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JEL Classification: C01 - Econometrics

Number of items at this level: 225.

OKPARA, GODWIN CHIGOZIE (2012): On whether foreign direct investment catalyzes economic development in Nigeria. Unpublished.

Rotaru, Paul Costel (2011): Identificarea disparităților regionale privind ocuparea populatiei pe domenii de activitate în România în anul 2009. Forthcoming in:

Gurgul, Henryk; Lach, Lukasz and Mestel, Roland (2011): The relationship between budgetary expenditure and economic growth in Poland. Published in: CEJOR

Kozhurin, Fedir (2011): Supramacroeconomics: the newest management technology. Unpublished.

Sahbaz, A (2011): Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği. Published in: Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 20, No. 3 (15. December 2011): pp. 417-432.

Travaglini, Guido (2011): Principal Components and Factor Analysis. A Comparative Study. Unpublished.

Aguilar, Ruben and Valdivia, Daney (2011): Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos. Unpublished.

Halkos, George and Tzeremes, Nickolaos (2011): Kuznets curve and environmental performance: evidence from China. Unpublished.

Roychowdhury, Punarjit and Dutta, Mousumi (2011): Regulation, governance and informality: an empirical analysis of selected countries. Unpublished.

Dinda, Soumyananda (2011): Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia. Unpublished.

Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.

Geurdes, Han / J.F. (2011): Macro-economy in models for default probability. Unpublished.

Raghav, Manu and Barreto, Humberto (2011): Understanding and teaching unequal probability of selection. Unpublished.

Liu, Luke (2011): Monetary policy, bank size and bank lending: Evidence from Australia. Unpublished.

Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models. Unpublished.

Mailu, Stephen; Lukibisi, Barasa and Waithaka, Michael (2011): Application of various count models: Sahiwal demand from Naivasha. Unpublished.

Bayraci, Selcuk; ARI, YAKUP and YILDIRIM, YAVUZ (2011): A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets. Unpublished.

Khan, Shakeeb; Ponomareva, Maria and Tamer, Elie (2011): Identification of Panel Data Models with Endogenous Censoring. Unpublished.

Dinda, Soumyananda (2011): China’s Trade in Asia and the World: Long run Relation with Short run Dynamics. Unpublished.

Sinha, Pankaj and Gupta, Sushant (2011): Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector. Unpublished.

Livan, Giacomo; Alfarano, Simone and Scalas, Enrico (2011): The fine structure of spectral properties for random correlation matrices: an application to financial markets. Unpublished.

Kamal, Mona (2011): Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data. Unpublished.

Santos, Edward P.; Mapa, Dennis S. and Glindro, Eloisa T. (2011): Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT). Unpublished.

Mohamed, Issam A.W. (2011): Introduction to the Macroeconomic Structure of Yemen. Unpublished.

Hasan, Dr. Syed Akif; Subhani, Dr. Muhammad Imtiaz and Osman, Ms. Amber (2011): Marketing is all about taking money from customers (an application of Tobit model). Forthcoming in: International Research Journal of Finance and Economics

Geurdes, Han / J. F. (2011): On the mathematical form of CVA in Basel III. Unpublished.

Mohamed, Issam A.W. (2011): Optimization of hydroelectric power generation, case study of Roseires Dam in Sudan. Unpublished.

Chani, Muhammad Irfan; Pervaiz, Zahid; Jan, Sajjad Ahmad; Ali, Amjad and Chaudhary, Amatul R. (2011): Poverty, inflation and economic growth: empirical evidence from Pakistan. Published in: World Applied Sciences Journal , Vol. 14, No. 7 (2011): pp. 1058-1063.

Taştan, Hüseyin (2011): Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry. Unpublished.

Mohamed, Issam A.W. (2011): Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen. Unpublished.

Hwang, Tsorng-Chyi; Chen, Meng-Gu and Chang, Chia-Lin (2010): Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach. Unpublished.

BESSO, CHRISTOPHE RAOUL (2010): Phillips Curve, case study in Cameroon: evaluation of fundamental assumptions. Unpublished.

Bayraci, Selcuk and UNAL, GAZANFER (2010): Continuous time modeling of interest rates: An empirical study on the Turkish short rate. Unpublished.

Saltoglu, Burak and Yenilmez, Taylan (2010): Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash. Unpublished.

Liu-Evans, Gareth (2010): An alternative approach to approximating the moments of least squares estimators. Unpublished.

Subhani, Muhammad Imtiaz; Gul, Ameet and Osman, Amber (2010): Relationship between consumer price index (CPI) and KSE-100 index trading volume in pakistan and finding the endogeneity in the involved data. Unpublished.

Thomas, Alex M (2010): Models and Economists: A Methodological Note. Unpublished.

Sinha, Pankaj; Gupta, Sushant and Randev, Nakul (2010): Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession. Unpublished.

Pulok, Mohammad Habibullah (2010): The Impact of Corruption on Economic Development of Bangladesh:Evidence on the Basis of an Extended Solow Model. Unpublished.

Omay, Nazli C. and Karadagli, Ece C. (2010): Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach. Unpublished.

Chen, Pu (2010): A time series causal model. Unpublished.

Liebl, Dominik (2010): Modeling hourly Electricity Spot Market Prices as non stationary functional times series. Unpublished.

MEZUI-MBENG, Pamphile (2010): Tramsission de la politique monétaire: le cas des pays de la CEMAC. Forthcoming in: : pp. 1-34.

Duvendack, Maren (2010): Smoke and Mirrors: Evidence of Microfinance Impact from an Evaluation of SEWA Bank in India. Unpublished.

HASHIGUCHI, Yoshihiro and HAMORI, Shigeyuki (2010): Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity. Unpublished.

Wang, Yafeng and Graham, Brett (2010): Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information. Unpublished.

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus. Unpublished.

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus. Unpublished.

Polishchuk, Leonid and Borisova, Ekaterina (2010): Performance assessment of Russian homeowners associations : The importance of being social. Published in:

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by Akaïke's information criteria. Unpublished.

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by modified Akaike's information criteria. Unpublished.

Onour, Ibrahim (2010): The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries. Unpublished.

Mynbaev, Kairat (2010): Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne. Unpublished.

Christopoulos, Dimitris; Siourounis, Gregorios and Vlachaki, Irene (2010): Democratic Reforms, Foreign Aid and Production Inefficiency. Unpublished.

Christopoulos, Dimitris; Siourounis, Gregorios and Vlachaki, Irene (2010): Democratic Reforms, Foreign Aid and Production Inefficiency. Unpublished.

Mukherjee, Sacchidananda and Chakraborty, Debashis (2010): Is there any relationship between Economic Growth and Human Development? Evidence from Indian States. Unpublished.

Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages. Unpublished.

Miankhel, Adil Khan; Kalirajan, Kaliappa and Thangavelu, Shandre (2010): Integration, decoupling and the global financial crisis: A global perspective. Unpublished.

Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment. Unpublished.

Drichoutis, Andreas; Nayga, Rodolfo; Lazaridis, Panagiotis and Park, Beom Su (2010): A consistent econometric test for bid interdependence in repeated second-price auctions with posted prices. Unpublished.

Kociecki, Andrzej (2010): Algebraic theory of identification in parametric models. Unpublished.

Mohamed Hassan, Hisham (2010): Social protection and economic growth in the Sudan: Trends, perspectives, cointegration and causality. Published in: SSRN

Kontek, Krzysztof (2010): Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments. Unpublished.

Kontek, Krzysztof (2010): Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments. Unpublished.

Francq, Christian and Zakoian, Jean-Michel (2010): Optimal predictions of powers of conditionally heteroskedastic processes. Unpublished.

INSEL, Aysu and TEKCE, Mahmut (2010): Econometric analysis of the bilateral trade flows in the Gulf Cooperation Council countries. Unpublished.

INSEL, Aysu and TEKCE, Mahmut (2010): Econometric Analysis of the Bilateral Trade Flows in the Gulf Cooperation Council Countries. Unpublished.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects. Unpublished.

Francq, Christian and Zakoian, Jean-Michel (2010): Strict stationarity testing and estimation of explosive ARCH models. Unpublished.

Travaglini, Guido (2010): Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005. Unpublished.

Kontek, Krzysztof (2010): Mean, Median or Mode? A Striking Conclusion From Lottery Experiments. Unpublished.

emmanuel, mamatzakis and george, christodoulakis (2010): Return Attribution Analysis of the UK Insurance Portfolios. Forthcoming in: Annals of Finance

Patnaik, Unmesh and Narayanan, K (2010): Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India. Unpublished.

Freire González, Paulo Alejandro; Vivar Aguilar, Mayra Isabel and Maldonado, Diego (2010): Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano. Published in: Notas Tecnicas , Vol. 1, No. 1 (17. March 2010): pp. 1-58.

Saba, Irum and Alsayyed, Nidal (2010): Alternative Pricing Mechanisms for Islamic Financial Instruments: Economic Perspective. Unpublished.

Saba, Irum and Alsayyed, Nidal (2010): Economic Pricing Mechanisms for Islamic Financial Instruments: Ijarah Model. Unpublished.

Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process. Unpublished.

Chatti, Mohamed Ali; Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia. Unpublished.

Chatti, Mohamed Ali; Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia. Unpublished.

Bayraci, Selcuk (2010): Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry. Unpublished.

Combey, Adama and Mally, Komla (2010): Impact du pacte de convergence, de stabilité et de croissance sur la convergence réelle dans l’UEMOA. Unpublished.

Skribans, Valerijs (2010): Модель жилищного строительства в постсоциалистических странах на примере Латвии. Published in: Экономика, оценка и управление недвижимостью и природными ресурсами: материалы Междунар. науч.-практ. конф. (2010): pp. 58-66.

Odusanya, Ibrahim Abidemi and Atanda, Akinwande AbdulMaliq (2010): Analysis of inflation and its determinants in Nigeria. Published in: Pakistan Journal of Social Sciences , Vol. 7, No. 2 (2010): pp. 97-100.

Tommaso, Proietti and Stefano, Grassi (2010): Bayesian stochastic model specification search for seasonal and calendar effects. Unpublished.

Sun, Kai; Henderson, Daniel J. and Kumbhakar, Subal C. (2010): Biases in approximating log production. Forthcoming in: Journal of Applied Econometrics

Sebastian, Orzeł and Agnieszka, Wyłomańska (2010): Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times. Forthcoming in:

Boubacar Mainassara, Yacouba; Carbon, Michel and Francq, Christian (2010): Computing and estimating information matrices of weak arma models. Unpublished.

Skribans, Valerijs (2010): Construction industry forecasting system dynamic model. Published in: Proceedings of the 28th International Conference of the System Dynamics Society (2010): pp. 1-12.

ARI, YAKUP and UNAL, GAZANFER (2010): Continuous Modeling of Foreign Exchange Rate of USD versus TRY. Unpublished.

Liebl, Dominik (2010): Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices. Unpublished.

Alfarano, Simone and Lux, Thomas (2010): Extreme Value Theory as a Theoretical Background for Power Law Behavior. Unpublished.

Skribans, Valerijs (2010): Investments model development with the system dynamic method. Published in: Social Research, Economics and Management: Current Issues and Perspectives , Vol. 2 (18), (2010): pp. 104-114.

Tang, Chor Foon (2010): Multivariate Granger causality and the dynamic relationship between health spending, income, and health price in Malaysia. Unpublished.

Khan, Zahid and Asghar, Zahid (2009): Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan. Unpublished.

Wang, Yafeng and Graham, Brett (2009): Generalized Maximum Entropy estimation of discrete sequential move games of perfect information. Unpublished.

Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms. Unpublished.

Mapa, Dennis S.; Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models. Unpublished.

Mapa, Dennis S. and Suaiso, Oliver Q. (2009): Measuring market risk using extreme value theory. Unpublished.

Pacifico, Daniele (2009): Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata. Unpublished.

Onour, Ibrahim (2009): Rational bubbles and volatility persistence in India stock market. Unpublished.

Mohammed, Shehu Tijjani (2009): Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence. Unpublished.

Hamrita, Mohamed Essaied; Ben Abdallah, Nidhal and Ben Ammou, Samir (2009): The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price. Unpublished.

Caner, Mehmet and Sandler Morrill, Melinda (2009): A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated. Unpublished.

Nyamwange, Mathew (2009): Foreign direct investment in Kenya. Unpublished.

Skribans, Valerijs (2009): Влияние Трудовой Эмиграции на Рынок Труда в Латвии. Published in: Economics and Management: Current Issues and Perspectives , Vol. 15, No. 2 (19. November 2009): pp. 250-258.

Pavlyuk, Dmitry (2009): Statistical Analysis of the Relationship between Public Transport Accessibility and Flat Prices in Riga. Published in: Transport and Telecommunication , Vol. 10, No. 2 (2009): pp. 26-32.

Izhar, Ahmad and Tariq, Masood (2009): Impact of Institutional Credit on Aggregate Agricultural Production in India during Post Reform Period. Unpublished.

Harin, Alexander (2009): Разрывы в шкале вероятностей. Расчет величин разрывов. Unpublished.

Hussain, Karrar (2009): Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan. Unpublished.

Mynbaev, Kairat (2009): Regressions with Asymptotically Collinear Regressor. Published in: Econometrics Journal , Vol. 14, (June 2011): pp. 304-320.

Sinha, Pankaj and Jayaraman, Prabha (2009): Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions. Unpublished.

Asghar, Zahid (2009): ELG hypothesis is valid for India: An Evidence from Structural Causality. Unpublished.

Kristoufek, Ladislav (2009): R/S analysis and DFA: finite sample properties and confidence intervals. Unpublished.

Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range. Unpublished.

Qian, Hang (2009): Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data. Unpublished.

Aguirregabiria, Victor (2009): Econometric Issues and Methods in the Estimation of Production Functions. Unpublished.

Olayeni, Olaolu Richard (2009): A small open economy model for Nigeria: a BVAR-DSGE approach. Unpublished.

Mahmud, Hassan (2009): Oil Price Shocks and Monetary Policy Aggregates in Nigeria: A Structural VAR Approach. Unpublished.

Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process. Unpublished.

Obinyeluaku, Moses and Viegi, Nicola (2009): How does fiscal policy affect monetary policy in the Southern African Community (SADC)? Unpublished.

Aguirregabiria, Victor (2009): Some Notes on Sample Selection Models. Unpublished.

Sinha, Pankaj and Jayaraman, Prabha (2009): Robustness of Bayesian results for Inverse Gaussian distribution under ML-II ε-contaminated and Edgeworth Series class of prior distributions. Unpublished.

Mynbaev, Kairat (2009): OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version. Unpublished.

Albu, Lucian-Liviu and Diaconescu, Tiberiu (2009): Simulation on long-term correlation between demographic variables and economic growth. Unpublished.

Arezki, Rabah and Alichi, Ali (2009): An Alternative Explanation for the Resource Curse: The Income Effect Channel. Unpublished.

Onour, Ibrahim (2009): Natural Gas markets:How Sensitive to Crude Oil Price Changes? Unpublished.

Onour, Ibrahim (2009): Financial Integration of North Africa Stock Markets. Unpublished.

Aritenang, Adiwan F. (2009): The Impact of Government Budget shifts to Regional Disparities in Indonesia: Before and After Decentralisation. Unpublished.

Li, Jia (2009): Finance-growth Nexus in China: A Channel Decomposition Analysis. Published in: ICCS Journal of Modern Chinese Studies , Vol. 1, No. 1 (23. March 2009): pp. 51-82.

Cheng, Yebin; De Gooijer, Jan and Zerom, Dawit (2009): Efficient Estimation of an Additive Quantile Regression Model. Unpublished.

Onatski, Alexei and Uhlig, Harald (2009): Unit Roots in White Noise. Unpublished.

Nickl, Richard and Pötscher, Benedikt M. (2009): Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference. Unpublished.

Alia, Didier and Chassem Tchatchum, Nacisse Palissy (2009): Commerce, finance et croissance économique au Cameroun. Unpublished.

Md Shoaib Ahmed, Shoaib (2009): “Exchange Rate Volatility and International Trade Growth: Evidence from Bangladesh”. Published in: Center for Socio Economic Research, ASA University Review , Vol. Volume 3, NO 1, No. 01 (January 2009): pp. 67-79.

Renfro, Charles G (2009): Building and Using a Small Macroeconometric Model: Klein Model I as an Example. Unpublished.

Md Shoaib Ahmed, Shoaib (2009): An Empirical Study on Exchange Rate Volatility and it Impacts on Bilateral Export Growth: Evidence from Bangladesh. Published in: Journal of Business Studies , Vol. 1, No. 5

Mapa, Dennis S; Sandoval, Monica Flerida B and Yap, David Joseph Emmanuel B (2009): Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter. Unpublished.

Povh, Martin and Fleten, Stein-Erik (2009): Modeling long-term electricity forward prices. Unpublished.

Skribans, Valerijs (2009): Būvniecības nozares prognozēšanas modelis. Published in: RTU zinātniskie raksti , Vol. 18, No. 3 (2009): pp. 68-82.

Pereira, Vítor (2009): Factores explicativos do crescimento do PIB português. Unpublished.

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2009): Impact of Model Specification Decisions on Unit Root Tests. Unpublished.

Skribans, Valerijs (2009): Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku. Published in: LU raksti No. 743. sējums (2009): pp. 189-200.

Liew, Venus Khim-Sen; Baharumshah, Ahmad Zubaidi and Puah, Chin-Hong (2009): Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions. Forthcoming in: Global Economic Review

Skribans, Valerijs (2009): Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi. Published in: 50th International Scientific Conference of Riga Technical University: RTU FEEM Scientific Conference on Economics and Entrepreneurship (SCEE’2009). - Conference Proceedings (2009): pp. 474-481.

Griffith, Ronnie; Waithe, Kimberly; Lorde, Troy and Craigwell, Roland (2009): The contribution of credit unions to the national development of Barbados. Published in: Journal of Public Policy Analysis , Vol. 4, (2009): pp. 20-42.

Balcombe, Kelvin (2009): The Nature and Determinants of Volatility in Agricultural Prices. Unpublished.

Maldonado, Diego and Pazmiño, Mariela (2008): Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana. Published in: Cuestiones Económicas , Vol. 2, No. 2 (30. September 2008): pp. 5-75.

Corduneanu, Carmen and Turcas, Daniela (2008): Optimizing models of a stock portfolio issued by Financial Investment Companies. Unpublished.

Ahmed, Walid M.A. (2008): Cointegration and dynamic linkages of international stock markets: an emerging market perspective. Unpublished.

Venier, Guido (2008): A Simple Hypothesis Test for Heteroscedasticity. Unpublished.

Drezner, Zvi; Turel, Ofir and Zerom, Dawit (2008): A modified Kolmogorov-Smirnov test for normality. Unpublished.

Santarossa, Gino (2008): Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité. Unpublished.

Hooy, Chee-Wooi and Chan, Tze-Haw (2008): Examining Exchange Rates Exposure, J-Curve and the Marshall-Lerner Condition for High Frequency Trade Series between China and Malaysia. Unpublished.

Tiffin, R and Arnoult, M (2008): Bayesian estimation of the infrequency of purchase model with an application to food demand in the UK. Unpublished.

Pavlyuk, Dmitry (2008): An Efficiency Analysis of European Countries' Railways. Published in: Proceedings of the 8th International Conference Reliability and Statistics in Transportation and Communication (October 2008): pp. 229-236.

Sinha, Pankaj and Bansal, Ashok (2008): Hierarchical Bayes prediction for the 2008 US Presidential election. Unpublished.

Dhas, Albert Christopher (2008): Determinants of Work Animal Density in Tamil Nadu: An Econometric Analysis. Unpublished.

Cavalcante, Mileno (2008): Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI. Published in: Rio Oil & Gas 2008 Conference Proceedings , Vol. 1, (September 2008)

Rao, B. Bhaskara (2008): Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model. Unpublished.

Harding, Don (2008): FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC. Unpublished.

Mishra, SK (2008): A new method of robust linear regression analysis: some monte carlo experiments. Unpublished.

Aguirregabiria, Victor (2008): Comment: The Identification Power of Equilibrium in Simple Games. Published in: Journal of Business and Economic Statistics , Vol. 26, No. 3 (01. July 2008): pp. 283-289.

Harding, Don (2008): FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government. Unpublished.

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Model specification, observational equivalence and performance of unit root tests. Unpublished.

Hall, Alastair R.; Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares. Unpublished.

Ahmed, Vaqar and O' Donoghue, Cathal (2008): Welfare impact of external balance in pakistan: CGE-microsimulation analysis. Unpublished.

Taboga, Marco and Pericoli, Marcello (2008): Bond risk premia, macroeconomic fundamentals and the exchange rate. Unpublished.

Pötscher, Benedikt M. and Schneider, Ulrike (2008): Confidence sets based on penalized maximum likelihood estimators. Unpublished.

Mishra, SK (2008): Construction of composite indices in presence of outliers. Unpublished.

Modena, Matteo (2008): Yield curve, time varying term premia, and business cycle fluctuations. Unpublished.

DeBacker, Jason (2008): Flip-Flopping: Ideological Adjustment Costs in the United States Senate. Unpublished.

Hahn, Jinyong; Hirano, Keisuke and Karlan, Dean (2008): Adaptive Experimental Design Using the Propensity Score. Unpublished.

Mukherjee, Sacchidananda; Shah, Zankhana and Kumar, M. Dinesh (2008): Large reservoirs: are they the last Oasis for the survival of cities in India? Published in: Published in: Proceedings of the IWMI-Tata Water Policy Research Program’s Seventh Annual Partners’ Meet, “Managing Water in the Face of Growing Scarcity, Inequity and Declining Returns: Exploring Fresh Approaches”, ICRISAT Campus, Andhra Pradesh, , Vol. Volume 2, (April 2008): pp. 908-923.

Olenev, Nicholas; Petrov, Alexander and Shatrov, Anatoly (2008): Технология высокопроизводительных вычислений в исследовании влияния сектора биотехнологий на макропоказатели развития экономики Кировской области. Published in: (27. March 2008): pp. 94-106.

Rao, Surekha; Ghali, Moheb and Krieg, John (2008): On the J-test for nonnested hypotheses and Bayesian extension. Unpublished.

Bandyopadhyay, Kaushik Ranjan (2008): Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India. Unpublished.

Matsuki, Takashi and Usami, Ryoichi (2008): Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks. Unpublished.

Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis. Unpublished.

Islam, Tanweer ul (2008): Normality Testing- A New Direction. Unpublished.

Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data. Unpublished.

Chin, Wencheong (2008): Spurious long-range dependence: evidence from Malaysian equity markets. Unpublished.

Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons. Unpublished.

Arpino, Bruno and Mealli, Fabrizia (2008): The specification of the propensity score in multilevel observational studies. Unpublished.

Shamiri, Ahmed (2008): Volatility Transmission: What Does Asia-Pacific Markets Expect? Unpublished.

Mapa, Dennis S. and Briones, Kristine Joy S. (2007): Robustness Procedures in Economic Growth Regression Models. Published in: The Philippine Review of Economics , Vol. XLIV, No. 2 (December 2007): pp. 71-84.

Castro, Lucio (2007): Infrastructure and the Location of Foreign Direct Investment A Regional Analysis. Forthcoming in:

Nath, Sushmit (2007): Religion & Economic Growth and Development. Unpublished.

TURTUREAN, Ciprian Ionel (2007): Legea lui Okun pentru România în perioada 1992-2004. Published in: Politici, modele si scenarii de crestere economica in vederea aderarii Romaniei la Uniunea Europeana No. ISBN 978-973-594-978-5 (24. October 2007): pp. 214-221.

Fraser, Iain; Balcombe, Kelvin and Sharma, Abhijit (2007): Bayesian Model Averaging and Identification of Structural Breaks in Time Series. Unpublished.

Mynbaev, Kairat (2007): Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips. Unpublished.

Olenev, H.H.; Pechenkin, R.V. and Chernecov, A.M. (2007): Параллельное программирование в MATLAB м его приложения. Published in: (15. May 2007): pp. 1-120.

Bayraci, Selcuk (2007): Modeling the volatility of FTSE All Share Index Returns. Unpublished.

Garrouste, Christelle (2007): Determinants and Consequences of Language-in-Education Policies: Essays in Economics of Education. Published in: Studies in International and Comparative Education No. 74 (2007): pp. 1-141.

Nwachukwu, Ifeanyi Ndubuto and Onyenweaku, Chris/E (2007): Economic Efficiency Of Fadama Telfairia Production In Imo State Nigeria: A Translog Profit Function Approach. Published in: Journal of Agricultural Research and Policies, Nigeria , Vol. 4, No. 2 (2007): pp. 87-93.

Nwachukwu, Ifeanyi N. and Ezeh, Chima I. (2007): Impact of Selected Rural Development Programmes on Poverty Alleviation in Ikwuano LGA, Abia State, Nigeria. Published in: African Journal of Food, Agriculture, Nutrition and Development, Kenya , Vol. 7, No. 5 (2007): pp. 1-17.

Titarenko, Deniss (2007): Investīciju struktūra un ekonomikas izaugsme Latvijā. Published in: Baltijas Foruma 12. starptautiskās konferences „ES un Krievija: vienojoties par jaunām attiecībām” ekonomiskās sekcijas materiāli, 2007.gada 25.maijā, Rīga, Latvija (May 2007): pp. 46-55.

Akhabbar, Amanar (2007): Leontief et l'économie comme science empirique: la signification opérationnelle des lois. Published in: Economies et Sociétés , Vol. 10-11, No. 39 (2007): pp. 1745-1788.

Hurvich, Cliiford and Wang, Yi (2006): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects. Unpublished.

Breiding, Torsten (2006): Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit. Unpublished.

Omay, Tolga Omay and Hasanov, Mubariz (2006): Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi. Unpublished.

Okoye, B.C; Asumugha, G.N; Okezie, C.A; Tanko, L and Onyenweaku, C.E (2006): Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006. Published in: Agricultural Journal , Vol. 3, No. 2 (2008): pp. 99-101.

Quiñones, Esteban J. (2006): The Indigenous Heterogeneity of Oportunidades: Ample or Insufficient Human Capital Accumulation? Unpublished.

Martellosio, Federico (2006): Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression. Unpublished.

Balcombe, Kelvin (2006): Cross-Entropy Estimation of Linear Cointegrated Equations. Unpublished.

Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:

Roselli, Luigi; Seccia, Antonio and Stasi, Antonio (2006): Atteggiamento dei consumatori nei confronti dell’evoluzione del sistema agro-alimentare: L’introduzione di alimenti geneticamente modificati. Published in: Rivista di Economia Agroalimentare , Vol. 1, (2006)

Mapa, Dennis S. and Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.

Hillier, Grant and Martellosio, Federico (2006): Spatial design matrices and associated quadratic forms: structure and properties. Published in: Journal of Multivariate Analysis , Vol. 97, (2006): pp. 1-18.

Ahmed, Shaghil; Hyder, Kalim and Areeb, Tabinda (2005): The Economy in the Aftermath of the Earthquake. Published in: Research Report No. RR63

Titarenko, Deniss (2005): The Influence of Foreign Direct Investment on Domestic Investment Processes in Latvia. Published in: Transport and Telecommunication , Vol. 7, No. 1 (2006): pp. 76-83.

Nganou, Jean-Pascal (2005): Estimates of Armington parameters for a landlocked economy. Unpublished.

Eruygur, H. Ozan (2005): Generalized maximum entropy (GME) estimator: formulation and a monte carlo study. Unpublished.

Borooah, Vani / K and Iyer, Sriya (2005): The Decomposition of Inter-Group Differences in a Logit Model: Extending the Oaxaca-Blinder Approach with an Application to School Enrolment in India. Published in: Journal of Economic and Social Measurement , Vol. 30, (2005): pp. 279-293.

Müller, Ulrich A; Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios. Unpublished.

Mapa, Dennis S. (2004): A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough. Published in: The Philippine Statistician , Vol. 53, No. 1-4 (2004): pp. 1-10.

Mapa, Dennis S. (2003): A Range-Based GARCH Model for Forecasting Volatility. Published in: The Philippine Review of Economics , Vol. XL, No. 2 (December 2003): pp. 73-90.

Eruygur, H. Ozan (2003): The skill biased technological change in Turkish manufacturing industries. Unpublished.

Mynbaev, Kairat (2003): Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends. Published in: Communications in Statistics—Theory and Methods , Vol. 35, (2006): pp. 499-520.

Skribans, Valerijs (2003): Latvijas būvniecības nozares attīstības prognoze. Unpublished.

Carrera, Jorge Eduardo; Cusolito, Ana Paula; Féliz, Mariano and Panigo, Demian (2001): An econometric approach to macroeconomic risk. A cross country study. Unpublished.

Mynbaev, Kairat (2000): $L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables. Published in: Advances in Applied Mathematics , Vol. 26, (2001): pp. 302-329.

Bouoiyour, Jamal and Rey, Serge (1995): Chocs externes et ajustements des taux de change réels européens. Unpublished.

Hillier, Grant (1986): Joint Tests for Zero Restrictions on Non-negative Regression Coefficients. Published in: Biometrika , Vol. 73, No. 3 (1986): pp. 657-669.

Mishra, SK (1984): Taxonomical analysis of regional development by outranking relations on multiple principal components. Published in: Hill Geographer , Vol. 3, No. 1 (June 1984): pp. 20-28.

Xekalaki, Evdokia and Panaretos, John (1979): Characterization of the Compound Poisson Distribution. Published in: International Statistical Institute Bulletin , Vol. Vol.48, (1979): pp. 577-580.

This list was generated on Thu Feb 9 22:39:49 2012 CET.
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