohler, Christian, 2009. "A sublinear-time approximation scheme for bin packing," LSE Research Online Documents on Economics 25979, London School of Economics and Political Science, LSE Library.
- Gutiérrez Sanín, Francisco, 2009. "The quandaries of coding and ranking: evaluating poor state performance indexes," LSE Research Online Documents on Economics 28483, London School of Economics and Political Science, LSE Library.
- Gutiérrez Sanín, Francisco & González Peña, Andrea, 2009. "Force and ambiguity: evaluating sources for cross-national research – the case of military interventions," LSE Research Online Documents on Economics 28494, London School of Economics and Political Science, LSE Library.
- Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009.
"Finding an unknown number of multivariate outliers,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 447-466, April.
- Riani, Marco & Atkinson, Anthony C. & Cerioli, Andrea, 2009. "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics 30462, London School of Economics and Political Science, LSE Library.
- Lam, Clifford & Fan, Jianqing, 2009. "Sparsistency and rates of convergence in large covariance matrix estimation," LSE Research Online Documents on Economics 31540, London School of Economics and Political Science, LSE Library.
- Bernard Fingleton & Miguel Gómez-Antonio, 2009.
"Analysing the impact of public capital stock using the NEG wage equation: a panel data approach,"
Working Papers
0912, University of Strathclyde Business School, Department of Economics.
- Fingleton, Bernard & Gómez-Antonio, Miguel, 2009. "Analysing the impact of public capital stock using the NEG wage equation: a panel data approach," LSE Research Online Documents on Economics 33241, London School of Economics and Political Science, LSE Library.
- Bernard Fingleton & Miguel Gómez-Antonio, 2009. "Analysing the Impact of Public Capital Stock Using the NEG Wage Equation: A Panel Data Approach," SERC Discussion Papers 0024, Centre for Economic Performance, LSE.
- Gómez-Antonioa, Miguel & Fingleton, Bernard, 2009. "Analysing the impact of public capital stock using the NEG wage equation: a panel data approach," SIRE Discussion Papers 2009-29, Scottish Institute for Research in Economics (SIRE).
- Matei, Alina & Skinner, Chris J., 2009. "Optimal sample coordination using controlled selection," LSE Research Online Documents on Economics 39116, London School of Economics and Political Science, LSE Library.
- Durrant, Gabriele B. & Steele, Fiona, 2009. "Multilevel modelling of refusal and non-contact in household surveys: evidence from six UK Government surveys," LSE Research Online Documents on Economics 50112, London School of Economics and Political Science, LSE Library.
- John S. Chipman, 2009. "The Theory of International Trade," Books, Edward Elgar Publishing, number 3017.
- Vít Bubák & Filip Žikeš, 2009. "Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(4), pages 334-359, Oktober.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2013.
"Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology,"
Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
- Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009.
"Methods versus Substance: Measuring the Effects of Technology Shocks on Hours,"
CEPR Discussion Papers
7474, C.E.P.R. Discussion Papers.
- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009. "Methods versus substance: measuring the effects of technology shocks on hours," Staff Report 433, Federal Reserve Bank of Minneapolis.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
- Aguilar Gutiérrez, Genaro, 2009. "Modelos econométricos y capacidad tributaria municipal en México: ¿Pueden los municipios de México recaudar más?," Finanzas Públicas, Centro de Estudios de las Finanzas Públicas, H. Cámara de Diputados, vol. 1(1), pages 15-48.
- Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013.
"Location, internationalization and performance of firms in Italy: a multilevel approach,"
Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2665-2673, June.
- Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2009. "Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach," Working Papers - Economics wp2009_09.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Dominique Guegan & Bertrand Hassani, 2009.
"A new algorithm for the loss distribution function with applications to Operational Risk Management,"
Documents de travail du Centre d'Economie de la Sorbonne
09023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384398, HAL.
- Jacques Huguenin & Florian Pelgrin & Alberto Holly, 2009. "Estimation of multivariate probit models by exact maximum likelihood," Working Papers 0902, University of Lausanne, Institute of Health Economics and Management (IEMS).
- Raj Chetty, 2009.
"Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods,"
Annual Review of Economics, Annual Reviews, vol. 1(1), pages 451-488, May.
- Raj Chetty, 2008. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," NBER Working Papers 14399, National Bureau of Economic Research, Inc.
- Chetty, Nadarajan, 2009. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Scholarly Articles 9748528, Harvard University Department of Economics.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2008.
"Volatility forecasting: the jumps do matter,"
Department of Economics University of Siena
534, Department of Economics, University of Siena.
- Fulvio Corsi & Davide Pirino & Roberto Reno, 2009. "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series gd08-036, Institute of Economic Research, Hitotsubashi University.
- Alexandru, Maria & Bucur, Carmen, 2009. "The Romanian Wheat Market And The Behavior Of The Individual Agricultural Producers – An Econometric Approach," Agricultural Economics and Rural Development, Institute of Agricultural Economics, vol. 6(1), pages 103-116.
- Florens, Jean-Pierre & Sbaï, Erwann, 2010.
"Local Identification In Empirical Games Of Incomplete Information,"
Econometric Theory, Cambridge University Press, vol. 26(6), pages 1638-1662, December.
- Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," TSE Working Papers 10-166, Toulouse School of Economics (TSE).
- Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse.
- Héctor R. Gertel & Roberto Giuliodori & Leandra Bernard & Eugenia Meiners, 2009. "Can Public Policy Help to Promote Micro-Enterprises Success in the Context of an Economic Downturn? The Case of Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 47(2), pages 67-96, Diciembre.
- Valerie Albouy & Laurent Davezies & Thierry Debrand, 2009. "Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure," Working Papers DT20, IRDES institut for research and information in health economics, revised Jan 2009.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2009.
"Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets,"
ISU General Staff Papers
200901010800001032, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching, 2009. "Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets," Staff General Research Papers Archive 13071, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching, 2009.
"Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets,"
Staff General Research Papers Archive
13071, Iowa State University, Department of Economics.
- Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2009. "Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets," ISU General Staff Papers 200901010800001032, Iowa State University, Department of Economics.
- Nicodemo, Catia & Waldmann, Robert, 2009. "Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries," IZA Discussion Papers 3983, Institute of Labor Economics (IZA).
- Laura Onofri, 2009. "Old master paintings, export veto and price formation: an empirical study," European Journal of Law and Economics, Springer, vol. 28(2), pages 149-161, October.
- Lieke Boonen & Frederik Schut & Bas Donkers & Xander Koolman, 2009. "Which preferred providers are really preferred? Effectiveness of insurers’ channeling incentives on pharmacy choice," International Journal of Health Economics and Management, Springer, vol. 9(4), pages 347-366, December.
- Daniel Griffith & Jean Paelinck, 2009. "Specifying a joint space- and time-lag using a bivariate Poisson distribution," Journal of Geographical Systems, Springer, vol. 11(1), pages 23-36, March.
- Ray Chou & Chun-Chou Wu & Nathan Liu, 2009. "Forecasting time-varying covariance with a range-based dynamic conditional correlation model," Review of Quantitative Finance and Accounting, Springer, vol. 33(4), pages 327-345, November.
- Georges Dionne & Pascal François & Olfa Maalaoui Chun, 2009. "Detecting Regime Shifts in Corporate Credit Spreads," Cahiers de recherche 0929, CIRPEE.
- Dominique Guegan & Bertrand Hassani, 2009.
"A new algorithm for the loss distribution function with applications to Operational Risk Management,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00384398, HAL.
- Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Documents de travail du Centre d'Economie de la Sorbonne 09023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Michael J. Hicks, 2009. "Racino Gaming's Impact on Wages, Employment, Economic Diversity and Stability: Evidence from a Spatial Model of West Virginia," Journal of Economic Insight, Missouri Valley Economic Association, vol. 35(1), pages 21-34.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009.
"Understanding Markov-switching rational expectations models,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1849-1867, September.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009. "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper 2009-05, Federal Reserve Bank of Atlanta.
- Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009. "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers 14710, National Bureau of Economic Research, Inc.
- 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," Working Papers 1118, Princeton University, Department of Economics, Industrial Relations Section..
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," NBER Working Papers 14723, National Bureau of Economic Research, Inc.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2013.
"Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology,"
Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
- William A. Brock & Steven N. Durlauf, 2010.
"Adoption Curves and Social Interactions,"
Journal of the European Economic Association, MIT Press, vol. 8(1), pages 232-251, March.
- William A. Brock & Steven N. Durlauf, 2009. "Adoption Curves and Social Interactions," NBER Working Papers 15065, National Bureau of Economic Research, Inc.
- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009.
"Methods versus substance: measuring the effects of technology shocks on hours,"
Staff Report
433, Federal Reserve Bank of Minneapolis.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers 7474, C.E.P.R. Discussion Papers.
- Ajit Singh, 2009.
"Better to be rough and relevant than to be precise and irrelevant: Reddaway's legacy to economics,"
Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 33(3), pages 363-379, May.
- Ajit Singh, 2008. "Better to be rough and relevant than to be precise and irrelevant. Reddaway's Legacy to Economics," Working Papers wp379, Centre for Business Research, University of Cambridge.
- Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009.
"Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility,"
Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 124-163, 2012 10 1.
- Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011. "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers 2011s-27, CIRANO.
- Mitchell A. Petersen, 2009.
"Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 435-480, January.
- Mitchell A. Petersen, 2005. "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers 11280, National Bureau of Economic Research, Inc.
- Sowell, Fallaw, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009.
- Keisuke Hirano & Jack R. Porter, 2012.
"Impossibility Results for Nondifferentiable Functionals,"
Econometrica, Econometric Society, vol. 80(4), pages 1769-1790, July.
- Hirano, Keisuke & Porter, Jack, 2009. "Impossibility Results for Nondifferentiable Functionals," MPRA Paper 15990, University Library of Munich, Germany.
- Santella, Paolo & Drago, Carlo & Polo, Andrea & Gagliardi, Enrico, 2009. "A Comparison among the director networks in the main listed companies in France, Germany, Italy, and the United Kingdom," MPRA Paper 16397, 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.
- Pedro Simões & Rui Marques, 2011.
"Performance and congestion analysis of the portuguese hospital services,"
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. 19(1), pages 39-63, March.
- Simões, Pedro & Cunha Marques, Rui, 2009. "Performance and Congestion Analysis of the Portuguese Hospital Services," MPRA Paper 16940, University Library of Munich, Germany.
- Suarez, Ronny, 2009. "Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances," MPRA Paper 17482, University Library of Munich, Germany.
- Fry, J. M., 2009. "Bubbles and contagion in English house prices," MPRA Paper 17687, University Library of Munich, Germany.
- Schroeder, Gerhard, 2009. "Volatility Indexes seem to point to the Past," MPRA Paper 18025, University Library of Munich, Germany.
- Saidón, Mariana, 2009. "Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007)," MPRA Paper 18917, University Library of Munich, Germany.
- Harin, Alexander, 2009. "Ruptures in the probability scale? Calculation of ruptures’ dimensions," MPRA Paper 19348, University Library of Munich, Germany.
- Idrovo Aguirre, Byron & Contreras, Javier, 2009. "Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile [A model SARIMA to predict chilean unemployment]," MPRA Paper 19369, University Library of Munich, Germany, revised 17 Sep 2009.
- Marques, Rui & Simões, Pedro, 2009. "How far are Portuguese prisons inefficient? A non-parametric approach," MPRA Paper 19565, University Library of Munich, Germany.
- Irfan, Mohammad & Muhammad Yasin, Hafiz, 2009. "Socio-Economic Challenges Faced by Pakistan," MPRA Paper 40570, University Library of Munich, Germany.
- EL-Mohammadi, Rachid, 2009. "BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk," MPRA Paper 42781, University Library of Munich, Germany.
- EL-Mohammadi, Rachid, 2009. "BSFTDWithMultiJump Model and Pricing of Quanto FTD with FX Devaluation Risk," MPRA Paper 42782, University Library of Munich, Germany.
- Hiremath, Gourishankar S & Bandi, Kamaiah, 2009. "On the random walk characteristics of stock returns in India," MPRA Paper 46499, University Library of Munich, Germany.
- Emura, Takeshi & Wang, Weijing, 2009. "Testing Quasi-independence for Truncation Data," MPRA Paper 58582, University Library of Munich, Germany.
- Wenzel, Tina, 2009. "Beyond GDP - Measuring the Wealth of Nations," MPRA Paper 87288, University Library of Munich, Germany, revised 02 Feb 2009.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010.
"Asymmetry of information flow between volatilities across time scales,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
- Ramazan Gencay & Faruk Selcuk, 2004. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings 90, Econometric Society.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series 27_09, Rimini Centre for Economic Analysis.
- Ramazan Gencay & Nikola Gradojevic, 2009. "Errors-in-Variables Estimation with No Instruments," Working Paper series 30_09, Rimini Centre for Economic Analysis.
- Miron, Dumitru & Dima, Alina Mihaela & Vasilache, Simona, 2009. "Indexes of Regional Economic Growth in Post-Accession Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(3), pages 138-152, September.
- Saralees Nadarajah, 2009. "Pearson type VII ratio distribution," Empirical Economics, Springer, vol. 37(1), pages 219-229, September.
- Andreas Drichoutis & Panagiotis Lazaridis & Rodolfo Nayga, 2009. "Can Mediterranean diet really influence obesity? Evidence from propensity score matching," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(4), pages 371-388, October.
- Catherine Lejeune & Christine Binquet & Franck Bonnetain & Amel Mahboubi & Michal Abrahamowicz & Thierry Moreau & Maria Raikou & Laurent Bedenne & Catherine Quantin & Claire Bonithon-Kopp, 2009. "Estimating the cost related to surveillance of colorectal cancer in a French population," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(4), pages 409-419, October.
- Olof Åslund & Oskar Nordström Skans, 2009.
"How to measure segregation conditional on the distribution of covariates,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(4), pages 971-981, October.
- Åslund, Olof & Nordström Skans, Oskar, 2007. "How to Measure Segregation Conditional on the Distribution of Covariates," Working Paper Series 2007:27, Uppsala University, Department of Economics.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009.
"Detrending and the Distributional Properties of U.S. Output Time Series,"
Economics Bulletin, AccessEcon, vol. 29(4), pages 3155-3161.
- Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini, 2009. "Detrending and the Distributional Properties of U.S. Output Time Series," LEM Papers Series 2009/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Claude Lopez, 2009.
"A Panel Unit Root Test with Good Power in Small Samples,"
Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 295-313.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series 2003-06, University of Cincinnati, Department of Economics.
- Claude Lopez, 2005. "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series 2005-01, University of Cincinnati, Department of Economics, revised 2007.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, University Library of Munich, Germany, revised 24 Oct 2003.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310003, University Library of Munich, Germany.
- Kleijnen, J.P.C., 2009.
"Sensitivity Analysis of Simulation Models,"
Other publications TiSEM
2016cf94-0329-4aa0-a4ea-4, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2009. "Sensitivity Analysis of Simulation Models," Discussion Paper 2009-11, Tilburg University, Center for Economic Research.
- J P C Kleijnen & W C M van Beers, 2013.
"Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Other publications TiSEM 59d5c29b-25a3-4af9-921f-b, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2013. "Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations," Other publications TiSEM 6b0d8c68-19f5-485b-b3e2-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Discussion Paper 2009-75, Tilburg University, Center for Economic Research.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009.
"Robust Optimization in Simulation : Taguchi and Krige Combined,"
Other publications TiSEM
d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & Pierreval, H. & Zhang, J., 2009.
"Methodology for Determining the Acceptability of Given Designs in Uncertain Environments,"
Other publications TiSEM
e4f96b06-a05f-4da2-b651-8, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Pierreval, H. & Zhang, J., 2009. "Methodology for Determining the Acceptability of Given Designs in Uncertain Environments," Discussion Paper 2009-3, Tilburg University, Center for Economic Research.
- J P C Kleijnen & W C M van Beers, 2013.
"Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Discussion Paper 2009-75, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2013. "Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations," Other publications TiSEM 6b0d8c68-19f5-485b-b3e2-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M., 2009. "Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations," Other publications TiSEM 59d5c29b-25a3-4af9-921f-b, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009.
"Robust Optimization in Simulation : Taguchi and Krige Combined,"
Discussion Paper
2009-82, Tilburg University, Center for Economic Research.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Other publications TiSEM d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Florens, Jean-Pierre & Sbaï, Erwann, 2010.
"Local Identification In Empirical Games Of Incomplete Information,"
Econometric Theory, Cambridge University Press, vol. 26(6), pages 1638-1662, December.
- Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse.
- Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," TSE Working Papers 10-166, Toulouse School of Economics (TSE).
- Jonathan A.C. Sterne (ed.), 2009. "Meta-Analysis in Stata: An Updated Collection from the Stata Journal," Stata Press books, StataCorp LP, number mais, March.
- Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi, 2009. "Spatial Contagion of Global Financial Crisis," Working Papers in Economics and Development Studies (WoPEDS) 200906, Department of Economics, Padjadjaran University, revised Aug 2009.
- Nicholas Longford, 2009. "A house price index defined in the potential outcomes framework," Economics Working Papers 1175, Department of Economics and Business, Universitat Pompeu Fabra.
- Rutherford, Malcolm, 2011.
"The Usda Graduate School: Government Training In Statistics And Economics, 1921–1945,"
Journal of the History of Economic Thought, Cambridge University Press, vol. 33(4), pages 419-447, December.
- Malcolm Rutherford, 2009. "The USDA Graduate School: Government Training in Statistics and Economics, 1921-1945," Department Discussion Papers 0901, Department of Economics, University of Victoria.
- Hui Feng & David E. Giles, 2007.
"Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence,"
Econometrics Working Papers
0710, Department of Economics, University of Victoria.
- Hui Feng & David E. Giles, 2009. "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers 0903, Department of Economics, University of Victoria.
- Robert Cull & Asli Demirgüç-Kunt & Jonathan Morduch, 2014.
"Banks and Microbanks,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(1), pages 1-53, August.
- Cull, Robert & Demirguc-Kunt, Asli & Morduch, Jonathan, 2009. "Banks and microbanks," Policy Research Working Paper Series 5078, The World Bank.
- Cull, Robert & Demirgüç-Kunt, Asli & Morduch, Jonathan, 2013. "Banks and Microbanks," CEI Working Paper Series 2013-03, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- 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.
- Raul Gonzalez & Kevin Hasker & Robin C. Sickles, 2009. "AN ANALYSIS OF STRATEGIC BEHAVIOR INeBAY AUCTIONS," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 441-472.
- Raul Gonzalez & Kevin Hasker & Robin C. Sickles, 2009. "AN ANALYSIS OF STRATEGIC BEHAVIOR IN eBAY AUCTIONS," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 441-472.
- Dipak Basu (ed.), 2009. "Economic Models:Methods, Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7085, August.
- Olav Bjerkholt, 2009. "Some Unresolved Problems of Mathematical Programming," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 1, pages 3-19, World Scientific Publishing Co. Pte. Ltd..
- Alexis Lazaridis, 2009. "A Novel Method of Estimation Under Co-Integration," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 2, pages 23-42, World Scientific Publishing Co. Pte. Ltd..
- Dipak R. Basu & Alexis Lazaridis, 2009. "Time Varying Responses of Output to Monetary and Fiscal Policy," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 3, pages 43-66, World Scientific Publishing Co. Pte. Ltd..
- Andrew Hughes Hallet, 2009. "The Advantages of Fiscal Leadership in an Economy with Independent Monetary Policies," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 4, pages 69-100, World Scientific Publishing Co. Pte. Ltd..
- Chirstophe Deissenberg & Pavel Ševčík, 2009. "Cheap-Talk Multiple Equilibria and Pareto — Improvement in an Environmental Taxation Games," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 5, pages 101-118, World Scientific Publishing Co. Pte. Ltd..
- Nikitas Spiros Koutsoukis & Athanassios Mihiotis & Nikos Konidaris, 2009. "Enterprise Modeling and Integration: Review and New Directions," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 6, pages 121-135, World Scientific Publishing Co. Pte. Ltd..
- Victoria Miroshnik, 2009. "Toward a Theory of Japanese Organizational Culture and Corporate Performance," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 7, pages 137-149, World Scientific Publishing Co. Pte. Ltd..
- Anna-Maria Mouza, 2009. "Health Service Management Using Goal Programming," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 8, pages 151-169, World Scientific Publishing Co. Pte. Ltd..
- Fabrizio Iacone & Renzo Orsi, 2009. "Inflation Control in Central and Eastern European Countries," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 9, pages 173-200, World Scientific Publishing Co. Pte. Ltd..
- Athanasios Athanasenas, 2009. "Credit and Income: Co-Integration Dynamics of the US Economy," World Scientific Book Chapters, in: Dipak Basu (ed.), Economic Models Methods, Theory and Applications, chapter 10, pages 201-222, World Scientific Publishing Co. Pte. Ltd..
- Spanos, Aris, 2009. "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
2008
- Haigang Zhou & Steven Rigdon, 2008. "Duration dependence in US business cycles: An analysis using the modulated power law process," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 25-34, January.
- Saralees Nadarajah & Samuel Kotz, 2008. "Moments of truncated t and F distributions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 7(1), pages 63-73, April.
- Kleijnen, J.P.C., 2008.
"Design of Experiments : An Overview,"
Other publications TiSEM
e05cfa13-127a-48c9-a5b6-7, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2008. "Design of Experiments : An Overview," Discussion Paper 2008-70, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Other publications TiSEM
e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Discussion Paper
2008-95, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012.
"Estimating Derivatives in Nonseparable Models With Limited Dependent Variables,"
Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation for Research in Economics, Yale University.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series CIRJE-F-574, CIRJE, Faculty of Economics, University of Tokyo.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers CWP20/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
- Maheu, John M. & McCurdy, Thomas H., 2011.
"Do high-frequency measures of volatility improve forecasts of return distributions?,"
Journal of Econometrics, Elsevier, vol. 160(1), pages 69-76, January.
- John M Maheu & Thomas H McCurdy, 2008. "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Papers tecipa-324, University of Toronto, Department of Economics.
- John M. Maheu & Thomas H. McCurdy, 2009. "Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?," Working Paper series 19_09, Rimini Centre for Economic Analysis.
- Jörn-Steffen Pischke & Till von Wachter, 2008.
"Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation,"
The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 592-598, August.
- Pischke, Jorn-Steffen & von Wachter, Till, 2005. "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," CEPR Discussion Papers 5105, C.E.P.R. Discussion Papers.
- Pischke, Jorn-Steffen & Wachter, Till von, 2008. "Zero returns to compulsory schooling in Germany: evidence and interpretation," LSE Research Online Documents on Economics 19509, London School of Economics and Political Science, LSE Library.
- Jorn-Steffen Pischke & Till von Wachter, 2005. "Zero Returns to Compulsory Schooling In Germany: Evidence and Interpretation," NBER Working Papers 11414, National Bureau of Economic Research, Inc.
- Pischke, Jörn-Steffen & Wachter, Till von, 2005. "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," IZA Discussion Papers 1645, Institute of Labor Economics (IZA).
- Jörn-Steffen Pischke & Till von Wachter, 2006. "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," CEE Discussion Papers 0054, Centre for the Economics of Education, LSE.
- Fathali Firoozi, 2008. "Boundary Distributions in Testing Inequality Hypotheses," Working Papers 0046, College of Business, University of Texas at San Antonio.
- Maura Vásquez & Guillermo Ramírez & Alberto Camardiel & Tomás Aluja, 2008. "A Biplot graphical tool to model the relationships between two sets of variables," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 33(25), pages 117-130, january-j.
- Fungisai Nota & Shunfeng Song, 2007.
"Further Analysis of the Zipf's Law: Does the Rank-Size Rule Really Exist?,"
Working Papers
07-006, University of Nevada, Reno, Department of Economics;University of Nevada, Reno , Department of Resource Economics.
- Fungisai Nota & Shunfeng Song, 2008. "Further Analysis of the Zipf Law: Does the Rank-Size Rule Really Exist?," Working Papers 08-005, University of Nevada, Reno, Department of Economics;University of Nevada, Reno , Department of Resource Economics.
- Nicholas Longford, 2008. "Small-area estimation with spatial similarity," Economics Working Papers 1105, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2009.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2008.
"Volatility forecasting: the jumps do matter,"
Department of Economics University of Siena
534, Department of Economics, University of Siena.
- Fulvio Corsi & Davide Pirino & Roberto Reno, 2009. "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series gd08-036, Institute of Economic Research, Hitotsubashi University.
- J.N.K. Rao, 2008. "Some Methods for Small Area Estimation," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 116(4), pages 387-405.
- Dan HEDLIN, 2008. "Small Area Estimation: a Practitioner’s Appraisal," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 116(4), pages 407-417.
- Michele D'ALO' & Loredana DI CONSIGLIO & Stefano FALORSI & Fabrizio SOLARI, 2008. "Small Area Estimation Methods for Socio-Economic Indicators in Household Surveys," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 116(4), pages 419-442.
- Nicola TORELLI & Matilde TREVISANI, 2008. "Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 116(4), pages 443-464.
- JamesR. Lothian & MarkP. Taylor, 2008.
"Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?,"
Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- James R. Lothian & Mark P. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
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""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-27.
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"Modeling Credit Risk With Partial Information,"
World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 23, pages 579-590,
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- Jie Zhu, 2008. "Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach," CREATES Research Papers 2008-15, Department of Economics and Business Economics, Aarhus University.
- Musshoff, Oliver & Hirschauer, Norbert, 2008. "Sophisticated Program Planning Approaches Generate Large Benefits in High Risk Crop Farming," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 36865, Agricultural Economics Society.
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"Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(2), pages 233-261.
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- Sayed H. Saghaian & Gökhan Özertan & Aslihan D. Spaulding, 2008.
"The impacts of Atlantic bonito rush and the avian influenza on meat products in Turkey,"
Economics Bulletin, AccessEcon, vol. 17(16), pages 1-10.
- Saghaian, Sayed & Ozertan, Gokhan & Spaulding, Aslihan, 2008. "The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey," MPRA Paper 8507, University Library of Munich, Germany.
- Saghaian, Sayed H. & Ozertan, Gokhan & Spaulding, Aslihan D., 2008. "The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6892, Southern Agricultural Economics Association.
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"Factors influencing the temporal diffusion of broadband adoption: evidence from Oklahoma,"
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- Luis Lanteri, 2008. "Argentina’s Soybean Acreage Response to Changes in Price Incentives," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(52), pages 57-86, October -.
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"Econometric Asset Pricing Modelling,"
Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 407-458, Fall.
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"Modelling multivariate volatilities via conditionally uncorrelated components,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 679-702, September.
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"Better to be rough and relevant than to be precise and irrelevant: Reddaway's legacy to economics,"
Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 33(3), pages 363-379, May.
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- Bernard FINGLETON, 2009.
"Testing The Neg Model : Further Evidence From Panel Data,"
Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 30, pages 141-158.
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- Bernard Fingleton, 2008. "Testing the NEG Model: Further Evidence from Panel Data," SERC Discussion Papers 0005, Centre for Economic Performance, LSE.
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"Econometrics: A Bird's Eye View,"
IZA Discussion Papers
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"Short and long run causality measures: Theory and inference,"
Journal of Econometrics, Elsevier, vol. 154(1), pages 42-58, January.
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"Testing downside risk efficiency under market distress,"
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"Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects,"
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"Estimating Derivatives in Nonseparable Models With Limited Dependent Variables,"
Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
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- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation for Research in Economics, Yale University.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
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- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012.
"Estimating Derivatives in Nonseparable Models With Limited Dependent Variables,"
Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation for Research in Economics, Yale University.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers CWP20/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series CIRJE-F-574, CIRJE, Faculty of Economics, University of Tokyo.
- 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.
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- Yu-Lieh Huang & Chia-Wen Ho, 2008. "Demarcating stable and turbulent regimes in Taiwan's stock market," Economics Bulletin, AccessEcon, vol. 3(35), pages 1-11.
- Hisashi Tanizaki, 2008. "A Simple Gamma Random Number Generator for Arbitrary Shape Parameters," Economics Bulletin, AccessEcon, vol. 3(7), pages 1-10.
- Marcel Voia, 2008. "A Distributional Analysis Of Treatment Effects In Randomized Experiments," Economics Bulletin, AccessEcon, vol. 3(36), pages 1-9.
- Naorayex K Dastoor, 2008. "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-10.
- David Jacho-Chávez, 2008. "k nearest-neighbor estimation of inverse density weighted expectations," Economics Bulletin, AccessEcon, vol. 3(48), pages 1-6.
- JAWADI Fredj, 2008. "Does nonlinear econometrics confirm the macroeconomic models of consumption?," Economics Bulletin, AccessEcon, vol. 5(17), pages 1-11.
- Frédérique Bec & Anders Rahbek & Mélika Ben Salem, 2008.
"Purchasing power parity: A nonlinear multivariate perspective,"
Economics Bulletin, AccessEcon, vol. 6(39), pages 1-6.
- Frédérique Bec & Mélika Ben & Salem Anders Rahbek, 2008. "Purchasing power parity: A nonlinear multivariate perspective," Post-Print hal-04176294, HAL.
- Yu-Shu Cheng & Yi-Pei Liu, 2008. "Does a change in debt structure matter in earnings management? the application of nonlinear panel threshold test," Economics Bulletin, AccessEcon, vol. 13(4), pages 1-10.
- Debasri Mukherjee & Elias Shukralla & Eskander Alvi, 2008. "Foreign Aid, Growth, Policy And Reform," Economics Bulletin, AccessEcon, vol. 15(6), pages 1-9.
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"The impacts of Atlantic bonito rush and the avian influenza on meat products in Turkey,"
Economics Bulletin, AccessEcon, vol. 17(16), pages 1-10.
- Saghaian, Sayed & Ozertan, Gokhan & Spaulding, Aslihan, 2008. "The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey," MPRA Paper 8507, University Library of Munich, Germany.
- Saghaian, Sayed H. & Ozertan, Gokhan & Spaulding, Aslihan D., 2008. "The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6892, Southern Agricultural Economics Association.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections,"
Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
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"Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?,"
Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- JamesR. Lothian & MarkP. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS) 768, University of Warwick, Department of Economics.
- Xiaohong Chen & Han Hong & Alessandro Tarozzi, 2008.
"Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects,"
Cowles Foundation Discussion Papers
1644, Cowles Foundation for Research in Economics, Yale University.
- Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro, 2008. "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Working Papers 42, Yale University, Department of Economics.
- Caballero, Ricardo J. & Panageas, Stavros, 2008.
"Hedging sudden stops and precautionary contractions,"
Journal of Development Economics, Elsevier, vol. 85(1-2), pages 28-57, February.
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"An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups,"
Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
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"Regression discontinuity inference with specification error,"
Journal of Econometrics, Elsevier, vol. 142(2), pages 655-674, February.
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"Nearly-singular design in GMM and generalized empirical likelihood estimators,"
Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June.
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- Sickles, Robin C. & Williams, Jenny, 2008.
"Turning from crime: A dynamic perspective,"
Journal of Econometrics, Elsevier, vol. 145(1-2), pages 158-173, July.
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"The wild bootstrap, tamed at last,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
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"Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping,"
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"What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth,"
Japan and the World Economy, Elsevier, vol. 20(4), pages 622-638, December.
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- Fagan, Stephen & Gencay, Ramazan, 2008.
"Liquidity-Induced Dynamics in Futures Markets,"
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"Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation,"
The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 592-598, August.
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- Pasquale Schiraldi, 2011.
"Automobile replacement: a dynamic structural approach,"
RAND Journal of Economics, RAND Corporation, vol. 42(2), pages 266-291, June.
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"Modelling multivariate volatilities via conditionally uncorrelated components,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 679-702, September.
- Fan, Jianqing & Wang, Mingjin & Yao, Qiwei, 2008. "Modelling multivariate volatilities via conditionally uncorrelated components," LSE Research Online Documents on Economics 22875, London School of Economics and Political Science, LSE Library.
- Pan, Jiazhu & Yao, Qiwei, 2008. "Modelling multiple time series via common factors," LSE Research Online Documents on Economics 22876, London School of Economics and Political Science, LSE Library.
- Polonik, Wolfgang & Yao, Qiwei, 2008. "Testing for multivariate volatility functions using minimum volume sets and inverse regression," LSE Research Online Documents on Economics 24132, London School of Economics and Political Science, LSE Library.
- Lu, Zudi & Tjostheim, Dag & Yao, Qiwei, 2008. "Spatial smoothing, Nugget effect and infill asymptotics," LSE Research Online Documents on Economics 24133, London School of Economics and Political Science, LSE Library.
- Kreiss, Jens-Peter & Neumann, Michael H. & Yao, Qiwei, 2008. "Bootstrap tests for simple structures in nonparametric time series regression," LSE Research Online Documents on Economics 24135, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr, 2008. "Data-driven wavelet-Fisz methodology for nonparametric function estimation," LSE Research Online Documents on Economics 25165, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr & Nason, Guy P. & von Sachs, Rainer, 2008. "A wavelet-Fisz approach to spectrum estimation," LSE Research Online Documents on Economics 25186, London School of Economics and Political Science, LSE Library.
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- Lam, Clifford, 2008. "Estimation of large precision matrices through block penalization," LSE Research Online Documents on Economics 31543, London School of Economics and Political Science, LSE Library.
- Lam, Clifford & Fan, Jianqing, 2008. "Profile-kernel likelihood inference with diverging number of parameters," LSE Research Online Documents on Economics 31548, London School of Economics and Political Science, LSE Library.
- Dassios, Angelos & Jang, Jiwook, 2008. "The distribution of the interval between events of a Cox process with shot noise intensity," LSE Research Online Documents on Economics 31864, London School of Economics and Political Science, LSE Library.
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International Journal of Forecasting, Elsevier, vol. 25(3), pages 518-525, July.
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"Firms as Bundles of Discrete Resources – Towards an Explanation of the Exponential Distribution of Firm Growth Rates,"
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Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(2), pages 189-209.
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"A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach,"
Economics Bulletin, AccessEcon, vol. 30(2), pages 1054-1070.
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"The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn,"
MPRA Paper
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"Estimating Derivatives in Nonseparable Models With Limited Dependent Variables,"
Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
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- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers CWP20/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Are output growth-rate distributions fat-tailed? some evidence from OECD countries,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 639-669.
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"Evaluating wireless carrier consolidation using semiparametric demand estimation,"
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"The Interaction between Parents and Children as a Relevant Dimension of Child Well Being. The Case of Italy,"
Center for Economic Research (RECent)
015, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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"Children Capabilities and Family Characteristics in Italy,"
Center for Economic Research (RECent)
022, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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- Tindara Addabbo & Gisella Facchinetti & Anna Maccagnan & Tommaso Pirotti & Giovanni Mastroleo, 2008.
"The interaction between parents and children as a relevant dimension of child well being. The case of Italy,"
Center for the Analysis of Public Policies (CAPP)
0050, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Tindara Addabbo & Gisella Facchinetti & Anna Maccagnan & Giovanni Mastroleo & Tommaso Pirotti, 2008. "The Interaction between Parents and Children as a Relevant Dimension of Child Well Being. The Case of Italy," Center for Economic Research (RECent) 015, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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"Children capabilities and family characteristics in Italy,"
Center for the Analysis of Public Policies (CAPP)
0051, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Tindara Addabbo & Maria Laura Di Tommaso, 2008. "Children Capabilities and Family Characteristics in Italy," Center for Economic Research (RECent) 022, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Alex Coad & Max Planck, 2012.
"Firms as Bundles of Discrete Resources – Towards an Explanation of the Exponential Distribution of Firm Growth Rates,"
Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(2), pages 189-209.
- Alex Coad, 2008. "Firms as Bundles of Discrete Resources - Towards an Explanation of the Exponential Distribution of Firm Growth Rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00331282, HAL.
- Alex Coad, 2008. "Firms as bundles of discrete resources - towards an explanation of the exponential distribution of firm growth rates," Documents de travail du Centre d'Economie de la Sorbonne r08055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alex Coad, 2008. "Firms as Bundles of Discrete Resources - Towards an Explanation of the Exponential Distribution of Firm Growth Rates," Post-Print halshs-00331282, HAL.
- Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J., 2009.
"Monitoring processes with changing variances,"
International Journal of Forecasting, Elsevier, vol. 25(3), pages 518-525, July.
- J. Keith Ord, 2008. "Monitoring Processes with Changing Variances," Working Papers 2008-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008. "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers 4/08, Monash University, Department of Econometrics and Business Statistics.
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"Is There Dowry Inflation in South Asia?,"
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- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012.
"Estimating Derivatives in Nonseparable Models With Limited Dependent Variables,"
Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation for Research in Economics, Yale University.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers CWP20/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Efficiency Bounds for Missing Data Models With Semiparametric Restrictions,"
Econometrica, Econometric Society, vol. 79(2), pages 437-452, March.
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"Estimating matching games with transfers,"
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"Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods,"
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"Econometric Asset Pricing Modelling,"
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"Forecasting with equilibrium-correction models during structural breaks,"
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- Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008. "Análisis de regresión no lineal," Chapters of Books, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), Estadística aplicada. Segunda Parte, edition 1, volume 2, chapter 7, pages 405-454, Fondo Editorial, Universidad del Pacífico.
- Elena Stanghellini & Francesco Claudio Stingo & Rosa Capobianco, 2008. "On the estimation of a binary response model in a selected population," Quaderni del Dipartimento di Economia, Finanza e Statistica 62/2008, Università di Perugia, Dipartimento Economia.
- Marcus Vinicius Andrade Lima & Leonardo Ensslin & Ana Lucia de Miranda Lopes & Ademar Dutra, 2008. "Avaliação de Empresas de Pequeno Porte no Brasil através da Metodologia Construtivista de Apoio à Decisão MCDA-C," Working Papers 10, globADVANTAGE, Polytechnic Institute of Leiria.
- Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo M., 2008. "Identification of relationship between housing difficulty and property values in urban areas," MPRA Paper 10970, University Library of Munich, Germany.
- Geoffrey Poitras & John Heaney, 2008.
""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-27.
- Poitras, Geoffrey & Heaney, John, 2008. "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper 114056, University Library of Munich, Germany.
- Ezeh, Chima Innocent & Onwuka, Onyema W & Nwachukwu, Ifeanyi Ndubuto, 2008. "Correlates Of Inorganic Fertilizer Consumption Among Smallholder Farmers In Abia State, Nigeria," MPRA Paper 13414, University Library of Munich, Germany.
- Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
- Winston Moore & Chrystol Thomas, 2010.
"A meta‐analysis of the relationship between debt and growth,"
International Journal of Development Issues, Emerald Group Publishing Limited, vol. 9(3), pages 214-225, September.
- Moore, Winston & Thomas, Chrystol, 2008. "A Meta-Analysis of the Relationship between Debt and Growth," MPRA Paper 21474, University Library of Munich, Germany.
- Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010.
"Linearity and stationarity of G7 government bond returns,"
Economics Bulletin, AccessEcon, vol. 30(4), pages 2642-2655.
- Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
- 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.
- Ciarán mac an Bhaird & Brian Lucey, 2010.
"Determinants of capital structure in Irish SMEs,"
Small Business Economics, Springer, vol. 35(3), pages 357-375, October.
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- B. Bhaskara Rao & Rup Singh & Saten Kumar, 2010.
"Do we need time series econometrics?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 695-697.
- Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008. "Do we need time series econometrics," MPRA Paper 10530, University Library of Munich, Germany, revised 14 Sep 2008.
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- Stephen Fagan & Ramazan Gencay, 2008.
"Liquidity-Induced Dynamics in Futures Markets,"
EERI Research Paper Series
EERI_RP_2008_01, Economics and Econometrics Research Institute (EERI), Brussels.
- Fagan, Stephen & Gencay, Ramazan, 2008. "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper 6677, University Library of Munich, Germany.
- Ferda Halicioglu, 2010.
"An Econometric Analysis of the Aggregate Outbound Tourism Demand of Turkey,"
Tourism Economics, , vol. 16(1), pages 83-97, March.
- Halicioglu, Ferda, 2008. "An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey," MPRA Paper 6765, University Library of Munich, Germany, revised 2008.
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"A new procedure for monitoring the range and standard deviation of a quality characteristic,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 44(1), pages 1-24, January.
- Kiani, Mehdi & Panaretos, John & Psarakis, Stelios, 2008. "A new procedure for monitoring the range and standard deviation of a quality characteristic," MPRA Paper 9067, University Library of Munich, Germany.
- Barnett, William A. & Jones, Barry E. & Nesmith, Travis D., 2008. "Divisia Second Moments," MPRA Paper 9111, University Library of Munich, Germany.
- Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2010.
"Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1 & 2), pages 77-112, February .
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- Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010.
"Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 233-261.
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"Electoral rules, political competition and fiscal spending : regression discontinuity evidence from Brazilian municipalities,"
Textos para discussão
559, Department of Economics PUC-Rio (Brazil).
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"Factors influencing the temporal diffusion of broadband adoption: evidence from Oklahoma,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(3), pages 661-679, September.
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2007
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"A reduced form framework for modeling volatility of speculative prices based on realized variation measures,"
Journal of Econometrics, Elsevier, vol. 160(1), pages 176-189, January.
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- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007.
"Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility,"
The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
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- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers 2007-18, Department of Economics and Business Economics, Aarhus University.
- Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010.
"Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 233-261.
- Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007. "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers 2007-21, Department of Economics and Business Economics, Aarhus University.
- Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008. "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper 1173, Economics Department, Queen's University.
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"A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects,"
Journal of Econometrics, Elsevier, vol. 150(2), pages 151-166, June.
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- Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers 10-06, Duke University, Department of Economics.
- Musshoff, Oliver & Hirschauer, Norbert, 2007. "Improved Program Planning Approaches Generates Large Benefits in High Risk Crop Farming," 2007 Conference (51st), February 13-16, 2007, Queenstown, New Zealand 10442, Australian Agricultural and Resource Economics Society.
- Costel Ionascu, 2007. "Statistical Annalisys Of The Correlation Between Gdp, Productivity And Brute Investments At The Level Of Oltenia Region," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 133-137, November.
- Dorel Savulea, 2007. "Appreciations Regarding The Prediction Of The Gross Domestic Product In The Period After Romania’S Adherence To The Eu," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 138-147, November.
- Fan, Jianqing & Hall, Peter & Yao, Qiwei, 2007.
"To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?,"
Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1282-1288, December.
- Fan, Jianqing & Hall, Peter & Yao, Qiwei, 2007. "To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied," LSE Research Online Documents on Economics 5399, London School of Economics and Political Science, LSE Library.
- Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2006.
"Pricing and Inference with Mixtures of Conditionally Normal Processes,"
Working Papers
2006-28, Center for Research in Economics and Statistics.
- Bertholon, H. & Monfort, A. & Pegoraro, F., 2007. "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working papers 188, Banque de France.
- Alain Monfort & Fulvio Pegoraro, 2006.
"Multi-Lag Term Structure Models with Stochastic Risk Premia,"
Working Papers
2006-29, Center for Research in Economics and Statistics.
- Monfort, A. & Pegoraro, F., 2007. "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working papers 189, Banque de France.
- Alain Monfort & Fulvio Pegoraro, 2007.
"Switching VARMA Term Structure Models - Extended Version,"
Working Papers
2007-19, Center for Research in Economics and Statistics.
- Monfort, A. & Pegoraro, F., 2007. "Switching VARMA Term Structure Models - Extended Version," Working papers 191, Banque de France.
- Fiona Steele & Anna Vignoles & Andrew Jenkins, 2007.
"The effect of school resources on pupil attainment: a multilevel simultaneous equation modelling approach,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(3), pages 801-824, July.
- Steele, Fiona & Vignoles, Anna & Jenkins, Andrew, 2007. "The effect of school resources on pupil attainment: a multilevel simultaneous equation modelling approach," LSE Research Online Documents on Economics 26481, London School of Economics and Political Science, LSE Library.
- Gayer Gabrielle & Gilboa Itzhak & Lieberman Offer, 2007.
"Rule-Based and Case-Based Reasoning in Housing Prices,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-37, April.
- Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2004. "Rule-Based and Case-Based Reasoning in Housing Prices," Cowles Foundation Discussion Papers 1493, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Gabrielle Gayer & O. Lieberman, 2007. "Rule-Based and Case-Based Reasoning in Housing Prices," Post-Print hal-00481229, HAL.
- Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2004. "Rule-Based and Case-Based Reasoning in Housing Prices," Levine's Bibliography 122247000000000672, UCLA Department of Economics.
- Michele Meoli & Alexander Mertens & Giovanni Urga, 2007. "An Econometric Analysis of the Banking Crises in Russia and Ukraine," Working Papers 0702, Department of Management, Information and Production Engineering, University of Bergamo.
- Francisca Guedes de Oliveira, 2007. "Empirical Determinants of Government Efficiency - Exploring the Data," Working Papers de Economia (Economics Working Papers) 18, Católica Porto Business School, Universidade Católica Portuguesa.
- Andrew Bugg, 2007. "Owner Motivations in the UK Speciality Food Sector," Working Papers 07-4, Centre for Competition Policy, University of East Anglia.
- Juan Camilo Cárdenas & Rajiv Sethi, 2007. "Attitudes and attributes: a field experiment with public officials and transfer recipients In Colombia," Documentos CEDE 6881, Universidad de los Andes, Facultad de Economía, CEDE.
- H. Bertholon & A. Monfort & F. Pegoraro, 2008.
"Econometric Asset Pricing Modelling,"
Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 407-458, Fall.
- Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2007. "Econometric Asset Pricing Modelling," Working Papers 2007-18, Center for Research in Economics and Statistics.
- Bertholon, H. & Monfort, A. & Pegoraro, F., 2008. "Econometric Asset Pricing Modelling," Working papers 223, Banque de France.
- Monfort, A. & Pegoraro, F., 2007.
"Switching VARMA Term Structure Models - Extended Version,"
Working papers
191, Banque de France.
- Alain Monfort & Fulvio Pegoraro, 2007. "Switching VARMA Term Structure Models - Extended Version," Working Papers 2007-19, Center for Research in Economics and Statistics.
- Gonzalo, J. & Olmo, J., 2007.
"The impact of heavy tails and comovements in downside-risk diversification,"
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- Olmo, José, 2007. "The impact of heavy tails and comovements in downside-risk diversification," UC3M Working papers. Economics we20070208, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Olmo, José, 2007.
"The impact of heavy tails and comovements in downside-risk diversification,"
UC3M Working papers. Economics
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- Gonzalo, J. & Olmo, J., 2007. "The impact of heavy tails and comovements in downside-risk diversification," Working Papers 07/02, Department of Economics, City University London.
- Astrid Cullmann & Christian von Hirschhausen, 2007. "From Transition to Competition: Dynamic Efficiency Analysis of Polish Electricity Distribution Companies," Discussion Papers of DIW Berlin 716, DIW Berlin, German Institute for Economic Research.
- Dipendra Sinha, 2007. "Safety, profitability and the load factor for airlines in the USA," Economics Bulletin, AccessEcon, vol. 12(6), pages 1-7.
- virginie terraza & stephane mussard, 2007. "New trading risk indexes: application of the shapley value in finance," Economics Bulletin, AccessEcon, vol. 3(25), pages 1-7.
- Sheng-Kai Chang, 2007. "The asymptotic global power comparisons of the GMM overidentifying restrictions tests," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-6.
- Sudhanshu Mishra, 2007.
"Least squares estimation of joint production functions by the differential evolution method of global optimization,"
Economics Bulletin, AccessEcon, vol. 3(51), pages 1-13.
- Mishra, SK, 2007. "Least squares estimation of joint production functions by the Differential Evolution method of global optimization," MPRA Paper 4813, University Library of Munich, Germany.
- Kim Huynh & David Jacho-Chavez, 2007. "Conditional density estimation: an application to the Ecuadorian manufacturing sector," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-6.
- Chi-Wei Su & Yahn-Shir Chen & Hsu-Ling Chang, 2007. "Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model," Economics Bulletin, AccessEcon, vol. 7(4), pages 1-12.
- Kevin Aretz & David Peel, 2007. "Some implications of a quartic loss function," Economics Bulletin, AccessEcon, vol. 7(13), pages 1-7.
- Eric S. Lin, 2007. "On the standard errors of Oaxaca-type decompositions for inter-industry gender wage differentials," Economics Bulletin, AccessEcon, vol. 10(6), pages 1-11.
- Eiji Yamamura & Inyong Shin, 2007. "Technological Change and Catch-up and Capital Deepening: Relative Contributions to Growth and Convergence: Comment," Economics Bulletin, AccessEcon, vol. 15(3), pages 1-8.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections,"
Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007. "Opening the black box: structural factor models with large cross-sections," Working Paper Series 712, European Central Bank.
- Cheng Hsiao & Siyan Wang, 2007.
"Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models,"
Econometrics Journal, Royal Economic Society, vol. 10(1), pages 49-81, March.
- Cheng Hsiao & Siyan Wang, 2006. "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers 06.55, Institute of Economic Policy Research (IEPR).
- Pham, Thai-Hung & Reilly, Barry, 2007.
"The gender pay gap in Vietnam, 1993-2002: A quantile regression approach,"
Journal of Asian Economics, Elsevier, vol. 18(5), pages 775-808, October.
- Pham, Hung T & Reilly, Barry, 2007. "The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach," MPRA Paper 6475, University Library of Munich, Germany.
- Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007.
"How much has labour taxation contributed to European structural unemployment?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1359-1375, April.
- Christophe Planas & Werner Roeger & Alessandro Rossi, 2003. "How much has labour taxation contributed to European structural unemployment?," European Economy - Economic Papers 2008 - 2015 183, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Christophe Planas & Werner Roeger & Alessandro Rossi, 2004. "How much has labour taxation contributed to European structural unemployment?," Econometrics 0408005, University Library of Munich, Germany.
- Pesavento, Elena & Rossi, Barbara, 2007.
"Impulse response confidence intervals for persistent data: What have we learned?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July.
- Pesavento, Elena & Rossi, Barbara, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers 06-03, Duke University, Department of Economics.
- Elena Pesavento, Barbara Rossi, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Economics Working Papers ECO2006/19, European University Institute.
- Webber, Don J. & White, Paul, 2007.
"Convergence towards a steady-state distribution,"
Economics Letters, Elsevier, vol. 94(3), pages 338-341, March.
- Don J Webber & Paul White, 2005. "Convergence towards a Steady State Distribution," Working Papers 0502, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Caner, Mehmet, 2007.
"Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases,"
Journal of Econometrics, Elsevier, vol. 137(1), pages 28-67, March.
- Mehmet Caner, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, University Library of Munich, Germany.
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007.
"Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers,"
Journal of Econometrics, Elsevier, vol. 137(2), pages 641-673, April.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, University Library of Munich, Germany.
- Davidson, Russell & Flachaire, Emmanuel, 2007.
"Asymptotic and bootstrap inference for inequality and poverty measures,"
Journal of Econometrics, Elsevier, vol. 141(1), pages 141-166, November.
- Russell Davidson & Emmanuel Flachaire, 2004. "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques v04100, Université Panthéon-Sorbonne (Paris 1).
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175929, HAL.
- Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Post-Print halshs-00175929, HAL.
- Cowell, Frank A. & Flachaire, Emmanuel, 2007.
"Income distribution and inequality measurement: The problem of extreme values,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1044-1072, December.
- Frank A. Cowell & Emmanuel Flachaire, 2004. "Income distribution and inequality measurement: the problem of extreme values," Cahiers de la Maison des Sciences Economiques v04101, Université Panthéon-Sorbonne (Paris 1).
- Frank A. Cowell & Emmanuel Flachaire, 2007. "Income distribution and inequality measurement: The problem of extreme values," Post-Print halshs-00176029, HAL.
- Frank A. Cowell & Emmanuel Flachaire, 2007. "Income distribution and inequality measurement: The problem of extreme values," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176029, HAL.
- Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007.
"Asymptotics for duration-driven long range dependent processes,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 913-949, December.
- Mengchen Hsieh & Clifford Hurvich & Philippe Soulier, 2004. "Asymptotics for Duration-Driven Long Range Dependent Processes," Econometrics 0412009, University Library of Munich, Germany.
- Thorsten Schank & Claus Schnabel & Joachim Wagner, 2016.
"Do Exporters Really Pay Higher Wages? First Evidence from German Linked Employer–Employee Data,"
World Scientific Book Chapters, in: Microeconometrics of International Trade, chapter 5, pages 177-213,
World Scientific Publishing Co. Pte. Ltd..
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- Thorsten Schank & Claus Schnabel & Joachim Wagner, 2006. "Do exporters really pay higher wages? First evidence from German linked employer-employee data," Working Paper Series in Economics 28, University of Lüneburg, Institute of Economics.
- Armstrong, J. Scott, 2007.
"Significance tests harm progress in forecasting,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 321-327.
- Armstrong, J. Scott, 2007. "Significance Tests Harm Progress in Forecasting," MPRA Paper 81664, University Library of Munich, Germany.
- Ensar Yesilyurt, 2007. "Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi," Working Papers 0706, Ege University, Department of Economics.
- Boumans, Marcel, 2007. "Battle in the planning office: biased experts versus normative statisticians," LSE Research Online Documents on Economics 22520, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr, 2007. "Unbalanced Haar technique for nonparametric function estimation," LSE Research Online Documents on Economics 25216, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr, 2007. "Bivariate hard thresholding in wavelet function estimation," LSE Research Online Documents on Economics 25219, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr & Delouille, V´eronique & Nason, Guy P., 2007. "GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform," LSE Research Online Documents on Economics 25221, London School of Economics and Political Science, LSE Library.
- Fiona Steele & Anna Vignoles & Andrew Jenkins, 2007.
"The effect of school resources on pupil attainment: a multilevel simultaneous equation modelling approach,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(3), pages 801-824, July.
- Steele, Fiona & Vignoles, Anna & Jenkins, Andrew, 2007. "The effect of school resources on pupil attainment: a multilevel simultaneous equation modelling approach," LSE Research Online Documents on Economics 26481, London School of Economics and Political Science, LSE Library.
- Skinner, Chris J., 2007. "The probability of identification: applying ideas from forensic statistics to disclosure risk assessment," LSE Research Online Documents on Economics 39105, London School of Economics and Political Science, LSE Library.
- Skinner, Chris J. & de Toledo Vieira, Marcel, 2007. "Variance estimation in the analysis of clustered longitudinal survey data," LSE Research Online Documents on Economics 39106, London School of Economics and Political Science, LSE Library.
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"To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?,"
Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1282-1288, December.
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- Lu, Zudi & Lundervold, Arvid & Tjøstheim, Dag & Yao, Qiwei, 2007. "Exploring spatial nonlinearity using additive approximation," LSE Research Online Documents on Economics 5401, London School of Economics and Political Science, LSE Library.
- Pan, Jiazhu & Wang, Hui & Yao, Qiwei, 2007. "Weighted least absolute deviations estimation for ARMA models with infinite variance," LSE Research Online Documents on Economics 5405, London School of Economics and Political Science, LSE Library.
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"Testing EU fiscal surveillance: how sensitive is it to variations in output gap estimates?,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 39-60.
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"Tests for cointegration with structural breaks based on subsamples,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2498-2511, November.
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"Monetary regime change and business cycles,"
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"Asymptotic and bootstrap inference for inequality and poverty measures,"
Journal of Econometrics, Elsevier, vol. 141(1), pages 141-166, November.
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"Income distribution and inequality measurement: The problem of extreme values,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1044-1072, December.
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"Rule-Based and Case-Based Reasoning in Housing Prices,"
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"Income distribution and inequality measurement: The problem of extreme values,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1044-1072, December.
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"An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups,"
Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
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"An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups,"
Economics Letters,
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- Ñopo, Hugo, 2008. "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
- Ñopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers) 1959, Inter-American Development Bank.
- Hugo Ñopo, 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications 4532, Inter-American Development Bank, Research Department.
- Nopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IZA Discussion Papers 2921, Institute of Labor Economics (IZA).
- Peter Arcidiacono & Holger Sieg & Frank Sloan, 2007. "Living Rationally Under The Volcano? An Empirical Analysis Of Heavy Drinking And Smoking," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 37-65, February.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, "undated". "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," GSIA Working Papers 2003-02, Carnegie Mellon University, Tepper School of Business.
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- Ahmet AY & Pınar YARDIMCI, 2007. "Türkiye’de içsel ekonomik büyüme ve teknolojik gelişmede dış ticaret ve beşeri sermayenin rolü (1963-2002): Pesaran’ın sınır testi ile bir eş-bütünleşme analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(252), pages 99-115.
- Wan-Kai Pang & Shui-Hung Hou & Marvin D. Troutt & Wing-Tong Yu & Ken W. K. Li, 2007. "A Markov Chain Monte Carlo Approach to Estimate the Risks of Extremely Large Insurance Claims," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(3), pages 225-236, December.
- Gheorghe Zaman & Zizi Goschin, 2007. "The Intensity of using production factors in Romania. Estimates from Cobb-Douglas and CES Models," Romanian Journal of Economics, Institute of National Economy, vol. 25(2(34)), pages 5-21, December.
- Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
- Ivan Jeliazkov & Dale J. Poirier, 2007. "Dynamic and Structural Features of Intifada Violence: A Markov Process Approach," Working Papers 070801, University of California-Irvine, Department of Economics.
- Ñopo, Hugo, 2008. "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, vol. 100(2), pages 292-296, August.
- Hugo Ñopo, 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications 4532, Inter-American Development Bank, Research Department.
- Nopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IZA Discussion Papers 2921, Institute of Labor Economics (IZA).
- Ñopo, Hugo R., 2007. "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers) 1959, Inter-American Development Bank.
- Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428.
- Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, University Library of Munich, Germany.
- Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007. "Nonparametric estimation of concave production technologies by entropic methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 795-816.
- Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005. "Nonparametric estimation of concave production technologies by entropic methods," Econometrics 0512003, University Library of Munich, Germany.
- Klaus Düllmann & Nancy Masschelein, 2007. "A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(1), pages 55-79, October.
- Hanna Maoh & Pavlos Kanaroglou, 2007. "Geographic clustering of firms and urban form: a multivariate analysis," Journal of Geographical Systems, Springer, vol. 9(1), pages 29-52, April.
- David Mandy & David Sappington, 2007. "Incentives for sabotage in vertically related industries," Journal of Regulatory Economics, Springer, vol. 31(3), pages 235-260, June.
- David Mandy & David E. M. Sappington, 2004. "Incentives for Sabotage in Vertically Related Industries," Working Papers 0404, Department of Economics, University of Missouri, revised 16 Dec 2004.
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- Nicholas Bardsley & Peter Moffatt, 2007. "The Experimetrics of Public Goods: Inferring Motivations from Contributions," Theory and Decision, Springer, vol. 62(2), pages 161-193, March.
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- Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1319-1347, October.
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- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES 2008_036, ULB -- Universite Libre de Bruxelles.
- Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Center for Economic Research (RECent) 008, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Chiara Pederzoli, 2007. "Default risk: Poisson mixture and the business cycle," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0002, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Chiara Pederzoli, 2007. "Default risk: Poisson mixture and the business cycle," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07052, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2007. "Assessing Structural VARs," NBER Chapters, in: NBER Macroeconomics Annual 2006, Volume 21, pages 1-106, National Bureau of Economic Research, Inc.
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- Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006. "Assessing Structural VARs," NBER Working Papers 12353, National Bureau of Economic Research, Inc.
- Justin McCrary, 2007. "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers 0334, National Bureau of Economic Research, Inc.
- Jay Bhattacharya & William B. Vogt, 2007. "Do Instrumental Variables Belong in Propensity Scores?," NBER Technical Working Papers 0343, National Bureau of Economic Research, Inc.
- K. K., Suresh & K., Pradeepa Veerakumari, 2007. "Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)," MPRA Paper 10105, University Library of Munich, Germany, revised 2007.
- Varsanyi, Zoltan, 2007. "Rating philosophies: some clarifications," MPRA Paper 1660, University Library of Munich, Germany.
- Cifter, Atilla & Ozun, Alper, 2007. "Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey," MPRA Paper 2483, University Library of Munich, Germany.
- Dramani, Latif & Laye, Oumy, 2007. "Estimation of the Equilibrium Interest Rate: Case of CFA zone," MPRA Paper 3610, University Library of Munich, Germany.
- Finger, Robert & Hediger, Werner, 2007. "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," MPRA Paper 4740, University Library of Munich, Germany.
- Robert Finger & Werner Hediger, 2008. "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," IED Working paper 08-02, IED Institute for Environmental Decisions, ETH Zurich.
- Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
- van den Hauwe, Ludwig, 2007. "Did F. A. Hayek Embrace Popperian Falsificationism? A Critical Comment About Certain Theses of Popper, Duhem and Austrian Methodology," MPRA Paper 6067, University Library of Munich, Germany.
- Mutaşcu, Mihai Ioan & Crasneac, Alexandru Ocatavian & Dănuleţiu, Dan-Constantin, 2007. "The Taxes Impact On The Economic Growth: The Case Of European Union," MPRA Paper 6143, University Library of Munich, Germany.
- Pham, Thai-Hung & Reilly, Barry, 2007. "The gender pay gap in Vietnam, 1993-2002: A quantile regression approach," Journal of Asian Economics, Elsevier, vol. 18(5), pages 775-808, October.
- Pham, Hung T & Reilly, Barry, 2007. "The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach," MPRA Paper 6475, University Library of Munich, Germany.
- Armstrong, J. Scott, 2007. "Significance tests harm progress in forecasting," International Journal of Forecasting, Elsevier, vol. 23(2), pages 321-327.
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- Fan, Yanqin & Gençay, Ramazan, 2010. "Unit Root Tests With Wavelets," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1305-1331, October.
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- Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Discussion Paper Series 2024_02, Department of Economics, University of Macedonia, revised Feb 2024.
- Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Working Paper series 24-07, Rimini Centre for Economic Analysis.
- Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
- Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
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- Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
- Woodcock, Simon D. & Benedetto, Gary, 2009. "Distribution-preserving statistical disclosure limitation," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4228-4242, October.
- Woodcock, Simon & Benedetto, Gary, 2006. "Distribution-Preserving Statistical Disclosure Limitation," MPRA Paper 155, University Library of Munich, Germany.
- Simon D. Woodcock & Gary Benedetto, 2007. "Distribution-Preserving Statistical Disclosure Limitation," Discussion Papers dp07-15, Department of Economics, Simon Fraser University.
- Simon D. Woodcock & Gary Benedetto, 2006. "Distribution Preserving Statistical Disclosure Limitation," Longitudinal Employer-Household Dynamics Technical Papers 2006-04, Center for Economic Studies, U.S. Census Bureau.
- Oliver Mußhoff & Norbert Hirschauer, 2007. "Improved program planning with formal models? The case of high risk crop farming in Northeast Germany," 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. 15(2), pages 127-141, June.
- 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.
- Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales.
- B. Bhaskara Rao, 2007. "Estimating short and long-run relationships: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, vol. 39(13), pages 1613-1625.
- Bhaskara Rao, 2005. "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics 0508013, University Library of Munich, Germany.
- Elcin Aykac Alp, 2007. "Türkiye’de Reel Ücretlerin TAR Modeli ile Analizi ve Birim Kök Sýnamasý," Working Papers 2008/10, Turkish Economic Association.
- Kleijnen, J.P.C., 2007. "Screening Experiments for Simulation : A Review," Other publications TiSEM 164486bc-0852-4d15-bdf8-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Screening Experiments for Simulation : A Review," Discussion Paper 2007-21, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Other publications TiSEM 29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Other publications TiSEM 3e563d88-0029-47f6-a66b-e, Tilburg University, School of Economics and Management.
- Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Discussion Paper 2007-45, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-30, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-09, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM 66449de2-3d9c-4d19-a3e4-a, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM d4bee6b0-7a00-4695-85ed-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Schaik, F.D.J., 2007. "Sealed-Bid Auction of Dutch Mussels : Statistical Analysis," Other publications TiSEM ad4ed28a-8d20-4d5a-bdc2-f, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Schaik, F.D.J., 2007. "Sealed-Bid Auction of Dutch Mussels : Statistical Analysis," Discussion Paper 2007-83, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-09, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-30, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM 66449de2-3d9c-4d19-a3e4-a, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM d4bee6b0-7a00-4695-85ed-6, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Other publications TiSEM 29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-09, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM 66449de2-3d9c-4d19-a3e4-a, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM d4bee6b0-7a00-4695-85ed-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-30, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-09, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM d4bee6b0-7a00-4695-85ed-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM 66449de2-3d9c-4d19-a3e4-a, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-30, Tilburg University, Center for Economic Research.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005. "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers 11775, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers 2007-18, Department of Economics and Business Economics, Aarhus University.
- Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 761-783, November.
- Peter R. Mueser & Kenneth Troske & Alexey Gorislavsky, 2003. "Using State Administrative Data to Measure Program Performance," Working Papers 0309, Department of Economics, University of Missouri.
- Mueser, Peter R. & Troske, Kenneth & Gorislavsky, Alexey, 2003. "Using State Administrative Data to Measure Program Performance," IZA Discussion Papers 786, Institute of Labor Economics (IZA).
- Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," Working Papers 0702, Department of Economics, University of Missouri.
- Andrew D. Bugg, 2007. "Owner Motivations in the UK Speciality Food Sector," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2007-04, Centre for Competition Policy, University of East Anglia, Norwich, UK..
- Juan Pablo Domínguez H., 2007. "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 32(23), pages 63-90, january-j.
- Luis Nava Puente & Surendra P. Sinha, 2007. "Agreement measure in two faculty classifications," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 32(24), pages 113-127, july-dece.
- Fungisai Nota & Shunfeng Song, 2007. "Further Analysis of the Zipf's Law: Does the Rank-Size Rule Really Exist?," Working Papers 07-006, University of Nevada, Reno, Department of Economics;University of Nevada, Reno , Department of Resource Economics.
- Fungisai Nota & Shunfeng Song, 2008. "Further Analysis of the Zipf Law: Does the Rank-Size Rule Really Exist?," Working Papers 08-005, University of Nevada, Reno, Department of Economics;University of Nevada, Reno , Department of Resource Economics.
- G. Fagiolo & M. Napoletano & A. Roventini, 2007. "Sulle distribuzioni dei tassi di crescita dell’output aggregato: un’analisi per Stati Uniti e Italia," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 115(2), pages 215-241.
- Hui Feng & David E. Giles, 2007. "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers 0710, Department of Economics, University of Victoria.
- Hui Feng & David E. Giles, 2009. "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers 0903, Department of Economics, University of Victoria.
- Fabienne Bonetto, 2007. "Équilibres multiples et poids de l’histoire: quelle responsabilité pour la politique économique?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 54(2), pages 159-184, June.
- Fabienne Bonetto, 2007. "Équilibres multiples et poids de l’histoire: quelle responsabilité pour la politique économique?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 54(2), pages 159-184.
- Graham Kendall & Xin Yao & Siang Yew Chong, 2007. "The Iterated Prisoners' Dilemma:20 Years On," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6461, August.
- Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007. "The Iterated Prisoner's Dilemma: 20 Years On," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 1, pages 1-21, World Scientific Publishing Co. Pte. Ltd..
- Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007. "Iterated Prisoner's Dilemma and Evolutionary Game Theory," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 2, pages 23-62, World Scientific Publishing Co. Pte. Ltd..
- Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007. "Learning IPD Strategies Through Co-evolution," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 3, pages 63-87, World Scientific Publishing Co. Pte. Ltd..
- Jiawei Li, 2007. "How to Design a Strategy to Win an IPD Tournament," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 4, pages 89-104, World Scientific Publishing Co. Pte. Ltd..
- Oscar Alonso & Fernando Niño, 2007. "An Immune Adaptive Agent for the Iterated Prisoner's Dilemma," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 5, pages 105-125, World Scientific Publishing Co. Pte. Ltd..
- Michael Filzmoser, 2007. "Exponential Smoothed Tit-for-Tat," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 6, pages 127-138, World Scientific Publishing Co. Pte. Ltd..
- Philip Hingston & Dan Dyer & Luigi Barone & Tim French & Graham Kendall, 2007. "Opponent Modelling, Evolution, and the Iterated Prisoner ' s Dilemma," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 7, pages 139-170, World Scientific Publishing Co. Pte. Ltd..
- Wolfgang Slany & Wolfgang Kienreich, 2007. "On some winning strategies for the Iterated Prisoner's Dilemma or Mr. Nice Guy and the Cosa Nostra," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 8, pages 171-204, World Scientific Publishing Co. Pte. Ltd..
- Alex Rogers & Rajdeep K. Dash & Sarvapali D. Ramchurn & Perukrishnen Vytelingum & Nicholas R. Jennings, 2007. "Error-Correcting Codes for Team Coordination within a Noisy Iterated Prisoner's Dilemma Tournament," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 9, pages 205-229, World Scientific Publishing Co. Pte. Ltd..
- Tsz-Chiu Au & Dana Nau, 2007. "Is it Accidental or Intentional? A Symbolic Approach to the Noisy Iterated Prisoner's Dilemma," World Scientific Book Chapters, in: The Iterated Prisoners' Dilemma 20 Years On, chapter 10, pages 231-262, World Scientific Publishing Co. Pte. Ltd..
- Casey Quinn, 2007. "The health-economic applications of copulas: methods in applied econometric research," Health, Econometrics and Data Group (HEDG) Working Papers 07/22, HEDG, c/o Department of Economics, University of York.
- Casey Quinn, 2007. "Improving precision in cost-effectiveness analysis using copulas," Health, Econometrics and Data Group (HEDG) Working Papers 07/23, HEDG, c/o Department of Economics, University of York.
- Casey Quinn, 2007. "Using copulas to estimate reduced-form systems of equations," Health, Econometrics and Data Group (HEDG) Working Papers 07/25, HEDG, c/o Department of Economics, University of York.
- Chen, Pu & Chihying, Hsiao, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-43.
- Chihying, Hsiao & Chen, Pu, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers 2007-15, Kiel Institute for the World Economy (IfW Kiel).
- Chen, Pu & Chihying, Hsiao, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-43.
- Chihying, Hsiao & Chen, Pu, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers 2007-15, Kiel Institute for the World Economy (IfW Kiel).
2006
- Saralees Nadarajah & Samuel Kotz, 2006. "Beta trigonometric distributions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 5(3), pages 207-224, December.
- Susanne Rässler & Regina Riphahn, 2006.
"Survey item nonresponse and its treatment,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 217-232, March.
- Susanne Rässler & Regina T. Riphahn, 2006. "Survey Item Nonresponse and its Treatment," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 15, pages 215-230, Springer.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008.
"Are output growth-rate distributions fat-tailed? some evidence from OECD countries,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 639-669.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36/2006, University of Verona, Department of Economics.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Post-Print hal-03417062, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," LEM Papers Series 2006/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," SciencePo Working papers Main hal-01065643, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," Working Papers hal-01065643, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," SciencePo Working papers Main hal-03417062, HAL.
- B. Bhaskara Rao & Rup Singh, 2006.
"Demand for money in India: 1953-2003,"
Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1319-1326.
- B Bhaskara Rao & Singh Rup, 2005. "Demand for Money in India: 1953-2003," Macroeconomics 0510002, University Library of Munich, Germany.
- Kleijnen, J.P.C. & Wan, J., 2006.
"Optimization of Simulated Inventory Systems : OptQuest and Alternatives,"
Other publications TiSEM
4de9f913-3c25-4750-9abb-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & Wan, J., 2006. "Optimization of Simulated Inventory Systems : OptQuest and Alternatives," Discussion Paper 2006-75, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2006.
"Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts,"
Other publications TiSEM
7b8ecddb-f49e-4b80-865b-a, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2006. "Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts," Discussion Paper 2006-10, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2006.
"Generalized Response Surface Methodology : A New Metaheuristic,"
Other publications TiSEM
9a11fb77-d2e1-4c6e-8bba-0, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology : A New Metaheuristic," Discussion Paper 2006-77, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2006.
"White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice,"
Other publications TiSEM
d8c37ad3-f9a5-4824-986d-2, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2006. "White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice," Discussion Paper 2006-50, Tilburg University, Center for Economic Research.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2012.
"Empirical Similarity,"
World Scientific Book Chapters, in: Case-Based Predictions An Axiomatic Approach to Prediction, Classification and Statistical Learning, chapter 9, pages 211-243,
World Scientific Publishing Co. Pte. Ltd..
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2006. "Empirical Similarity," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 433-444, August.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Cowles Foundation Discussion Papers 1486, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler & Offer Lieberman, 2006. "Empirical Similarity," Post-Print hal-00746558, HAL.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Levine's Bibliography 122247000000000684, UCLA Department of Economics.
- Darren Lubotsky & Martin Wittenberg, 2006.
"Interpretation of Regressions with Multiple Proxies,"
The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 549-562, August.
- Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Econometrics 0110005, University Library of Munich, Germany.
- Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Working Papers 836, Princeton University, Department of Economics, Industrial Relations Section..
- Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, March.
- V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman, 2006.
"Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Reanalysis of the California GAIN Program,"
Journal of Labor Economics, University of Chicago Press, vol. 24(3), pages 521-566, July.
- V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman, 2006. "Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program," NBER Working Papers 11939, National Bureau of Economic Research, Inc.
- Thanasis Stengos & Ximing Wu, 2010.
"Information-Theoretic Distribution Test with Application to Normality,"
Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
- Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
- Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics.
- Thanasis Stengos & Ximing Wu†, 2007. "Information-Theoretic Distribution Test with Application to Normality," Working Paper series 24_07, Rimini Centre for Economic Analysis.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008.
"Are output growth-rate distributions fat-tailed? some evidence from OECD countries,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 639-669.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," LEM Papers Series 2006/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Post-Print hal-03417062, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36/2006, University of Verona, Department of Economics.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," SciencePo Working papers Main hal-01065643, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," Working Papers hal-01065643, HAL.
- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," SciencePo Working papers Main hal-03417062, HAL.
- Donald Robertson & Anthony Garratt & Stephen Wright, 2006.
"Permanent vs transitory components and economic fundamentals,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542, May.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, Department of Economics, Mathematics & Statistics.
- James R. Lothian & Mark P. Taylor, 2008.
"Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?,"
Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- JamesR. Lothian & MarkP. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS) 768, University of Warwick, Department of Economics.
- Oleg Glouchakov, 2006. "Joint change point estimation in regression coeffcients and variances of the errors of a linear model," Working Papers 2006_3, York University, Department of Economics.
- Casey Quinn, 2006. "Alternative methods for estimating systems of (health) equations," Health, Econometrics and Data Group (HEDG) Working Papers 06/05, HEDG, c/o Department of Economics, University of York.
- Masschelein, Nancy & Düllmann, Klaus, 2006. "Sector concentration in loan portfolios and economic capital," Discussion Paper Series 2: Banking and Financial Studies 2006,09, Deutsche Bundesbank.
- Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes, 2006.
"What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments,"
American Economic Review, American Economic Association, vol. 96(4), pages 988-1012, September.
- Marianne Bitler & Jonah Gelbach & Hilary Hoynes, 2003. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," NBER Working Papers 10121, National Bureau of Economic Research, Inc.
- Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach, 2005. "What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments," Working Papers 36, University of California, Davis, Department of Economics.
- Marianne P. Bitler & Jonah Gelbach & Hilary Hoynes, 2004. "What Mean Impacts Miss Distributional Effects of Welfare Reform Experiments," Working Papers WR-109-NICHD/NIA, RAND Corporation.
- Bitler, Marianne P. & Gelbach, Jonah B. & Hoynes, Hilary W., 2005. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," IZA Discussion Papers 1728, Institute of Labor Economics (IZA).
- James R. Lothian & Mark P. Taylor, 2008.
"Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?,"
Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- JamesR. Lothian & MarkP. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS) 768, University of Warwick, Department of Economics.
- Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
- Carmen Radu, 2006. "A Critical Approach To The Demographic Policy," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(6), pages 156-162, April.
- Alejandro García & Ramazan Gençay, 2006. "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers 06-17, Bank of Canada.
- Antonio Diez De Los Rios & René Garcia, 2011.
"Assessing and valuing the nonlinear structure of hedge fund returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 193-212, March.
- Antonio Diez de los Rios & René Garcia, 2006. "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers 06-31, Bank of Canada.
- Jean-Marie Dufour & David Tessier, 2006. "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers 06-39, Bank of Canada.
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006.
"A Constructive Representation of Univariate Skewed Distributions,"
Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, University Library of Munich, Germany.
- Pitarakis Jean-Yves, 2006.
"Model Selection Uncertainty and Detection of Threshold Effects,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-30, March.
- Jean-Yves Pitarakis, 2004. "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics 0409013, University Library of Munich, Germany.
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
"Econometrics: A Bird’s Eye View,"
CESifo Working Paper Series
1870, CESifo.
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
- Thomas Mayer, 2006. "The Empirical Significance of Econometric Models," Working Papers 620, University of California, Davis, Department of Economics.
- Thomas Mayer, 2006. "The Empirical Significance of Econometric Models," Working Papers 122, University of California, Davis, Department of Economics.
- Thomas Mayer, 2006. "The Empirical Significance of Econometric Models," Working Papers 620, University of California, Davis, Department of Economics.
- Woodcock, Simon D. & Benedetto, Gary, 2009.
"Distribution-preserving statistical disclosure limitation,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4228-4242, October.
- Woodcock, Simon & Benedetto, Gary, 2006. "Distribution-Preserving Statistical Disclosure Limitation," MPRA Paper 155, University Library of Munich, Germany.
- Simon D. Woodcock & Gary Benedetto, 2006. "Distribution Preserving Statistical Disclosure Limitation," Longitudinal Employer-Household Dynamics Technical Papers 2006-04, Center for Economic Studies, U.S. Census Bureau.
- Simon D. Woodcock & Gary Benedetto, 2007. "Distribution-Preserving Statistical Disclosure Limitation," Discussion Papers dp07-15, Department of Economics, Simon Fraser University.
- Jörn-Steffen Pischke & Till von Wachter, 2008.
"Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation,"
The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 592-598, August.
- Pischke, Jorn-Steffen & von Wachter, Till, 2005. "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," CEPR Discussion Papers 5105, C.E.P.R. Discussion Papers.
- Pischke, Jorn-Steffen & Wachter, Till von, 2008. "Zero returns to compulsory schooling in Germany: evidence and interpretation," LSE Research Online Documents on Economics 19509, London School of Economics and Political Science, LSE Library.
- Jörn-Steffen Pischke & Till von Wachter, 2006. "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," CEE Discussion Papers 0054, Centre for the Economics of Education, LSE.
- Jorn-Steffen Pischke & Till von Wachter, 2005. "Zero Returns to Compulsory Schooling In Germany: Evidence and Interpretation," NBER Working Papers 11414, National Bureau of Economic Research, Inc.
- Pischke, Jörn-Steffen & Wachter, Till von, 2005. "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," IZA Discussion Papers 1645, Institute of Labor Economics (IZA).
- Ricardo Caballero & Stavros Panageas, 2006.
"Contingent Reserves Management: An Applied Framework,"
Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420,
Central Bank of Chile.
- Ricardo J. Caballero G. & Stavros Panageas, 2005. "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent Reserves Management: An Applied Framework," NBER Working Papers 10786, National Bureau of Economic Research, Inc.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent reserves management: an applied framework," Working Papers 05-2, Federal Reserve Bank of Boston.
- Ricardo Caballero & Stavros Panageas, 2005. "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile 329, Central Bank of Chile.
- Juan Miguel VILLA LORA, 2006. "Propuesta para la estimación del salario de reserva de los empleados en Colombia con el análisis de fronteras estocásticas," Archivos de Economía 3402, Departamento Nacional de Planeación.
- Matthew Brzozowski, 2006.
"Does One Size Fit All? The CPI and Canadian Seniors,"
Canadian Public Policy, University of Toronto Press, vol. 32(4), pages 387-412, December.
- Matthew Brzozowski, 2005. "Does One Size Fit All? The CPI and Canadian Seniors," Social and Economic Dimensions of an Aging Population Research Papers 130, McMaster University.
- Siebert, Ralph & Kannan, Karthik, 2006. "Learning in Sequential Auctions when Bidders May Acquire Multiple Objects," CEPR Discussion Papers 5845, C.E.P.R. Discussion Papers.
- Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2006.
"Pricing and Inference with Mixtures of Conditionally Normal Processes,"
Working Papers
2006-28, Center for Research in Economics and Statistics.
- Bertholon, H. & Monfort, A. & Pegoraro, F., 2007. "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working papers 188, Banque de France.
- Alain Monfort & Fulvio Pegoraro, 2006.
"Multi-Lag Term Structure Models with Stochastic Risk Premia,"
Working Papers
2006-29, Center for Research in Economics and Statistics.
- Monfort, A. & Pegoraro, F., 2007. "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working papers 189, Banque de France.
- Javier Alejo, 2006. "Desigualdad Salarial en el Gran Buenos Aires: Una Aplicación de Regresión por Cuantiles en Microdescomposiciones," CEDLAS, Working Papers 0036, CEDLAS, Universidad Nacional de La Plata.
- Vijayamohanan Pillai N., 2006. "Casualty and Error Correction in Markov Chain: Inflation in India Revisited," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 41(1), pages 25-54, July.
- Pesavento, Elena & Rossi, Barbara, 2007.
"Impulse response confidence intervals for persistent data: What have we learned?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July.
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"Econometrics: A Bird’s Eye View,"
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"Permanent vs transitory components and economic fundamentals,"
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"Modelling firm-size distribution using Box-Cox heteroscedastic regression,"
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- Paxton, Julia A., 2006. "Technical efficiency in the rural financial sector: evidence from Mexico," Journal of Developing Areas, Tennessee State University, College of Business, vol. 39(2), pages 101-119, January-M.
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"Incentives to Cooperate in Network Formation,"
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"Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Reanalysis of the California GAIN Program,"
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"Assessing Structural VARs,"
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"Evaluating wireless carrier consolidation using semiparametric demand estimation,"
Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 299-338, December.
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"Existence of Bifurcation in Macroeconomic Dynamics: Grandmont was Right,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200610, University of Kansas, Department of Economics.
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"Statistical Tests for Lyapunov Exponents of Deterministic Systems,"
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- Andreica, Marin, 2006. "A Model to Forecast the Evolution of the Structure of a System of Economic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(1), pages 65-73, March.
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"Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models,"
Econometrics Journal, Royal Economic Society, vol. 10(1), pages 49-81, March.
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"On Joint Modelling and Testing for Local and Global Spatial Externalities,"
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"Are output growth-rate distributions fat-tailed? some evidence from OECD countries,"
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- Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36/2006, University of Verona, Department of Economics.
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"Survey Item Nonresponse and its Treatment,"
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"The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices,"
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1186, Queen's University, Department of Economics.
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"Forecasting Exchange Rate Volatility in the Presence of Jumps,"
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1187, Queen's University, Department of Economics.
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- Hamerle, Alfred & Knapp, Michael & Wildenauer, Nicole, 2005. "Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen," University of Regensburg Working Papers in Business, Economics and Management Information Systems 409, University of Regensburg, Department of Economics.
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"Permanent vs transitory components and economic fundamentals,"
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- Ingrid Lo, 2005. "An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate," Staff Working Papers 05-45, Bank of Canada.
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"Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models,"
Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
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"Modelling directional dispersion through hyperspherical log‐splines,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 599-616, September.
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"Examination of Some More Powerful Modifications of the Dickey–Fuller Test,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 355-369, May.
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- George A. Christodoulakis & Emmanuel C. Mamatzakis, 2005. "The European Union GDP Forecast Rationality under Asymmetric Preferences," Working Papers 30, Bank of Greece.
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"What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments,"
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- Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach, 2005. "What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments," Working Papers 531, University of California, Davis, Department of Economics.
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"What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments,"
American Economic Review, American Economic Association, vol. 96(4), pages 988-1012, September.
- Marianne Bitler & Jonah Gelbach & Hilary Hoynes, 2003. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," NBER Working Papers 10121, National Bureau of Economic Research, Inc.
- Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach, 2005. "What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments," Working Papers 36, University of California, Davis, Department of Economics.
- Marianne P. Bitler & Jonah Gelbach & Hilary Hoynes, 2004. "What Mean Impacts Miss Distributional Effects of Welfare Reform Experiments," Working Papers WR-109-NICHD/NIA, RAND Corporation.
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"Contingent Reserves Management: An Applied Framework,"
Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420,
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"Contingent Reserves Management: An Applied Framework,"
Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420,
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"Using Engel curves to estimate bias in the Canadian CPI as a cost of living index,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(2), pages 482-499, May.
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"Convergence Properties of the Likelihood of Computed Dynamic Models,"
Econometrica, Econometric Society, vol. 74(1), pages 93-119, January.
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"Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model,"
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"A consistent nonparametric estimation of spatial autocovariances,"
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"Structural Equations, Treatment Effects, and Econometric Policy Evaluation,"
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"Estimating Long Memory in Volatility,"
Econometrica, Econometric Society, vol. 73(4), pages 1283-1328, July.
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"Detrending time-aggregated data,"
Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
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"External factors in emerging market recoveries: An empirical investigation,"
European Economic Review, Elsevier, vol. 49(3), pages 683-702, April.
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"Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development,"
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"Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging,"
Econometrics
0507012, University Library of Munich, Germany.
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- Gapeev, Pavel V., 2005. "The disorder problem for compound Poisson processes with exponential jumps," LSE Research Online Documents on Economics 3219, London School of Economics and Political Science, LSE Library.
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"Rising Wage Inequality: The Role of Composition and Prices,"
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"Does telecommuting reduce vehicle-miles traveled? An aggregate time series analysis for the U.S,"
Transportation, Springer, vol. 32(1), pages 37-64, January.
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"Does One Size Fit All? The CPI and Canadian Seniors,"
Canadian Public Policy, University of Toronto Press, vol. 32(4), pages 387-412, December.
- Matthew Brzozowski, 2005. "Does One Size Fit All? The CPI and Canadian Seniors," Social and Economic Dimensions of an Aging Population Research Papers 130, McMaster University.
- Nicolas Ponty, 2005. "Un modèle MAcroDYNamique des économies des pays membres de l’UEMOA : MADYN," Documents de travail 118, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
- Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers 09/05, Monash University, Department of Economics.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020.
"Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
- Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
- DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020.
"Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
- Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
- Jeroen C. J. M. van den Bergh & Marco A. Janssen (ed.), 2005. "Economics of Industrial Ecology: Materials, Structural Change, and Spatial Scales," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262220717, April.
- James J. Heckman & Edward Vytlacil, 2005.
"Structural Equations, Treatment Effects, and Econometric Policy Evaluation,"
Econometrica, Econometric Society, vol. 73(3), pages 669-738, May.
- James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Working Papers 11259, National Bureau of Economic Research, Inc.
- James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Technical Working Papers 0306, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005.
"Volatility Forecasting,"
PIER Working Paper Archive
05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc.
- Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
- James J. Heckman & Edward Vytlacil, 2005.
"Structural Equations, Treatment Effects, and Econometric Policy Evaluation,"
Econometrica, Econometric Society, vol. 73(3), pages 669-738, May.
- James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Technical Working Papers 0306, National Bureau of Economic Research, Inc.
- James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Working Papers 11259, National Bureau of Economic Research, Inc.
- Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward, 2012.
"Treatment effect bounds: An application to Swan–Ganz catheterization,"
Journal of Econometrics, Elsevier, vol. 168(2), pages 223-243.
- Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil, 2005. "Treatment Effect Bounds: An Application to Swan-Ganz Catheterization," NBER Working Papers 11263, National Bureau of Economic Research, Inc.
- Mitchell A. Petersen, 2009.
"Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 435-480, January.
- Mitchell A. Petersen, 2005. "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers 11280, National Bureau of Economic Research, Inc.
- David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2005.
"Rising Wage Inequality: The Role of Composition and Prices,"
Harvard Institute of Economic Research Working Papers
2096, Harvard - Institute of Economic Research.
- David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2005. "Rising Wage Inequality: The Role of Composition and Prices," NBER Working Papers 11628, National Bureau of Economic Research, Inc.
- Jeremy T. Fox & Patrick Bajari, 2013.
"Measuring the Efficiency of an FCC Spectrum Auction,"
American Economic Journal: Microeconomics, American Economic Association, vol. 5(1), pages 100-146, February.
- Patrick Bajari & Jeremy T. Fox, 2005. "Measuring the Efficiency of an FCC Spectrum Auction," NBER Working Papers 11671, National Bureau of Economic Research, Inc.
- David S. Lee, 2005. "Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects," NBER Working Papers 11721, National Bureau of Economic Research, Inc.
- Bruce N. Lehmann, 2005. "The Role of Beliefs in Inference for Rational Expectations Models," NBER Working Papers 11758, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007.
"Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility,"
The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005. "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers 11775, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers 2007-18, Department of Economics and Business Economics, Aarhus University.
- Nicholas Bardsley & Peter Moffatt, 2007.
"The Experimetrics of Public Goods: Inferring Motivations from Contributions,"
Theory and Decision, Springer, vol. 62(2), pages 161-193, March.
- Nicholas Bardsley & Peter Moffatt, 2005. "The Experimetrics of Public Goods: Inferring Motivations from Contributions," Discussion Papers 2005-09, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics.
- Michael Creel, 2005. "Econometrics," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr10.
- Joseph Friedman & Yochanan Shachmurove, 2005. "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive 05-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Mehmet Caner, 2005. "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper 211, Department of Economics, University of Pittsburgh, revised Jan 2005.
- Coleman, Stephen, 2005.
"Testing Theories with Qualitative and Quantitative Predictions,"
MPRA Paper
105171, University Library of Munich, Germany.
- Coleman, Stephen, 2021. "Testing Theories with Qualitative and Quantitative Predictions," SocArXiv d8g26, Center for Open Science.
- Vorobyev, Oleg Yu., 2005. "Eventology of random-fuzzy events," MPRA Paper 15870, University Library of Munich, Germany.
- Maxim, Belenkiy, 2005. "The Determinants of Outsourcing from the U. S.: Evidence from Domestic Manufacturing Industries, 1972-2002," MPRA Paper 17911, University Library of Munich, Germany.
- Sarfaraz, Leyla & Afsar, Amir, 2005. "بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي [A study on the factors affecting gold price and a neuro-fuzzy model of forcast]," MPRA Paper 2855, University Library of Munich, Germany.
- Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia & Karlis, Dimitris, 2005. "The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection," MPRA Paper 6355, University Library of Munich, Germany.
- M. Perakis & P. Maravelakis & S. Psarakis & E. Xekalaki & J. Panaretos, 2005.
"On Certain Indices for Ordinal Data with Unequally Weighted Classes,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 39(5), pages 515-536, October.
- Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2001. "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper 6385, University Library of Munich, Germany.
- Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2005. "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper 6395, University Library of Munich, Germany.
- Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2005. "An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion," MPRA Paper 6396, University Library of Munich, Germany.
- Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios, 2005. "Multivariate Statistical Process Control Charts and the Problem of Interpretation: A Short Overview and Some Applications in Industry," MPRA Paper 6397, University Library of Munich, Germany.
- Jayasinghe, Milan, 2005. "On the Mechanics of Measuring the Production of Financial Institutions," MPRA Paper 7694, University Library of Munich, Germany.
- Kaufmann, Daniel, 2005. "Myths and Realities of Governance and Corruption," MPRA Paper 8089, University Library of Munich, Germany.
- Paul A. Samuelson, 2005.
"Franco: a mind never at rest,"
Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
- Paul A. Samuelson, 2005. "Franco: a mind never at rest," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
- Paul A. Samuelson, 2005.
"Franco: a mind never at rest,"
BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
- Paul A. Samuelson, 2005. "Franco: a mind never at rest," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 5-9.
- Paul A. Samuelson, 2005. "Franco: una mente mai ferma," Moneta e Credito, Economia civile, vol. 58(230-231), pages 5-10.
- Bent Jesper Christensen & Morten Ø. Nielsen, 2005. "The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices," Working Paper 1186, Economics Department, Queen's University.
- Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2005. "Forecasting Exchange Rate Volatility In The Presence Of Jumps," Working Paper 1187, Economics Department, Queen's University.
- Colin Beardsley & John R. O'Brien, 2005. "The Financial Services Reform Act 2001: Impact on Systemic risk in Australia," ICMA Centre Discussion Papers in Finance icma-dp2005-12, Henley Business School, University of Reading.
- Giulio Bottazzi & Marco Grazzi & Angelo Secchi, 2005.
"Characterizing the Production Process: A Disaggregated Analysis of Italian Manufacturing Firms,"
Rivista di Politica Economica, SIPI Spa, vol. 95(1), pages 291-318, January-F.
- Giulio Bottazzi & Marco Grazzi & Angelo Secchi, 2004. "Characterizing the Production Process: A Disaggregated Analysis of Italian Manufacturing Firms," LEM Papers Series 2004/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Haydée Lugo & Raúl Jiménez, 2006.
"Incentives to Cooperate in Network Formation,"
Computational Economics, Springer;Society for Computational Economics, vol. 28(1), pages 15-27, August.
- Haydée Lugo, 2005. "Incentives to Cooperate in Network Formation," Computing in Economics and Finance 2005 181, Society for Computational Economics.
- Esben Hoeg, 2005. "Volatility and realized quadratic variation of differenced returns," Computing in Economics and Finance 2005 333, Society for Computational Economics.
- Lugo, H. & Dalmagro & F. Jiménez J., 2005. "Co-evolution of bounded rational agents in adaptive social networks," Computing in Economics and Finance 2005 354, Society for Computational Economics.
- M. Perakis & P. Maravelakis & S. Psarakis & E. Xekalaki & J. Panaretos, 2005.
"On Certain Indices for Ordinal Data with Unequally Weighted Classes,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 39(5), pages 515-536, October.
- Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2001. "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper 6385, University Library of Munich, Germany.
- Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2005. "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper 6395, University Library of Munich, Germany.
- Gianna Boero & Jeremy Smith & Kenneth Wallis, 2005.
"The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data,"
Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 341-370.
- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2004. "Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data," The Warwick Economics Research Paper Series (TWERPS) 694, University of Warwick, Department of Economics.
- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2004. "Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data," Economic Research Papers 269588, University of Warwick - Department of Economics.
- Artur C. B. da Silva Lopes & Antonio Montanes, 2005.
"The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(1), pages 83-108.
- Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, University Library of Munich, Germany.
- Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C., 2005.
"Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45),"
Other publications TiSEM
1534f13f-c7f4-407b-939a-f, Tilburg University, School of Economics and Management.
- Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C., 2005. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)," Discussion Paper 2005-81, Tilburg University, Center for Economic Research.
- van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008.
"Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping,"
European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 372530d0-3a48-43c5-a91a-4, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2005-55, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2004-63, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
- van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008.
"Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping,"
European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 372530d0-3a48-43c5-a91a-4, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2004-63, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2005-55, Tilburg University, Center for Economic Research.
- Arthur Lewbel & Serena Ng, 2005.
"Demand Systems with Nonstationary Prices,"
The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 479-494, August.
- Arthur Lewbel & Serena Ng, 2000. "Demand Systems With Nonstationary Prices," Boston College Working Papers in Economics 441, Boston College Department of Economics, revised 07 Jun 2002.
- Christopher R. Bollinger & Amitabh Chandra, 2005.
"Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data,"
Journal of Labor Economics, University of Chicago Press, vol. 23(2), pages 235-258, April.
- Christopher R. Bollinger & Amitabh Chandra, 2003. "Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data," NBER Technical Working Papers 0289, National Bureau of Economic Research, Inc.
- Bollinger, Christopher R. & Chandra, Amitabh, 2004. "Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data," IZA Discussion Papers 1093, Institute of Labor Economics (IZA).
- Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2005.
"Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools,"
Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 151-184, February.
- Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2000. "Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools," NBER Working Papers 7831, National Bureau of Economic Research, Inc.
- Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005.
"Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models,"
Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
- Webber, Don J. & White, Paul, 2007.
"Convergence towards a steady-state distribution,"
Economics Letters, Elsevier, vol. 94(3), pages 338-341, March.
- Don J Webber & Paul White, 2005. "Convergence towards a Steady State Distribution," Working Papers 0502, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Timothy Beatty & Erling Røed Larsen, 2005.
"Using Engel curves to estimate bias in the Canadian CPI as a cost of living index,"
Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 482-499, May.
- Timothy K.M. Beatty & Erling Røed Larsen, 2005. "Using Engel curves to estimate bias in the Canadian CPI as a cost of living index," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(2), pages 482-499, May.
- Beatty, Timothy K.M. & Larsen, Erling Roed, 2004. "Using Engel Curves To Estimate Bias In The Canadian Cpi As A Cost Of Living Index," Working Papers 15836, University of British Columbia, Food and Resource Economics.
- Philipp Koellinger, 2005. "Technological change: An analysis of the diffusion and implications of e-business technologies," Development and Comp Systems 0507008, University Library of Munich, Germany.
- Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006.
"Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 29-58.
- Rohit Deo & Clifford Hurvich & Yi Lu, 2005. "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics 0501002, University Library of Munich, Germany.
- Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005. "Tracing the Source of Long Memory in Volatility," Econometrics 0501005, University Library of Munich, Germany.
- Willa Chen & Rohit Deo, 2005. "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics 0501006, University Library of Munich, Germany.
- Dubois, 2005. "Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View," Econometrics 0501014, University Library of Munich, Germany.
- Eric Hillebrand, 2005. "Overlaying Time Scales in Financial Volatility Data," Econometrics 0501015, University Library of Munich, Germany.
- Zacharias Bragoudakis, 2005.
"Assessing Forecast Performance in a VEC Model: An Empirical Examination,"
Econometrics
0507013, University Library of Munich, Germany.
- Bragoudakis Zacharias, 2005. "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics 0502007, University Library of Munich, Germany.
- Kusum Mundra, 2005. "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics 0502008, University Library of Munich, Germany.
- Dmitry, 2005. "Grinkevych's Model of forecasting," Econometrics 0502009, University Library of Munich, Germany.
- Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, University Library of Munich, Germany.
- Edoardo Otranto, 2005. "Extraction of Common Signal from Series with Different Frequency," Econometrics 0502011, University Library of Munich, Germany.
- Cornelis A. Los, 2005. "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics 0502013, University Library of Munich, Germany.
- adela parra romero & viviana vargas franco & carlos castellar palma, 2005. "Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua," Econometrics 0502014, University Library of Munich, Germany.
- Mukti Diah Riani & Stuart Wattam, 2005. "A link between measures of Gross National Product, and measures of corruption," Econometrics 0502015, University Library of Munich, Germany.
- feng dai, 2005. "Boating Against the Current: Cases, Concepts, Models and Development Power," Econometrics 0503003, University Library of Munich, Germany.
- Matteo, T. Di & Aste, T. & Dacorogna, Michel M., 2005.
"Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development,"
Journal of Banking & Finance, Elsevier, vol. 29(4), pages 827-851, April.
- T. Di Matteo & T. Aste & M. M. Dacorogna, 2004. "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development," Papers cond-mat/0403681, arXiv.org.
- T. Di Matteo & T. Aste & Michel M. Dacorogna, 2005. "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Econometrics 0503004, University Library of Munich, Germany.
- Matteo M. Pelagatti & Stefania Rondena, 2005. "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics 0503007, University Library of Munich, Germany.
- Matteo M. Pelagatti, 2005. "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics 0503008, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005.
"Econometric Analysis for the rural sector in Greek economy,"
Econometrics
0501007, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005. "Econometric Analysis for the rural sector in Greek economy," Econometrics 0503009, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005.
"Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens,"
Econometrics
0501008, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005. "Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens," Econometrics 0503010, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005.
"The hunting in the Province of Elassona,"
Econometrics
0501012, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005. "The hunting in the Province of Elassona," Econometrics 0503011, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005.
"The Inflation In European Union,"
Econometrics
0501013, University Library of Munich, Germany.
- Giovanis Elephtherios, 2005. "The Inflation In European Union," Econometrics 0503012, University Library of Munich, Germany.
- Amjad D. Al-Nasser, 2005. "Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach," Econometrics 0503013, University Library of Munich, Germany.
- Ozgen Sayginsoy, 2005. "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Econometrics 0503014, University Library of Munich, Germany, revised 11 Mar 2005.
- Jonathan B. Hill, 2005. "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics 0503016, University Library of Munich, Germany, revised 23 Mar 2005.
- Tsoukalas, John D., 2006.
"Financing constraints and firm inventory investment: A reexamination,"
Economics Letters, Elsevier, vol. 90(2), pages 266-271, February.
- John Tsoukalas, 2005. "Financing Constraints and Firm Inventory Investment: A Reexamination," Econometrics 0503019, University Library of Munich, Germany.
- Ching-Kang Ing, 2005. "Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series," Econometrics 0503020, University Library of Munich, Germany.
- David Chappell & Theodore Panagiotidis, 2005. "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics 0504005, University Library of Munich, Germany.
- Teck-Hua Ho & Juanjuan Zhang, 2005. "Does Format of Pricing Contract Matter?," Econometrics 0504008, University Library of Munich, Germany.
- Sangho Choo & Patricia Mokhtarian & Ilan Salomon, 2005.
"Does telecommuting reduce vehicle-miles traveled? An aggregate time series analysis for the U.S,"
Transportation, Springer, vol. 32(1), pages 37-64, January.
- Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon, 2005. "Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S," Econometrics 0505001, University Library of Munich, Germany.
- Jonathan B. Hill, 2005. "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics 0505005, University Library of Munich, Germany, revised 24 Mar 2006.
- Honggao Cao & Daniel H. Hill, 2005. "Active versus Passive Sample Attrition: The Health and Retirement Study," Econometrics 0505006, University Library of Munich, Germany.
- Evens SALIES, 2005. "The effect on retail charges of mergers in the GB electricity market," Econometrics 0506001, University Library of Munich, Germany.
- Yixiao Sun, 2005. "Adaptive Estimation of the Regression Discontinuity Model," Econometrics 0506003, University Library of Munich, Germany.
- Xiujian Chen & Shu Lin & W. Robert Reed, 2005.
"Another Look At What To Do With Time-Series Cross-Section Data,"
Econometrics
0506004, University Library of Munich, Germany.
- Xiujian Chen & Shu Lin & W. Robert Reed, 2006. "Another Look at what to do with Time-series Cross-section Data," Working Papers in Economics 06/04, University of Canterbury, Department of Economics and Finance.
- Gino Santarossa & Marie-Ève Brouard, 2005. "Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000," Econometrics 0506005, University Library of Munich, Germany.
- ZhaoYuan Wang, 2005. "Inspiration About The Economy," Econometrics 0506006, University Library of Munich, Germany.
- zaharey, 2005. "Structural change in Export and economics growth: Analysis for spain (1980-2001)," Econometrics 0506007, University Library of Munich, Germany.
- Supreena Narayanan, 2005. "Liberalisation and it’s effect on inequality in developing countries-A case study on India," Econometrics 0506008, University Library of Munich, Germany.
- Mehmet Dalkir, 2005. "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics 0507001, University Library of Munich, Germany, revised 07 Jul 2005.
- Stefano Fachin, 2007.
"Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428.
- Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, University Library of Munich, Germany.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005. "A look at the Bonferroni inequality measure in a reliability framework," Econometrics 0507004, University Library of Munich, Germany.
- Giovanni Maria Giorgi & Andrea Pallini, 2005. "About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data," Econometrics 0507005, University Library of Munich, Germany.
- Pier Luigi Conti & Giovanni Maria Giorgi, 2005. "Distribution-free estimation of the Gini inequality index: the kernel method approach," Econometrics 0507006, University Library of Munich, Germany.
- G. M. Giorgi & M. Crescenzi, 2001.
"Bayesian estimation of the Bonferroni index from a Pareto-type I population,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 41-48, January.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005. "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Econometrics 0507007, University Library of Munich, Germany.
- Giovanni Maria Giorgi & Riccardo Mondani, 2005. "Sampling distribution of the Bonferroni inequality index from exponential population," Econometrics 0507008, University Library of Munich, Germany.
- Giovanni Maria Giorgi, 2005. "Encounter with the Italian Statistical School: A conversation with Carlo Benedetti," Econometrics 0507009, University Library of Munich, Germany.
- Giovanni Maria Giorgi & Michele Crescenzi, 2001.
"A proposal of poverty measures based on the Bonferroni inequality index,"
Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 3-16.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005. "A proposal of poverty measures based on the Bonferroni inequality index," Econometrics 0507010, University Library of Munich, Germany.
- Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli, 2005. "Regional Empirics for Economic Disparities in Italy: 1951-2001," Econometrics 0507011, University Library of Munich, Germany.
- Feng Dai & Hui Liu & Ying Wang, 2005.
"Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging,"
EERI Research Paper Series
EERI_RP_2005_03, Economics and Econometrics Research Institute (EERI), Brussels.
- Feng Dai & Hui Liu & Ying Wang, 2005. "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics 0507012, University Library of Munich, Germany.
- Philip Kostov & John Lingard, 2005. "Seasonally specific model analysis of UK cereals prices," Econometrics 0507014, University Library of Munich, Germany.
- Feng Dai & Lin Liang, 2005. "The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management," Econometrics 0508001, University Library of Munich, Germany.
- Isabel Proenca, 2005. "A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian," Econometrics 0508006, University Library of Munich, Germany.
- HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993.
"A Bootstrap Test for Single Index Models,"
LIDAM Discussion Papers CORE
1993025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, University Library of Munich, Germany.
- Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000. "A bootstrap test for single index models," SFB 373 Discussion Papers 2000,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Ching-Kang Ing & Ching-Zong Wei, 2005. "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics 0508009, University Library of Munich, Germany.
- Chen Pu & Hsiao Chihying, 2005. "Subsampling Cointegration Ranks in Large Systems," Econometrics 0508010, University Library of Munich, Germany.
- B. Bhaskara Rao, 2007.
"Estimating short and long-run relationships: a guide for the applied economist,"
Applied Economics, Taylor & Francis Journals, vol. 39(13), pages 1613-1625.
- Bhaskara Rao, 2005. "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics 0508013, University Library of Munich, Germany.
- Rana Bose, 2005. "Total Factor Productivity Growth in Finland 1960 − 1999," Econometrics 0508014, University Library of Munich, Germany.
- Miguel Rodrigues, 2005. "Regression with R," Econometrics 0508016, University Library of Munich, Germany.
- Melitón Ramirez Mattos, 2005. "Econometric Model for Cement demand and supply in Bolivia," Econometrics 0508019, University Library of Munich, Germany.
- Hayette Gatfaoui, 2004.
"From Fault Tree to Credit Risk Assessment: A Case Study,"
EERI Research Paper Series
EERI_RP_2004_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Hayette GATFAOUI, 2005. "From Fault Tree to Credit Risk Assessment: A Case Study," Econometrics 0509002, University Library of Munich, Germany.
- Hayette Gatfaoui, 2008. "From Fault Tree to Credit Risk Assessment: A Case Study," Post-Print hal-00564963, HAL.
- Giovanni Maria Giorgi, 2005. "A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians," Econometrics 0509007, University Library of Munich, Germany.
- Giovanni Maria Giorgi, 2005. "About a 'new' inequality index," Econometrics 0509008, University Library of Munich, Germany.
- Sudip Ranjan Basu, 2005. "Estimating the Quality of Economic Governance: A Cross-Country Analysis," Econometrics 0509012, University Library of Munich, Germany.
- Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics 0509015, University Library of Munich, Germany.
- Caner, Mehmet, 2007.
"Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases,"
Journal of Econometrics, Elsevier, vol. 137(1), pages 28-67, March.
- Mehmet Caner, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, University Library of Munich, Germany.
- Mehmet Caner, 2010.
"Exponential Tilting with Weak Instruments: Estimation and Testing,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 307-325, June.
- Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, University Library of Munich, Germany.
- Mehmet Caner, 2005. "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics 0509018, University Library of Munich, Germany.
- Caner, Mehmet, 2008.
"Nearly-singular design in GMM and generalized empirical likelihood estimators,"
Journal of Econometrics, Elsevier, vol. 144(2), pages 511-523, June.
- Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, University Library of Munich, Germany.
- R. Aaberge & U. Colombino & T. Wennemo, 2009.
"Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
- Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics 0510001, University Library of Munich, Germany.
- Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers 449, Statistics Norway, Research Department.
- R. Aaberge & T. Wennemo & U. Colombino, 2008. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp20_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
- Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers 2-2006, ICER - International Centre for Economic Research.
- Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
- Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers 1986, Institute of Labor Economics (IZA).
- Juan M.C. Larrosa, 2005. "Compositional Time Series: Past and Present," Econometrics 0510002, University Library of Munich, Germany.
- Ravi, 2005. "Open Source Software Development Projects: Determinants of Project Popularity," Econometrics 0510003, University Library of Munich, Germany.
- Chen, Pu & Hsiao, Chih-Ying, 2008.
"What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth,"
Japan and the World Economy, Elsevier, vol. 20(4), pages 622-638, December.
- Chen Pu & Hsiao Chihying, 2005. "What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth," Econometrics 0510005, University Library of Munich, Germany.
- Ekrem Kilic, 2005. "A Nonparametric Way of Distribution Testing," Econometrics 0510006, University Library of Munich, Germany.
- Ekrem Kilic, 2005. "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics 0510007, University Library of Munich, Germany.
- Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005. "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics 0510008, University Library of Munich, Germany.
- José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, University Library of Munich, Germany.
- Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz, 2005. "Simulation des Einflusses der Planung auf die sowjetische Wirtschaft," Econometrics 0511002, University Library of Munich, Germany.
- Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke, 2005. "Production Functions Estimates for Soviet Industry and Some Implications," Econometrics 0511003, University Library of Munich, Germany.
- Giovanni Maria Giorgi, 2005. "Bibliographic portrait of the Gini concentration ratio," Econometrics 0511004, University Library of Munich, Germany.
- Giovanni Maria Giorgi, 2005. "A fresh look at the topical interest of the Gini concentration ratio," Econometrics 0511005, University Library of Munich, Germany.
- J.M.C. Santos Silva, 2005. "A Note On Influence Assessment In Score Tests," Econometrics 0511008, University Library of Munich, Germany, revised 12 Nov 2005.
- Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005. "Propagation of Memory Parameter from Durations to Counts," Econometrics 0511010, University Library of Munich, Germany.
- Eleftherios Giovanis, 2005. "‘‘Moving Median’’ A Method Of Autocorrelation Solution," Econometrics 0511011, University Library of Munich, Germany.
- Eleftherios Giovanis, 2005. "Application Of Mean Propensity To Consumption And Interest Rate Of Keynes Theory And The Application Of Cobb-Douglas Model And Solow Theory In The Greek Rural Economy," Econometrics 0511012, University Library of Munich, Germany.
- Eleftherios Giovanis, 2005. "‘‘Moving Median’’ A New Method Of Forecasting," Econometrics 0511013, University Library of Munich, Germany.
- Guanghua Wan & Ming Lu & Zhao Chen, 2004.
"Globalization and Regional Income Inequality: Evidence from within China,"
WIDER Working Paper Series
DP2004-10, World Institute for Development Economic Research (UNU-WIDER).
- Guanghua Wan & Ming Lu & Zhao Chen, 2005. "Globalization and Regional Income Inequality--Evidence from within China," Econometrics 0511014, University Library of Munich, Germany.
- Ming Lu & Guanghua Wan & Zhao Chen, 2010. "Globalization and Regional Income Inequality: Evidence from within China," Working Papers id:3179, eSocialSciences.
- Peter Ilmolelian, 2005. "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics 0511016, University Library of Munich, Germany.
- Fosgerau, Mogens & Bierlaire, Michel, 2007.
"A practical test for the choice of mixing distribution in discrete choice models,"
Transportation Research Part B: Methodological, Elsevier, vol. 41(7), pages 784-794, August.
- Mogens Fosgerau & Michel Bierlaire, 2005. "A practical test for the choice of mixing distribution in a discrete choice model," Econometrics 0512002, University Library of Munich, Germany.
- Fosgerau, Mogens & Bierlaire, Michel, 2007. "A practical test for the choice of mixing distribution in discrete choice models," MPRA Paper 42276, University Library of Munich, Germany.
- Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007.
"Nonparametric estimation of concave production technologies by entropic methods,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 795-816.
- Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005. "Nonparametric estimation of concave production technologies by entropic methods," Econometrics 0512003, University Library of Munich, Germany.
- Guido Travaglini, 2005. "Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis," Econometrics 0512006, University Library of Munich, Germany.
- Mehmet Caner, 2005. "M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data," Econometrics 0512009, University Library of Munich, Germany.
- Vik Singh, 2005. "Estimating a third-order translog demand system using Canadian micro-data," Econometrics 0512011, University Library of Munich, Germany.
- Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi, 2005. "How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria," Econometrics 0512012, University Library of Munich, Germany.
- Edgar L. Feige, 2005. "Expectations And Adjustments In The Monetary Sector," Macroeconomics 0502005, University Library of Munich, Germany.
- Edgar L. Feige, 2005. "Alternative Temporal Cross-Section Specifications Of The Demand For Demand Deposits," Macroeconomics 0502009, University Library of Munich, Germany.
- B. Bhaskara Rao & Rup Singh, 2006.
"Demand for money in India: 1953-2003,"
Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1319-1326.
- B Bhaskara Rao & Singh Rup, 2005. "Demand for Money in India: 1953-2003," Macroeconomics 0510002, University Library of Munich, Germany.
- B Bhaskara Rao & Rup Singh, 2005. "A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002," Macroeconomics 0511012, University Library of Munich, Germany.
- B Bhaskara Rao, 2005. "Testing Permanent Income Hypothesis for Fiji," Macroeconomics 0511013, University Library of Munich, Germany.
- B Bhaskara Rao & Gyaneshwar Rao, 2005. "Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?," Microeconomics 0510004, University Library of Munich, Germany.
- Zeljko Bogetic & Johannes Fedderke, 2005. "Infrastructure and Growth in South Africa: Benchmarking, Productivity and Investment Needs, paper presented at Economic Society of South Africa (ESSA) Conference, Durban, 9/7-9/2005," Public Economics 0510006, University Library of Munich, Germany.
- Guang-Zhen Sun (ed.), 2005. "Readings in the Economics of the Division of Labor:The Classical Tradition," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5728, August.
- Guang-Zhen Sun, 2005. "The Economics of Division of Labor from Xenophon to Hayek (1945): A Review of Selected Literature," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 1, pages 3-31, World Scientific Publishing Co. Pte. Ltd..
- Xenophon, 2005. "From Cyropœdia Oeconomicus," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 2, pages 37-42, World Scientific Publishing Co. Pte. Ltd..
- Plato, 2005. "From The Republic," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 3, pages 43-49, World Scientific Publishing Co. Pte. Ltd..
- Aristotle, 2005. "From Politica," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 4, pages 50-51, World Scientific Publishing Co. Pte. Ltd..
- Ibn Khaldūn, 2005. "From The Muqaddimah," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 5, pages 55-62, World Scientific Publishing Co. Pte. Ltd..
- William Petty, 2005. "From Political Aritmetick and Another Essay on Political Aritmetick," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 6, pages 65-66, World Scientific Publishing Co. Pte. Ltd..
- Henry Martyn, 2005. "From Considerations upon the East-India Trade," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 7, pages 67-70, World Scientific Publishing Co. Pte. Ltd..
- Bernard Mandeville, 2005. "From The Fable of the Bees," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 8, pages 71-79, World Scientific Publishing Co. Pte. Ltd..
- Dennis Diderot & Jean Le Rond d'Alembert, 2005. "From "Art" in Encyclopedia," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 9, pages 80-81, World Scientific Publishing Co. Pte. Ltd..
- Francis Hutcheson, 2005. "From A System of Moral Philosophy," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 10, pages 82-84, World Scientific Publishing Co. Pte. Ltd..
- Adam Ferguson, 2005. "From An Essay on the History of Civil Society," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 11, pages 85-88, World Scientific Publishing Co. Pte. Ltd..
- Anne Robert Jacques Turgot, 2005. "From Reflections on the Formation and the Distribution of Riches," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 12, pages 89-92, World Scientific Publishing Co. Pte. Ltd..
- Adam Smith, 2005. "From The Wealth of Nations," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 13, pages 93-123, World Scientific Publishing Co. Pte. Ltd..
- David Ricardo, 2005. "From The Principles of Political Economy and Taxation," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 14, pages 127-130, World Scientific Publishing Co. Pte. Ltd..
- Charles Babbage, 2005. "From The Economy of Machinery and Manufactures," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 15, pages 131-148, World Scientific Publishing Co. Pte. Ltd..
- Andrew Ure, 2005. "From The Philosophy of Manufactures," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 16, pages 149-153, World Scientific Publishing Co. Pte. Ltd..
- Edward Gibbon Wakefield, 2005. "From A Commentary on An Inquiry into the Nature and Causes of the Wealth of Nations," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 17, pages 154-163, World Scientific Publishing Co. Pte. Ltd..
- John Stuart Mill, 2005. "From Principles of Political Economy," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 18, pages 164-176, World Scientific Publishing Co. Pte. Ltd..
- Karl Marx, 2005. "From Capital," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 19, pages 177-187, World Scientific Publishing Co. Pte. Ltd..
- Amasa Walker, 2005. "From Science of Wealth," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 20, pages 188-191, World Scientific Publishing Co. Pte. Ltd..
- Alfred Marshall, 2005. "From Principles of Economics," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 21, pages 195-215, World Scientific Publishing Co. Pte. Ltd..
- Piero Sraffa, 2005. "The Laws of Returns under Competitive Conditions," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 22, pages 216-233, World Scientific Publishing Co. Pte. Ltd..
- Allyn Young, 2005. "Increasing Returns and Economic Progress," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 23, pages 234-248, World Scientific Publishing Co. Pte. Ltd..
- Carl Menger, 2005. "On the Origin of Money," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 24, pages 251-269, World Scientific Publishing Co. Pte. Ltd..
- F. A. Hayek, 2005. "The Use of Knowledge in Society," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 25, pages 270-284, World Scientific Publishing Co. Pte. Ltd..
- Nigel Rice, 2005. "The labour supply of nurses in the UK: evidence from the British Household Panel Survey," Health, Econometrics and Data Group (HEDG) Working Papers 05/10, HEDG, c/o Department of Economics, University of York.
- Casey Quinn, 2005. "Generalisable regression methods for costeffectiveness using copulas," Health, Econometrics and Data Group (HEDG) Working Papers 05/13, HEDG, c/o Department of Economics, University of York.
- Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole, 2005. "Incorporating prediction and estimation risk in point-in-time credit portfolio models," Discussion Paper Series 2: Banking and Financial Studies 2005,13, Deutsche Bundesbank.
2004
- Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2004.
"Simulation-based inference in dynamic panel probit models: An application to health,"
Empirical Economics, Springer, vol. 29(1), pages 49-77, January.
- Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2002. "Simulation-based Inference in Dynamic Panel Probit Models: an Application to Health," Department of Economics Working Papers 2002-12, McMaster University.
- Giulio Bottazzi & Marco Grazzi & Angelo Secchi, 2005.
"Characterizing the Production Process: A Disaggregated Analysis of Italian Manufacturing Firms,"
Rivista di Politica Economica, SIPI Spa, vol. 95(1), pages 291-318, January-F.
- Giulio Bottazzi & Marco Grazzi & Angelo Secchi, 2004. "Characterizing the Production Process: A Disaggregated Analysis of Italian Manufacturing Firms," LEM Papers Series 2004/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pitarakis, J., 2004. "Model selection uncertainty and detection of threshold effects," Discussion Paper Series In Economics And Econometrics 0409, Economics Division, School of Social Sciences, University of Southampton.
- Pitarakis Jean-Yves, 2006.
"Model Selection Uncertainty and Detection of Threshold Effects,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 10(1), pages 1-30, March.
- Jean-Yves Pitarakis, 2004. "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics 0409013, University Library of Munich, Germany.
- Pitarakis, J., 2004. "Model selection uncertainty and detection of threshold effects," Discussion Paper Series In Economics And Econometrics 409, Economics Division, School of Social Sciences, University of Southampton.
- Petros Maravelakis & John Panaretos & Stelios Psarakis, 2004.
"EWMA Chart and Measurement Error,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(4), pages 445-455.
- Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2004. "EWMA Chart and Measurement Error," MPRA Paper 6392, University Library of Munich, Germany.
- van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008.
"Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping,"
European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 372530d0-3a48-43c5-a91a-4, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2004-63, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2005-55, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
- van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008.
"Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping,"
European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2004-63, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2004. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 372530d0-3a48-43c5-a91a-4, Tilburg University, School of Economics and Management.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper 2005-55, Tilburg University, Center for Economic Research.
- van Beers, W.C.M. & Kleijnen, J.P.C., 2005. "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM 893d38f9-8ca5-42ae-9737-6, Tilburg University, School of Economics and Management.
- Serafín Frache & Gabriel Katz, 2004. "Estimating a Risky Term Structure of Uruguayan Sovereign Bonds," Documentos de Trabajo (working papers) 0304, Department of Economics - dECON.
- David Mandy & David Sappington, 2007.
"Incentives for sabotage in vertically related industries,"
Journal of Regulatory Economics, Springer, vol. 31(3), pages 235-260, June.
- David Mandy & David E. M. Sappington, 2004. "Incentives for Sabotage in Vertically Related Industries," Working Papers 0404, Department of Economics, University of Missouri, revised 16 Dec 2004.
- Guanghua Wan & Ming Lu & Zhao Chen, 2004.
"Globalization and Regional Income Inequality: Evidence from within China,"
WIDER Working Paper Series
DP2004-10, World Institute for Development Economic Research (UNU-WIDER).
- Ming Lu & Guanghua Wan & Zhao Chen, 2010. "Globalization and Regional Income Inequality: Evidence from within China," Working Papers id:3179, eSocialSciences.
- Guanghua Wan & Ming Lu & Zhao Chen, 2005. "Globalization and Regional Income Inequality--Evidence from within China," Econometrics 0511014, University Library of Munich, Germany.
- Don J Webber & Paul White & Asier Minondo & David O Allen, 2004. "Convergence across Spanish Provinces:Cross-section and Pairwise Evidence," Working Papers 0404, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Alejandro Diaz-Bautista, 2004. "The Economic Growth Effects of NAFTA in the Northern Border of Mexico," Computational Economics 0402002, University Library of Munich, Germany.
- Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, University Library of Munich, Germany, revised 05 Jul 2004.
- Horst Entorf, 2004. "Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View," Econometrics 0401009, University Library of Munich, Germany.
- Bakhodir A Ergashev, 2004. "Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures," Econometrics 0402001, University Library of Munich, Germany, revised 16 Mar 2004.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, University Library of Munich, Germany.
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006.
"A Constructive Representation of Univariate Skewed Distributions,"
Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, University Library of Munich, Germany.
- feng dai, 2004. "The Partial Distribution: Definition, Properties and Applications in Economy," Econometrics 0403008, University Library of Munich, Germany.
- Fazio, Gioacchino & Hueber, Oliver, 1998.
"On the Role of Wages in the Ukrainian Transition Process: An Empirical Investi¬gation,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 51(4), pages 517-529.
- Olivier Hueber & Gioacchino Fazio, 1998. "On the Role of Wages in the Ukrainian Transition Process: An empirical Investigation," Post-Print hal-00440939, HAL.
- Gioacchino Fazio & Olivier Hueber, 2004. "On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation," Econometrics 0403009, University Library of Munich, Germany.
- Andrew Gelman, 2004. "Prior distributions for variance parameters in hierarchical models," Econometrics 0404001, University Library of Munich, Germany.
- Andrew Gelman & Iain Pardoe, 2004. "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," Econometrics 0404002, University Library of Munich, Germany.
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007.
"Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers,"
Journal of Econometrics, Elsevier, vol. 137(2), pages 641-673, April.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, University Library of Munich, Germany.
- Krauth, Brian V., 2006.
"Simulation-based estimation of peer effects,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 243-271, July.
- Brian Krauth, 2004. "Simulation-based estimation of peer effects," Econometrics 0408002, University Library of Munich, Germany.
- Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007.
"How much has labour taxation contributed to European structural unemployment?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1359-1375, April.
- Christophe Planas & Werner Roeger & Alessandro Rossi, 2003. "How much has labour taxation contributed to European structural unemployment?," European Economy - Economic Papers 2008 - 2015 183, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Christophe Planas & Werner Roeger & Alessandro Rossi, 2004. "How much has labour taxation contributed to European structural unemployment?," Econometrics 0408005, University Library of Munich, Germany.
- Bai, Jushan & Ng, Serena, 2006.
"Evaluating latent and observed factors in macroeconomics and finance,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 507-537.
- Jushan Bai & Serena Ng, 2004. "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics 0408007, University Library of Munich, Germany.
- Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004. "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics 0408008, University Library of Munich, Germany.
- David Cattell & Paul Bowen & Ammar Kaka, 2004. "A model to distribute mark-up amongst quotation component item," Econometrics 0408009, University Library of Munich, Germany.
- Monzur Hossain & M. Ataharul Islam, 2004. "Testing The Significance Of Local Influence," Econometrics 0409003, University Library of Munich, Germany.
- Monzur Hossain & M. Ataharul Islam, 2004. "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics 0409004, University Library of Munich, Germany.
- Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004. "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics 0409005, University Library of Munich, Germany.
- J. T. A. S. Ferreira & M. F. J. Steel, 2004. "On Describing Multivariate Skewness: A Directional Approach," Econometrics 0409010, University Library of Munich, Germany.
- Pitarakis Jean-Yves, 2006.
"Model Selection Uncertainty and Detection of Threshold Effects,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-30, March.
- Jean-Yves Pitarakis, 2004. "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics 0409013, University Library of Munich, Germany.
- Philip Kostov & Ziping Wu & Seamus McErlean, 2004. "Do Chinese stock markets share common information arrival processes?," Econometrics 0410001, University Library of Munich, Germany.
- Diana Weinhold, 2004. "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics 0410003, University Library of Munich, Germany.
- Juan Miguel Villa, 2004. "Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este," Econometrics 0410005, University Library of Munich, Germany.
- José T. A. S. Ferreira & Mark F. J. Steel, 2005.
"Modelling directional dispersion through hyperspherical log‐splines,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 599-616, September.
- J.T.A.S. Ferreira & M.F.J. Steel, 2004. "Modelling Directional Dispersion Through Hyperspherical Log- Splines," Econometrics 0410006, University Library of Munich, Germany.
- Salies, Evens, 2004.
"On the stability of recursive least squares in the Gauss-Markov model,"
MPRA Paper
52116, University Library of Munich, Germany, revised 10 Dec 2013.
- Evens SALIES, 2004. "On the stability of recursive least squares in the Gauss-Markov model," Econometrics 0410007, University Library of Munich, Germany.
- Ignacio Díaz-Emparanza, 2004. "TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl," Econometrics 0410008, University Library of Munich, Germany.
- Ignacio Díaz-Emparanza, 2004.
"SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device,"
Econometrics
0410009, University Library of Munich, Germany.
- Ignacio Díaz-Emparanza, 2004. "SURGAT Seasonal Unit Roots Graphical Analysis and Testing device," Computer Programs 0401001, University Library of Munich, Germany, revised 19 Oct 2004.
- Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, University Library of Munich, Germany.
- Emmanuel Guerre, 2004.
"Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series,"
Working Papers
2004-22, Center for Research in Economics and Statistics.
- Guerre, 2004. "Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series," Econometrics 0411007, University Library of Munich, Germany.
- Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, University Library of Munich, Germany.
- Artur C. B. da Silva Lopes & Antonio Montanes, 2005.
"The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(1), pages 83-108.
- Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, University Library of Munich, Germany.
- Tommaso Proietti, 2004. "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics 0411012, University Library of Munich, Germany.
- Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva, 2004. "Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors," Econometrics 0411018, University Library of Munich, Germany.
- Jawadi Fredj & Koubaa Yousra, 2004. "Threshold Cointegration between Stock Returns : An application of STECM Models," Econometrics 0412001, University Library of Munich, Germany.
- Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005.
"Estimating Long Memory in Volatility,"
Econometrica, Econometric Society, vol. 73(4), pages 1283-1328, July.
- Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004. "Estimating Long Memory in Volatility," Econometrics 0412006, University Library of Munich, Germany.
- Willa Chen & Clifford Hurvich, 2004. "Semiparametric Estimation of Fractional Cointegrating Subspaces," Econometrics 0412007, University Library of Munich, Germany.
- Amihud, Yakov & Hurvich, Clifford M., 2004.
"Predictive Regressions: A Reduced-Bias Estimation Method,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(4), pages 813-841, December.
- Yakov Amihud & Clifford Hurvich, 2004. "Predictive Regressions: A Reduced-Bias Estimation Method," Econometrics 0412008, University Library of Munich, Germany.
- Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007.
"Asymptotics for duration-driven long range dependent processes,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 913-949, December.
- Mengchen Hsieh & Clifford Hurvich & Philippe Soulier, 2004. "Asymptotics for Duration-Driven Long Range Dependent Processes," Econometrics 0412009, University Library of Munich, Germany.
- Dante Jara, 2004. "Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile," Econometrics 0412010, University Library of Munich, Germany.
- Puja Guha, 2004. "HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India," Econometrics 0412012, University Library of Munich, Germany.
- Arouri Mohamed El Hedi, 2004. "International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects," International Finance 0410001, University Library of Munich, Germany.
- Dan Braha & Yaneer Bar-Yam, 2004. "Information Flow Structure in Large-Scale Product Development Organizational Networks," Industrial Organization 0407012, University Library of Munich, Germany.
- Alejandro Diaz-Bautista, 2004. "El TLCAN y el Crecimiento Economico de la Frontera Norte de Mexico," International Trade 0402005, University Library of Munich, Germany.
- Kaufmann, Daniel, 2004.
"Corruption, Governance and Security: Challenges for the Rich Countries and the World,"
MPRA Paper
8207, University Library of Munich, Germany.
- Daniel Kaufmann, 2004. "Corruption, Governance and Security: Challenges for the Rich Countries and the World," Public Economics 0411009, University Library of Munich, Germany.
- Alexander Harin, 2004.
"Arrangement infringement possibility approach: some economic features of large-scale events,"
Economics Bulletin, AccessEcon, vol. 28(11), pages 1.
- Alexander Harin, 2004. "Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events," Risk and Insurance 0409002, University Library of Munich, Germany.
- Gianna Boero & Jeremy Smith & Kenneth Wallis, 2005.
"The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data,"
Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 341-370.
- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2004. "Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data," Economic Research Papers 269588, University of Warwick - Department of Economics.
- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2004. "Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data," The Warwick Economics Research Paper Series (TWERPS) 694, University of Warwick, Department of Economics.
- Charles Figuières & Alain Jean-Marie & Nicolas Quérou & Mabel Tidball, 2004. "Theory of Conjectural Variations," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5453, August.
- Charles Figuières & Alain Jean-Marie & Nicolas Quérou & Mabel Tidball, 2004. "Static Conjectural Variations Equilibria: Initial Concepts," World Scientific Book Chapters, in: Theory Of Conjectural Variations, chapter 1, pages 1-32, World Scientific Publishing Co. Pte. Ltd..
- Charles Figuières & Alain Jean-Marie & Nicolas Quérou & Mabel Tidball, 2004. "Conjectures as Reduced Forms for Dynamic Interactions," World Scientific Book Chapters, in: Theory Of Conjectural Variations, chapter 2, pages 33-64, World Scientific Publishing Co. Pte. Ltd..
- Charles Figuières & Alain Jean-Marie & Nicolas Quérou & Mabel Tidball, 2004. "Consistent Conjectures in Dynamic Settings," World Scientific Book Chapters, in: Theory Of Conjectural Variations, chapter 3, pages 65-89, World Scientific Publishing Co. Pte. Ltd..
- Charles Figuières & Alain Jean-Marie & Nicolas Quérou & Mabel Tidball, 2004. "Dynamic Conjectures, Incomplete Information and Learning," World Scientific Book Chapters, in: Theory Of Conjectural Variations, chapter 4, pages 91-114, World Scientific Publishing Co. Pte. Ltd..
- Charles Figuières & Alain Jean-Marie & Nicolas Quérou & Mabel Tidball, 2004. "Conclusion," World Scientific Book Chapters, in: Theory Of Conjectural Variations, chapter 5, pages 115-117, World Scientific Publishing Co. Pte. Ltd..
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Ginger Wu, 2006.
"Realized Beta: Persistence and Predictability,"
Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 1-39,
Emerald Group Publishing Limited.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003. "Realized Beta: Persistence and Predictability," PIER Working Paper Archive 04-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2004.
- Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2004. "Realized beta: Persistence and predictability," CFS Working Paper Series 2004/16, Center for Financial Studies (CFS).
- Svend Hylleberg, 2004. "On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam," Economics Working Papers 2004-5, Department of Economics and Business Economics, Aarhus University.
- Murphy, Elizabeth & Norwood, Bailey & Wohlgenant, Michael, 2004.
"Do Economic Restrictions Improve Forecasts?,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 549-558, December.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2004. "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-10, December.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual meeting, July 27-30, Montreal, Canada 22208, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35075, Southern Agricultural Economics Association.
- Timothy K.M. Beatty & Erling Røed Larsen, 2005.
"Using Engel curves to estimate bias in the Canadian CPI as a cost of living index,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(2), pages 482-499, May.
- Timothy Beatty & Erling Røed Larsen, 2005. "Using Engel curves to estimate bias in the Canadian CPI as a cost of living index," Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 482-499, May.
- Beatty, Timothy K.M. & Larsen, Erling Roed, 2004. "Using Engel Curves To Estimate Bias In The Canadian Cpi As A Cost Of Living Index," Working Papers 15836, University of British Columbia, Food and Resource Economics.
- Gianna Boero & Jeremy Smith & Kenneth Wallis, 2005.
"The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data,"
Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 341-370.
- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2004. "Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data," The Warwick Economics Research Paper Series (TWERPS) 694, University of Warwick, Department of Economics.
- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2004. "Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data," Economic Research Papers 269588, University of Warwick - Department of Economics.
- Junsoo Lee & Mark C. Strazicich, 2013.
"Minimum LM unit root test with one structural break,"
Economics Bulletin, AccessEcon, vol. 33(4), pages 2483-2492.
- Junsoo Lee & Mark C. Strazicich, 2004. "Minimum LM Unit Root Test with One Structural Break," Working Papers 04-17, Department of Economics, Appalachian State University.
- Tom Doan, "undated". "LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks," Statistical Software Components RTS00112, Boston College Department of Economics.
- Umut Çetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2008.
"Modeling Credit Risk With Partial Information,"
World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 23, pages 579-590,
World Scientific Publishing Co. Pte. Ltd..
- Cetin, Umut & Jarrow, R. & Protter, P. & Yildirim, Y., 2004. "Modeling credit risk with partial information," LSE Research Online Documents on Economics 2840, London School of Economics and Political Science, LSE Library.
- Umut Cetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2004. "Modeling Credit Risk with Partial Information," Papers math/0407060, arXiv.org.
- Roosen J. & Hennessy D.A., 2004.
"Testing for the Monotone Likelihood Ratio Assumption,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 358-366, July.
- Roosen, Jutta & Hennessy, David A., 2003. "Testing for the Monotone Likelihood Ratio Assumption," Staff General Research Papers Archive 10193, Iowa State University, Department of Economics.
- Jutta Roosen & David A. Hennessy, 2003. "Testing for the Monotone Likelihood Ratio Assumption," Center for Agricultural and Rural Development (CARD) Publications 03-wp325, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004.
"Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 755-764, September.
- Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003. "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics 0311008, University Library of Munich, Germany.
- Wolff Rodney & Yao Qiwei & Tong Howell, 2004.
"Statistical Tests for Lyapunov Exponents of Deterministic Systems,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
- Wolff, Rodney C. & Yao, Qiwei & Tong, Howell, 2004. "Statistical tests for Lyapunov exponents of deterministic systems," LSE Research Online Documents on Economics 154, London School of Economics and Political Science, LSE Library.
- Wiji Arulampalam & Sonia Bhalotra, 2004. "Inequality in Infant Survival Rates in India: Identification of State-Dependence Effects," Bristol Economics Discussion Papers 04/558, School of Economics, University of Bristol, UK.
- Clifford Attfield, 2004. "Stochastic Trends, Demographics and Demand Systems," Bristol Economics Discussion Papers 04/563, School of Economics, University of Bristol, UK.
- Clifford Attfield, 2004. "A Comparison of the Translog and Almost Ideal Demand Models," Bristol Economics Discussion Papers 04/564, School of Economics, University of Bristol, UK.
- Olivier Chanel & Elsa Faugère & Ghislain Geniaux & Robert Kast & Stéphane Luchini & Pascale Scapecchi, 2004. "Valorisation économique des effets de la pollution atmosphérique," Revue économique, Presses de Sciences-Po, vol. 55(1), pages 65-92.
- Gregg, Paul & Wadsworth, Jonathan, 2004.
"Two sides to every story: measuring the polarisation of work,"
LSE Research Online Documents on Economics
19959, London School of Economics and Political Science, LSE Library.
- Paul Gregg & Jonathan Wadsworth, 2004. "Two Sides to Every Story: Measuring the Polarisation of Work," CEP Discussion Papers dp0632, Centre for Economic Performance, LSE.
- Paul Gregg and Jonathan Wadsworth, 2004. "Two Sides to Every Story : Measuring the Polarisation of Work," Royal Holloway, University of London: Discussion Papers in Economics 04/03, Department of Economics, Royal Holloway University of London, revised Apr 2004.
- Martin, Ralf, 2004.
"Globalisation, ICT and the nitty gritty of plant level datasets,"
LSE Research Online Documents on Economics
19937, London School of Economics and Political Science, LSE Library.
- Ralf Martin, 2004. "Globalisation, ICT and the Nitty Gritty of Plant Level Datasets," CEP Discussion Papers dp0653, Centre for Economic Performance, LSE.
- René Garcia & Eric Ghysels & Eric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
- Gayer Gabrielle & Gilboa Itzhak & Lieberman Offer, 2007.
"Rule-Based and Case-Based Reasoning in Housing Prices,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-37, April.
- Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2004. "Rule-Based and Case-Based Reasoning in Housing Prices," Cowles Foundation Discussion Papers 1493, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Gabrielle Gayer & O. Lieberman, 2007. "Rule-Based and Case-Based Reasoning in Housing Prices," Post-Print hal-00481229, HAL.
- Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2004. "Rule-Based and Case-Based Reasoning in Housing Prices," Levine's Bibliography 122247000000000672, UCLA Department of Economics.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2012.
"Empirical Similarity,"
World Scientific Book Chapters, in: Case-Based Predictions An Axiomatic Approach to Prediction, Classification and Statistical Learning, chapter 9, pages 211-243,
World Scientific Publishing Co. Pte. Ltd..
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2006. "Empirical Similarity," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 433-444, August.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Cowles Foundation Discussion Papers 1486, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Levine's Bibliography 122247000000000684, UCLA Department of Economics.
- Itzhak Gilboa & David Schmeidler & Offer Lieberman, 2006. "Empirical Similarity," Post-Print hal-00746558, HAL.
- Guerre, 2004.
"Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series,"
Econometrics
0411007, University Library of Munich, Germany.
- Emmanuel Guerre, 2004. "Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series," Working Papers 2004-22, Center for Research in Economics and Statistics.
- Mario Coccia, 2004. "Analysis of the scientific research structures: taxonomy and strategical behaviour," CERIS Working Paper 200406, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Mario Coccia & Secondo Rolfo, 2004. "Fundemental research vs. applied research. An analysis concerning the Italian National Research Council," CERIS Working Paper 200407, Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY -NOW- Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY.
- Ghysels, Eric & Guay, Alain, 2004.
"Testing For Structural Change In The Presence Of Auxiliary Models,"
Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers 133, CREFE, Université du Québec à Montréal.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2004.
"Do Economic Restrictions Improve Forecasts?,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-10, December.
- Murphy, Elizabeth & Norwood, Bailey & Wohlgenant, Michael, 2004. "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 549-558, December.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35075, Southern Agricultural Economics Association.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual meeting, July 27-30, Montreal, Canada 22208, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Amihud, Yakov & Hurvich, Clifford M., 2004.
"Predictive Regressions: A Reduced-Bias Estimation Method,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(4), pages 813-841, December.
- Yakov Amihud & Clifford Hurvich, 2004. "Predictive Regressions: A Reduced-Bias Estimation Method," Econometrics 0412008, University Library of Munich, Germany.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2012.
"Empirical Similarity,"
World Scientific Book Chapters, in: Case-Based Predictions An Axiomatic Approach to Prediction, Classification and Statistical Learning, chapter 9, pages 211-243,
World Scientific Publishing Co. Pte. Ltd..
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2006. "Empirical Similarity," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 433-444, August.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Levine's Bibliography 122247000000000684, UCLA Department of Economics.
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- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Cowles Foundation Discussion Papers 1486, Cowles Foundation for Research in Economics, Yale University.
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"Rule-Based and Case-Based Reasoning in Housing Prices,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-37, April.
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- Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2004. "Rule-Based and Case-Based Reasoning in Housing Prices," Cowles Foundation Discussion Papers 1493, Cowles Foundation for Research in Economics, Yale University.
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- Nicolas Wesner, 2004. "Searching for chaos on low frequency," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-8.
- Ahamada Ibrahim, 2004. "A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate," Economics Bulletin, AccessEcon, vol. 3(4), pages 1-5.
- Joseph Little & Robert Berrens, 2004. "Explaining Disparities between Actual and Hypothetical Stated Values: Further Investigation Using Meta-Analysis," Economics Bulletin, AccessEcon, vol. 3(6), pages 1-13.
- David O. Cushman, 2004. "Correct version of "Further evidence on the size and power of the Bierens and Johansen cointegration procedures" restored to the EB website," Economics Bulletin, AccessEcon, vol. 28(1), pages 1.
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"Various methods of balancing of the macro SAM of Tunisia during the year 2000,"
Economics Bulletin, AccessEcon, vol. 28(8), pages 1.
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- Haykel Hadj Salem, 2004. "Various methods of balancing of the macro SAM of Tunisia during the year 2000," Computational Economics 0410005, University Library of Munich, Germany.
- haykel Hadj Salem, 2004. "The estimation of the elasticity of substitution of a CES production function : Case of Tunisia," Economics Bulletin, AccessEcon, vol. 28(7), pages 1.
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"Arrangement infringement possibility approach: some economic features of large-scale events,"
Economics Bulletin, AccessEcon, vol. 28(11), pages 1.
- Alexander Harin, 2004. "Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events," Risk and Insurance 0409002, University Library of Munich, Germany.
- Olivier Darné, 2004. "The effects of additive outliers on stationarity tests: a monte carlo study," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-8.
- Montserrat Ferré, 2004. "The Johansen Test and the Transitivity Property," Economics Bulletin, AccessEcon, vol. 3(27), pages 1-7.
- Tito Moreira & Geraldo Souza & Charles Almeida, 2004. "Rational Expectation Hypothesis: An Application of the Blanchard and Khan Approach," Economics Bulletin, AccessEcon, vol. 3(22), pages 1-9.
- SK Mishra, 2004. "Median as a weighted arithmetic mean of all sample observations," Economics Bulletin, AccessEcon, vol. 3(18), pages 1-6.
- Sudhanshu Mishra, 2004. "Multicollinearity and maximum entropy leuven estimator," Economics Bulletin, AccessEcon, vol. 3(25), pages 1-11.
- Taisuke Otsu, 2004. "Effect of small-sample adjustments for Cox test under non-nested linear regression models," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-4.
- Taro Kanatani, 2004. "Integrated volatility measuring from unevenly sampled observations," Economics Bulletin, AccessEcon, vol. 3(36), pages 1-8.
- Peter E. Kennedy & John Elder, 2004. "More on F versus t tests for unit roots when there is no trend," Economics Bulletin, AccessEcon, vol. 3(37), pages 1-6.
- Valerie Mignon & Sandrine Lardic, 2004.
"The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study,"
Economics Bulletin, AccessEcon, vol. 3(21), pages 1-16.
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- Tito Moreira & Adolfo Sachsida & Loureiro Paulo, 2004. "Traffic accidents: an econometric investigation," Economics Bulletin, AccessEcon, vol. 18(3), pages 1-7.
- Gholamreza Hajargasht, 2004. "Some New Semiparametric Panel Stochastic Frontier Models," Econometric Society 2004 Australasian Meetings 127, Econometric Society.
- David F. Hendry, 2004.
"Unpredictability and the Foundations of Economic Forecasting,"
Economics Papers
2004-W15, Economics Group, Nuffield College, University of Oxford.
- David F. Hendry, 2004. "Unpredictability and the Foundations of Economic Forecasting," Econometric Society 2004 Australasian Meetings 27, Econometric Society.
- Y. K. Tse & Z. L. Yang, 2004.
"Tests of Functional Form and Heteroscedasticity,"
Econometric Society 2004 Far Eastern Meetings
424, Econometric Society.
- Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
- Z. L. Yang Y. K. Tse, 2004.
"Tests of Functional Form and Heteroscedasticity,"
Econometric Society 2004 Australasian Meetings
302, Econometric Society.
- Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
- Dhiman Das & B.Hark Yoo, 2004.
"A Bayesian MCMC Algorithm for Markov Switching GARCH models,"
Econometric Society 2004 North American Summer Meetings
179, Econometric Society.
- Dhiman Das & B.Hark Yoo, 2004. "A Bayesian MCMC Algorithm for Markov Switching GARCH models," Econometric Society 2004 Far Eastern Meetings 451, Econometric Society.
- Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004.
"Approximating the Probability Distribution of Functions of Random Variables: A New Approach,"
CIRANO Working Papers
2004s-21, CIRANO.
- Eric Ghysels & Anders Eriksson Lars Forsberg, 2004. "Approximating the probability distribution of functions of random variables: A new approach," Econometric Society 2004 Far Eastern Meetings 503, Econometric Society.
- Deockhyun Ryu & Mahmoud A. El-Gamal, 2004. "Convergence Hypotheses are Ill-Posed:Non-stationarity of Cross-Country Income Distribution D," Econometric Society 2004 Far Eastern Meetings 576, Econometric Society.
- Deockhyun Ryu & Mahmoud A. El-Gamal, 2004. "Short Memory and the PPP-puzzle," Econometric Society 2004 Far Eastern Meetings 577, Econometric Society.
- Alok Kumar, 2004. "Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market," Econometric Society 2004 Far Eastern Meetings 783, Econometric Society.
- Rene Garcia & Marco Bonomo, 2004. "Optimal Rules under Adjustment Cost and Infrequent Information," Econometric Society 2004 Latin American Meetings 135, Econometric Society.
- Augusto Castillo, 2004. "The Announcement Effect of Bond and Equity Issues: Evidence from Chile," Econometric Society 2004 Latin American Meetings 218, Econometric Society.
- Lima Luiz Renato & Xiao Zhijie, 2010.
"Testing Unit Root Based on Partially Adaptive Estimation,"
Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
- Xiao, Zhijie & Lima, Luiz Renato, 2004. "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 528, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
- Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal), 2004. "A simple estimation method and finite-sample inference for a stochastic volatility model," Econometric Society 2004 North American Summer Meetings 153, Econometric Society.
- Philip G. Gayle, 2004. "Does Price Matter? Price and Non-price Competition in the Airline Industry," Econometric Society 2004 North American Summer Meetings 163, Econometric Society.
- Jeffrey M. Perloff & Ximing Wu, 2004. "China's Income Distribution and Inequality," Econometric Society 2004 North American Summer Meetings 316, Econometric Society.
- Tong Li, 2004. "Inference of Structural Econometric Models: A Unified Approach," Econometric Society 2004 North American Winter Meetings 196, Econometric Society.
- Frank Schorfheide & Hyungsik Roger Moon, 2004. "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings 284, Econometric Society.
- E. Tamer & V. Chernozhukov & H. Hong, 2004. "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings 382, Econometric Society.
- Detemple, Jerome & Garcia, Rene & Rindisbacher, Marcel, 2006.
"Asymptotic properties of Monte Carlo estimators of diffusion processes,"
Journal of Econometrics, Elsevier, vol. 134(1), pages 1-68, September.
- Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2003. "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," CIRANO Working Papers 2003s-11, CIRANO.
- Marcel Rindisbacher & Jérôme Detemple & René Garcia, 2004. "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," Econometric Society 2004 North American Winter Meetings 483, Econometric Society.
- Bruins, Marianne & Duffy, James A. & Keane, Michael P. & Smith, Anthony A., 2018.
"Generalized indirect inference for discrete choice models,"
Journal of Econometrics, Elsevier, vol. 205(1), pages 177-203.
- Anthony A. Smith, Jr. & Michael Keane, 2004. "Generalized Indirect Inference for Discrete Choice Models," Econometric Society 2004 North American Winter Meetings 512, Econometric Society.
- Marianne Bruins & James A. Duffy & Michael P. Keane & Anthony A. Smith, Jr, 2015. "Generalized Indirect Inference for Discrete Choice Models," Economics Papers 2015-W08, Economics Group, Nuffield College, University of Oxford.
- Christopher Taber & Timothy Conley, 2004. "Inference in Difference in Difference Models," Econometric Society 2004 North American Winter Meetings 545, Econometric Society.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010.
"Asymmetry of information flow between volatilities across time scales,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
- Ramazan Gencay & Faruk Selcuk, 2004. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings 90, Econometric Society.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series 27_09, Rimini Centre for Economic Analysis.
- Jean-Yves Pitarakis, 2004.
"Least squares estimation and tests of breaks in mean and variance under misspecification,"
Econometrics Journal, Royal Economic Society, vol. 7(1), pages 32-54, June.
- Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, University Library of Munich, Germany.
- Tsourti, Zoi & Panaretos, John, 2004.
"Extreme-value analysis of teletraffic data,"
Computational Statistics & Data Analysis, Elsevier, vol. 45(1), pages 85-103, February.
- Tsourti, Zoi & Panaretos, John, 2004. "Extreme Value Analysis of Teletraffic Data," MPRA Paper 6391, University Library of Munich, Germany.
- Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004.
"Response surface methodology's steepest ascent and step size revisited,"
European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Other publications TiSEM 44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Discussion Paper 2002-64, Tilburg University, Center for Economic Research.
- Burdekin, Richard C.K. & Denzau, Arthur T. & Keil, Manfred W. & Sitthiyot, Thitithep & Willett, Thomas D., 2004. "When does inflation hurt economic growth? Different nonlinearities for different economies," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 519-532, September.
- Ling, Shiqing & McAleer, Michael, 2004.
"Regression quantiles for unstable autoregressive models,"
Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 304-328, May.
- Ling, S. & McAleer, M., 2001. "Regression Quantiles for Unstable Autoregressive Models," ISER Discussion Paper 0526, Institute of Social and Economic Research, Osaka University.
- Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo.
- Kim, Kyeong-Hun, 2004. "On stochastic partial differential equations with variable coefficients in C1 domains," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 261-283, August.
- Andrew Gelman & Iain Pardoe, 2004. "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series EERI_RP_2004_04, Economics and Econometrics Research Institute (EERI), Brussels.
- Hayette Gatfaoui, 2004.
"From Fault Tree to Credit Risk Assessment: A Case Study,"
EERI Research Paper Series
EERI_RP_2004_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Hayette GATFAOUI, 2005. "From Fault Tree to Credit Risk Assessment: A Case Study," Econometrics 0509002, University Library of Munich, Germany.
- Hayette Gatfaoui, 2008. "From Fault Tree to Credit Risk Assessment: A Case Study," Post-Print hal-00564963, HAL.
- Andrew Gelman, 2004. "Prior distributions for variance parameters in hierarchical models," EERI Research Paper Series EERI_RP_2004_06, Economics and Econometrics Research Institute (EERI), Brussels.
- Wolff Rodney & Yao Qiwei & Tong Howell, 2004.
"Statistical Tests for Lyapunov Exponents of Deterministic Systems,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
- Wolff, Rodney C. & Yao, Qiwei & Tong, Howell, 2004. "Statistical tests for Lyapunov exponents of deterministic systems," LSE Research Online Documents on Economics 154, London School of Economics and Political Science, LSE Library.
- Ralf Martin, 2004.
"Globalisation, ICT and the Nitty Gritty of Plant Level Datasets,"
CEP Discussion Papers
dp0653, Centre for Economic Performance, LSE.
- Martin, Ralf, 2004. "Globalisation, ICT and the nitty gritty of plant level datasets," LSE Research Online Documents on Economics 19937, London School of Economics and Political Science, LSE Library.
- Paul Gregg and Jonathan Wadsworth, 2004.
"Two Sides to Every Story : Measuring the Polarisation of Work,"
Royal Holloway, University of London: Discussion Papers in Economics
04/03, Department of Economics, Royal Holloway University of London, revised Apr 2004.
- Gregg, Paul & Wadsworth, Jonathan, 2004. "Two sides to every story: measuring the polarisation of work," LSE Research Online Documents on Economics 19959, London School of Economics and Political Science, LSE Library.
- Paul Gregg & Jonathan Wadsworth, 2004. "Two Sides to Every Story: Measuring the Polarisation of Work," CEP Discussion Papers dp0632, Centre for Economic Performance, LSE.
- Peng, Liang & Yao, Qiwei, 2004. "Nonparametric regression under dependent errors with infinite variance," LSE Research Online Documents on Economics 22874, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr & Nason, Guy P., 2004. "Smoothing the wavelet periodogram using the Haar-Fisz transform," LSE Research Online Documents on Economics 25231, London School of Economics and Political Science, LSE Library.
- Umut Çetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2008.
"Modeling Credit Risk With Partial Information,"
World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 23, pages 579-590,
World Scientific Publishing Co. Pte. Ltd..
- Umut Cetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2004. "Modeling Credit Risk with Partial Information," Papers math/0407060, arXiv.org.
- Cetin, Umut & Jarrow, R. & Protter, P. & Yildirim, Y., 2004. "Modeling credit risk with partial information," LSE Research Online Documents on Economics 2840, London School of Economics and Political Science, LSE Library.
- Giraitis, Liudas & Leipus, Remigijus & Robinson, Peter M. & Surgailis, Donatas, 2004. "LARCH, leverage, and long memory," LSE Research Online Documents on Economics 294, London School of Economics and Political Science, LSE Library.
- Gyenis, Balázs & Rédei, Miklós, 2004. "When can statistical theories be causally closed?," LSE Research Online Documents on Economics 49733, London School of Economics and Political Science, LSE Library.
- Halbert White, 2004. "New Perspectives in Econometric Theory," Books, Edward Elgar Publishing, number 3245.
- Ralf Becker & Stan Hurn (ed.), 2004. "Contemporary Issues in Economics and Econometrics," Books, Edward Elgar Publishing, number 3277.
- Edward E. Ghartey, 2004. "Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(1), pages 37-45, June.
- Lima Luiz Renato & Xiao Zhijie, 2010.
"Testing Unit Root Based on Partially Adaptive Estimation,"
Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
- Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
- Xiao, Zhijie & Lima, Luiz Renato, 2004. "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 528, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006.
"Convergence Properties of the Likelihood of Computed Dynamic Models,"
Econometrica, Econometric Society, vol. 74(1), pages 93-119, January.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2004. "Convergence Properties of the Likelihood of Computed Dynamic Models," PIER Working Paper Archive 04-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005. "Convergence Properties of the Likelihood of Computed Dynamic Models," Levine's Bibliography 122247000000000822, UCLA Department of Economics.
- Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos, 2005. "Convergence Properties of the Likelihood of Computed Dynamic Models," NBER Technical Working Papers 0315, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel S. Santos, 2004. "Convergence properties of the likelihood of computed dynamic models," FRB Atlanta Working Paper 2004-27, Federal Reserve Bank of Atlanta.
- Ricardo Caballero & Stavros Panageas, 2006.
"Contingent Reserves Management: An Applied Framework,"
Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420,
Central Bank of Chile.
- Ricardo J. Caballero G. & Stavros Panageas, 2005. "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent Reserves Management: An Applied Framework," NBER Working Papers 10786, National Bureau of Economic Research, Inc.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent reserves management: an applied framework," Working Papers 05-2, Federal Reserve Bank of Boston.
- Ricardo Caballero & Stavros Panageas, 2005. "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile 329, Central Bank of Chile.
- Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005.
"Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models,"
Journal of the American Statistical Association,
American Statistical Association, vol. 100, pages 628-641, June.
- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2004.04, Institut d'Economie et Econométrie, Université de Genève.
- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen.
- Rosario Dell'Aquila & Elvezio Ronchetti, 2004. "Resistant Nonparametric Analysis of the Short Term Rate," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2004.06, Institut d'Economie et Econométrie, Université de Genève.
- N. Vijayamohanan Pillai, 2004. "Causality and error correction in Markov chain: Inflation in India revisited," Centre for Development Studies, Trivendrum Working Papers 366, Centre for Development Studies, Trivendrum, India.
- Christopher R. Bollinger & Amitabh Chandra, 2005.
"Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data,"
Journal of Labor Economics, University of Chicago Press, vol. 23(2), pages 235-258, April.
- Christopher R. Bollinger & Amitabh Chandra, 2003. "Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data," NBER Technical Working Papers 0289, National Bureau of Economic Research, Inc.
- Bollinger, Christopher R. & Chandra, Amitabh, 2004. "Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data," IZA Discussion Papers 1093, Institute of Labor Economics (IZA).
- Davidson, Russell & Flachaire, Emmanuel, 2007.
"Asymptotic and bootstrap inference for inequality and poverty measures,"
Journal of Econometrics, Elsevier, vol. 141(1), pages 141-166, November.
- Russell Davidson & Emmanuel Flachaire, 2004. "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques v04100, Université Panthéon-Sorbonne (Paris 1).
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175929, HAL.
- Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Post-Print halshs-00175929, HAL.
- Cowell, Frank A. & Flachaire, Emmanuel, 2007.
"Income distribution and inequality measurement: The problem of extreme values,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1044-1072, December.
- Frank A. Cowell & Emmanuel Flachaire, 2004. "Income distribution and inequality measurement: the problem of extreme values," Cahiers de la Maison des Sciences Economiques v04101, Université Panthéon-Sorbonne (Paris 1).
- Frank A. Cowell & Emmanuel Flachaire, 2007. "Income distribution and inequality measurement: The problem of extreme values," Post-Print halshs-00176029, HAL.
- Frank A. Cowell & Emmanuel Flachaire, 2007. "Income distribution and inequality measurement: The problem of extreme values," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176029, HAL.
- Patrick Bajari & Han Hong & Stephen P. Ryan, 2010.
"Identification and Estimation of a Discrete Game of Complete Information,"
Econometrica, Econometric Society, vol. 78(5), pages 1529-1568, September.
- Patrick Bajari & Han Hong & Stephen Ryan, 2004. "Identification and Estimation of Discrete Games of Complete Information," NBER Technical Working Papers 0301, National Bureau of Economic Research, Inc.
- Stephen Ryan & Patrick Bajari & Han Hong, 2005. "Identification and Estimation of Discrete Games of Complete Information," Computing in Economics and Finance 2005 53, Society for Computational Economics.
- Ricardo Caballero & Stavros Panageas, 2006.
"Contingent Reserves Management: An Applied Framework,"
Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420,
Central Bank of Chile.
- Ricardo J. Caballero G. & Stavros Panageas, 2005. "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent reserves management: an applied framework," Working Papers 05-2, Federal Reserve Bank of Boston.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent Reserves Management: An Applied Framework," NBER Working Papers 10786, National Bureau of Economic Research, Inc.
- Ricardo Caballero & Stavros Panageas, 2005. "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile 329, Central Bank of Chile.
- David F. Hendry, 2004.
"Unpredictability and the Foundations of Economic Forecasting,"
Econometric Society 2004 Australasian Meetings
27, Econometric Society.
- David F. Hendry, 2004. "Unpredictability and the Foundations of Economic Forecasting," Economics Papers 2004-W15, Economics Group, Nuffield College, University of Oxford.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006. "Convergence Properties of the Likelihood of Computed Dynamic Models," Econometrica, Econometric Society, vol. 74(1), pages 93-119, January.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel S. Santos, 2004. "Convergence properties of the likelihood of computed dynamic models," FRB Atlanta Working Paper 2004-27, Federal Reserve Bank of Atlanta.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005. "Convergence Properties of the Likelihood of Computed Dynamic Models," Levine's Bibliography 122247000000000822, UCLA Department of Economics.
- Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos, 2005. "Convergence Properties of the Likelihood of Computed Dynamic Models," NBER Technical Working Papers 0315, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2004. "Convergence Properties of the Likelihood of Computed Dynamic Models," PIER Working Paper Archive 04-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Mishra, SK, 2004. "Generalization of regression analysis to the spatial context," MPRA Paper 2970, University Library of Munich, Germany.
- Tsourti, Zoi & Panaretos, John, 2004. "Extreme-value analysis of teletraffic data," Computational Statistics & Data Analysis, Elsevier, vol. 45(1), pages 85-103, February.
- Tsourti, Zoi & Panaretos, John, 2004. "Extreme Value Analysis of Teletraffic Data," MPRA Paper 6391, University Library of Munich, Germany.
- Petros Maravelakis & John Panaretos & Stelios Psarakis, 2004. "EWMA Chart and Measurement Error," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(4), pages 445-455.
- Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2004. "EWMA Chart and Measurement Error," MPRA Paper 6392, University Library of Munich, Germany.
- Xekalaki, Evdokia & Panaretos, John, 2004. "A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation," MPRA Paper 6393, University Library of Munich, Germany.
- Degiannakis, Stavros & Xekalaki, Evdokia, 2004. "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper 80487, University Library of Munich, Germany.
- Daniel Kaufmann, 2004. "Corruption, Governance and Security: Challenges for the Rich Countries and the World," Public Economics 0411009, University Library of Munich, Germany.
- Kaufmann, Daniel, 2004. "Corruption, Governance and Security: Challenges for the Rich Countries and the World," MPRA Paper 8207, University Library of Munich, Germany.
- Colin Beardsley & John R. O'Brien, 2004. "The Effectiveness of Britain's Financial Service Authority: An Economic Analysis," ICMA Centre Discussion Papers in Finance icma-dp2004-11, Henley Business School, University of Reading.
- Han Hong & Patrick Bajari, 2004. "Point Estimation of Discrete Games," 2004 Meeting Papers 51, Society for Economic Dynamics.
- Federico Ciliberto & Elie Tamer, 2009. "Market Structure and Multiple Equilibria in Airline Markets," Econometrica, Econometric Society, vol. 77(6), pages 1791-1828, November.
- Elie Tamer & Federico Ciliberto, 2004. "Market Structure and Multiple Equilibria in Airline Markets," Econometric Society 2004 North American Winter Meetings 517, Econometric Society.
- Elie Tamer & Federico Ciliberto, 2004. "Market Structure and Multiple Equilibria in Airline Markets," 2004 Meeting Papers 52, Society for Economic Dynamics.
- Ciliberto, Federico & Tamer, Elie, 2009. "Market structure and multiple equilibria in airline markets," MPRA Paper 38635, University Library of Munich, Germany.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
- Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
- Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
- DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Nicolae, Mariana, 2004. "Impact Of The Oil Petrol Price Changes On The Romanian Gross Domestic Product Using The Method Of Principal Components," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 106-115, December.
- Joshua Seungwook Bahng, 2004. "Structural Breaks and the Normality of Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 207-227, June.
- Y. K. Tse & Z. L. Yang, 2006. "Modelling firm-size distribution using Box-Cox heteroscedastic regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 641-653.
- Zhenlin Yang & Yiu Kuen Tse, 2004. "Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression," Working Papers 10-2004, Singapore Management University, School of Economics.
- Michael F. Goodchild & Robert P. Haining, 2004. "GIS and spatial data analysis: Converging perspectives," Advances in Spatial Science, in: Raymond J. G. M. Florax & David A. Plane (ed.), Fifty Years of Regional Science, pages 363-385, Springer.
2003
- Murphy, Elizabeth & Norwood, Bailey & Wohlgenant, Michael, 2004.
"Do Economic Restrictions Improve Forecasts?,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 549-558, December.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2004. "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-10, December.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35075, Southern Agricultural Economics Association.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual meeting, July 27-30, Montreal, Canada 22208, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Titus O. Awokuse & David A. Bessler, 2003.
"Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 6(1), pages 1-24, May.
- Awokuse, Titus O. & Bessler, David A., 2003. "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-24, May.
- Titus O. Awokuse & David A. Bessler, 2003. "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 1-24, May.
- Murphy, Elizabeth & Norwood, Bailey & Wohlgenant, Michael, 2004.
"Do Economic Restrictions Improve Forecasts?,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 549-558, December.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2004. "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-10, December.
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual meeting, July 27-30, Montreal, Canada 22208, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003. "Do Economic Restrictions Improve Forecasts?," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35075, Southern Agricultural Economics Association.
- Michael Creel, 2003. "Econometrics," UFAE and IAE Working Papers 575.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 23 Oct 2015.
- Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003.
"Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction,"
Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
- Zhang, Wenyang & Yao, Qiwei & Tong, Howell & Stenseth, Nils Chr, 2003. "Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction," LSE Research Online Documents on Economics 5832, London School of Economics and Political Science, LSE Library.
- Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003.
"Adaptive varying‐coefficient linear models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80, February.
- Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2000. "Adaptive varying-coefficient linear models," LSE Research Online Documents on Economics 6865, London School of Economics and Political Science, LSE Library.
- Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2003. "Adaptive varying co-efficient linear models," LSE Research Online Documents on Economics 5885, London School of Economics and Political Science, LSE Library.
- Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000. "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series 388, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Nelson C. Mark & Donggyu Sul, 2003.
"Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
- Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "RATS programs to replicate Mark-Sul(2003) panel DOLS," Statistical Software Components RTZ00112, Boston College Department of Economics.
- Alain Bihr, 2003. "L'approccio statistico delle disuguaglianze sociali," Working Papers (-2012) 0302, University of Bergamo, Department of Economics.
- Wiji Arulampalam & Sonia Bhalotra, 2003. "Sibling Death Clustering in India: Genuine Scarring vs Unobserved Heterogeneity," Bristol Economics Discussion Papers 03/552, School of Economics, University of Bristol, UK.
- Thomas Mayer, 2003. "A Frequent Misuse of Significance Tests," Working Papers 15, University of California, Davis, Department of Economics.
- Thomas Mayer, 2003. "Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests," Working Papers 18, University of California, Davis, Department of Economics.
- Thomas Mayer, "undated".
"A Frequent Misuse of Significance Tests,"
Department of Economics
01-05, California Davis - Department of Economics.
- Thomas Mayer, 2003. "A Frequent Misuse of Significance Tests," Working Papers 15, University of California, Davis, Department of Economics.
- Thomas Mayer, 2001. "A Frequent Misuse of Significance Tests," CESifo Working Paper Series 549, CESifo Group Munich.
- Thomas Mayer, "undated".
"Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests,"
Department of Economics
01-08, California Davis - Department of Economics.
- Thomas Mayer, 2003. "Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests," Working Papers 18, University of California, Davis, Department of Economics.
- Thomas Mayer, "undated".
"A Frequent Misuse of Significance Tests,"
Department of Economics
01-05, California Davis - Department of Economics.
- Thomas Mayer, 2003. "A Frequent Misuse of Significance Tests," Working Papers 288, University of California, Davis, Department of Economics.
- Thomas Mayer, 2001. "A Frequent Misuse of Significance Tests," CESifo Working Paper Series 549, CESifo.
- Thomas Mayer, "undated".
"Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests,"
Department of Economics
01-08, California Davis - Department of Economics.
- Thomas Mayer, 2003. "Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests," Working Papers 42, University of California, Davis, Department of Economics.
- Titus O. Awokuse & David A. Bessler, 2003.
"Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 6(1), pages 1-24, May.
- Titus O. Awokuse & David A. Bessler, 2003. "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 1-24, May.
- Awokuse, Titus O. & Bessler, David A., 2003. "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-24, May.
- Claude Lopez, 2009.
"A Panel Unit Root Test with Good Power in Small Samples,"
Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 295-313.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310003, University Library of Munich, Germany.
- Claude Lopez, 2005. "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series 2005-01, University of Cincinnati, Department of Economics, revised 2007.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series 2003-06, University of Cincinnati, Department of Economics.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, University Library of Munich, Germany, revised 24 Oct 2003.
- Jean-Marie Dufour, 2003.
"Identification, weak instruments, and statistical inference in econometrics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.
- DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
- DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 10-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006.
"Short run and long run causality in time series: inference,"
Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
- DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche 14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers 2003s-61, CIRANO.
- DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour, 2003.
"Identification, weak instruments, and statistical inference in econometrics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.
- DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques.
- DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 10-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
- Jhon James Mora, 2003. "Crecimiento y convergencia: a propósito de Quah," Estudios Gerenciales, Universidad Icesi, September.
- Mario Coccia, 2003. "Models For Measuring The Research Performance And Management Of The Public Labs," CERIS Working Paper 200301, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Philip A. Haile & Han Hong & Matthew Shum, 2003.
"Nonparametric Tests for Common Values at First-Price Sealed-Bid Auctions,"
NBER Working Papers
10105, National Bureau of Economic Research, Inc.
- Philip A. Haile & Han Hong & Matthew Shum, 2004. "Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions," Working Papers 2004.149, Fondazione Eni Enrico Mattei.
- Philip A. Haile & Han Hong & Matthew Shum, 2003. "Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions," Cowles Foundation Discussion Papers 1445, Cowles Foundation for Research in Economics, Yale University.
- Boriss Siliverstovs, 2003.
"Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment,"
Economics Bulletin, AccessEcon, vol. 3(30), pages 1-7.
- Boriss Siliverstovs, 2003. "Unusual Behaviour of Dickey-Fuller Tests in the Presence of Trend Misspecification: Comment," Discussion Papers of DIW Berlin 389, DIW Berlin, German Institute for Economic Research.
- Tripe, David, 2003. "Trends in New Zealand Bank Efficiency over Time," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(1).
- Carsten Trenkler, 2003.
"A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms,"
Economics Bulletin, AccessEcon, vol. 3(11), pages 1-9.
- Casten TRENKLER, 2003. "A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," Economics Working Papers ECO2003/07, European University Institute.
- jérôme Fillol & Fabien Tripier, 2003. "The scaling function-based estimator of the long memory parameter: a comparative study," Economics Bulletin, AccessEcon, vol. 3(23), pages 1-7.
- Boriss Siliverstovs, 2003.
"Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment,"
Economics Bulletin, AccessEcon, vol. 3(30), pages 1-7.
- Boriss Siliverstovs, 2003. "Unusual Behaviour of Dickey-Fuller Tests in the Presence of Trend Misspecification: Comment," Discussion Papers of DIW Berlin 389, DIW Berlin, German Institute for Economic Research.
- Steve Cook, 2003. "The properties of asymmetric unit root tests in the presence of mis-specified asymmetry," Economics Bulletin, AccessEcon, vol. 3(10), pages 1-10.
- Ahamada Ibrahim, 2003. "Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density," Economics Bulletin, AccessEcon, vol. 3(32), pages 1-7.
- Dolton, Peter, 2003. "Reducing Attrition Bias using Targeted Refreshment Sampling and Matching," Royal Economic Society Annual Conference 2003 65, Royal Economic Society.
- Itzhak Gilboa & David Schmeidler, 2003.
"Inductive Inference: An Axiomatic Approach,"
Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
- Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
- Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
- Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003.
"Modeling and Forecasting Realized Volatility,"
Econometrica, Econometric Society, vol. 71(2), pages 579-625, March.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers 01-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
- Hendry, David F. & Clements, Michael P., 2003.
"Economic forecasting: some lessons from recent research,"
Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
- Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
- David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
- Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
- Xu, Zhaoxia & Gençay, Ramazan, 2003. "Scaling, self-similarity and multifractality in FX markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 578-590.
- Diego Iribarren, 2003. "From Economic Activity to Understanding Spaces," EERI Research Paper Series EERI_RP_2003_01, Economics and Econometrics Research Institute (EERI), Brussels.
- Hall, Peter & Yao, Qiwei, 2003. "Inference in components of variance models with low replication," LSE Research Online Documents on Economics 17701, London School of Economics and Political Science, LSE Library.
- Deng, Kent, 2003. "Fact or fiction? Re-examination of Chinese premodern population statistics," LSE Research Online Documents on Economics 22353, London School of Economics and Political Science, LSE Library.
- Fryzlewicz, Piotr & van Bellegem, Sébastien & von Sachs, Rainer, 2003. "Forecasting non-stationary time series by wavelet process modelling," LSE Research Online Documents on Economics 25830, London School of Economics and Political Science, LSE Library.
- Dassios, Angelos & Jang, Jiwook, 2003. "Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity," LSE Research Online Documents on Economics 2849, London School of Economics and Political Science, LSE Library.
- Giraitis, L. & Robinson, P.M., 2003. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 291, London School of Economics and Political Science, LSE Library.
- Robinson, Peter M., 2003. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 292, London School of Economics and Political Science, LSE Library.
- Peng, Liang & Yao, Qiwei, 2003. "Least absolute deviations estimation for ARCH and GARCH models," LSE Research Online Documents on Economics 5828, London School of Economics and Political Science, LSE Library.
- Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003.
"Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction,"
Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
- Zhang, Wenyang & Yao, Qiwei & Tong, Howell & Stenseth, Nils Chr, 2003. "Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction," LSE Research Online Documents on Economics 5832, London School of Economics and Political Science, LSE Library.
- Hall, Peter & Yao, Qiwei, 2003. "Inference in ARCH and GARCH models with heavy-tailed errors," LSE Research Online Documents on Economics 5875, London School of Economics and Political Science, LSE Library.
- Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003.
"Adaptive varying‐coefficient linear models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80, February.
- Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2000. "Adaptive varying-coefficient linear models," LSE Research Online Documents on Economics 6865, London School of Economics and Political Science, LSE Library.
- Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2003. "Adaptive varying co-efficient linear models," LSE Research Online Documents on Economics 5885, London School of Economics and Political Science, LSE Library.
- Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000. "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series 388, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hall, Peter & Yao, Qiwei, 2003. "Date tilting for time series," LSE Research Online Documents on Economics 5888, London School of Economics and Political Science, LSE Library.
- Deng, Kent, 2003. "Fact or fiction? Re-examination of Chinese premodern population statistics," Economic History Working Papers 22353, London School of Economics and Political Science, Department of Economic History.
- Valerie Mignon & Sandrine Lardic, 2004.
"The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study,"
Economics Bulletin, AccessEcon, vol. 3(21), pages 1-16.
- S. Lardic & V. Mignon, 2003. "The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," THEMA Working Papers 2003-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Hashem Dezhbakhsh & Joanna M. Shepherd, 2006.
"The Deterrent Effect of Capital Punishment: Evidence from a "Judicial Experiment","
Economic Inquiry,
Western Economic Association International, vol. 44(3), pages 512-535, July.
- Hashem Dezhbakhsh & Joanna M. Shepherd, 2003. "The Deterrent Effect of Capital Punishment: Evidence from a "Judicial Experiment"," Emory Economics 0314, Department of Economics, Emory University (Atlanta).
- Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007.
"How much has labour taxation contributed to European structural unemployment?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1359-1375, April.
- Christophe Planas & Werner Roeger & Alessandro Rossi, 2003. "How much has labour taxation contributed to European structural unemployment?," European Economy - Economic Papers 2008 - 2015 183, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Christophe Planas & Werner Roeger & Alessandro Rossi, 2004. "How much has labour taxation contributed to European structural unemployment?," Econometrics 0408005, University Library of Munich, Germany.
- Carole Maignan & Gianmarco Ottaviano & Dino Pinelli & Francesco Rullani, 2003. "Bio-Ecological Diversity vs. Socio-Economic Diversity: A Comparison of Existing Measures," Working Papers 2003.13, Fondazione Eni Enrico Mattei.
- Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2003.
"What Happens After a Technology Shock?,"
NBER Working Papers
9819, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson, 2003. "What happens after a technology shock?," International Finance Discussion Papers 768, Board of Governors of the Federal Reserve System (U.S.).
- Ariel Pakes, 2003.
"Common Sense and Simplicity in Empirical Industrial Organization,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 23(3), pages 193-215, December.
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"The Band Pass Filter,"
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"Testing for the Monotone Likelihood Ratio Assumption,"
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"Using State Administrative Data to Measure Program Performance,"
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"Common Sense and Simplicity in Empirical Industrial Organization,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 23(3_4), pages 193-215, December.
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"Common Sense and Simplicity in Empirical Industrial Organization,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 23(3), pages 193-215, December.
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"Identification, weak instruments, and statistical inference in econometrics,"
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"Short run and long run causality in time series: inference,"
Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
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"Common Sense and Simplicity in Empirical Industrial Organization,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 23(3), pages 193-215, December.
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"Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility,"
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Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 1-39,
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"Statistical Tests for Lyapunov Exponents of Deterministic Systems,"
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"What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments,"
American Economic Review,
American Economic Association, vol. 96(4), pages 988-1012, September.
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- Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach, 2005. "What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments," Working Papers 531, University of California, Davis, Department of Economics.
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- Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 08/2003, University of Verona, Department of Economics.
- Jean‐Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(4), pages 767-808, November.
- Jose Ramos Pires Manso, 2003. "Innovation And Technological Evolution In A Western European Country – The Case Of Portugal," Econometrics 0301002, University Library of Munich, Germany.
- Diego Iribarren, 2003. "From Economic Activity to Understanding Spaces," Econometrics 0303008, University Library of Munich, Germany.
- Jaime A. Londoño, 2003. "Parametric Estimation Of Diffusion Processes Sampled At First Exit Time," Econometrics 0305002, University Library of Munich, Germany, revised 16 Feb 2004.
- Gregory C. Chow, 2003. "Estimating Economic Effects of Political Movements in China," Econometrics 0306002, University Library of Munich, Germany.
- Gregory C. Chow, 2003. "Economic Effects of Political Movements in China: Lower Bound Estimates," Econometrics 0306003, University Library of Munich, Germany.
- Gregory C. Chow, 2003. "Econometrics and Economic Policy," Econometrics 0306004, University Library of Munich, Germany.
- Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," Econometrics 0307007, University Library of Munich, Germany.
- Goldberger,A.S., 2002. "Structural equation models in human behavior genetics," Working papers 22, Wisconsin Madison - Social Systems.
- Arthur S. Goldberger, 2003. "Structural Equation Models in Human Behavior Genetics," Econometrics 0308003, University Library of Munich, Germany.
- Karl Mosler, 2003. "Central Regions and Dependency," Methodology and Computing in Applied Probability, Springer, vol. 5(1), pages 5-21, March.
- K. Mosler, 2003. "Central regions and dependency," Econometrics 0309004, University Library of Munich, Germany.
- Claude Lopez, 2009. "A Panel Unit Root Test with Good Power in Small Samples," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 295-313.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series 2003-06, University of Cincinnati, Department of Economics.
- Claude Lopez, 2005. "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series 2005-01, University of Cincinnati, Department of Economics, revised 2007.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310003, University Library of Munich, Germany.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, University Library of Munich, Germany, revised 24 Oct 2003.
- Claude Lopez, 2009. "A Panel Unit Root Test with Good Power in Small Samples," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 295-313.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series 2003-06, University of Cincinnati, Department of Economics.
- Claude Lopez, 2005. "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series 2005-01, University of Cincinnati, Department of Economics, revised 2007.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, University Library of Munich, Germany, revised 24 Oct 2003.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310003, University Library of Munich, Germany.
- Edoardo Otranto, 2003. "the Multi-State Markov Switching Model," Econometrics 0311001, University Library of Munich, Germany.
- Roberto Iannaccone & Edoardo Otranto, 2003. "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics 0311002, University Library of Munich, Germany.
- Andreia Dionisio & Rui Menezes & Diana A. Mendes, 2003. "Mutual information: a dependence measure for nonlinear time series," Econometrics 0311003, University Library of Munich, Germany.
- David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics 0311005, University Library of Munich, Germany.
- Steve Leybourne & David Harvey, 2003. "On Unit Root Tests and the Initial Observation," Econometrics 0311006, University Library of Munich, Germany.
- Stephen Leybourne & Tae‐Hwan Kim & Paul Newbold, 2005. "Examination of Some More Powerful Modifications of the Dickey–Fuller Test," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 355-369, May.
- Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003. "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics 0311007, University Library of Munich, Germany.
- Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004. "Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 755-764, September.
- Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003. "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics 0311008, University Library of Munich, Germany.
- Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, University Library of Munich, Germany.
- Marina Resta & Davide Sciutti, 2003. "Spot price dynamics in deregulated power markets," Econometrics 0312002, University Library of Munich, Germany.
- Giancarlo Bruno & Edoardo Otranto, 2003. "Dating the Italian Business Cycle: A Comparison of Procedures," Econometrics 0312003, University Library of Munich, Germany.
- Bruno Giancarlo & Edoardo Otranto, 2004. "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers 41, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Jean-Yves Pitarakis, 2004. "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 32-54, June.
- Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, University Library of Munich, Germany.
- Daniel Kaufmann & Aart Kraay & Massimo Mastruzzi, 2003. "Governance Matters III: Governance Indicators for 1996-2002," Development and Comp Systems 0308001, University Library of Munich, Germany.
- Daniel Kaufmann & Aart Kraay & Massimo Mastruzzi, 2003. "Governance Matters III: Governance Indicators for 1996-2002," Macroeconomics 0308006, University Library of Munich, Germany.
- Hayette Gatfaoui, 2003. "From Fault Tree to Credit Risk Assessment: An Empirical Attempt," Risk and Insurance 0308003, University Library of Munich, Germany.
- Hamerle, Alfred & Liebig, Thilo & Rösch, Daniel, 2003. "Credit Risk Factor Modeling and the Basel II IRB Approach," Discussion Paper Series 2: Banking and Financial Studies 2003,02, Deutsche Bundesbank.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," PIER Working Paper Archive 03-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Sep 2003.
- Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies (CFS).
2002
- M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
- Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999. "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series 44, Edinburgh School of Economics, University of Edinburgh.
- Deflandre, D. & Kleijnen, J.P.C., 2002.
"Statistical Analysis of Random Simulations : Bootstrap Tutorial,"
Other publications TiSEM
351056e6-c63d-4fec-8c00-a, Tilburg University, School of Economics and Management.
- Deflandre, D. & Kleijnen, J.P.C., 2002. "Statistical Analysis of Random Simulations : Bootstrap Tutorial," Discussion Paper 2002-58, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004.
"Response surface methodology's steepest ascent and step size revisited,"
European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Other publications TiSEM 44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Discussion Paper 2002-64, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004.
"Response surface methodology's steepest ascent and step size revisited,"
European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Discussion Paper 2002-64, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Other publications TiSEM 44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
- Mark J.Holmes, 2002. "Are there non linearities in US: Latin American real exchange behavior," Estudios de Economia, University of Chile, Department of Economics, vol. 29(2 Year 20), pages 177-190, December.
- Aadland, David, 2005.
"Detrending time-aggregated data,"
Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Macroeconomics 0301007, University Library of Munich, Germany.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Microeconomics 0211015, University Library of Munich, Germany.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002.
"Parametric and Nonparametric Volatility Measurement,"
NBER Technical Working Papers
0279, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers 02-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Gauthier Lanot, 2002.
"On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture,"
Keele Economics Research Papers
KERP 2002/07, Centre for Economic Research, Keele University.
- Gauthier Lanot, 2002. "On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture," Econometrics 0211001, University Library of Munich, Germany.
- Christopher Ferrall, 2002.
"Estimation And Inference In Social Experiments,"
Working Paper
1008, Economics Department, Queen's University.
- Christopher Ferrall, 2002. "Estimation and Inference in Social Experiments," General Economics and Teaching 0209001, University Library of Munich, Germany.
- Vladimir Z. Nuri, 2002. "Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto," Macroeconomics 0203005, University Library of Munich, Germany.
- Aadland, David, 2005.
"Detrending time-aggregated data,"
Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Microeconomics 0211015, University Library of Munich, Germany.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Macroeconomics 0301007, University Library of Munich, Germany.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
- Aadland, David, 2005.
"Detrending time-aggregated data,"
Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Macroeconomics 0301007, University Library of Munich, Germany.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Microeconomics 0211015, University Library of Munich, Germany.
- David Aadland, 2002. "Detrending Time-Aggregated Data," Working Papers 2002-05, Utah State University, Department of Economics.
- Böhringer, Christoph & Frondel, Manuel, 2002. "Assessing Voluntary Commitments: Monitoring is Not Enough!," ZEW Discussion Papers 02-62, ZEW - Leibniz Centre for European Economic Research.
- Christopher Ferrall, 2002.
"Estimation and Inference in Social Experiments,"
General Economics and Teaching
0209001, University Library of Munich, Germany.
- Ferrall, Christopher, 2002. "Estimation and Inference in Social Experiments," Queen's Economics Department Working Papers 273435, Queen's University - Department of Economics.
- Goldberger,A.S., 2002.
"Structural equation models in human behavior genetics,"
Working papers
22, Wisconsin Madison - Social Systems.
- Arthur S. Goldberger, 2003. "Structural Equation Models in Human Behavior Genetics," Econometrics 0308003, University Library of Munich, Germany.
- Michael Creel, 2002. "Graduate Econometrics Lecture Notes," UFAE and IAE Working Papers 505.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Paul Pezanis-Christou & Andres Romeu, 2002. "Structural Inferences from First-Price Auction Experiments," UFAE and IAE Working Papers 531.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Deborah Cobb-Clark & Thomas Crossley, 2002. "Econometrics for Summative Evaluations: An Introduction to Recent Developments," CEPR Discussion Papers 454, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Mark Reesor & Don McLeish, 2002. "Risk, Entropy, and the Transformation of Distributions," Staff Working Papers 02-11, Bank of Canada.
- Simon van Norden, 2002. "Filtering for Current Analysis," Staff Working Papers 02-28, Bank of Canada.
- Christoph Schleicher, 2002. "An Introduction to Wavelets for Economists," Staff Working Papers 02-3, Bank of Canada.
- Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
- Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
- Francis X. Diebold & Roberto S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002.
"Bayesian Analysis of Stochastic Volatility Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 69-87, January.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994. "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 371-389, October.
- Jesús Gonzalo & Jean‐Yves Pitarakis, 2002.
"Lag length estimation in large dimensional systems,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 23(4), pages 401-423, July.
- Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108002, University Library of Munich, Germany.
- Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108003, University Library of Munich, Germany.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6js7c38h, Department of Agricultural & Resource Economics, UC Berkeley.
- Cowell, Frank & Flachaire, Emmanuel, 2002.
"Sensitivity of inequality measures to extreme values,"
LSE Research Online Documents on Economics
2213, London School of Economics and Political Science, LSE Library.
- Frank A Cowell & Emmanuel Flachaire, 2002. "Sensitivity of Inequality Measures to Extreme Values," STICERD - Distributional Analysis Research Programme Papers 60, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Itzhak Gilboa & David Schmeidler, 2003.
"Inductive Inference: An Axiomatic Approach,"
Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
- Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
- Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
- Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2003.
"Inductive Inference: An Axiomatic Approach,"
Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
- Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
- Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
- Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
- Maria Eugenia PINTO BORREGO & Andrés VERGARA BALLEN & Yilberto LAHUERTA PERCIPIANO, 2002. "Diagnóstico del programa de reinserción en Colombia: mecanismos para incentivar la desmovilización voluntaria individual," Archivos de Economía 2344, Departamento Nacional de Planeación.
- Mario Coccia, 2002. "Metrics of the public research lab performance and strategic behaviour," CERIS Working Paper 200212, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Linton, Oliver & Whang, Yoon-Jae, 2002.
"Nonparametric Estimation With Aggregated Data,"
Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
- Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series 397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Linton, Oliver & Whang, Yoon-Jae, 2000. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 2092, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 320, London School of Economics and Political Science, LSE Library.
- Vijayamohanan Pillai N, 2002. "A Markov Chain Model of Inflation in India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 37(1), pages 91-116, January.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003.
"Modeling and Forecasting Realized Volatility,"
Econometrica, Econometric Society, vol. 71(2), pages 579-625, March.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers 01-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, 2007.
"Living Rationally Under The Volcano? An Empirical Analysis Of Heavy Drinking And Smoking,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 37-65, February.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, "undated". "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," GSIA Working Papers 2003-02, Carnegie Mellon University, Tepper School of Business.
- Arcidiacono, Peter & Sieg, Holger & Sloan, Frank, 2002. "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," Working Papers 02-30, Duke University, Department of Economics.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, 2001. "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," NBER Working Papers 8602, National Bureau of Economic Research, Inc.
- Harry Haupt & Walter Oberhofer, 2002. "Fully restricted linear regression: A pedagogical note," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-7.
- Eduardo Ley, 2002. "On Plutocratic and Democratic CPIs," Economics Bulletin, AccessEcon, vol. 4(3), pages 1-5.
- Fabien Tripier, 2002. "The Dynamic Correlation Between Growth and Unemployment," Economics Bulletin, AccessEcon, vol. 5(4), pages 1-9.
- Christopher Bajada, 2002. "How Reliable are the Estimates of the Underground Economy?," Economics Bulletin, AccessEcon, vol. 3(14), pages 1-11.
- Stanislav Anatolyev & Andrey Vasnev, 2002. "Markov chain approximation in bootstrapping autoregressions," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-8.
- Elena Casquel & Ezequiel Uriel, 2002. "An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models," Economics Bulletin, AccessEcon, vol. 3(23), pages 1-10.
- Hendry, David F. & Clements, Michael P., 2003.
"Economic forecasting: some lessons from recent research,"
Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
- Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
- David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
- Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
- Chang, Yoosoon, 2002.
"Nonlinear IV unit root tests in panels with cross-sectional dependency,"
Journal of Econometrics, Elsevier, vol. 110(2), pages 261-292, October.
- Yoosoon Chang, 2000. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," CIRJE F-Series CIRJE-F-85, CIRJE, Faculty of Economics, University of Tokyo.
- Chang, Yoosoon, 2002. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-08, Rice University, Department of Economics.
- Benedikt M. Poetscher, 2002.
"Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parame,"
Econometrica, Econometric Society, vol. 70(3), pages 1035-1065, May.
- Benedikt M. Pötscher, 1999. "Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Paramet," Vienna Economics Papers vie0202, University of Vienna, Department of Economics.
- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"Band Spectral Regression with Trending Data,"
Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.
- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997. "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University.
- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997. "Band Spectral Regression with Trending Data," Working Papers 97-09, University of Iowa, Department of Economics.
- Davidson, Russell & MacKinnon, James G., 2002.
"Bootstrap J tests of nonnested linear regression models,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
- Chang, Yoosoon, 2002.
"Nonlinear IV unit root tests in panels with cross-sectional dependency,"
Journal of Econometrics, Elsevier, vol. 110(2), pages 261-292, October.
- Yoosoon Chang, 2000. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," CIRJE F-Series CIRJE-F-85, CIRJE, Faculty of Economics, University of Tokyo.
- Chang, Yoosoon, 2002. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-08, Rice University, Department of Economics.
- Frank A Cowell & Emmanuel Flachaire, 2002.
"Sensitivity of Inequality Measures to Extreme Values,"
STICERD - Distributional Analysis Research Programme Papers
60, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cowell, Frank & Flachaire, Emmanuel, 2002. "Sensitivity of inequality measures to extreme values," LSE Research Online Documents on Economics 2213, London School of Economics and Political Science, LSE Library.
- Tong, Howell & Stenseth, Nils Chr & Yao, Qiwei, 2002. "Nonlinear time series modelling of highly fluctuating biological population over space - main results," LSE Research Online Documents on Economics 24149, London School of Economics and Political Science, LSE Library.
- Sear, Rebecca & Steele, Fiona & McGregor, Ian A. & Mace, Ruth, 2002. "The effects of kin on child mortality in rural Gambia," LSE Research Online Documents on Economics 247, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Whang, Yoon-Jae, 2002.
"Nonparametric Estimation With Aggregated Data,"
Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
- Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series 397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 320, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Whang, Yoon-Jae, 2000. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 2092, London School of Economics and Political Science, LSE Library.
- Rédei, Miklós & Summers, Stephen J., 2002. "Local primitive causality and the common cause principle in quantum field theory," LSE Research Online Documents on Economics 49736, London School of Economics and Political Science, LSE Library.
- Yao, Qiwei & Polonik, Wolfgang, 2002. "Set-indexed conditional empirical and quantile processes based on dependent data," LSE Research Online Documents on Economics 5878, London School of Economics and Political Science, LSE Library.
- Hall, Peter & Peng, Liang & Yao, Qiwei, 2002. "Moving-maximum models for extrema of time series," LSE Research Online Documents on Economics 6084, London School of Economics and Political Science, LSE Library.
- Hall, Peter & Peng, Liang & Yao, Qiwei, 2002. "Prediction and nonparametric estimation for time series with heavy tails," LSE Research Online Documents on Economics 6086, London School of Economics and Political Science, LSE Library.
- Hyndman, R.J. & Yao, Q., 1998.
"Nonparametric Estimation and Symmetry Tests for Conditional Density Functions,"
Monash Econometrics and Business Statistics Working Papers
17/98, Monash University, Department of Econometrics and Business Statistics.
- Yao, Qiwei & Hyndman, Rob J., 2002. "Nonparametric estimation and symmetry tests for conditional density functions," LSE Research Online Documents on Economics 6092, London School of Economics and Political Science, LSE Library.
- Terence C. Mills (ed.), 2002. "Long Term Trends and Business Cycles," Books, Edward Elgar Publishing, volume 0, number 2501.
- Badi H. Baltagi (ed.), 2002. "Recent Developments in the Econometrics of Panel Data," Books, Edward Elgar Publishing, volume 0, number 2701.
- Fève, Frédérique & Fève, Patrick & Florens, Jean-Pierre, 2002. "Attribute Choices and Structural Econometrics of Price Elasticity of Demand," IDEI Working Papers 155, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2003.
- José Carlos Ramírez & Rogelio Sandoval-Saavedra, 2002. "¿Existen Componentes Pronosticables En Las Series De Los Rendimientos De Las Acciones?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 1(1), pages 39-58, Marzo 200.
- Davide La Torre & Matteo Rocca, 2002.
"C1,1 functions and optimality conditions,"
Departmental Working Papers
2002-13, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- La Torre Davide & Rocca Matteo, 2002. "C 1,1 functions and optimality conditions," Economics and Quantitative Methods qf0208, Department of Economics, University of Insubria.
- Constant, Amelie F. & Konstantopoulos, Spyros, 2002. "School Effects and Labor Market Outcomes for Young Adults in the 1980s and 1990s," IZA Discussion Papers 671, Institute of Labor Economics (IZA).
- Se-Hak Chun & Steven H. Kim, 2002. "Financial Forecasting Through Data Mining : A Comparative Evaluation of Probabilistic Neural Networks and Other Models," Korean Economic Review, Korean Economic Association, vol. 18, pages 159-175.
- Gauthier Lanot, 2002.
"On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture,"
Econometrics
0211001, University Library of Munich, Germany.
- Gauthier Lanot, 2002. "On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture," Keele Economics Research Papers KERP 2002/07, Centre for Economic Research, Keele University.
- Ramses H. ABUL NAGA, 2002. "A Test for Correlation between Signal and Noise within the Errors in Variables Model," Cahiers de Recherches Economiques du Département d'économie 02.08, Université de Lausanne, Faculté des HEC, Département d’économie.
- Davide La Torre & Matteo Rocca, 2002. "C1,1 functions and optimality conditions," Departmental Working Papers 2002-013, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Davide La Torre & Carlo Vercellis, 2002. "C1,1 approximations of generalized support vector machines," Departmental Working Papers 2002-019, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- La Torre Davide & Rocca Matteo, 2002.
"C 1,1 functions and optimality conditions,"
Economics and Quantitative Methods
qf0208, Department of Economics, University of Insubria.
- Davide La Torre & Matteo Rocca, 2002. "C1,1 functions and optimality conditions," Departmental Working Papers 2002-13, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Davide La Torre & Carlo Vercellis, 2002. "C1,1 approximations of generalized support vector machines," Departmental Working Papers 2002-19, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- George Hall and John Rust, Yale University, 2001.
"Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market,"
Computing in Economics and Finance 2001
274, Society for Computational Economics.
- George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers 0278, National Bureau of Economic Research, Inc.
- George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers 1376, Cowles Foundation for Research in Economics, Yale University.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002.
"Parametric and Nonparametric Volatility Measurement,"
Center for Financial Institutions Working Papers
02-27, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers 0279, National Bureau of Economic Research, Inc.
- Nelson C. Mark & Donggyu Sul, 2003.
"Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
- Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc.
- Bernard, Andrew & Redding, Stephen & Simpson, Helen & Schott, Peter, 2002.
"Factor Price Equalization in the UK?,"
CEPR Discussion Papers
3523, C.E.P.R. Discussion Papers.
- Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002. "Factor Price Equalization in the UK?," NBER Working Papers 9052, National Bureau of Economic Research, Inc.
- Andrew B. Bernard & Stephen J. Redding & Peter K. Schott & Helen Simpson, 2002. "Factor Price Equalization in the UK?," Yale School of Management Working Papers ysm287, Yale School of Management.
- Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002. "Factor price equalisation in the UK," IFS Working Papers W02/11, Institute for Fiscal Studies.
- Bernard, Andrew B. & Redding, Stephen & Schott, Peter K. & Simpson, Helen, 2002. "Factor price equalization in the UK?," LSE Research Online Documents on Economics 3704, London School of Economics and Political Science, LSE Library.
- Bernard, Andrew B & Stephen Redding & Peter K. Schott, 2003. "Factor Price Equalization in the UK?," Royal Economic Society Annual Conference 2003 21, Royal Economic Society.
- Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002. "Factor Price Equalization in the UK?," CEP Discussion Papers dp0547, Centre for Economic Performance, LSE.
- Ásta Herdís Hall & Sólveig Frída Jóhannsdóttir, 2002. "Generational Equality in Iceland," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 28, pages 27-42.
- Andrew Glyn & Robert Rowthorn & Faculty of Economics and Politics & Cambridge University, 2002. "Convergence and Stability in US Regional Employment," Economics Series Working Papers 92, University of Oxford, Department of Economics.
- Lord, Montague, 2002. "Modeling the Macro-Economy of Bangladesh," MPRA Paper 41171, University Library of Munich, Germany.
- Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2002. "Effect of Estimation of the Process Parameters on the Control Limits of the Univariate Control Charts for Process Dispersion," MPRA Paper 6386, University Library of Munich, Germany.
- Maravelakis, Petros & Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios, 2002. "Identifying the Out of Control Variable in a Multivariate Control Chart," MPRA Paper 6387, University Library of Munich, Germany.
- Kaplanski, Guy & Kroll, Yoram, 2002. "VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey," MPRA Paper 80070, University Library of Munich, Germany.
- Marina Resta, 2002. "Portfolio Optimization: which alternatives to standard gaussian model?," Computing in Economics and Finance 2002 122, Society for Computational Economics.
- Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy in Linear Rational Expectations Models," Computing in Economics and Finance 2002 214, Society for Computational Economics.
- Rainer Winkelmann, 2002. "Subjektive Daten in der empirischen Wirtschaftsforschung: Probleme und Perspektiven," SOI - Working Papers 0207, Socioeconomic Institute - University of Zurich, revised Jul 2002.
2001
- Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last,"
Journal of Econometrics,
Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The Wild Bootstrap, Tamed at Last," Queen's Economics Department Working Papers 273426, Queen's University - Department of Economics.
- Russell Davidson & Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," Working Papers 1000, Queen's University, Department of Economics.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Jeffrey Perloff & Edward Shen, 2012.
"Collinearity in Linear Structural Models of Market Power,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 40(2), pages 131-138, March.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," Institute for Research on Labor and Employment, Working Paper Series qt3wz759dd, Institute of Industrial Relations, UC Berkeley.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," CUDARE Working Papers 25012, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6js7c38h, Department of Agricultural & Resource Economics, UC Berkeley.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt3wz759dd, Department of Agricultural & Resource Economics, UC Berkeley.
- Jeffrey Perloff & Edward Shen, 2012.
"Collinearity in Linear Structural Models of Market Power,"
Review of Industrial Organization,
Springer;The Industrial Organization Society, vol. 40(2), pages 131-138, March.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," Institute for Research on Labor and Employment, Working Paper Series qt3wz759dd, Institute of Industrial Relations, UC Berkeley.
- Jeffrey Perloff & Edward Shen, 2012. "Collinearity in Linear Structural Models of Market Power," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 40(2), pages 131-138, March.
- Gencay, Ramazan & Selcuk, Faruk, 2006. "Overnight borrowing, interest rates and extreme value theory," European Economic Review, Elsevier, vol. 50(3), pages 547-563, April.
- Faruk Selcuk & Ramazan Gencay, 2001. "Overnight Borrowing, Interest Rates and Extreme Value Theory," Working Papers 0103, Department of Economics, Bilkent University.
- Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001. "Smoothing for discrete‐valued time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 357-375.
- Cai, Zongwu & Yao, Qiwei & Zhang, Wenyang, 2001. "Smoothing for discrete-valued time series," LSE Research Online Documents on Economics 6095, London School of Economics and Political Science, LSE Library.
- Michel Armatte, 2001. "Le statut changeant de la corrélation en économétrie (1910-1944)," Revue économique, Presses de Sciences-Po, vol. 52(3), pages 617-631.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt3wz759dd, Department of Agricultural & Resource Economics, UC Berkeley.
- Jeffrey Perloff & Edward Shen, 2001. "Collinearity in Linear Structural Models of Market Power," Institute for Research on Labor and Employment, Working Paper Series 1020, Institute of Industrial Relations, UC Berkeley.
- Perloff, Jeffrey M. & Shen, Edward Z., 2001. "Collinearity in Linear Structural Models of Market Power," Institute for Research on Labor and Employment, Working Paper Series qt3wz759dd, Institute of Industrial Relations, UC Berkeley.
- Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Thomas Mayer, "undated". "A Frequent Misuse of Significance Tests," Department of Economics 01-05, California Davis - Department of Economics.
- Thomas Mayer, 2003. "A Frequent Misuse of Significance Tests," Working Papers 288, University of California, Davis, Department of Economics.
- Thomas Mayer, 2001. "A Frequent Misuse of Significance Tests," CESifo Working Paper Series 549, CESifo.
- René Garcia & Richard Luger & Eric Renault, 2000. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers 2000-57, Center for Research in Economics and Statistics.
- René Garcia & Richard Luger & Eric Renault, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers 2001s-01, CIRANO.
- GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Universite de Montreal, Departement de sciences economiques.
- Garcia, R. & Luger, R. & Renault, E., 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia & Richard Luger & Eric Renault, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)," CIRANO Working Papers 2001s-02, CIRANO.
- Ghysels, Eric & Guay, Alain, 2004. "Testing For Structural Change In The Presence Of Auxiliary Models," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers 133, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Blanca Zuluaga & Juliana María Idrobo, 2001. "Crisis de la deuda en las empresas municipales de Cali y perspectivas," Estudios Gerenciales, Universidad Icesi, April.
- Mark Lijesen, 2002. "End user prices in liberalised energy markets," CPB Discussion Paper 16, CPB Netherlands Bureau for Economic Policy Analysis.
- Mark Lijesen, 2002. "End user prices in liberalised energy markets," CPB Discussion Paper 16.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Henry van der Wiel, 2001. "Does ICT boost Dutch productivity growth?," CPB Document 16, CPB Netherlands Bureau for Economic Policy Analysis.
- Henry van der Wiel, 2001. "Does ICT boost Dutch productivity growth?," CPB Document 16.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Ghysels, Eric & Guay, Alain, 2004. "Testing For Structural Change In The Presence Of Auxiliary Models," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers 133, CREFE, Université du Québec à Montréal.
- Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal.
- Aman Ullah & Shalabh & Debasri Mukherjee, 2001. "Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 249-264, May.
- Linton, Oliver & Xiao, Zhijie, 2001. "Second-Order Approximation For Adaptive Regression Estimators," Econometric Theory, Cambridge University Press, vol. 17(5), pages 984-1024, October.
- Linton, Oliver & Xiao, Zhijie, 2001. "Second-order approximation for adaptive regression estimators," LSE Research Online Documents on Economics 317, London School of Economics and Political Science, LSE Library.
- Ling, Shiqing & McAleer, Michael, 2004. "Regression quantiles for unstable autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 304-328, May.
- Ling, S. & McAleer, M., 2001. "Regression Quantiles for Unstable Autoregressive Models," ISER Discussion Paper 0526, Institute of Social and Economic Research, Osaka University.
- Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo.
- Harry Haupt & Walter Oberhofer, 2001. "Prior Information: The Mixed Prediction Approach," Economics Bulletin, AccessEcon, vol. 28(12), pages 1.
- Peter E. Kennedy & John Elder, 2001. "F versus t tests for unit roots," Economics Bulletin, AccessEcon, vol. 3(3), pages 1-6.
- Steven Cook, 2001. "Asymmetric unit root tests in the presence of structural breaks under the null," Economics Bulletin, AccessEcon, vol. 3(6), pages 1-10.
- Teruko Takada, 2001. "Nonparametric density estimation: A comparative study," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-10.
- Brian Silverstone & Richard Harris, 2001. "Testing for asymmetry in Okun's law: A cross-country comparison," Economics Bulletin, AccessEcon, vol. 5(2), pages 1-13.
- Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
- Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
- Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
- David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
- Norman Fickel, 2001. "Sequential Regression: A Neodescriptive Approach to Multicollinearity," EERI Research Paper Series EERI_RP_2001_09, Economics and Econometrics Research Institute (EERI), Brussels.
- Ozlem ONDER, 2001. "Least Median Squares: A Robust Regression Techique," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 1(1), pages 185-191.
- Giraitis, L & Hidalgo, J & Robinson, Peter M., 2001. "Gaussian estimation of parametric spectral density with unknown pole," LSE Research Online Documents on Economics 297, London School of Economics and Political Science, LSE Library.
- Marinucci, D. & Robinson, Peter M., 2001. "Narrow-band analysis of nonstationary processes," LSE Research Online Documents on Economics 303, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Xiao, Zhijie, 2001. "Second-Order Approximation For Adaptive Regression Estimators," Econometric Theory, Cambridge University Press, vol. 17(5), pages 984-1024, October.
- Linton, Oliver & Xiao, Zhijie, 2001. "Second-order approximation for adaptive regression estimators," LSE Research Online Documents on Economics 317, London School of Economics and Political Science, LSE Library.
- Lahlou, Saadi, 2001. "Text mining methods: an answer to Chartier and Meunier," LSE Research Online Documents on Economics 46728, London School of Economics and Political Science, LSE Library.
- Marinucci, D & Robinson, Peter M, 2001. "Finite sample improvement in statistical inference with I(1) processes," LSE Research Online Documents on Economics 58079, London School of Economics and Political Science, LSE Library.
- Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001. "Smoothing for discrete‐valued time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 357-375.
- Cai, Zongwu & Yao, Qiwei & Zhang, Wenyang, 2001. "Smoothing for discrete-valued time series," LSE Research Online Documents on Economics 6095, London School of Economics and Political Science, LSE Library.
- Yao, Qiwei & Yang, Wengyan & Tong, Howell, 2001. "Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters," LSE Research Online Documents on Economics 6103, London School of Economics and Political Science, LSE Library.
- Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Marios Fridakis & Alexandra Livada, 2001. "Detrending Methods for Macroeconomic Variables: A Comparative View Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 5(1), pages 84-109, Summer.
- Arantza Beitia & Javier Bilbao & Ana Fernández Sainz, 2001. "El papel de la calidad en la demanda universitaria de transporte público," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 46(01), pages 268-283.
- JManuel González Gómez & Xosé M. González Martínez, 2001. "Rentabilidad social de la protección de la naturaleza. El caso de las Illas Cíes y sus atributos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 47(02), pages 152-181.
- William A. Brock, 2001. "Growth Theory, Nonlinear Dynamics and Economic Modelling," Books, Edward Elgar Publishing, number 1491 edited by W. D. Dechert.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
- Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
- Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
- Emmanuel Flachaire, 2000. "Les méthodes du bootstrap dans les modèles de régression," Économie et Prévision, Programme National Persée, vol. 142(1), pages 183-194.
- Flachaire, E., 1999. "Les methodes du bootstrap dans les modeles de regression," G.R.E.Q.A.M. 99c10, Universite Aix-Marseille III.
- Emmanuel Flachaire, 2001. "Les méthodes du bootstrap dans les modèles de régression," Post-Print halshs-00175894, HAL.
- Elisabet Viladecans Marsal, 2001. "La concentración territorial de las empresas industriales: un estudio sobre la unidad geogr fica de an lisis mediante técnicas de econometría espacial," Working Papers 2001/2, Institut d'Economia de Barcelona (IEB).
- Elisabet Viladecans Marsal, 2001. "La concentración territorial de las empresas industriales: un estudio sobre la unidad geogr fica de an lisis mediante técnicas de econometría espacial," Working Papers 2001/2, Institut d'Economia de Barcelona (IEB).
- Davide La Torre & Matteo Rocca, 2001. "Some remarks on second-order generalized derivatives for C1,1 functions," Departmental Working Papers 2001-017, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Davide La Torre & Matteo Rocca, 2001. "Some remarks on second-order generalized derivatives for C1,1 functions," Departmental Working Papers 2001-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Giovanni Maria Giorgi & Michele Crescenzi, 2001. "A proposal of poverty measures based on the Bonferroni inequality index," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 3-16.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005. "A proposal of poverty measures based on the Bonferroni inequality index," Econometrics 0507010, University Library of Munich, Germany.
- Jeffrey M Wooldridge, 2010. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262232588, April.
- Jeffrey M. Wooldridge, 2001. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262232197, April.
- Patrick Bajari & C. Lanier Benkard, 2001. "Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach," NBER Technical Working Papers 0272, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003. "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, vol. 71(2), pages 579-625, March.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers 01-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, 2007. "Living Rationally Under The Volcano? An Empirical Analysis Of Heavy Drinking And Smoking," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 37-65, February.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, "undated". "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," GSIA Working Papers 2003-02, Carnegie Mellon University, Tepper School of Business.
- Arcidiacono, Peter & Sieg, Holger & Sloan, Frank, 2002. "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," Working Papers 02-30, Duke University, Department of Economics.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, 2001. "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," NBER Working Papers 8602, National Bureau of Economic Research, Inc.
- Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
- David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
- Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
- Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
- Gabriel Rodriguez & Yiagadeesen Samy, 2003. "Analysing the effects of labour standards on US export performance. A time series approach with structural change," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1043-1051.
- Gabriel Rodriguez & Yiagadeesen Samy, 2001. "Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change," Working Papers 0108E, University of Ottawa, Department of Economics.
- Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
- Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
- David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
- Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
- Alessandro Arrighetti & Andrea Lasagni & Gilberto Seravalli, 2003. "Capitale sociale, associazionismo economico e istituzioni: indicatori statistici di sintesi," Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 47-88, July-Augu.
- A. Arrighetti & A. Lasagni & G. Seravalli, 2001. "Capitale sociale, associazionismo economico e istituzioni: indicatori statistici di sintesi," Economics Department Working Papers 2001-EP04, Department of Economics, Parma University (Italy).
- Paulo Brito, 2001. "A Wavelet Exploration Of The Bvl Index," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 3-21.
- Kazi Abdul, Mannan & V.V, Kozlov, 2001. "The Cost-Benefit Analysis of International Migration: Modelling and Empirical Study between Bangladesh and Italy," MPRA Paper 103479, University Library of Munich, Germany, revised 2001.
- Vorobyev, Oleg Yu. & Novosyolov, Arcady A. & Simonov, Konstantin V. & Fomin, Andrew, 2001. "Portfolio Analysis of Financial Market Risks by Random Set Tools," MPRA Paper 16756, University Library of Munich, Germany.
- Buda, Rodolphe, 2001. "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper 3926, University Library of Munich, Germany, revised Jul 2004.
- Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2001. "Effect of Estimation on the Univariate Control Charts for Process Dispersion," MPRA Paper 6356, University Library of Munich, Germany.
- Margiora, Philippa & Panaretos, John, 2001. "Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange," MPRA Paper 6358, University Library of Munich, Germany.
- Tsourti, Zoi & Panaretos, John, 2001. "A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications," MPRA Paper 6381, University Library of Munich, Germany.
- Panaretos, John & Tzavidis, Nikolaos, 2001. "Aspects of Estimation Procedures at Eurostat with Some Emphasis on Over-Space Harmonisation," MPRA Paper 6382, University Library of Munich, Germany.
- Psarakis, Stelios & Panaretos, John, 2001. "On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions," MPRA Paper 6383, University Library of Munich, Germany.
- Tsourti, Zoi & Panaretos, John, 2001. "Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison," MPRA Paper 6384, University Library of Munich, Germany.
- M. Perakis & P. Maravelakis & S. Psarakis & E. Xekalaki & J. Panaretos, 2005. "On Certain Indices for Ordinal Data with Unequally Weighted Classes," Quality & Quantity: International Journal of Methodology, Springer, vol. 39(5), pages 515-536, October.
- Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2001. "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper 6385, University Library of Munich, Germany.
- Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2005. "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper 6395, University Library of Munich, Germany.
- Darren Lubotsky & Martin Wittenberg, 2006. "Interpretation of Regressions with Multiple Proxies," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 549-562, August.
- Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Econometrics 0110005, University Library of Munich, Germany.
- Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Working Papers 836, Princeton University, Department of Economics, Industrial Relations Section..
- Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Jiahui Wang, 2001. "Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence," Computing in Economics and Finance 2001 107, Society for Computational Economics.
- Ralph Siebert and Christine Zulehner, 2001. "Testing for Asymmetric Dynamic Oligopoly Models," Computing in Economics and Finance 2001 182, Society for Computational Economics.
- Jenny X. Li and Peter Winker, 2001. "Quasi Monte Carlo methods for macroeconometric simulation," Computing in Economics and Finance 2001 199, Society for Computational Economics.
- Max E. Jerrell and Wendy A. Campione, 2001. "The Network-Enabled Optimization System (NEOS) - a means of solving optimization problems over the Internet," Computing in Economics and Finance 2001 87, Society for Computational Economics.
- (*), Nigel Rice & Paul Contoyannis, 2001. "The impact of health on wages: Evidence from the British Household Panel Survey," Empirical Economics, Springer, vol. 26(4), pages 599-622.
- Giuseppe Arbia, 2001. "articles: Modelling the geography of economic activities on a continuous space," Papers in Regional Science, Springer;Regional Science Association International, vol. 80(4), pages 411-424.
- G. M. Giorgi & M. Crescenzi, 2001. "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 41-48, January.
- Giovanni Maria Giorgi & Michele Crescenzi, 2005. "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Econometrics 0507007, University Library of Munich, Germany.
- Paramsothy Silvapulle, 2001. "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 85-104.
- Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, University Library of Munich, Germany, revised 16 Jun 1995.
- Silvapulle, P., 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers 95-08, University of Iowa, Department of Economics.
- Christopher Nelson & Kevin Hollenbeck, 2001. "Does Charter School Attendance Improve Test Scores?: Comments and Reactions on the Arizona Achievement Study," Upjohn Working Papers 01-70, W.E. Upjohn Institute for Employment Research.
- Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M., 2001. "Metagrowth 1.0, a computer program for robustness analysis," Serie Research Memoranda 0031, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003. "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, vol. 71(2), pages 579-625, March.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers 01-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics.
- Jesús Gonzalo & Jean‐Yves Pitarakis, 2002. "Lag length estimation in large dimensional systems," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(4), pages 401-423, July.
- Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108003, University Library of Munich, Germany.
- Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108002, University Library of Munich, Germany.
- Darren Lubotsky & Martin Wittenberg, 2006. "Interpretation of Regressions with Multiple Proxies," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 549-562, August.
- Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Working Papers 836, Princeton University, Department of Economics, Industrial Relations Section..
- Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Econometrics 0110005, University Library of Munich, Germany.
2000
- Chang, Yoosoon, 2002.
"Nonlinear IV unit root tests in panels with cross-sectional dependency,"
Journal of Econometrics, Elsevier, vol. 110(2), pages 261-292, October.
- Yoosoon Chang, 2000. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," CIRJE F-Series CIRJE-F-85, CIRJE, Faculty of Economics, University of Tokyo.
- Chang, Yoosoon, 2002. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-08, Rice University, Department of Economics.
- Bondonio, Daniele, 2000. "Quantitative methods to evaluate geographically-targeted economic development programs," POLIS Working Papers 13, Institute of Public Policy and Public Choice - POLIS.
- Brock, William A. & Durlauf, Steven N., 2001.
"Interactions-based models,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 54, pages 3297-3380,
Elsevier.
- William Brock & Steven N. Durlauf, 2000. "Interactions-Based Models," NBER Technical Working Papers 0258, National Bureau of Economic Research, Inc.
- William A. Brock & Steven N. Durlauf, 2000. "Interactions-Based Models," Working Papers 00-05-028, Santa Fe Institute.
- Norman Fickel, 2000. "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics 0004009, University Library of Munich, Germany.
- Lawrence R Klein & Shinichi Ichimura (ed.), 2000. "Econometric Modeling of China," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4492, August.
- L. R. Klein & S. Ichimura, 2000. "Introduction to: Econometric Modeling of China," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 1, pages 1-7, World Scientific Publishing Co. Pte. Ltd..
- Guoxing Tang, 2000. "A Model Study Of Balance Of Payments And Money Supply Of China," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 2, pages 9-65, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada, 2000. "Icsead'S Econometric Model Of The Chinese Economy," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 3, pages 67-150, World Scientific Publishing Co. Pte. Ltd..
- So Umezaki, 2000. "Outline Of The Pair China-Hong Kong Link Model," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 4, pages 151-200, World Scientific Publishing Co. Pte. Ltd..
- Youcai Liang, 2000. "China'S Econometric Model For Project Pair," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 5, pages 201-248, World Scientific Publishing Co. Pte. Ltd..
- Shantong Li & Fan Zhai, 2000. "A Computable General Equilibrium Model for the Chinese Economy," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 6, pages 249-290, World Scientific Publishing Co. Pte. Ltd..
- Zhou Fang, 2000. "Natural Decomposition Of Total Factor Productivity Growth," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 7, pages 291-306, World Scientific Publishing Co. Pte. Ltd..
- Lisheng Shen, 2000. "China'S Macro Econometric Annual Model," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 8, pages 307-320, World Scientific Publishing Co. Pte. Ltd..
- Yoshihisa Inada & Lawrence Klein & Junichi Makino, 2000. "A Retrospective View Of The Asian Financial Crisis: Special Reference To Exchange Rate Policy," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 9, pages 321-361, World Scientific Publishing Co. Pte. Ltd..
- Soshichi Kinoshita, 2000. "Output And Price Determination In Chinese Macroeconometric Models," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 10, pages 363-366, World Scientific Publishing Co. Pte. Ltd..
- Shoichi Ito, 2000. "A Note On The Statistical Data Of China: Population And Labor," World Scientific Book Chapters, in: Lawrence R Klein & Shinichi Ichimura (ed.), Econometric Modeling Of China, chapter 11, pages 367-369, World Scientific Publishing Co. Pte. Ltd..
- Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000.
"A bootstrap test for single index models,"
SFB 373 Discussion Papers
2000,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, University Library of Munich, Germany.
- William A. Brock & Steven N.Durlauf, 2000.
"Growth Economics and Reality,"
NBER Working Papers
8041, National Bureau of Economic Research, Inc.
- Brock,W.A. & Durlauf,S.N., 2000. "Growth economics and reality," Working papers 24, Wisconsin Madison - Social Systems.
- Diebold, Francis X & Kilian, Lutz, 2000.
"Unit-Root Tests Are Useful for Selecting Forecasting Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 265-273, July.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers 6928, National Bureau of Economic Research, Inc.
- Arthur Lewbel & Serena Ng, 2005.
"Demand Systems with Nonstationary Prices,"
The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 479-494, August.
- Arthur Lewbel & Serena Ng, 2000. "Demand Systems With Nonstationary Prices," Boston College Working Papers in Economics 441, Boston College Department of Economics, revised 07 Jun 2002.
- Oliver Linton & E. Mammen & J. Nielsen, 1997.
"The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions,"
Cowles Foundation Discussion Papers
1160, Cowles Foundation for Research in Economics, Yale University.
- Oliver Linton & Enno Mammen & N Nielsen, 2000. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series 386, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Mammen, Enno & Linton, Oliver & Nielsen, J, 2000. "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics 2315, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Mammen, E. & Nielsen, J., 1999. "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics 300, London School of Economics and Political Science, LSE Library.
- Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003.
"Adaptive varying‐coefficient linear models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80, February.
- Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2000. "Adaptive varying-coefficient linear models," LSE Research Online Documents on Economics 6865, London School of Economics and Political Science, LSE Library.
- Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2003. "Adaptive varying co-efficient linear models," LSE Research Online Documents on Economics 5885, London School of Economics and Political Science, LSE Library.
- Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000. "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series 388, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Linton, Oliver & Whang, Yoon-Jae, 2002.
"Nonparametric Estimation With Aggregated Data,"
Econometric Theory, Cambridge University Press, vol. 18(2), pages 420-468, April.
- Linton, Oliver & Whang, Yoon-Jae, 2000. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 2092, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics 320, London School of Economics and Political Science, LSE Library.
- Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series 397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- DUFOUR, Jean-Marie & JASIAK, Joanna, 1998.
"Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors,"
Cahiers de recherche
9812, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour & Joann Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," CIRANO Working Papers 2000s-13, CIRANO.
- Jean-Marie Dufour & Joanna Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers 1536, Econometric Society.
- Nupia Oscar Andrés & Cristina Arango, Martín Bermudez, Juana Paola Bustamante & Ana María Cadena, Camilo Dominguez, Ana Carolina Duque & Mariana Fajardo, Daniel Gómez, Diana Hernández, Luisa Valdes, C, 2000. "Qué hacer y no hacer para mejorar las notas? Un caso aplicado al curso de Econometría I," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, March.
- René Garcia & Richard Luger & Eric Renault, 2000.
"Asymmetric Smiles, Leverage Effects and Structural Parameters,"
Working Papers
2000-57, Center for Research in Economics and Statistics.
- GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Universite de Montreal, Departement de sciences economiques.
- Garcia, R. & Luger, R. & Renault, E., 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia & Richard Luger & Eric Renault, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers 2001s-01, CIRANO.
- Mora, Ricardo & Siotis, Georges, 2005.
"External factors in emerging market recoveries: An empirical investigation,"
European Economic Review, Elsevier, vol. 49(3), pages 683-702, April.
- Ricardo Mora & Georges Siotis, 2000. "External Factors in Emerging Market Recoveries: An Empirical Investigation," Econometric Society World Congress 2000 Contributed Papers 1415, Econometric Society.
- Mora, Ricardo & Siotis, Georgios, 2000. "External factors in emerging market recoveries: an empirical investigation," UC3M Working papers. Economics 7251, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Aman Ullah & Shalabh & Debasri Mukherjee, 2000. "Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors," CEMA Working Papers 52, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
- Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Mora, Ricardo & Siotis, Georges, 2005.
"External factors in emerging market recoveries: An empirical investigation,"
European Economic Review, Elsevier, vol. 49(3), pages 683-702, April.
- Ricardo Mora & Georges Siotis, 2000. "External Factors in Emerging Market Recoveries: An Empirical Investigation," Econometric Society World Congress 2000 Contributed Papers 1415, Econometric Society.
- DUFOUR, Jean-Marie & JASIAK, Joanna, 1998.
"Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors,"
Cahiers de recherche
9812, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour & Joanna Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers 1536, Econometric Society.
- Jean-Marie Dufour & Joann Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," CIRANO Working Papers 2000s-13, CIRANO.
- Michelacci, Claudio & Zaffaroni, Paolo, 2000.
"(Fractional) beta convergence,"
Journal of Monetary Economics, Elsevier, vol. 45(1), pages 129-153, February.
- Claudio Michelacci & Paolo Zaffaroni, 1998. "(Fractional) Beta Convergence," Working Papers wp1998_9803, CEMFI.
- Michelacci, C. & Zaffaroni, P., 2000. "(Fractional) Beta Convergence," Papers 383, Banca Italia - Servizio di Studi.
- Michelacci, C. & Zaffaroni, P., 1998. "(Fractional) Beta Convergence," Papers 9803, Centro de Estudios Monetarios Y Financieros-.
- Claudio Michelacci & Paolo Zaffaroni, 2000. "(Fractional) Beta Convergence," Temi di discussione (Economic working papers) 383, Bank of Italy, Economic Research and International Relations Area.
- Polonik, Wolfgang & Yao, Qiwei, 2000. "Conditional minimum volume predictive regions for stochastic processes," LSE Research Online Documents on Economics 6311, London School of Economics and Political Science, LSE Library.
- Cai, Zongwu & Fan, Jianqing & Yao, Qiwei, 2000. "Functional-coefficient regression models for nonlinear time series," LSE Research Online Documents on Economics 6314, London School of Economics and Political Science, LSE Library.
- Tong, Howell & Yao, Qiwei, 2000. "Nonparametric estimation of ratios of noise to signal in stochastic regression," LSE Research Online Documents on Economics 6324, London School of Economics and Political Science, LSE Library.
- Yao, Qiwei & Tong, Howell & Finkenstädt, Bärbel & Stenseth, Nils Chr, 2000. "Common structure in panels of short time series," LSE Research Online Documents on Economics 6325, London School of Economics and Political Science, LSE Library.
- Zubia Zubiaurre, Marian, 2000. "Cluster analisiaren aplikazio bat ekonomian Donostiako auzoen ikerketa," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
- Leroux, F. & Menif, B., 2000. "Quelques possibilites d'amelioration du traitement des creances souveraines aux fins du calcul du ratio de capitalisation des banques," Papers 2000-03, Ecole des Hautes Etudes Commerciales de Montreal-.
- Brännäs, Kurt, 2000.
"Estimation in a Duration Model for Evaluating Educational Programs,"
Umeå Economic Studies
521, Umeå University, Department of Economics.
- Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," IZA Discussion Papers 103, Institute of Labor Economics (IZA).
- Bender, Stefan & Haas, Anette & Klose, Christoph, 2000. "IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample," IZA Discussion Papers 117, Institute of Labor Economics (IZA).
- Lonnie Magee & John Burbidge & Les Robb, 2000.
"The Correlation Between Husband's and Wife's Education: Canada, 1971-1996,"
Social and Economic Dimensions of an Aging Population Research Papers
24, McMaster University.
- Lonnie Magee & John Burbidge & Les Robb, 2000. "The Correlation Between Husband's and Wife's Education: Canada, 1971-1996," Quantitative Studies in Economics and Population Research Reports 353, McMaster University.
- Lonnie Magee & John Burbidge & Les Robb, 2000.
"The Correlation Between Husband's and Wife's Education: Canada, 1971-1996,"
Quantitative Studies in Economics and Population Research Reports
353, McMaster University.
- Lonnie Magee & John Burbidge & Les Robb, 2000. "The Correlation Between Husband's and Wife's Education: Canada, 1971-1996," Social and Economic Dimensions of an Aging Population Research Papers 24, McMaster University.
- Brock, William A. & Durlauf, Steven N., 2001.
"Interactions-based models,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 54, pages 3297-3380,
Elsevier.
- William A. Brock & Steven N. Durlauf, 2000. "Interactions-Based Models," Working Papers 00-05-028, Santa Fe Institute.
- William Brock & Steven N. Durlauf, 2000. "Interactions-Based Models," NBER Technical Working Papers 0258, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2005.
"Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools,"
Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 151-184, February.
- Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2000. "Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools," NBER Working Papers 7831, National Bureau of Economic Research, Inc.
- Brock,W.A. & Durlauf,S.N., 2000.
"Growth economics and reality,"
Working papers
24, Wisconsin Madison - Social Systems.
- William A. Brock & Steven N.Durlauf, 2000. "Growth Economics and Reality," NBER Working Papers 8041, National Bureau of Economic Research, Inc.
- David Longworth & Joseph Atta-Mensah, 2000.
"The Canadian Experience with Weighted Monetary Aggregates,"
Palgrave Macmillan Books, in: Michael T. Belongia & Jane M. Binner (ed.), Divisia Monetary Aggregates, chapter 12, pages 265-291,
Palgrave Macmillan.
- David Longworth & Joseph Atta-Mensah, 1995. "The Canadian Experience with Weighted Monetary Aggregates," Econometrics 9511001, University Library of Munich, Germany.
- Panaretos, John, 2000. "Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings," MPRA Paper 6354, University Library of Munich, Germany.
- Emmanuel Flachaire, 2000.
"Les méthodes du bootstrap dans les modèles de régression,"
Économie et Prévision, Programme National Persée, vol. 142(1), pages 183-194.
- Flachaire, E., 1999. "Les methodes du bootstrap dans les modeles de regression," G.R.E.Q.A.M. 99c10, Universite Aix-Marseille III.
- Emmanuel Flachaire, 2001. "Les méthodes du bootstrap dans les modèles de régression," Post-Print halshs-00175894, HAL.
1999
- Sickles, Robin C. & Williams, Jenny, 2008.
"Turning from crime: A dynamic perspective,"
Journal of Econometrics, Elsevier, vol. 145(1-2), pages 158-173, July.
- Robin C. Sickles & Jenny Williams, 1999. "Turning from Crime: A Dynamic Perspective," School of Economics and Public Policy Working Papers 1999-08, University of Adelaide, School of Economics and Public Policy.
- Jensen Mark J., 1999.
"An Approximate Wavelet MLE of Short- and Long-Memory Parameters,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-17, January.
- Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, University Library of Munich, Germany, revised 21 Jun 1999.
- Mark J. Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999 1243, Society for Computational Economics.
- Pesaran, M. H. & Weeks, M., 1999. "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge.
- Detemple, Jerome & Garcia, Rene & Rindisbacher, Marcel, 2006.
"Asymptotic properties of Monte Carlo estimators of diffusion processes,"
Journal of Econometrics, Elsevier, vol. 134(1), pages 1-68, September.
- Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2003. "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," CIRANO Working Papers 2003s-11, CIRANO.
- Marcel Rindisbacher & Jérôme Detemple & René Garcia, 2004. "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," Econometric Society 2004 North American Winter Meetings 483, Econometric Society.
- Eric Ghysels & Anders Eriksson Lars Forsberg, 2004.
"Approximating the probability distribution of functions of random variables: A new approach,"
Econometric Society 2004 Far Eastern Meetings
503, Econometric Society.
- Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004. "Approximating the Probability Distribution of Functions of Random Variables: A New Approach," CIRANO Working Papers 2004s-21, CIRANO.
- Pere Arqué-Castells & Pierre Mohnen, 2015.
"Sunk Costs, Extensive R&D Subsidies and Permanent Inducement Effects,"
Journal of Industrial Economics, Wiley Blackwell, vol. 63(3), pages 458-494, September.
- Arqué-Castells, Pere & Mohnen, Pierre, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," MERIT Working Papers 2012-029, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," CIRANO Working Papers 2012s-09, CIRANO.
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers 2012/13, Institut d'Economia de Barcelona (IEB).
- Pere Arqué-Castells & Pierre Mohnen, 2012. "Sunk costs, extensive R&D subsidies and permanent inducement effects," Working Papers XREAP2012-10, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2012.
- Eric Jacquier & Nicholas G. Polson & Peter Rossi, "undated".
"Stochastic Volatility: Univariate and Multivariate Extensions,"
Rodney L. White Center for Financial Research Working Papers
19-95, Wharton School Rodney L. White Center for Financial Research.
- Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999. "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers 99s-26, CIRANO.
- Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999. "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999 112, Society for Computational Economics.
- René Garcia & Eric Renault, 1999.
"Latent Variable Models for Stochastic Discount Factors,"
CIRANO Working Papers
99s-47, CIRANO.
- Garcia, R. & Renault, E., 2000. "Letent Variable Models for Stochastic Discount Factors," Cahiers de recherche 2000-01, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- GARCIA, René & RENAULT, Éric, 2000. "Latent Variable Models for Stochastic Discount Factors," Cahiers de recherche 2000-01, Universite de Montreal, Departement de sciences economiques.
- Flachaire, Emmanuel, 1999.
"A better way to bootstrap pairs,"
Economics Letters, Elsevier, vol. 64(3), pages 257-262, September.
- Emmanuel Flachaire, 1999. "A better way to bootstrap pairs," Post-Print halshs-00175892, HAL.
- FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Robinson, P.M. & Henry, M., 1999.
"Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 299-336, June.
- Robinson, Peter M. & Henry, Marc, 1998. "Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 2022, London School of Economics and Political Science, LSE Library.
- Robinson, Peter M. & Henry, M., 1999. "Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 304, London School of Economics and Political Science, LSE Library.
- Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999.
"Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings,"
Econometric Theory, Cambridge University Press, vol. 15(5), pages 719-752, October.
- Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997. "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics 9711001, University Library of Munich, Germany, revised 04 Mar 1998.
- Julio J. Rotemberg, 1999.
"A Heuristic Method for Extracting Smooth Trends from Economic Time Series,"
NBER Working Papers
7439, National Bureau of Economic Research, Inc.
- Julio Rotemberg, 1999. "Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components," QM&RBC Codes 75, Quantitative Macroeconomics & Real Business Cycles.
- N. E. Savin & A. H. Wurtz, 1999.
"Power of Tests in Binary Response Models,"
Econometrica, Econometric Society, vol. 67(2), pages 413-422, March.
- Savin, N.E. & Wurtz, A., 1996. "Power of tests in Binary Response Models," Working Papers 96-06, University of Iowa, Department of Economics.
- N.E. Savin & Allan Wurtz, 1996. "Power of Tests in Binary Response Models," Econometrics 9606001, University Library of Munich, Germany, revised 05 Jul 1996.
- M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
- Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999. "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series 44, Edinburgh School of Economics, University of Edinburgh.
- Flachaire, Emmanuel, 1999.
"A better way to bootstrap pairs,"
Economics Letters, Elsevier, vol. 64(3), pages 257-262, September.
- FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Emmanuel Flachaire, 1999. "A better way to bootstrap pairs," Post-Print halshs-00175892, HAL.
- Gorgens, Tue & Horowitz, Joel L., 1999.
"Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable,"
Journal of Econometrics, Elsevier, vol. 90(2), pages 155-191, June.
- Horowitz, J. & Gorgens, T., 1995. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers 95-15, University of Iowa, Department of Economics.
- Tue Gorgens & Joel L. Horowitz, 1996. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics 9603001, University Library of Munich, Germany.
- Oliver Linton & E. Mammen & J. Nielsen, 1997.
"The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions,"
Cowles Foundation Discussion Papers
1160, Cowles Foundation for Research in Economics, Yale University.
- Linton, Oliver & Mammen, E. & Nielsen, J., 1999. "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics 300, London School of Economics and Political Science, LSE Library.
- Mammen, Enno & Linton, Oliver & Nielsen, J, 2000. "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics 2315, London School of Economics and Political Science, LSE Library.
- Oliver Linton & Enno Mammen & N Nielsen, 2000. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series 386, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, P.M. & Henry, M., 1999.
"Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 299-336, June.
- Robinson, Peter M. & Henry, Marc, 1998. "Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 2022, London School of Economics and Political Science, LSE Library.
- Robinson, Peter M. & Henry, M., 1999. "Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 304, London School of Economics and Political Science, LSE Library.
- Hall, Peter & Wolff, Rodney C. L. & Yao, Qiwei, 1999. "Methods for estimating a conditional distribution function," LSE Research Online Documents on Economics 6631, London School of Economics and Political Science, LSE Library.
- T. D. Stanley, 2000. "Challenging Time Series," Books, Edward Elgar Publishing, number 1840.
- Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band pass filter," Working Papers (Old Series) 9906, Federal Reserve Bank of Cleveland.
- Neely, C.J. & Roy, A. & Whiteman, C.H., 1998.
"Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM,"
Working Papers
98-08, University of Iowa, Department of Economics.
- Christopher J. Neely & Amlan Roy & Charles H. Whiteman, 1999. "Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM," Working Papers 1995-002, Federal Reserve Bank of St. Louis.
- James G. MacKinnon & Russell Davidson, 1999.
"Artificial Regressions,"
Working Paper
978, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2001. "Artificial Regressions," Working Paper 1038, Economics Department, Queen's University.
- Davidson, R. & MacKinnon & J.G., 1999. "Artificial Regressions," G.R.E.Q.A.M. 99a04, Universite Aix-Marseille III.
- Flachaire, E., 1999. "A Comment on a Paper of Cribari-Neto and Zarkos," G.R.E.Q.A.M. 99a05, Universite Aix-Marseille III.
- Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Emmanuel Flachaire, 2000.
"Les méthodes du bootstrap dans les modèles de régression,"
Économie et Prévision, Programme National Persée, vol. 142(1), pages 183-194.
- Flachaire, E., 1999. "Les methodes du bootstrap dans les modeles de regression," G.R.E.Q.A.M. 99c10, Universite Aix-Marseille III.
- Emmanuel Flachaire, 2001. "Les méthodes du bootstrap dans les modèles de régression," Post-Print halshs-00175894, HAL.
- Landon-Lane, J.S. & Quinn, J.A., 1999. "A Bayesian Exploration of Growth and Convergence," Papers 99/12, New South Wales - School of Economics.
- Diebold, Francis X & Kilian, Lutz, 2000.
"Unit-Root Tests Are Useful for Selecting Forecasting Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 265-273, July.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers 6928, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-.
- Flachaire, Emmanuel, 1999.
"A better way to bootstrap pairs,"
Economics Letters, Elsevier, vol. 64(3), pages 257-262, September.
- FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Emmanuel Flachaire, 1999. "A better way to bootstrap pairs," Post-Print halshs-00175892, HAL.
- Davidson, Russell & MacKinnon, James G, 1999.
"Bootstrap Testing in Nonlinear Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
- Winker Peter & Fang Kai-Tai, 1999. "Zufall und Quasi-Monte Carlo Ansätze / Randomness and Quasi-Monte Carlo Approaches: Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie / Some Remarks on Fundamentals and App," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 218(1-2), pages 215-228, February.
- Aka, F.B. & Decaluwe, B., 1999.
"Causality and Comovement Between Tax Rate and Budget Deficits: Further Evidence from Developing Countries,"
Papers
9911, Laval - Recherche en Politique Economique.
- Aka, F.B. & Decaluwé, B., 1999. "Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Cahiers de recherche 9911, Université Laval - Département d'économique.
- Donal O'Neill & Olive Sweetman & Dirk van de gaer, 1999. "Equality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility," Economics Department Working Paper Series n950999, Department of Economics, National University of Ireland - Maynooth.
- Hung-Gay Fung & Wai K. Leung & Gary A. Patterson, 1999. "Do Trading Rules Based upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 3(1), pages 41-70, March.
- Daniel S. Hamermesh, 1999. "The Art of Labormetrics," NBER Working Papers 6927, National Bureau of Economic Research, Inc.
- Diebold, Francis X & Kilian, Lutz, 2000.
"Unit-Root Tests Are Useful for Selecting Forecasting Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 265-273, July.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-.
- Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers 6928, National Bureau of Economic Research, Inc.
- Thomas J. Kane & Cecilia E. Rouse & Douglas Staiger, 1999.
"Estimating Returns to Schooling When Schooling is Misreported,"
Working Papers
798, Princeton University, Department of Economics, Industrial Relations Section..
- Thomas J. Kane & Cecilia Elena Rouse & Douglas Staiger, 1999. "Estimating Returns to Schooling When Schooling is Misreported," NBER Working Papers 7235, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band pass filter," Working Papers (Old Series) 9906, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
- Julio J. Rotemberg, 1999.
"A Heuristic Method for Extracting Smooth Trends from Economic Time Series,"
NBER Working Papers
7439, National Bureau of Economic Research, Inc.
- Julio Rotemberg, 1999. "Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components," QM&RBC Codes 75, Quantitative Macroeconomics & Real Business Cycles.
- Autiero, Giuseppina & Bruno, Bruna & Mazzotta, Fernanda, 1999.
"A Correspondence Analysis of Labour Market Institutions,"
MPRA Paper
14245, University Library of Munich, Germany, revised 1999.
- Giuseppina Autiero & Bruna Bruno & Fernanda Mazzotta, 2000. "A Correspondence Analysis of Labour Market Institutions," CELPE Discussion Papers 57, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
- Kalogirou, Aikaterini & Panaretos, John, 1999. "Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999," MPRA Paper 6284, University Library of Munich, Germany.
- Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 1999. "Control Charts for the Lognormal Distribution," MPRA Paper 6285, University Library of Munich, Germany.
- Tsiamtsouri, Alexandra & Panaretos, John, 1999. "Some Statistical Analysis of Greek Crime Data," MPRA Paper 6353, University Library of Munich, Germany.
- Eric Jacquier & Nicholas G. Polson & Peter Rossi, "undated".
"Stochastic Volatility: Univariate and Multivariate Extensions,"
Rodney L. White Center for Financial Research Working Papers
19-95, Wharton School Rodney L. White Center for Financial Research.
- Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999. "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999 112, Society for Computational Economics.
- Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999. "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers 99s-26, CIRANO.
- Jensen Mark J., 1999.
"An Approximate Wavelet MLE of Short- and Long-Memory Parameters,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-17, January.
- Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, University Library of Munich, Germany, revised 21 Jun 1999.
- Mark J. Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999 1243, Society for Computational Economics.
- Ingram, Beth & Neumann, George, 1999. "An Analysis of the Evolution of the Skill Premium," Working Papers 99-08, University of Iowa, Department of Economics.
- Luc Devroye & Gábor Lugosi, 1999. "Almost sure testability of classes of densities," Economics Working Papers 375, Department of Economics and Business, Universitat Pompeu Fabra.
- Stéphane Boucheron & Gábor Lugosi & Pascal Massart, 1999. "A sharp concentration inequality with applications," Economics Working Papers 376, Department of Economics and Business, Universitat Pompeu Fabra.
- Nicolò Cesa Bianchi & Gábor Lugosi, 1999. "Worst-case bounds for the logarithmic loss of predictors," Economics Working Papers 418, Department of Economics and Business, Universitat Pompeu Fabra.
- Benedikt M. Poetscher, 2002.
"Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parame,"
Econometrica, Econometric Society, vol. 70(3), pages 1035-1065, May.
- Benedikt M. Pötscher, 1999. "Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Paramet," Vienna Economics Papers 0202, University of Vienna, Department of Economics.
- Benedikt M. Poetscher, 2002.
"Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parame,"
Econometrica, Econometric Society, vol. 70(3), pages 1035-1065, May.
- Benedikt M. Pötscher, 1999. "Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Paramet," Vienna Economics Papers vie0202, University of Vienna, Department of Economics.
- Eric Blankmeyer, 1999. "Best Log-linear Index Numbers: Extensions and Applications," Econometrics 9904001, University Library of Munich, Germany.
- Eric Blankmeyer, 1999. "L-scaling," Econometrics 9904002, University Library of Munich, Germany.
- Eric Blankmeyer, 1999. "A Heisenberg Bound for Stationary Time Series," Econometrics 9904003, University Library of Munich, Germany.
- Ronald L. Moy, 1999. "Introduction," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 1, pages 1-8, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Data Collection And Presentation," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 2, pages 9-20, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Frequency Distributions And Data Analyses," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 3, pages 21-35, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Numerical Summary Measures," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 4, pages 36-49, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Probability Concepts And Their Analysis," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 5, pages 50-65, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Discrete Random Variables And Probability Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 6, pages 66-81, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "The Normal And Lognormal Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 7, pages 82-98, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Sampling And Sampling Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 8, pages 99-117, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Other Continuous Distributions And Moments For Distributions," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 9, pages 118-132, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Estimation And Statistical Quality Control," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 10, pages 133-148, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Hypothesis Testing," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 11, pages 149-169, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Analysis Of Variance And Chi-Square Tests," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 12, pages 170-191, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Simple Linear Regression And The Correlation Coefficient," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 13, pages 192-209, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Simple Linear Regression And Correlation: Analyses And Applications," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 14, pages 210-224, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Multiple Linear Regression," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 15, pages 225-239, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Other Topics In Applied Regression Analysis," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 16, pages 240-257, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Nonparametric Statistics," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 17, pages 258-277, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Time-Series: Analysis, Model, And Forecasting," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 18, pages 278-300, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Index Numbers And Stock Market Indexes," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 19, pages 301-316, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Sampling Surveys: Methods And Applications," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 20, pages 317-332, World Scientific Publishing Co. Pte. Ltd..
- Ronald L. Moy, 1999. "Statistical Decision Theory: Methods And Applications," World Scientific Book Chapters, in: Study Guide For Statistics For Business And Financial Economics, chapter 21, pages 333-349, World Scientific Publishing Co. Pte. Ltd..
- Ralph Siebert, 1999. "Multiproduct Competition, Learning by Doing and Price-Cost Margins over the Product Life Cycle: Evidence from the DRAM Industry," CIG Working Papers FS IV 99-21, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
- Gallo, Giampiero M. & Granger, Clive W.J. & Jeon, Yongil, 1999.
"The Impact of the Use of Forecasts in Information Sets,"
University of California at San Diego, Economics Working Paper Series
qt1w33d4b2, Department of Economics, UC San Diego.
- Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil, 1999. "The impact of the use of forecasts in information sets," Research Notes 99-7, Deutsche Bank Research.
1998
- Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997.
"Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters,"
NBER Working Papers
6228, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1998. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," Working Papers 98-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Laszlo Matyas & Laszlo Konya & Lachlan MaCquarie, 1998.
"The Kuznets U-curve hypothesis: some panel data evidence,"
Applied Economics Letters, Taylor & Francis Journals, vol. 5(11), pages 693-697.
- Matyas, L. & Konya, L. & Macquarie, L., 1997. "The Kuznets U-Curve Hypothesis: Some Panel Data Evidence," Monash Econometrics and Business Statistics Working Papers 7/97, Monash University, Department of Econometrics and Business Statistics.
- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Surajit Ray & B. Ravikumar & N. Eugene Savin, 1998.
"Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance,"
Econometrics
9802002, University Library of Munich, Germany.
- Surajit, R. & Ravikumar, B. & Savin, N.E., 1998. "Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance," Working Papers 98-01, University of Iowa, Department of Economics.
- Neely, C.J. & Roy, A. & Whiteman, C.H., 1998.
"Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM,"
Working Papers
98-08, University of Iowa, Department of Economics.
- Christopher J. Neely & Amlan Roy & Charles H. Whiteman, 1999. "Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM," Working Papers 1995-002, Federal Reserve Bank of St. Louis.
- Surajit, R. & Ravikumar, B. & Savin, N.E., 1998.
"Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance,"
Working Papers
98-01, University of Iowa, Department of Economics.
- Surajit Ray & B. Ravikumar & N. Eugene Savin, 1998. "Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance," Econometrics 9802002, University Library of Munich, Germany.
- Jensen Mark J., 1999.
"An Approximate Wavelet MLE of Short- and Long-Memory Parameters,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-17, January.
- Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, University Library of Munich, Germany, revised 21 Jun 1999.
- Mark J. Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999 1243, Society for Computational Economics.
- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Pierre St-Amant & David Tessier, 1998. "A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions," Staff Working Papers 98-4, Bank of Canada.
- Walter Engert & Jack Selody, 1998. "Uncertainty and Multiple Paradigms of the Transmission Mechanism," Staff Working Papers 98-7, Bank of Canada.
- Lobato, Ignacio N & Savin, N E, 1998.
"Real and Spurious Long-Memory Properties of Stock-Market Data,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 261-268, July.
- Lobato, I.N. & Savin, N.E., 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Working Papers 96-07, University of Iowa, Department of Economics.
- I.N. Lobato & N.E. Savin, 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Econometrics 9605004, University Library of Munich, Germany, revised 26 Sep 1996.
- Holmlund, Bertil, 1998. "Unemployment Insurance in Theory and Practice," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 113-141, March.
- GARCIA, René & RENAULT, Éric, 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Cahiers de recherche
9801, Universite de Montreal, Departement de sciences economiques.
- René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers 98s-02, CIRANO.
- Garcia, R. & Renault, E., 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers 98-10, Center for Research in Economics and Statistics.
- Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- GARCIA, René & RENAULT, Éric, 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Cahiers de recherche
9801, Universite de Montreal, Departement de sciences economiques.
- René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers 98-10, Center for Research in Economics and Statistics.
- René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers 98s-02, CIRANO.
- Garcia, R. & Renault, E., 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
- Joel L. Horowitz, 1998.
"Bootstrap Methods for Median Regression Models,"
Econometrica, Econometric Society, vol. 66(6), pages 1327-1352, November.
- Joel L. Horowitz, 1996. "Bootstrap Methods for Median Regression Models," Econometrics 9608004, University Library of Munich, Germany.
- Enrique Sentana, 1998.
"The relation between conditionally heteroskedastic factor models and factor GARCH models,"
Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 1-9.
- Sentana, E., 1997. "The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models," Papers 9719, Centro de Estudios Monetarios Y Financieros-.
- Enrique Sentana, 1997. "The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models," Working Papers wp1997_9719, CEMFI.
- Horowitz, Joel L. & Manski, Charles F., 1998.
"Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations,"
Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May.
- Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers 95-12, University of Iowa, Department of Economics.
- Joel L. Horowitz & Charles F. Manski, 1996. "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics 9602007, University Library of Munich, Germany, revised 06 Mar 1996.
- Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers 9525, Wisconsin Madison - Social Systems.
- Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998.
"Posterior simulation and Bayes factors in panel count data models,"
Journal of Econometrics, Elsevier, vol. 86(1), pages 33-54, June.
- Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996. "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics 9608003, University Library of Munich, Germany, revised 25 Nov 1996.
- Blundell, Richard & Bond, Stephen, 1998.
"Initial conditions and moment restrictions in dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
- R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
- Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
- Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
- Cowell, Frank & Schluter, Christian, 1998. "Measuring income mobility with dirty data," LSE Research Online Documents on Economics 2079, London School of Economics and Political Science, LSE Library.
- Nielsen, Jens P. & Linton, Oliver & Bickel, Peter J., 1998. "On a semiparametric survival model with flexible covariate effect," LSE Research Online Documents on Economics 301, London School of Economics and Political Science, LSE Library.
- Tong, Howell & Yao, Qiwei, 1998. "Cross-validatory bandwidth selection for regression estimation based on dependent data," LSE Research Online Documents on Economics 6380, London School of Economics and Political Science, LSE Library.
- Fan, Jianqing & Yao, Qiwei, 1998. "Efficient estimation of conditional variance functions in stochastic regression," LSE Research Online Documents on Economics 6635, London School of Economics and Political Science, LSE Library.
- Hjellvik, Vidar & Yao, Qiwei & Tjostheim, Dag, 1998. "Linearity testing using local polynominal approximation," LSE Research Online Documents on Economics 6638, London School of Economics and Political Science, LSE Library.
- Yao, Qiwei & Tong, Howell, 1998. "A bootstrap detection for operational determinism," LSE Research Online Documents on Economics 6697, London School of Economics and Political Science, LSE Library.
- Graciela Chichilnisky (ed.), 1998. "Mathematical Economics," Books, Edward Elgar Publishing, volume 0, number 1062.
- Zvi Griliches, 1998. "PRACTIcING ECONOMETRICS," Books, Edward Elgar Publishing, number 192.
- Halbert White, 1998. "Advances in Econometric Theory," Books, Edward Elgar Publishing, number 827.
- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998.
"Dynamic Equilibrium Economies: A Framework for Comparing Models and Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 433-451.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report 243, Federal Reserve Bank of Minneapolis.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Finance and Economics Discussion Series 1997-23, Board of Governors of the Federal Reserve System (U.S.).
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Working Papers 97-7, Federal Reserve Bank of Philadelphia.
- Bolgot, S. & Meyfredi, J.-C., 1998. "Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique," G.R.E.Q.A.M. 98b04, Universite Aix-Marseille III.
- Michelacci, Claudio & Zaffaroni, Paolo, 2000.
"(Fractional) beta convergence,"
Journal of Monetary Economics, Elsevier, vol. 45(1), pages 129-153, February.
- Claudio Michelacci & Paolo Zaffaroni, 1998. "(Fractional) Beta Convergence," Working Papers wp1998_9803, CEMFI.
- Michelacci, C. & Zaffaroni, P., 2000. "(Fractional) Beta Convergence," Papers 383, Banca Italia - Servizio di Studi.
- Michelacci, C. & Zaffaroni, P., 1998. "(Fractional) Beta Convergence," Papers 9803, Centro de Estudios Monetarios Y Financieros-.
- Claudio Michelacci & Paolo Zaffaroni, 2000. "(Fractional) Beta Convergence," Temi di discussione (Economic working papers) 383, Bank of Italy, Economic Research and International Relations Area.
- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
- Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
"Valid Confidence Intervals and Inference in the Presence of Weak Instruments,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1119-1146, November.
- Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, University Library of Munich, Germany.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 97-17, University of Washington, Department of Economics.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 96-15, University of Washington, Department of Economics.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 96-15, Department of Economics at the University of Washington.
- Hong Kee Kim, 1998. "The Measurement of International Capital Mobility by Using Error Correction Model in Korea," Korean Economic Review, Korean Economic Association, vol. 14, pages 309-322.
- DUFOUR, Jean-Marie & JASIAK, Joanna, 1998.
"Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors,"
Cahiers de recherche
9812, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour & Joann Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," CIRANO Working Papers 2000s-13, CIRANO.
- Jean-Marie Dufour & Joanna Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers 1536, Econometric Society.
- Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, April.
- Lee W. McKnight & Joseph P. Bailey (ed.), 1998. "Internet Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262631911, April.
- W A Razzak, 1998. "The forward rate unbiasedness hypothesis in inflation-targeting regimes," Reserve Bank of New Zealand Discussion Paper Series G99/3, Reserve Bank of New Zealand, revised Aug 1999.
- Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998.
"Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 361-393.
- Sangjoon Kim, Neil Shephard & Siddhartha Chib, "undated". "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers W26, revised version of W, Economics Group, Nuffield College, University of Oxford.
- Sangjoon Kim & Neil Shephard, 1994. "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers 3., Economics Group, Nuffield College, University of Oxford.
- Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996. "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics 9610002, University Library of Munich, Germany.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998.
"Dynamic Equilibrium Economies: A Framework for Comparing Models and Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 433-451.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report 243, Federal Reserve Bank of Minneapolis.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Finance and Economics Discussion Series 1997-23, Board of Governors of the Federal Reserve System (U.S.).
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Working Papers 97-7, Federal Reserve Bank of Philadelphia.
- Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia, 1998. "On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems," MPRA Paper 6276, University Library of Munich, Germany.
- Kosmopoulou, Anna & Panaretos, John, 1998. "Assessment of School Effectiveness in Greece using Multilevel Models," MPRA Paper 6279, University Library of Munich, Germany.
- Linardis, Apostolis & Panaretos, John, 1998. "A Comparative Study of Test Procedures uses in Assessing the Forecasting Ability of Linear Models with Applications to Crop Yield Data," MPRA Paper 6280, University Library of Munich, Germany.
- Tsevas, G. & Panaretos, John, 1998. "Extreme Value Theory and its Applications to Financial Risk Management," MPRA Paper 6281, University Library of Munich, Germany.
1997
- Davidson, Russell & MacKinnon, James G, 1999.
"Bootstrap Testing in Nonlinear Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G., 2002.
"Bootstrap J tests of nonnested linear regression models,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
- Holmlund, Bertil, 1997.
"Unemployment Insurance in Theory and Practice,"
Working Paper Series
1997:25, Uppsala University, Department of Economics.
- Holmlund, B., 1997. "Unemployment Insurance in Theory and Practice," CEPR Discussion Papers 380, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Holmlund, B., 1997. "Unemployment Insurance in Theory and Practice," Papers 1997-25, Uppsala - Working Paper Series.
- Cheung, Yin-Wong & Chinn, Menzie D, 1997.
"Further Investigation of the Uncertain Unit Root in GNP,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 68-73, January.
- Yin-Wong Cheung & Menzie Chinn, 1995. "Further investigation of the uncertain unit root in GNP," Econometrics 9508002, University Library of Munich, Germany.
- Yin-Wong Cheung & Menzie D. Chinn, 1996. "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers 0206, National Bureau of Economic Research, Inc.
- Deaton, A. & Ng, S., 1996.
"Parametric and Nonparametric Approaches to Price and Tax Reform,"
Cahiers de recherche
9601, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Angus Deaton & Serena Ng, 1997. "Parametric and non-parametric approaches to price and tax reform," Boston College Working Papers in Economics 376, Boston College Department of Economics.
- Angus Deaton & Serena Ng, 1996. "Parametric and Non-Parametric Approaches to Price and Tax Reform," NBER Working Papers 5564, National Bureau of Economic Research, Inc.
- Deaton, A. & Ng, S., 1996. "Parametric and Nonparametric Approaches to Price and Tax Reform," Cahiers de recherche 9601, Universite de Montreal, Departement de sciences economiques.
- Ramses H. ABUL NAGA, 1996.
"Prediction and Sufficiency in the Model of Factor Analysis,"
Cahiers de Recherches Economiques du Département d'économie
9616, Université de Lausanne, Faculté des HEC, Département d’économie.
- Ramses H. Abul Naga, 1997. "Prediction and Sufficiency in the Model Factor Analysis," STICERD - Distributional Analysis Research Programme Papers 31, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Abul Naga, Ramses H., 1997. "Prediction and sufficiency in the model factor analysis," LSE Research Online Documents on Economics 6597, London School of Economics and Political Science, LSE Library.
- Oliver Linton & E. Mammen & J. Nielsen, 1997.
"The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions,"
Cowles Foundation Discussion Papers
1160, Cowles Foundation for Research in Economics, Yale University.
- Mammen, Enno & Linton, Oliver & Nielsen, J, 2000. "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics 2315, London School of Economics and Political Science, LSE Library.
- Oliver Linton & Enno Mammen & N Nielsen, 2000. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series 386, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Linton, Oliver & Mammen, E. & Nielsen, J., 1999. "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics 300, London School of Economics and Political Science, LSE Library.
- Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997.
"Bayesian analysis of long memory and persistence using ARFIMA models,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE 1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Robinson, Peter M., 1997. "Large-sample inference for nonparametric regression with dependent errors," LSE Research Online Documents on Economics 302, London School of Economics and Political Science, LSE Library.
- Ramses H. ABUL NAGA, 1996.
"Prediction and Sufficiency in the Model of Factor Analysis,"
Cahiers de Recherches Economiques du Département d'économie
9616, Université de Lausanne, Faculté des HEC, Département d’économie.
- Abul Naga, Ramses H., 1997. "Prediction and sufficiency in the model factor analysis," LSE Research Online Documents on Economics 6597, London School of Economics and Political Science, LSE Library.
- Ramses H. Abul Naga, 1997. "Prediction and Sufficiency in the Model Factor Analysis," STICERD - Distributional Analysis Research Programme Papers 31, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Wojciech W. Charemza & Derek F. Deadman, 1997. "New Directions In Econometric Practice, Second Edition," Books, Edward Elgar Publishing, number 1139.
- Gordon Antelman & Albert Madansky & Robert McCulloch, 1997. "Elementary Bayesian Statistics," Books, Edward Elgar Publishing, number 1175.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "Econometric Exploration and Diagnosis," Books, Edward Elgar Publishing, number 1267.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "Statistical Foundations for Econometrics," Books, Edward Elgar Publishing, number 1268.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "Economic Games, Bargaining and Solutions," Books, Edward Elgar Publishing, number 1270.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "Paradoxes, Ambiguity and Rationality," Books, Edward Elgar Publishing, number 1271.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "Expected Utility, Fair Gambles and Rational Choice," Books, Edward Elgar Publishing, number 1272.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "The Probability Approach to Simultaneous Equations," Books, Edward Elgar Publishing, number 1273.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "Time Series Models, Causality and Exogeneity," Books, Edward Elgar Publishing, number 1274.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "the reappraisal of econometrics," Books, Edward Elgar Publishing, number 1285.
- O. F. Hamouda & J. C.R. Rowley (ed.), 1997. "discrete and continuous systems, cointegration and chaos," Books, Edward Elgar Publishing, number 1294.
- John Creedy & Vance L. Martin (ed.), 1997. "Nonlinear Economic Models," Books, Edward Elgar Publishing, number 1314.
- Arnold Zellner, 1997. "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825.
- Herman J. Bierens & A. R. Gallant (ed.), 1997. "Nonlinear Models," Books, Edward Elgar Publishing, volume 0, number 878.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998.
"Dynamic Equilibrium Economies: A Framework for Comparing Models and Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 433-451.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report 243, Federal Reserve Bank of Minneapolis.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Finance and Economics Discussion Series 1997-23, Board of Governors of the Federal Reserve System (U.S.).
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Working Papers 97-7, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998.
"Dynamic Equilibrium Economies: A Framework for Comparing Models and Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 433-451.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Working Papers 97-7, Federal Reserve Bank of Philadelphia.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report 243, Federal Reserve Bank of Minneapolis.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Finance and Economics Discussion Series 1997-23, Board of Governors of the Federal Reserve System (U.S.).
- Davidson, Russell & MacKinnon, James G, 1999.
"Bootstrap Testing in Nonlinear Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Enrique Sentana, 1998.
"The relation between conditionally heteroskedastic factor models and factor GARCH models,"
Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 1-9.
- Enrique Sentana, 1997. "The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models," Working Papers wp1997_9719, CEMFI.
- Sentana, E., 1997. "The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models," Papers 9719, Centro de Estudios Monetarios Y Financieros-.
- Paull, G, 1997. "Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition," Papers 10, Centre for Economic Performance & Institute of Economics.
- James G. MacKinnon & Russell Davidson, 1996.
"The Size And Power Of Bootstrap Tests,"
Working Paper
932, Economics Department, Queen's University.
- Mackinnon, J-G, 1997. "The Size and Power of Bootstrap Tests," ASSET - Instituto De Economia Publica 153, ASSET (Association of Southern European Economic Theorists).
- Davidson, R. & Mackinnon, J.G., 1996. "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M. 96a03, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 2002.
"Bootstrap J tests of nonnested linear regression models,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- Gurler, Y & Gijbels, I, 1997. "A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring," Papers 9702, Catholique de Louvain - Institut de statistique.
- Kim, C-J & Nelson, C-R, 1997.
"Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization,"
Working Papers
97-07, University of Washington, Department of Economics.
- Kim, C-J & Nelson, C-R, 1997. "Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization," Discussion Papers in Economics at the University of Washington 97-07, Department of Economics at the University of Washington.
- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
"Valid Confidence Intervals and Inference in the Presence of Weak Instruments,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1119-1146, November.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 96-15, Department of Economics at the University of Washington.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 96-15, University of Washington, Department of Economics.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 97-17, University of Washington, Department of Economics.
- Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, University Library of Munich, Germany.
- Holmlund, B., 1997.
"Unemployment Insurance in Theory and Practice,"
CEPR Discussion Papers
380, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Holmlund, Bertil, 1997. "Unemployment Insurance in Theory and Practice," Working Paper Series 1997:25, Uppsala University, Department of Economics.
- Holmlund, B., 1997. "Unemployment Insurance in Theory and Practice," Papers 1997-25, Uppsala - Working Paper Series.
- Greenberg, Edward & Parks, Robert P, 1997.
"A Predictive Approach to Model Selection and Multicollinearity,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 67-75, Jan.-Feb..
- Edward Greenberg & Robert P. Parks, 1993. "A Predictive Approach to Model Selection and Multicollinearity," Econometrics 9308001, University Library of Munich, Germany.
- Smith, M. & Naik, N.Y., 1997. "Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns," Monash Econometrics and Business Statistics Working Papers 6/97, Monash University, Department of Econometrics and Business Statistics.
- Laszlo Matyas & Laszlo Konya & Lachlan MaCquarie, 1998.
"The Kuznets U-curve hypothesis: some panel data evidence,"
Applied Economics Letters, Taylor & Francis Journals, vol. 5(11), pages 693-697.
- Matyas, L. & Konya, L. & Macquarie, L., 1997. "The Kuznets U-Curve Hypothesis: Some Panel Data Evidence," Monash Econometrics and Business Statistics Working Papers 7/97, Monash University, Department of Econometrics and Business Statistics.
- Dale W. Jorgenson, 1997. "Welfare - Vol. 2: Measuring Social Welfare," MIT Press Books, The MIT Press, edition 1, volume 2, number 0262100630, April.
- Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997.
"Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters,"
NBER Working Papers
6228, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1998. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," Working Papers 98-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bent Nielsen, "undated".
"Asymptotic results for cointegration tests in non-stable case,"
Economics Papers
W32., Economics Group, Nuffield College, University of Oxford.
- Nielsen, B, 1997. "Asymptotic Results for Cointegration Tests in Non-Stable Cases," Economics Papers 131, Economics Group, Nuffield College, University of Oxford.
- Keane, Michael & Wolpin, Kenneth, 1997. "Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics," MPRA Paper 55136, University Library of Munich, Germany.
- Huntley Schaller & Simon Van Norden, 1997.
"Regime switching in stock market returns,"
Applied Financial Economics, Taylor & Francis Journals, vol. 7(2), pages 177-191.
- Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, University Library of Munich, Germany.
- Adonis Yatchew & Len Bos, 1997. "Nonparametric Least Squares Regression and Testing in Economic Models," Working Papers yatchew-99-01, University of Toronto, Department of Economics.
- Kim, C-J & Nelson, C-R, 1997.
"Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization,"
Discussion Papers in Economics at the University of Washington
97-07, Department of Economics at the University of Washington.
- Kim, C-J & Nelson, C-R, 1997. "Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization," Working Papers 97-07, University of Washington, Department of Economics.
- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
"Valid Confidence Intervals and Inference in the Presence of Weak Instruments,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1119-1146, November.
- Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, University Library of Munich, Germany.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 97-17, University of Washington, Department of Economics.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 96-15, Department of Economics at the University of Washington.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 96-15, University of Washington, Department of Economics.
- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"Band Spectral Regression with Trending Data,"
Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.
- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997. "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University.
- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997. "Band Spectral Regression with Trending Data," Working Papers 97-09, University of Iowa, Department of Economics.
- Chihwa Kao & Min-Hsien Chiang, 1997.
"On the Estimation and Inference of a Cointegrated Regression in Panel Data,"
Econometrics
9703001, University Library of Munich, Germany.
- Chihwa Kao & Min-Hsien Chiang, 1999. "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Center for Policy Research Working Papers 2, Center for Policy Research, Maxwell School, Syracuse University.
- Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015.
"Nonlinear And Complex Dynamics In Economics,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1749-1779, December.
- William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997. "Nonlinear and Complex Dynamics in Economics," Econometrics 9709001, University Library of Munich, Germany.
- William Barnett & Apostolos Serletis & Demitre Serletis, 2012. "Nonlinear and Complex Dynamics in Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201238, University of Kansas, Department of Economics, revised Sep 2012.
- William Barnett & Alfredo Medio & Apostolos Serletis, 2012. "Nonlinear And Complex Dynamics In Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201223, University of Kansas, Department of Economics, revised Sep 2012.
- Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2012. "Nonlinear and Complex Dynamics in Economics," MPRA Paper 41245, University Library of Munich, Germany.
- Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999.
"Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings,"
Econometric Theory, Cambridge University Press, vol. 15(5), pages 719-752, October.
- Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997. "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics 9711001, University Library of Munich, Germany, revised 04 Mar 1998.
- Roger Koppl & Carlo Nardone, 1997. "The Angular Distribution of Asset Returns in Delay Space," Finance 9703001, University Library of Munich, Germany.
- William A. Barnett, 1997. "Editorial Policy and Editorial, to appear at the front of the first issue of the new Cambridge University Press journal, Macroeconomic Dynamics," Macroeconomics 9703001, University Library of Munich, Germany.
- Thomas Cool, 1997. "An estimator for the road freight handling factor," Urban/Regional 9703001, University Library of Munich, Germany.
- Kanta Marwah (ed.), 1997. "Selected Papers of Lawrence R Klein: Theoretical Reflections and Econometric Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3047, August.
- Kanta Marwah, 1997. "Some Laws Of Economics," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 1, pages 7-20, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "What Is Macroeconomics?," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 2, pages 21-34, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Technical Appendix," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 3, pages 35-57, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Keynesian Revolution Revisited," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 4, pages 58-83, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Neoclassical Tradition Of Keynesian Economics And The Generalized Model," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 5, pages 84-99, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Keynesian Revolution: Fifty Years Later, A Last Word," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 6, pages 100-110, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Antecedents Of Macroeconometric Models," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 7, pages 119-144, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "A Postwar Quarterly Model: Description And Applications," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 8, pages 145-165, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Present Debate About Macroeconomics And Econometric Model Specification," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 9, pages 166-180, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "International Models For Forecasting And Policy Formation," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 10, pages 181-198, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Prospects For Macroeconometric Modeling," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 11, pages 199-218, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Model Building To Conform To A Complete System Of Social Accounts," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 12, pages 219-239, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Simultaneous Equation Estimation," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 13, pages 240-266, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Treatment Of Undersized Samples In Econometrics," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 14, pages 267-284, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Treatment Of Expectations In Econometrics," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 15, pages 285-297, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Concept Of Exogeneity In Econometrics," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 16, pages 298-310, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Smith'S Use Of Data," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 17, pages 311-322, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Some Tendencies In Modern Econometrics," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 18, pages 323-334, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Anticipations Variables In Macroeconometric Models," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 19, pages 345-368, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Precision Of Economic Prediction: Standards, Achievement, Potential," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 20, pages 369-385, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Economic Forecasting At High-Frequency Intervals," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 21, pages 386-407, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Economic Forecasting And Decision-Making Under Uncertainty," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 22, pages 408-417, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Longevity Of Economic Theory," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 23, pages 418-425, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Phillips Curve In The U.S," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 24, pages 426-434, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Protectionism: An Analysis From Project Link," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 25, pages 435-458, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Disturbances To The International Economy," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 26, pages 459-478, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "International Productivity Comparisons (A Review)," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 27, pages 479-496, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Purchasing Power Parity In Medium Term Simulation Of The World Economy," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 28, pages 497-514, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "A Model Of Foreign Exchange Markets: Endogenising Capital Flows And Exchange Rates," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 29, pages 515-544, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Global Monetarism," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 30, pages 545-551, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Restructuring Of The World Economy," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 31, pages 552-568, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "The Two-Gap Paradigm In The Chinese Case: A Pedagogical Exercise," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 32, pages 569-576, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Economic Policy Formation: Theory And Implementation (Applied Econometrics In The Public Sector)," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 33, pages 581-613, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Two Decades Of U.S. Economic Policy And Present Prospects: A View From The Outside," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 34, pages 614-625, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Supply Side: 0 Wins, 4 Losses, 1 Tie," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 35, pages 626-628, World Scientific Publishing Co. Pte. Ltd..
- Kanta Marwah, 1997. "Problems With Modern Economics," World Scientific Book Chapters, in: Kanta Marwah (ed.), Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications, chapter 36, pages 631-636, World Scientific Publishing Co. Pte. Ltd..
1996
- Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, "undated".
"Fitting Equilibrium Search Models to Labour Market Data,"
Working Papers
_005, University of California at Berkeley, Econometrics Laboratory Software Archive.
- Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, 1996. "Fitting Equilibrium Search Models to Labor Market Data," Econometrics 9602006, University Library of Munich, Germany, revised 05 Mar 1996.
- Bowlus, A-J & Kiefer, N-M & Neumann, G-R, 1996. "Fitting Equilibrium Search Models to Labor Market Data," University of Western Ontario, Departmental Research Report Series 9605, University of Western Ontario, Department of Economics.
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1995. "Fitting Equilibrium Search Models to Labor Market Data," Working Papers 95-17, University of Iowa, Department of Economics.
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1996. "Fitting Equilibrium Search Models to Labour Market Data," Papers 96-02, Centre for Labour Market and Social Research, Danmark-.
- Horowitz, Joel L. & Manski, Charles F., 1998.
"Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations,"
Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May.
- Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers 95-12, University of Iowa, Department of Economics.
- Joel L. Horowitz & Charles F. Manski, 1996. "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics 9602007, University Library of Munich, Germany, revised 06 Mar 1996.
- Horowitz, J.L. & Manski, C.F., 1995. "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers 9525, Wisconsin Madison - Social Systems.
- George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
- Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, University Library of Munich, Germany, revised 05 Mar 1996.
- Gorgens, Tue & Horowitz, Joel L., 1999.
"Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable,"
Journal of Econometrics, Elsevier, vol. 90(2), pages 155-191, June.
- Horowitz, J. & Gorgens, T., 1995. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers 95-15, University of Iowa, Department of Economics.
- Tue Gorgens & Joel L. Horowitz, 1996. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics 9603001, University Library of Munich, Germany.
- Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, University Library of Munich, Germany.
- Simon van Norden & Robert Vigfusson, 1996.
"Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures,"
Staff Working Papers
96-3, Bank of Canada.
- Simon van Norden & Robert Vigfusson, 1996. "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics 9603004, University Library of Munich, Germany.
- Francisco F. R. Ramos, 1996. "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics 9604002, University Library of Munich, Germany.
- Lobato, Ignacio N & Savin, N E, 1998.
"Real and Spurious Long-Memory Properties of Stock-Market Data,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 261-268, July.
- Lobato, I.N. & Savin, N.E., 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Working Papers 96-07, University of Iowa, Department of Economics.
- I.N. Lobato & N.E. Savin, 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Econometrics 9605004, University Library of Munich, Germany, revised 26 Sep 1996.
- N. E. Savin & A. H. Wurtz, 1999.
"Power of Tests in Binary Response Models,"
Econometrica, Econometric Society, vol. 67(2), pages 413-422, March.
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- N.E. Savin & Allan Wurtz, 1996. "Power of Tests in Binary Response Models," Econometrics 9606001, University Library of Munich, Germany, revised 05 Jul 1996.
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"The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models,"
Working Papers
96-05, University of Iowa, Department of Economics.
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- Lanot, G & Neumann, G-R, 1996.
"Measuring Productivity Differences in Equilibrium Search Models,"
Papers
96-12, Centre for Labour Market and Social Research, Danmark-.
- Gathier Lanot & George Neumann, 1996. "Measuring Productivity Differences in Equilibrium Search Models," Econometrics 9606003, University Library of Munich, Germany.
- Neumann, G.R. & Lanot, G., 1996. "Measuring Productivity Differences in Equilibrium Search Models," Working Papers 96-08, University of Iowa, Department of Economics.
- Joel L. Horowitz & Tim Loughran & N. E. Savin, 1996. "A Spline Analysis of the Small Firm Effect: Does Size Really Matter?," Econometrics 9608001, University Library of Munich, Germany.
- Siddhartha Chib & Edward Greenberg, 1996. "Bayesian Analysis of Multivariate Probit Models," Econometrics 9608002, University Library of Munich, Germany.
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"Posterior simulation and Bayes factors in panel count data models,"
Journal of Econometrics, Elsevier, vol. 86(1), pages 33-54, June.
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"Bootstrap Methods for Median Regression Models,"
Econometrica, Econometric Society, vol. 66(6), pages 1327-1352, November.
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"Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 361-393.
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- Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996. "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics 9610002, University Library of Munich, Germany.
- Sangjoon Kim & Neil Shephard, 1994. "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers 3., Economics Group, Nuffield College, University of Oxford.
- Joel L. Horowitz, 1996. "Bootstrap Methods For Covariance Structures," Econometrics 9610003, University Library of Munich, Germany.
- Ignacio Dmaz-Emparanza, 1996. "Selecting the Number of Replications in a Simulation Study," Econometrics 9612006, University Library of Munich, Germany.
- Russell Davidson & James G. MacKinnon, 1996.
"The Size and Power of Bootstrap Tests,"
Working Papers
932, Queen's University, Department of Economics.
- Mackinnon, J-G, 1997. "The Size and Power of Bootstrap Tests," ASSET - Instituto De Economia Publica 153, ASSET (Association of Southern European Economic Theorists).
- Davidson, Russell & MacKinnon, James G., 1996. "The Size and Power of Bootstrap Tests," Queen's Economics Department Working Papers 273343, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M. 96a03, Universite Aix-Marseille III.
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"The Econometric Analysis of Economic Policy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
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"Markov Chain Monte Carlo Simulation Methods in Econometrics,"
Econometric Theory, Cambridge University Press, vol. 12(3), pages 409-431, August.
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- Kalaba, Robert & Tesfatsion, Leigh, 1996.
"A multicriteria approach to model specification and estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 193-214, February.
- Robert Kalaba & Leigh Tesfatsion, 1995. "A Multicriteria Approach to Model Specification and Estimation," Econometrics 9501001, University Library of Munich, Germany.
- Kalaba, Robert & Tesfatsion, Leigh, 1996. "A multicriteria approach to model specification and estimation," ISU General Staff Papers 199601010800001026, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1996. "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers Archive 1684, Iowa State University, Department of Economics.
- Kalaba, Robert & Tesfatsion, Leigh, 1995. "A Multi-Criteria Approach To Model Specification And Estimation," ISU General Staff Papers 199501010800001026, Iowa State University, Department of Economics.
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"Interpreting tests of the convergence hypothesis,"
Journal of Econometrics, Elsevier, vol. 71(1-2), pages 161-173.
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- Yao, Qiwei, 1996. "Conditional boundary crossing probabilities and two-stage tests for a change-point," LSE Research Online Documents on Economics 22647, London School of Economics and Political Science, LSE Library.
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- Carl F. Christ, 1996. "Econometrics, Macroeconomics And Economic Policy," Books, Edward Elgar Publishing, number 87.
- Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996.
"The Econometric Analysis of Economic Policy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
- Banerjee, A & Hendry, D-F & Mizon, G-E, 1996. "The Econometric Analysis of Economic Policy," Economics Working Papers eco96/34, European University Institute.
- Neumann, G.R. & Lanot, G., 1996.
"Measuring Productivity Differences in Equilibrium Search Models,"
Working Papers
96-08, University of Iowa, Department of Economics.
- Lanot, G & Neumann, G-R, 1996. "Measuring Productivity Differences in Equilibrium Search Models," Papers 96-12, Centre for Labour Market and Social Research, Danmark-.
- Gathier Lanot & George Neumann, 1996. "Measuring Productivity Differences in Equilibrium Search Models," Econometrics 9606003, University Library of Munich, Germany.
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"A multicriteria approach to model specification and estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 193-214, February.
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- Kalaba, Robert E. & Tesfatsion, Leigh S., 1996. "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers Archive 1684, Iowa State University, Department of Economics.
- Kalaba, Robert & Tesfatsion, Leigh, 1996. "A multicriteria approach to model specification and estimation," ISU General Staff Papers 199601010800001026, Iowa State University, Department of Economics.
- Robert Kalaba & Leigh Tesfatsion, 1995. "A Multicriteria Approach to Model Specification and Estimation," Econometrics 9501001, University Library of Munich, Germany.
- Kalaba, Robert & Tesfatsion, Leigh, 1996.
"A multicriteria approach to model specification and estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 193-214, February.
- Robert Kalaba & Leigh Tesfatsion, 1995. "A Multicriteria Approach to Model Specification and Estimation," Econometrics 9501001, University Library of Munich, Germany.
- Kalaba, Robert & Tesfatsion, Leigh, 1996. "A multicriteria approach to model specification and estimation," ISU General Staff Papers 199601010800001026, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1996. "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers Archive 1684, Iowa State University, Department of Economics.
- Kalaba, Robert & Tesfatsion, Leigh, 1995. "A Multi-Criteria Approach To Model Specification And Estimation," ISU General Staff Papers 199501010800001026, Iowa State University, Department of Economics.
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"Regime Switching as a Test for Exchange Rate Bubbles,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
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"The Size and Power of Bootstrap Tests,"
G.R.E.Q.A.M.
96a03, Universite Aix-Marseille III.
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"Natural and Quasi-experiments in Economics,"
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"Comparing Predictive Accuracy,"
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"Bayesian analysis of long memory and persistence using ARFIMA models,"
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"Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes,"
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"A multicriteria approach to model specification and estimation,"
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- Kalaba, Robert & Tesfatsion, Leigh, 1996. "A multicriteria approach to model specification and estimation," ISU General Staff Papers 199601010800001026, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1996. "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers Archive 1684, Iowa State University, Department of Economics.
- Kalaba, Robert & Tesfatsion, Leigh, 1995. "A Multi-Criteria Approach To Model Specification And Estimation," ISU General Staff Papers 199501010800001026, Iowa State University, Department of Economics.
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"Dynamic Equilibrium Economies: A Framework for Comparing Models and Data,"
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"Initial conditions and moment restrictions in dynamic panel data models,"
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- Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
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"Likelihood analysis of non-Gaussian parameter driven models,"
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"Bayesian analysis of long memory and persistence using ARFIMA models,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169.
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- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
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"A Score Test For Seasonal Fractional Integration And Cointegration,"
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"Fitting Equilibrium Search Models to Labour Market Data,"
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- Kalaba, Robert & Tesfatsion, Leigh, 1996.
"A multicriteria approach to model specification and estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 193-214, February.
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- Robert Kalaba & Leigh Tesfatsion, 1995. "A Multicriteria Approach to Model Specification and Estimation," Econometrics 9501001, University Library of Munich, Germany.
- Kalaba, Robert & Tesfatsion, Leigh, 1996. "A multicriteria approach to model specification and estimation," ISU General Staff Papers 199601010800001026, Iowa State University, Department of Economics.
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"Regime Switching as a Test for Exchange Rate Bubbles,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
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"Fads or bubbles?,"
Empirical Economics, Springer, vol. 27(2), pages 335-362.
- Simon van Norden & Huntley Schaller & ), 1995. "Fads or Bubbles?," Econometrics 9502004, University Library of Munich, Germany, revised 06 Jun 1995.
- Huntley Schaller & Simon van Norden, 1997. "Fads or Bubbles?," Staff Working Papers 97-2, Bank of Canada.
- Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, University Library of Munich, Germany.
- Kevin Flesher & Eduardo Ley, 1995. "A Frontier Model for Landscape Ecology: The Tapir in Honduras," Econometrics 9503002, University Library of Munich, Germany, revised 29 Feb 2004.
- S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto, 1995. "Second and Third Order Bias Reduction for One-Parameter Family Models," Econometrics 9505002, University Library of Munich, Germany.
- G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari, 1995. "Bartlett Corrections for One-Parameter Exponential Family Models," Econometrics 9506001, University Library of Munich, Germany.
- Mark J. Jensen, 1995. "OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels," Econometrics 9506002, University Library of Munich, Germany.
- Francisco Cribari-Neto & Spyros Zarkos, 1995. "Improved Test Statistics for Multivariate Regression," Econometrics 9506003, University Library of Munich, Germany.
- Eric Rasmusen, 1995. "Observed Choice, Estimation, and Optimism About Policy Changes," Econometrics 9506004, University Library of Munich, Germany, revised 16 Jun 1995.
- Paramsothy Silvapulle, 2001.
"A Score Test For Seasonal Fractional Integration And Cointegration,"
Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 85-104.
- Silvapulle, P., 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers 95-08, University of Iowa, Department of Economics.
- Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, University Library of Munich, Germany, revised 16 Jun 1995.
- F. Cribari-Neto & G.M. Cordeiro, 1995. "On Bartlett and Bartlett-Type Corrections," Econometrics 9507001, University Library of Munich, Germany.
- Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto, 1995. "Improved Score Tests for One-parameter Exponential Family Models," Econometrics 9508001, University Library of Munich, Germany.
- Cheung, Yin-Wong & Chinn, Menzie D, 1997.
"Further Investigation of the Uncertain Unit Root in GNP,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 68-73, January.
- Yin-Wong Cheung & Menzie Chinn, 1995. "Further investigation of the uncertain unit root in GNP," Econometrics 9508002, University Library of Munich, Germany.
- Yin-Wong Cheung & Menzie D. Chinn, 1996. "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers 0206, National Bureau of Economic Research, Inc.
- Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics 9510001, University Library of Munich, Germany.
- David Longworth & Joseph Atta-Mensah, 2000.
"The Canadian Experience with Weighted Monetary Aggregates,"
Palgrave Macmillan Books, in: Michael T. Belongia & Jane M. Binner (ed.), Divisia Monetary Aggregates, chapter 12, pages 265-291,
Palgrave Macmillan.
- David Longworth & Joseph Atta-Mensah, 1995. "The Canadian Experience with Weighted Monetary Aggregates," Econometrics 9511001, University Library of Munich, Germany.
1994
- Varian, H.R., 1991.
"Goodness of Fit for Revealed Preference Tests,"
Papers
13, Michigan - Center for Research on Economic & Social Theory.
- Hal R. Varian, 1994. "Goodness-of-Fit for Revealed Preference Tests," Econometrics 9401001, University Library of Munich, Germany.
- Mark J. Jensen, 1994. "Wavelet Analysis of Fractionally Integrated Processes," Econometrics 9405001, University Library of Munich, Germany.
- Robert Amano & Tony S. Wirjanto, "undated".
"A Further Analysis of Exchange Rate Targeting in Canada,"
Staff Working Papers
94-2, Bank of Canada.
- Robert A. Amano & Tony S. Wirjanto, 1994. "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics 9406001, University Library of Munich, Germany, revised 22 Jun 1994.
- Robert Amano & Tony S. Wirjanto, "undated".
"The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation,"
Staff Working Papers
94-6, Bank of Canada.
- Robert A. Amano & Tony S. Wirjanto, 1994. "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Econometrics 9406002, University Library of Munich, Germany.
- Chib, Siddhartha & Greenberg, Edward, 1996.
"Markov Chain Monte Carlo Simulation Methods in Econometrics,"
Econometric Theory, Cambridge University Press, vol. 12(3), pages 409-431, August.
- Siddhartha Chib & Edward Greenberg, 1994. "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics 9408001, University Library of Munich, Germany, revised 23 Feb 1995.
- Seth A. Greenblatt, 1994. "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics 9410001, University Library of Munich, Germany.
- Manski, C.F., 1994.
"Simulaneity with Downward Sloping Demand,"
Working papers
9408, Wisconsin Madison - Social Systems.
- Charles F. Manski, 1994. "Simultaneity With Downward Sloping Demand," Econometrics 9410002, University Library of Munich, Germany.
- Manski, Charles, 1994. "Simultaneity with Downward Sloping Demand," SFB 373 Discussion Papers 1994,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Horowitz, J.L. & manski, C.F., 1994.
"Joint Censoring of regressors and Outcomes: Survey Nonresponse and Attrition,"
Working papers
9411, Wisconsin Madison - Social Systems.
- Joel L. Horowitz & Charles F. Manski, 1994. "Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition," Econometrics 9410003, University Library of Munich, Germany.
- Ahn & Byung Chul, 1994. "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics 9411001, University Library of Munich, Germany, revised 08 Nov 1994.
- Jeff Dominitz & Charles F. Manski, 1996.
"Eliciting Student Expectations of the Returns to Schooling,"
Journal of Human Resources, University of Wisconsin Press, vol. 31(1), pages 1-26.
- J. Dominitz & C. F. Manski, "undated". "Eliciting student expectations of the returns to schooling," Institute for Research on Poverty Discussion Papers 1049-94, University of Wisconsin Institute for Research on Poverty.
- Jeff Dominitz & Charles F. Manski, 1994. "Eliciting Student Expectations Of The Returns To Schooling," Econometrics 9411002, University Library of Munich, Germany.
- Jeff Dominitz & Charles F. Manski, 1994. "Eliciting Student Expectations of the Returns to Schooling," NBER Working Papers 4936, National Bureau of Economic Research, Inc.
- J. Dominitz & C. F. Manski, "undated".
"Using expectations data to study subjective income expectations,"
Institute for Research on Poverty Discussion Papers
1050-94, University of Wisconsin Institute for Research on Poverty.
- Jeff Dominitz & Charles F. Manski, 1994. "Using Expectations Data to Study Subjective Income Expectations," Econometrics 9411003, University Library of Munich, Germany.
- Jeff Dominitz & Charles F. Manski, 1994. "Using Expectations Data to Study Subjective Income Expectations," NBER Working Papers 4937, National Bureau of Economic Research, Inc.
- Eduardo Ley & Hal R. Varian, 1994. "Are there Psychological Barriers in the Dow-Jones Index?," Finance 9401002, University Library of Munich, Germany, revised 27 Oct 2001.
- Manski, C.F., 1994.
"Simulaneity with Downward Sloping Demand,"
Working papers
9408, Wisconsin Madison - Social Systems.
- Manski, Charles, 1994. "Simultaneity with Downward Sloping Demand," SFB 373 Discussion Papers 1994,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Charles F. Manski, 1994. "Simultaneity With Downward Sloping Demand," Econometrics 9410002, University Library of Munich, Germany.
- Bernard, Andrew B. & Durlauf, Steven N., 1996.
"Interpreting tests of the convergence hypothesis,"
Journal of Econometrics, Elsevier, vol. 71(1-2), pages 161-173.
- Andrew B. Bernard & Steven N. Durlauf, 1994. "Interpreting Tests of the Convergence Hypothesis," NBER Technical Working Papers 0159, National Bureau of Economic Research, Inc.
- Bernard, A.B. & Durlauf, S.N., 1994. "Interpreting Tests of the Convergence Hypothesis," Working papers 9401r, Wisconsin Madison - Social Systems.
- Manski, Charles, 1994.
"Simultaneity with Downward Sloping Demand,"
SFB 373 Discussion Papers
1994,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Manski, C.F., 1994. "Simulaneity with Downward Sloping Demand," Working papers 9408, Wisconsin Madison - Social Systems.
- Charles F. Manski, 1994. "Simultaneity With Downward Sloping Demand," Econometrics 9410002, University Library of Munich, Germany.
- Joel L. Horowitz & Charles F. Manski, 1994.
"Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition,"
Econometrics
9410003, University Library of Munich, Germany.
- Horowitz, J.L. & manski, C.F., 1994. "Joint Censoring of regressors and Outcomes: Survey Nonresponse and Attrition," Working papers 9411, Wisconsin Madison - Social Systems.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002.
"Bayesian Analysis of Stochastic Volatility Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 69-87, January.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994. "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 371-389, October.
- Tom Doan, "undated". "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components RTZ00105, Boston College Department of Economics.
- Alain Paquet, 1994. "A Guide to Applied Modern Macroeconometrics," Documents techniques CREFE / CREFE Technical Papers 1, CREFE, Université du Québec à Montréal.
- Yao, Qiwei & Tong, Howell, 1994. "Quantifying the influence of initial values on nonlinear prediction," LSE Research Online Documents on Economics 19426, London School of Economics and Political Science, LSE Library.
- Skinner, Chris J., 1994. "Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’," LSE Research Online Documents on Economics 39218, London School of Economics and Political Science, LSE Library.
- Yao, Qiwei & Tong, Howell, 1994. "On subset selection in non-parametric stochastic regression," LSE Research Online Documents on Economics 6409, London School of Economics and Political Science, LSE Library.
- Tong, Howell & Yao, Qiwei, 1994. "On prediction and chaos in stochastic systems," LSE Research Online Documents on Economics 6410, London School of Economics and Political Science, LSE Library.
- John Creedy & Vance L. Martin (ed.), 1994. "Chaos and Non-Linear Models in Economics," Books, Edward Elgar Publishing, number 116.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- Takeshi Amemiya, 1994. "Studies in Econometric Theory," Books, Edward Elgar Publishing, number 12.
- Edward E. Leamer, 1994. "Sturdy Econometrics," Books, Edward Elgar Publishing, number 278.
- G. S. Maddala, 1994. "Econometric Methods And Applications," Books, Edward Elgar Publishing, volume 0, number 293.
- Carl F. Christ (ed.), 1994. "Simultaneous Equations Estimation," Books, Edward Elgar Publishing, number 597.
- Adrian C. Darnell (ed.), 1994. "The History Of Econometrics," Books, Edward Elgar Publishing, volume 0, number 598.
- Andrew Harvey (ed.), 1994. "Time Series," Books, Edward Elgar Publishing, volume 0, number 599.
- Dale J. Poirier (ed.), 1994. "The Methodology Of Econometrics," Books, Edward Elgar Publishing, volume 0, number 601.
- Kenneth F. Wallis (ed.), 1994. "Macroeconometric Modelling," Books, Edward Elgar Publishing, volume 0, number 603.
- Bernard, Andrew B. & Durlauf, Steven N., 1996.
"Interpreting tests of the convergence hypothesis,"
Journal of Econometrics, Elsevier, vol. 71(1-2), pages 161-173.
- Bernard, A.B. & Durlauf, S.N., 1994. "Interpreting Tests of the Convergence Hypothesis," Working papers 9401r, Wisconsin Madison - Social Systems.
- Andrew B. Bernard & Steven N. Durlauf, 1994. "Interpreting Tests of the Convergence Hypothesis," NBER Technical Working Papers 0159, National Bureau of Economic Research, Inc.
- Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
- Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
- Francis X. Diebold & Roberto S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc.
- Meyer, Bruce D, 1995.
"Natural and Quasi-experiments in Economics,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 13(2), pages 151-161, April.
- Bruce D. Meyer, 1994. "Natural and Quasi- Experiments in Economics," NBER Technical Working Papers 0170, National Bureau of Economic Research, Inc.
- Jeff Dominitz & Charles F. Manski, 1996.
"Eliciting Student Expectations of the Returns to Schooling,"
Journal of Human Resources, University of Wisconsin Press, vol. 31(1), pages 1-26.
- J. Dominitz & C. F. Manski, "undated". "Eliciting student expectations of the returns to schooling," Institute for Research on Poverty Discussion Papers 1049-94, University of Wisconsin Institute for Research on Poverty.
- Jeff Dominitz & Charles F. Manski, 1994. "Eliciting Student Expectations of the Returns to Schooling," NBER Working Papers 4936, National Bureau of Economic Research, Inc.
- Jeff Dominitz & Charles F. Manski, 1994. "Eliciting Student Expectations Of The Returns To Schooling," Econometrics 9411002, University Library of Munich, Germany.
- J. Dominitz & C. F. Manski, "undated".
"Using expectations data to study subjective income expectations,"
Institute for Research on Poverty Discussion Papers
1050-94, University of Wisconsin Institute for Research on Poverty.
- Jeff Dominitz & Charles F. Manski, 1994. "Using Expectations Data to Study Subjective Income Expectations," NBER Working Papers 4937, National Bureau of Economic Research, Inc.
- Jeff Dominitz & Charles F. Manski, 1994. "Using Expectations Data to Study Subjective Income Expectations," Econometrics 9411003, University Library of Munich, Germany.
- Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998.
"Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 361-393.
- Sangjoon Kim, Neil Shephard & Siddhartha Chib, "undated". "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers W26, revised version of W, Economics Group, Nuffield College, University of Oxford.
- Sangjoon Kim & Neil Shephard, 1994. "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers 3., Economics Group, Nuffield College, University of Oxford.
- Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996. "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics 9610002, University Library of Munich, Germany.
- Fusari, Angelo, 1994. "Paths of economic development: modelling factors of endogenous growth," MPRA Paper 75165, University Library of Munich, Germany, revised 1994.
1993
- Hajivassiliou, Vassilis A & Ruud, Paul A., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series qt3cg196fr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Goldman, Steven M., 1993. "Nonparametric Multivariate Regression Subject to Constraint," Department of Economics, Working Paper Series qt7r623607, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993.
"A Bootstrap Test for Single Index Models,"
LIDAM Discussion Papers CORE
1993025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, University Library of Munich, Germany.
- Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986.
"Classical estimation methods for LDV models using simulation,"
Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441,
Elsevier.
- Hajivassiliou, Vassilis A & Ruud, Paul A., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series qt3cg196fr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Vassilis A. Hajivassiliou & Paul A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers 1051, Cowles Foundation for Research in Economics, Yale University.
- Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
- V.A. Hajivassiliou & P. A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Econometrics 9311002, University Library of Munich, Germany.
- Marc Jarsulic (ed.), 1993. "Non-Linear Dynamics In Economic Theory," Books, Edward Elgar Publishing, number 561.
- G. S. Maddala (ed.), 1993. "The Econometrics Of Panel Data," Books, Edward Elgar Publishing, volume 0, number 600.
- Kalaba, R. & Tesfatsion, L., 1989.
"A Multicriteria Approach To Dynamic Estimation,"
Papers
8904, Southern California - Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh, 1993. "A Multicriteria Approach to Dynamic Estimation," Staff General Research Papers Archive 11179, Iowa State University, Department of Economics.
- Hansen, Lars Peter & Scheinkman, Jose Alexandre, 1995.
"Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes,"
Econometrica, Econometric Society, vol. 63(4), pages 767-804, July.
- Lars Peter Hansen & Jose Alexandre Scheinkman, 1993. "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes," NBER Technical Working Papers 0141, National Bureau of Economic Research, Inc.
- David Card, 1993.
"Using Geographic Variation in College Proximity to Estimate the Return to Schooling,"
NBER Working Papers
4483, National Bureau of Economic Research, Inc.
- David Card, 1993. "Using Geographic Variation in College Proximity to Estimate the Return to Schooling," Working Papers 696, Princeton University, Department of Economics, Industrial Relations Section..
- David Card, 1993. "Using Geographic Variation in College Proximity to Estimate the Return to Schooling," Working Papers 696, Princeton University, Department of Economics, Industrial Relations Section..
- Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986.
"Classical estimation methods for LDV models using simulation,"
Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441,
Elsevier.
- Hajivassiliou, Vassilis A & Ruud, Paul A., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series qt3cg196fr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
- V.A. Hajivassiliou & P. A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Econometrics 9311002, University Library of Munich, Germany.
- Vassilis A. Hajivassiliou & Paul A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers 1051, Cowles Foundation for Research in Economics, Yale University.
- Walter Teets & Robert P. Parks, 1993. "A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies," Econometrics 9307001, University Library of Munich, Germany.
- Greenberg, Edward & Parks, Robert P, 1997.
"A Predictive Approach to Model Selection and Multicollinearity,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 67-75, Jan.-Feb..
- Edward Greenberg & Robert P. Parks, 1993. "A Predictive Approach to Model Selection and Multicollinearity," Econometrics 9308001, University Library of Munich, Germany.
- Goldman, Steven M., 1993.
"Nonparametric Multivariate Regression Subject to Constraint,"
Department of Economics, Working Paper Series
qt7r623607, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- S. M. Goldman & P. A. Ruud, 1993. "Nonparametric Multivariate Regression Subject to Constraint," Econometrics 9311001, University Library of Munich, Germany.
- Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986.
"Classical estimation methods for LDV models using simulation,"
Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441,
Elsevier.
- Hajivassiliou, Vassilis A & Ruud, Paul A., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series qt3cg196fr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- V.A. Hajivassiliou & P. A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Econometrics 9311002, University Library of Munich, Germany.
- Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
- Vassilis A. Hajivassiliou & Paul A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers 1051, Cowles Foundation for Research in Economics, Yale University.
1992
- Colin Hargreaves (ed.), 1992. "Macroeconomic Modelling Of The Long Run," Books, Edward Elgar Publishing, number 207.
- Richard E. Quandt, 1992. "The Collected Essays Of Richard E. Quandt," Books, Edward Elgar Publishing, volume 0, number 363.
- Wojciech W. Charemza & Derek F. Deadman, 1992. "New Directions In Econometric Practice," Books, Edward Elgar Publishing, number 84.
- Kalaba, R. & Lichtenstein, Z. & Tesfatsion, L., 1989.
"Linear And Nonlinear Associative Memories For Parameter Estimation,"
Papers
m8913, Southern California - Department of Economics.
- Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S., 1992. "Linear and Nonlinear Associative Memories for Parameter Estimation," Staff General Research Papers Archive 11182, Iowa State University, Department of Economics.
- Bhatti, Saeed Akhtar & Hameed, Nabeela & Chaudhri, Inayatullah, 1991.
"A computer-based system for the management of field crop pests,"
MPRA Paper
38929, University Library of Munich, Germany.
- Bhatti, S. A. & Hameed, N. & C., Inayatullah, 1992. "A Computer-based System for the Management of Field Crop Pests," MPRA Paper 37978, University Library of Munich, Germany.
1991
- Varian, H.R., 1991.
"Goodness of Fit for Revealed Preference Tests,"
Papers
13, Michigan - Center for Research on Economic & Social Theory.
- Hal R. Varian, 1994. "Goodness-of-Fit for Revealed Preference Tests," Econometrics 9401001, University Library of Munich, Germany.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1991. "Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories," Staff General Research Papers Archive 11184, Iowa State University, Department of Economics.
- Tesfatsion, Leigh S., 1991. "Work by Robert Kalaba on Multicriteria Estimation," Staff General Research Papers Archive 11188, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1991. "A Unified Approach to Dynamic Estimation," Staff General Research Papers Archive 11189, Iowa State University, Department of Economics.
- Haq, Rashida, 1991. "Estimating demand and supply of edible oil in Pakistan," MPRA Paper 38948, University Library of Munich, Germany.
- Panaretos, John & Psarakis, Stelios, 1991. "On a Testing Procedure for Model Selection," MPRA Paper 6260, University Library of Munich, Germany.
1990
- FORGES, Françoise, 1990.
"Sunspot equilibrium as a game-theoretical solution concept,"
LIDAM Discussion Papers CORE
1990029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- FORGES, Françoise, 1991. "Sunspot eqilibrium as a game-theoretical solution concept," LIDAM Reprints CORE 952, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Tesfatsion, Leigh & Veitch, John M., 1990.
"U.S. money demand instability A flexible least squares approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 151-173, February.
- Tesfatsion, L. & Veitch, J., 1988. "U.S. Money Demand Instability: A Flexible Least Squares Approach," Papers m8809, Southern California - Department of Economics.
- Tesfatsion, Leigh S. & Veitch, J., 1990. "U.S. Money Demand Instability: A Flexible Least Squares Approach," Staff General Research Papers Archive 11193, Iowa State University, Department of Economics.
- Kalaba, R. & Tesfatsion, L., 1990.
"A further note on flexible least squares and Kalman filtering,"
Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 183-185, February.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1990. "A Further Note on Flexible Least Squares and Kalman Filtering," Staff General Research Papers Archive 11192, Iowa State University, Department of Economics.
- Adrian C. Darnell & J. L. Evans, 1990. "The Limits of Econometrics," Books, Edward Elgar Publishing, number 119.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1990. "Flexible Least Squares for Approximately Linear Systems," Staff General Research Papers Archive 11190, Iowa State University, Department of Economics.
- Kalaba, R. & Tesfatsion, L., 1990.
"A further note on flexible least squares and Kalman filtering,"
Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 183-185, February.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1990. "A Further Note on Flexible Least Squares and Kalman Filtering," Staff General Research Papers Archive 11192, Iowa State University, Department of Economics.
- Tesfatsion, Leigh & Veitch, John M., 1990.
"U.S. money demand instability A flexible least squares approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 151-173, February.
- Tesfatsion, L. & Veitch, J., 1988. "U.S. Money Demand Instability: A Flexible Least Squares Approach," Papers m8809, Southern California - Department of Economics.
- Tesfatsion, Leigh S. & Veitch, J., 1990. "U.S. Money Demand Instability: A Flexible Least Squares Approach," Staff General Research Papers Archive 11193, Iowa State University, Department of Economics.
- Kalaba, R. & Tesfatsion, L., 1988.
"An Organizing Principle For Dynamic Estimation,"
Papers
m8818, Southern California - Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1990. "An Organizing Principle for Dynamic Estimation," Staff General Research Papers Archive 11194, Iowa State University, Department of Economics.
- Psarakis, Stelios & Panaretos, John, 1990. "The Folded t Distribution," MPRA Paper 6257, University Library of Munich, Germany.
- Panaretos, John, 1990. "On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions," MPRA Paper 6259, University Library of Munich, Germany.
1989
- Kalaba, Robert & Rasakhoo, Nima & Tesfatsion, Leigh, 1989.
"A FORTRAN program for time-varying linear regression via flexible least squares,"
Computational Statistics & Data Analysis, Elsevier, vol. 7(3), pages 291-309, February.
- Kalaba, R. & Rasakhoo, N. & Tesfatsion, L., 1988. "A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares," Papers m8730, Southern California - Department of Economics.
- Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S., 1989. "A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive 11195, Iowa State University, Department of Economics.
- Panaretos, John & Xekalaki, Evdokia, 1989.
"A probability distribution associated with events with multiple occurrences,"
Statistics & Probability Letters, Elsevier, vol. 8(4), pages 389-395, September.
- Panaretos, John & Xekalaki, Evdokia, 1989. "A Probability Distribution Associated With Events With Multiple Occurrences," MPRA Paper 6253, University Library of Munich, Germany.
- Kalaba, R. & Tesfatsion, L., 1989.
"A Multicriteria Approach To Dynamic Estimation,"
Papers
8904, Southern California - Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh, 1993. "A Multicriteria Approach to Dynamic Estimation," Staff General Research Papers Archive 11179, Iowa State University, Department of Economics.
- Kalaba, R. & Lichtenstein, Z. & Tesfatsion, L., 1989.
"Linear And Nonlinear Associative Memories For Parameter Estimation,"
Papers
m8913, Southern California - Department of Economics.
- Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S., 1992. "Linear and Nonlinear Associative Memories for Parameter Estimation," Staff General Research Papers Archive 11182, Iowa State University, Department of Economics.
- Kalaba, Robert & Rasakhoo, Nima & Tesfatsion, Leigh, 1989.
"A FORTRAN program for time-varying linear regression via flexible least squares,"
Computational Statistics & Data Analysis, Elsevier, vol. 7(3), pages 291-309, February.
- Kalaba, R. & Rasakhoo, N. & Tesfatsion, L., 1988. "A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares," Papers m8730, Southern California - Department of Economics.
- Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S., 1989. "A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive 11195, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1989. "Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive 11196, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1989. "Sequential Nonlinear Estimation With Nonaugmented Priors," Staff General Research Papers Archive 11197, Iowa State University, Department of Economics.
- Peeters, H.M.M., 1989. "Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score [The use of a parametric and a semi-paramet," MPRA Paper 28104, University Library of Munich, Germany.
- Lallmahomed, Naguib & Taubert, Peter, 1989. "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper 40850, University Library of Munich, Germany.
- Xekalaki, Evdokia & Panaretos, John, 1989. "On Some Distributions Arising in Inverse Cluster Sampling," MPRA Paper 6252, University Library of Munich, Germany.
- Panaretos, John & Xekalaki, Evdokia, 1989.
"A probability distribution associated with events with multiple occurrences,"
Statistics & Probability Letters, Elsevier, vol. 8(4), pages 389-395, September.
- Panaretos, John & Xekalaki, Evdokia, 1989. "A Probability Distribution Associated With Events With Multiple Occurrences," MPRA Paper 6253, University Library of Munich, Germany.
- Panaretos, John, 1989. "A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data," MPRA Paper 6254, University Library of Munich, Germany.
- Panaretos, John, 1989. "On the Evolution of Surnames," MPRA Paper 6255, University Library of Munich, Germany.
- Panaretos, John, 1989. "Some Properties and Applications of the Stuttering Generalized Waring Distribution," MPRA Paper 6256, University Library of Munich, Germany.
1988
- Kalaba, Robert & Tesfatsion, Leigh, 1988.
"The flexible least squares approach to time-varying linear regression,"
Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 43-48, March.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1988. "The Flexible Least Squares Approach to Time-Varying Linear Regression," Staff General Research Papers Archive 11198, Iowa State University, Department of Economics.
- José Luis Narvaiza, 1988. "Modelos causales entre atributos: Una aplicación del análisis de correspondencias simples," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 11(02), pages 141-174.
- R. Salvat, 1988. "Estadísticas regionales comunitarias," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 11(02), pages 163-174.
- Juan Carlos Alonso & Felix Alonso & Mª Dolores Correa & Antonio Mártinez & Agustín Peña, 1988. "La estadística regional en España," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 11(02), pages 175-226.
- Josu Iradi & Fernando del Castillo, 1988. "La experiencia del EUSTAT en estadísticas económicas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 11(02), pages 227-268.
- Enrique Morán & Yolanda Pérez, 1988. "El mercado de trabajo en el País Vasco," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 11(02), pages 269-296.
- Francisco Alvira, 1988. "La valoración de la coyuntura económica desde la perspectiva del consumidor," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 11(02), pages 323-344.
- Kalaba, Robert & Rasakhoo, Nima & Tesfatsion, Leigh, 1989.
"A FORTRAN program for time-varying linear regression via flexible least squares,"
Computational Statistics & Data Analysis, Elsevier, vol. 7(3), pages 291-309, February.
- Kalaba, R. & Rasakhoo, N. & Tesfatsion, L., 1988. "A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares," Papers m8730, Southern California - Department of Economics.
- Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S., 1989. "A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive 11195, Iowa State University, Department of Economics.
- Tesfatsion, Leigh & Veitch, John M., 1990.
"U.S. money demand instability A flexible least squares approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 151-173, February.
- Tesfatsion, L. & Veitch, J., 1988. "U.S. Money Demand Instability: A Flexible Least Squares Approach," Papers m8809, Southern California - Department of Economics.
- Tesfatsion, Leigh S. & Veitch, J., 1990. "U.S. Money Demand Instability: A Flexible Least Squares Approach," Staff General Research Papers Archive 11193, Iowa State University, Department of Economics.
- Kalaba, R. & Tesfatsion, L., 1988.
"An Organizing Principle For Dynamic Estimation,"
Papers
m8818, Southern California - Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1990. "An Organizing Principle for Dynamic Estimation," Staff General Research Papers Archive 11194, Iowa State University, Department of Economics.
- Kalaba, Robert & Tesfatsion, Leigh, 1988.
"The flexible least squares approach to time-varying linear regression,"
Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 43-48, March.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1988. "The Flexible Least Squares Approach to Time-Varying Linear Regression," Staff General Research Papers Archive 11198, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1988. "Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems," Staff General Research Papers Archive 11199, Iowa State University, Department of Economics.
- Franssen, M.M.E. & Peeters, H.M.M., 1988. "Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken [Investigating the relationship between physical characteristics and operating costs of Roman Ca," MPRA Paper 28108, University Library of Munich, Germany.
1987
- Panaretos, John, 1987. "On a Functional Equation for the Generating Function of the Logarithmic Series Distribution," MPRA Paper 6251, University Library of Munich, Germany.
1986
- Panaretos, John & Xekalaki, Evdokia, 1986.
"The stuttering generalized waring distribution,"
Statistics & Probability Letters, Elsevier, vol. 4(6), pages 313-318, October.
- Panaretos, John & Xekalaki, Evdokia, 1986. "The Stuttering Generalized Waring Distribution," MPRA Paper 6250, University Library of Munich, Germany.
- Panaretos, John & Xekalaki, Evdokia, 1986. "On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions," MPRA Paper 6248, University Library of Munich, Germany.
- Panaretos, John & Xekalaki, Evdokia, 1986. "On Some Distributions Arising from Certain Generalized Sampling Schemes," MPRA Paper 6249, University Library of Munich, Germany.
- Panaretos, John & Xekalaki, Evdokia, 1986.
"The stuttering generalized waring distribution,"
Statistics & Probability Letters, Elsevier, vol. 4(6), pages 313-318, October.
- Panaretos, John & Xekalaki, Evdokia, 1986. "The Stuttering Generalized Waring Distribution," MPRA Paper 6250, University Library of Munich, Germany.
- Fusari, Angelo, 1986. "A development model of a dualistic economy. The Italian case," MPRA Paper 74175, University Library of Munich, Germany, revised 1986.
1985
- Jeff Dominitz & Charles F. Manski, 1996.
"Eliciting Student Expectations of the Returns to Schooling,"
Journal of Human Resources, University of Wisconsin Press, vol. 31(1), pages 1-26.
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- Jeff Dominitz & Charles F. Manski, 1994. "Eliciting Student Expectations of the Returns to Schooling," NBER Working Papers 4936, National Bureau of Economic Research, Inc.
- Jeff Dominitz & Charles F. Manski, 1994. "Eliciting Student Expectations Of The Returns To Schooling," Econometrics 9411002, University Library of Munich, Germany.
1984
- Dale, Charles, 1984. "A Search for Business Cycles with Spectral Analysis," MPRA Paper 49508, University Library of Munich, Germany.
- Panaretos, John, 1984. "Partial Independence and Finite Distributions," MPRA Paper 6247, University Library of Munich, Germany.
1983
- Panaretos, John, 1983. "On Moran's Property of the Poisson Distribution," MPRA Paper 6231, University Library of Munich, Germany.
- Xekalaki, Evdokia & Panaretos, John, 1983. "Identifiability of Compound Poisson Distributions," MPRA Paper 6244, University Library of Munich, Germany.
- Panaretos, John, 1983. "A Generating Model Involving Pascal and Logarithmic Series Distributions," MPRA Paper 6246, University Library of Munich, Germany.
1982
- Krumm, Ronald J. & Graves, Philip E., 1982.
"Morbidity and pollution: Model specification analysis for time-series data on hospital admissions,"
Journal of Environmental Economics and Management, Elsevier, vol. 9(4), pages 311-327, December.
- Krumm, Ronald J. & Graves, Philip E., 1982. "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper 19906, University Library of Munich, Germany.
- Krumm, Ronald J. & Graves, Philip E., 1982.
"Morbidity and pollution: Model specification analysis for time-series data on hospital admissions,"
Journal of Environmental Economics and Management, Elsevier, vol. 9(4), pages 311-327, December.
- Krumm, Ronald J. & Graves, Philip E., 1982. "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper 19906, University Library of Munich, Germany.
- Panaretos, John, 1982. "On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem," MPRA Paper 6229, University Library of Munich, Germany.
- J. Panaretos, 1982.
"An extension of the damage model,"
Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 29(1), pages 189-194, December.
- Panaretos, John, 1982. "An Extension of the Damage Model," MPRA Paper 6230, University Library of Munich, Germany.
- Panaretos, John, 1982. "On a Structural Property of Finite Distributions," MPRA Paper 6242, University Library of Munich, Germany.
- Panaretos, John, 1982. "Unique Properties of Some Distributions and Their Applications," MPRA Paper 6245, University Library of Munich, Germany.
- J. Panaretos, 1982.
"An extension of the damage model,"
Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 29(1), pages 189-194, December.
- Panaretos, John, 1982. "An Extension of the Damage Model," MPRA Paper 6230, University Library of Munich, Germany.
1981
- Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S., 1981. "A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons," Staff General Research Papers Archive 11215, Iowa State University, Department of Economics.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1981. "Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems," Staff General Research Papers Archive 11216, Iowa State University, Department of Economics.
- Panaretos, John, 1981. "On the Joint Distribution of Two Discrete Random Variables," MPRA Paper 6226, University Library of Munich, Germany.
- Panaretos, John, 1981. "A Characterization of the Negative Multinomial Distribution," MPRA Paper 6227, University Library of Munich, Germany.
- Panaretos, John, 1981. "On the Relationship between the Conditional and Unconditional Distribution of a Random Variable," MPRA Paper 6228, University Library of Munich, Germany.
1980
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1980. "A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters," Staff General Research Papers Archive 11222, Iowa State University, Department of Economics.
1967
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"Derivation of theory by means of factor analysis or Tom Swift and his electric factor analysis machine,"
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0
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"Monte Carlo-based tail exponent estimator,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4863-4874.
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"The Long Memory of the Efficient Market,"
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