Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General"

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Number of items at this level: 293.

A

Addabbo, Tindara and Favaro, Donata (2010): The flexibility penalty in a long-term perspective.

Ahmed, Mumtaz and Zaman, Asad (2014): A Minimax Bias Estimator for OLS Variances under Heteroskedasticity.

Albers, Scott (2013): Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works.

Albers, Scott and Albers, Andrew L. (2013): Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works.

Aliu, Armando (2013): The Theory of Interhybridity: Socio-political Dimensions and Migration Experiences of Post-communist Western Balkan States.

Alvi, Mohsin and Kamal, Usman (2012): Assessing Chinese currency regime (2012).

Amiri, Arshia and Gerdtham, Ulf-G (2011): Relationship between exports, imports, and economic growth in France: evidence from cointegration analysis and Granger causality with using geostatistical models.

Ardia, David and Ospina, Juan and Giraldo, Giraldo (2010): Jump-Diffusion Calibration using Differential Evolution.

Armstrong, J. Scott and Green, Kesten C. and Graefe, Andreas (2014): Golden Rule of Forecasting: Be conservative.

Arslan, Yavuz and Akkoyun, H. Cagri and Kanik, Birol (2011): Housing prices and transaction volume. Published in: The Central Bank of the Republic of Turkey Working Paper Series , Vol. 11, No. 12 (12. March 2012): pp. 1-17.

Aruga, Kentaka (2011): An intervention analysis on the Tokyo grain exchange non- genetically modified and conventional soybean futures market. Published in: Cogent Economics & Finance , Vol. 2, No. 1 (May 2014): pp. 1-11.

Aryal, Gaurab and Gabrielli, Maria F. (2012): Is Collusion Proof Auction Expensive? Estimates from Highway Procurements.

Asghar, Zahid and Muhammad, Ahmed (2013): Socio-economic Determinants of Household Food Insecurity in Pakistan.

Asongu, Simplice A (2013): Finance and growth: New evidence from Meta-analysis. Forthcoming in: Managerial Finance

Autiero, Giuseppina and Bruno, Bruna and Mazzotta, Fernanda (1999): A Correspondence Analysis of Labour Market Institutions. Published in: Economia & Lavoro , Vol. 35, No. 3 (2001): pp. 1-44.

Aziz, Zohaib and Muhammad, Ahsanuddin and 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.

B

Badiane, Ousmane and Goudan, Anatole and Tankari, Mahamadou Roufahi (2013): Time Path of Price Adjustment in Domestic Markets of Non-tradable Staples to Changes in World Market Prices.

Bai, Jushan (2013): Likelihood approach to dynamic panel models with interactive effects.

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).

Barnett, William A. and Ghosh, Taniya (2013): Stability analysis of Uzawa-Lucas endogenous growth model.

Barnett, William A. and Jones, Barry E. and Nesmith, Travis D. (2008): Divisia Second Moments: An Application of Stochastic Index Number Theory.

Baruah, Joydeep (2012): Inclusive Growth under India's Neo-liberal Regime: Towards an Exposition. Published in: Social Change and Development , Vol. IX, No. No. 1 (July 2012)

Baruah, Joydeep (2012): On Identification of Backward Blocks. Published in: Research Paper Series No. 4 (November 2012)

Bassler, Kevin E. and McCauley, Joseph L. and Gunaratne, Gemunu H. (2006): Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets.

Bell, Peter (2012): Goodness of fit test for the multifractal model of asset returns.

Benbachir, Saâd and El Alaoui, Marwane (2011): A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange. Published in: International Research Journal of Finance and Economics No. 78 (2011): pp. 6-17.

Bensalma, Ahmed (2013): Simple Fractional Dickey Fuller test. Published in: Procceding of 29th European Meeting of Statisticians : pp. 46-47.

Bersimis, Sotiris and Panaretos, John and Psarakis, Stelios (2005): Multivariate Statistical Process Control Charts and the Problem of Interpretation: A Short Overview and Some Applications in Industry. Published in: Proceedings of the 7th Hellenic European Conference on Computer Mathematics and its Applications, Athens Greece (2005)

Bersimis, Sotiris and Psarakis, Stelios and Panaretos, John (2006): Multivariate Statistical Process Control Charts: An Overview. Published in: Quality & Reliability Engineering International , Vol. 23, No. 5 (2006): pp. 517-543.

Bhatti, S. A. and Hameed, N. and C., Inayatullah (1992): A Computer-based System for the Management of Field Crop Pests. Published in: Modelling, Measurement & Control, C, France, AMSE Press , Vol. 35, No. 1 (1993): pp. 1-20.

Bouoiyour, Jamal and Selmi, Refk (2013): Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model. Forthcoming in: The Journal of International Trade & Economic Development (2014)

Bouoiyour, Jamal and Selmi, Refk (2014): Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelet transform framework.

Brogi, Athos (2010): A binomial tree to price European options. Published in: PHD Theses in Statistics and Applications: book of short papers , Vol. 1, No. 1 (February 2010): pp. 111-116.

Brunhart, Andreas (2012): Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series. Published in: KOFL Working Papers No. 14 (November 2012)

Buda, Rodolphe (2001): Les algorithmes de la modélisation : une analyse critique pour la modélisation économique.

Bukhari, Syed Kalim Hyder and Abdul, Jalil and Rao, Nasir Hamid (2011): Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited. Published in: State Bank of Pakistan Working Paper Sereis , Vol. Workin, No. May 2011 (15. May 2011): pp. 1-27.

Buzzigoli, Lucia and Giusti, Antonio (2006): From Marginals to Array Structure with the Shuttle Algorithm. Published in: Journal of Symbolic Data Analysis , Vol. 4, No. number 1 (June 2006): pp. 1-14.

C

Calzaroni, Manlio and Cappiello, Antonio and Della Rocca, Giorgio and Di Zio, Marco and Martelli, Cristina and Pieraccini, Guido and Profili, Francesco and Tembe, Cirilo (2006): Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005). Published in: , Vol. O Sect, No. © 2006 Instituto Nacional de Estatística, Maputo, Moçambique (2006)

Cantillo, Andres (2011): The first statement of the formula for the Normal Curve.

Carvalho, Pedro and Marques, Rui Cunha and Berg, Sanford (2011): A meta-regression analysis of benchmarking studies on water utilities market structure.

Chang, Jinyuan and Chen, Songxi (2011): On the Approximate Maximum Likelihood Estimation for Diffusion Processes. Published in:

Chen, Min and Zhu, Ke (2013): Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations.

Chen, Min and Zhu, Ke (2014): Sign-based specification tests for martingale difference with conditional heteroscedasity.

Chen, Pu and Hsiao, Chih-Ying (2010): Looking behind Granger causality.

Chen, Songxi and Peng, Liang and Yu, Cindy (2013): Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions. Published in:

Chen, Songxi and Qin, Jing and Tang, Chengyong (2013): Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study. Published in:

Chen, Songxi and Van Keilegom, Ingrid (2012): Estimation in semiparametric models with missing data. Published in:

Chun, So Yeon and Shapiro, Alexander and Uryasev, Stan (2011): Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Forthcoming in:

Cifter, Atilla and Ozun, Alper (2007): Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey.

Coleman, Stephen (2014): Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011.

D

DRĂGHICI, Alex andra and DAMIAN, Irina and DAN, Andreea Maria and POPA, Diana-Gabriela and EZARU, Elena Mihaela and PAICĂ, Ana Maria Roxana and MUREȘAN, Adriana Rodica and LUȚAI, Raluca and ŞERBAN, Ileana Daniela and CIOREI, Mihaela Andreea and MĂRCĂU, Flavius-Cristian (2011): Research and Science Today No.1. Published in: Research and Science Today

Dale, Charles (1984): A Search for Business Cycles with Spectral Analysis. Published in: American Statistical Association, Proceedings of the Business and Economic Statistics Section, Philadelphia, Pennsylvania (14. August 1984): pp. 267-272.

Deluna, Roperto Jr and Cruz, Edgardo (2014): Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model.

Deluna, Roperto Jr and Jeon, Narae (2014): Determinants of International Tourism Demand for the Philippines: An Augmented Gravity Model Approach.

Deniss, Titarenko (2006): Эконометрический анализ модели инвестиционного акселератора. Published in: Proceedings of the 6th International Conference „Reliability and Statistics in Transportation and Communication” (RelStat`06), 25-28 October 2006, Riga, Latvia. (October 2006): pp. 22-30.

Dietrich, Franz and List, Christian (2014): Probabilistic Opinion Pooling. Forthcoming in: Oxford Handbook in Probability and Philosophy, Oxford University Press (Christopher Hitchcock & Alan Hajek eds.)

Dinda, Soumyananda (2011): Climate Change, Trade, and Competitiveness: Climate Trade Performance of India, SAARC and Asia Pacific Region. Forthcoming in:

Doko Tchatoka, Firmin Sabro (2012): Specification Tests with Weak and Invalid Instruments.

Dramani, Latif and Laye, Oumy (2007): Estimation of the Equilibrium Interest Rate: Case of CFA zone.

Dubrocard, Anne and Prombo, Michel (2012): International comparison of Environmental performance.

E

EL-Mohammadi, Rachid (2009): BSFTDWithMultiJump Model and Pricing of Quanto FTD with FX Devaluation Risk.

EL-Mohammadi, Rachid (2009): BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk.

El Alaoui, Aicha and Ezzahidi, Elhadj and Eladnani, Mohamed Jellal (2013): Etimating NAIRU: the Morocco case.

El Joueidi, Sarah (2013): A taxonomy of manufacturing and service firms in Luxembourg according to technological skills. Forthcoming in: Economie et Statistiques: Working papers du STATEC No. 68 (September 2013)

Emura, Takeshi and Wang, Weijing (2009): Testing Quasi-independence for Truncation Data. Published in: Journal of Multivariate Analysis , Vol. 101, (January 2010): pp. 223-239.

Everts, Martin (2006): Band-Pass Filters.

Ezeh, Chima Innocent and Onwuka, Onyema W and Nwachukwu, Ifeanyi Ndubuto (2008): CORRELATES OF INORGANIC FERTILIZER CONSUMPTION AMONG SMALLHOLDER FARMERS IN ABIA STATE, NIGERIA. Published in: Journal of Agriculture and Social Research, Nigeria , Vol. 8, No. 1 (2008): pp. 56-63.

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. Published in: International Research Journal of Finance and Economics No. 96 (August 2012): pp. 143-154.

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Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets.

Farhani, Sahbi and Shahbaz, Muhammad and Arouri, Mohammed (2013): The Role of Natural Gas Consumption and Trade in Tunisia’s Output.

Figueiredo, Annibal and Gleria, Iram and Matsushita, Raul and Da Silva, Sergio (2006): Characteristic function approach to the sum of stochastic variables.

Figueiredo, Annibal and Gleria, Iram and Matsushita, Raul and Da Silva, Sergio (2006): The Levy sections theorem revisited.

Finger, Robert and Hediger, Werner (2007): The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn.

Flores, Miguel and Rodriguez-Oreggia, Eduardo (2014): Spillover Effects of Homicides across Mexican Municipalities: A Spatial Regime Model Approach.

Forson, Joseph Ato and Janrattanagul, Jakkaphong (2014): Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. Published in: Contemporary Economics , Vol. 8, No. 2 (30. June 2014): pp. 154-174.

Franssen, M.M.E. and Peeters, H.M.M. (1988): Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken.

Fry, J. M. (2009): Bubbles and contagion in English house prices.

Fulli-Lemaire, Nicolas (2012): An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro. Published in: The Journal of Investment Strategies - Risk , Vol. 2, No. Summer (June 2013): pp. 23-50.

G

GUO, Penghui and LIU, Lihu and QIAN, Zhengming (2011): Robust test for spatial error model:considering changes of spatial layouts and distribution misspecification.

Gao, Jiti and Lu, Zudi and Tjostheim, Dag (2003): Estimation in semiparametric spatial regression. Published in: The Annals of Statistics , Vol. 34, No. 3 (October 2006): pp. 1395-1435.

Gayle, Philip and Luo, Zijun (2012): Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald’s Restaurant Outlets. Forthcoming in: Journal of Industrial Economics

Gayle, Philip and Wu, Chi-Yin (2012): A Re-examination of Incumbents’ Response to the Threat of Entry: Evidence from the Airline Industry. Forthcoming in: Economics of Transportation

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.

Golovan, Sergei and Nazin, Vladimir and Peresetsky, Anatoly (2010): Непараметрические оценки эффективности российских банков. Published in: Экономика и математические методы , Vol. 46, No. 3 (2010): pp. 43-57.

Goshunova, Anna (2013): The impact of human capital accounting on the efficiency of English professional football clubs. Forthcoming in: European Applied Studies: modern approaches in scientific researches, 2nd International scientific conference. ORT Publishing. Stuttgart. 2013 (2013)

Grech, Aaron George (2013): Adapting the Hodrick-Prescott Filter for Very Small Open Economies. Published in: International Journal of Economics and Finance , Vol. 5, No. 8 (August 2013): pp. 39-53.

Grech, Aaron George (2014): Investigating potential output using the Hodrick-Prescott filter: an application for Malta.

Guo, Shaojun and Ling, Shiqing and Zhu, Ke (2013): Factor double autoregressive models with application to simultaneous causality testing.

H

HASAN, HAMID and Rehman, Attiqur (2013): A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions.

Halicioglu, Ferda (2008): An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey.

Hall, Jamie (2012): Rapid estimation of nonlinear DSGE models.

Haq, Rashida (1991): Estimating demand and supply of edible oil in Pakistan. Published in: Pakistan Journal of Agricultural Social Sciences , Vol. 6 & 7, No. 1 & 2 (1993): pp. 13-24.

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

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей.

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. Дискретный случай.

Harin, Alexander (2012): О содержании книги "Введение в Суб-Интервальный Анализ и его Приложения".

Harin, Alexander (2012): О содержании книги "Введение в Суб-Интервальный Анализ …".

Harin, Alexander (2012): Суб-интервальный анализ и возможности его применения.

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. II.

Harin, Alexander (2014): Is data interpretation in utility and prospect theories unquestionably correct?

Harin, Alexander (2014): Problems of utility and prospect theories. A ”certain-uncertain” inconsistency of the random-lottery incentive system.

Harin, Alexander (2009): Ruptures in the probability scale? Calculation of ruptures’ dimensions.

Harin, Alexander (2012): Sub-interval analysis and possibilities of its use.

Harin, Alexander (2011): Theorem of existence of ruptures for mean values on finite numerical segments. Discrete case.

Harin, Alexander (2010): Theorem of existence of ruptures in probability scale. Preliminary short version.

Harin, Alexander (2013): A non-zero dispersion leads to the non-zero bias of mean.

Hasan, Syed Akif and Subhani, Muhammad Imtiaz and Osman, Ms. Amber (2012): Gifts and sponsored trips for doctors matter more for sales of MNCs?(an application of censored regression). Published in: American Journal of Scientific Research (AJSR) No. 51 (2012): pp. 94-99.

Hasan, Syed Akif and Subhani, Muhammad Imtiaz and Osman, Ms. Amber (2011): Research Methodologies for Management Sciences & Interdisciplinary Research in Contemporary World. Forthcoming in: European Journal of Scientific Research

Hassan, Faiza and Qayyum, Abdul (2013): Modelling the Demand for Bank Loans by Private Business Sector in Pakistan.

He, Yijun and Barnett, William A. (2006): Existence of bifurcation in macroeconomic dynamics: Grandmont was right.

Himanshu Sekhar, Rout (2006): LINKAGES BETWEEN INCOME, EDUCATION AND HEALTH: CASE OF RURAL ORISSA. Published in: The Indian Economic Journal , Vol. Confer, (2006): pp. 72-79.

Hirano, Keisuke and Porter, Jack (2006): Asymptotics for statistical treatment rules.

Hirano, Keisuke and Porter, Jack (2009): Impossibility Results for Nondifferentiable Functionals.

Hiremath, Gourishankar S and Bandi, Kamaiah (2009): On the random walk characteristics of stock returns in India. Published in: Artha Vijnana , Vol. 51, No. 1 (2009): pp. 85-96.

Horvath, Denis and Sulikova, Veronika and Gazda, Vladimir and Sinicakova, Marianna (2013): The distance-based approach to the quantification of the world convergences and imbalances - comparisons across countries and factors.

I

Idrovo Aguirre, Byron and Contreras, Javier (2009): Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción , Vol. 53, No. 53 : pp. 1-16.

Idrovo Aguirre, Byron and Lennon S., Joaquín (2013): Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile.

Irfan, Mohammad and Muhammad Yasin, Hafiz (2009): Socio-Economic Challenges Faced by Pakistan. Published in: Book No. Proceedings of National Conference International Islamic University Auditorium, Faisal Mosque Campus, Islamabad 2nd- 3rd June, 2008 (2009): pp. 1-358.

J

Jayasinghe, Milan (2005): On the Mechanics of Measuring the Production of Financial Institutions.

Johnson, Joseph F. (2013): Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes. Published in: Revista Investigación Operacional , Vol. 35, No. 2 (April 2014): pp. 173-179.

K

K. K., Suresh and K., Pradeepa Veerakumari (2007): Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1). Published in: Acta Ciencia Indica , Vol. 33, No. 4 (2007): pp. 16-35.

Kalogirou, Aikaterini and Panaretos, John (1999): Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999. Published in: Athens University of Economics and Business, Technical report No. 72 (1999)

Karkowska, Renata (2014): The analytical framework for identifying and benchmarking systemically important financial institutions in Europe. Published in: Faculty of Management Working Paper Series No. 4/2014 (September 2014): pp. 1-19.

Kaufmann, Daniel (2004): Corruption, Governance and Security: Challenges for the Rich Countries and the World. Published in:

Kaufmann, Daniel (2005): Myths and Realities of Governance and Corruption. Published in: Global Competitiveness Report 2005-06 (October 2005): pp. 81-98.

Keane, Michael and Wolpin, Kenneth (1997): Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics. Published in: Journal of Business and Economic Statistics , Vol. 2, No. 15 (April 1997): pp. 111-114.

Kiani, Mehdi and Panaretos, John and Psarakis, Stelios (2008): A new procedure for monitoring the range and standard deviation of a quality characteristic. Forthcoming in: Quality and Quantity

Kimbugwe, Hassan (2006): The bilateral J-Curve hypothesis between Turkey and her 9 trading partners.

Kodhelaj, Mimoza and Molla, Jonida (2010): Foreign Direct Investments in Albanian Market as part of Global Market and Globalization. Published in: Financial Management Association International (FMA) No. Finance, Markets, Investments, and Risk Management St. John's University New York, New York (20. May 2011)

Kosmopoulou, Anna and Panaretos, John (1998): Assessment of School Effectiveness in Greece using Multilevel Models. Published in: Proceedings of the 4th Hellenic European Conference on Computer Mathematics and its Applications (1998): pp. 565-572.

Koundouri, Phoebe and Babalos, Vassilis and Stithou, Mavra and Anastasiou, Ioannis (2011): A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece. Forthcoming in: The Handbook on Economics of Biodiversity and Ecosystems Services

Krumm, Ronald J. and Graves, Philip E. (1982): Morbidity and pollution: model specification analysis for time-series data on hospital admissions. Published in: Journal of Environmental Economics and Management , Vol. 9, : pp. 311-327.

Kyophilavong, Phouphet and Salah Uddin, Gazi and Shahbaz, Muhammad (2014): The Nexus Between Financial Development and Economic Growth in Lao PDR.

Kyophilavong, Phouphet and Shahbaz, Muhammad and Salah Uddin, Gazi (2014): A Note on Nominal and Real Devaluation in Laos.

L

Lallmahomed, Naguib and Taubert, Peter (1989): What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987. Published in: Bulletin du GREED, Groupe de Recherche en Economie de Developpement, Universite de Paris I (Pentheon-Sorbonne) , Vol. Vol. I, No. February 1989 (February 1989): pp. 39-51.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): To the problem of evaluation of market risk of global equity index portfolio in global capital markets.

Ledenyov, Dimitri O. and 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.

Leeb, Hannes and Pötscher, Benedikt M. and Ewald, Karl (2014): On various confidence intervals post-model-selection.

Leeb, Hannes and Pötscher, Benedikt M. and Ewald, Karl (2014): On various confidence intervals post-model-selection.

Li, Jun and Chen, Songxi (2012): Two Sample Tests for High Dimensional Covariance Matrices. Published in:

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

Liebl, Dominik (2013): Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective. Published in: The Annals of Applied Statistics , Vol. 7, No. 3 (September 2013): 1562-1592.

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

Liew, Venus Khim-Sen and Qiao, Zhuo and Wong, Wing-Keung (2008): Linearity and stationarity of G7 government bond returns.

Linardis, Apostolis and Panaretos, John (1998): A Comparative Study of Test Procedures uses in Assessing the Forecasting Ability of Linear Models with Applications to Crop Yield Data. Published in: 4th Hellenic European Conference on Computer Mathematics and its Applications (1998): pp. 501-508.

Loi, Massimo and Rodrigues, Margarida (2012): A note on the impact evaluation of public policies: the counterfactual analysis. Published in:

Lord, Montague J. (2002): Modeling the Macro-Economy of Bangladesh.

Lotfi, Habib and Ahmadzadeh Mashinchi, Sina (2008): Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran. Published in: American-Eurasian J. Agric. & Environ. Sci. , Vol. 2, No. Supple 1 (2008): pp. 145-150.

Lubello, Federico (2011): Money Demand and Inflation: A Cointegration Analysis for Canada.

Lúcio Godeiro, Lucas (2011): Impact of calendar effects in the volatility of vale shares.

M

Ma, Chao (2013): 年底发表的文章会遭受“影响力陷阱”?. Forthcoming in: World Economic Papers

Makan, Chandni and Ahuja, Avneet Kaur and Chauhan, Saakshi (2012): A Study of the Effect of Macroeconomic Variables on Stock Market: Indian Perspective.

Malik, Ihtisham Abdul and Siyal, Ghamz-e-Ali and Abdullah, Alias Bin and Alam, Arif and Zaman, Khalid and Kyophilavong, Phouphet and Shahbaz, Muhammad and Baloch, Siraj Ullah and Shams, Tauqeer (2014): Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan.

Maravelakis, Petros and Bersimis, Sotiris and Panaretos, John and Psarakis, Stelios (2002): Identifying the Out of Control Variable in a Multivariate Control Chart. Published in: Communications in Statistics, A (Theory and Methods) , Vol. 31, No. 12 (2002): pp. 2391-2408.

Maravelakis, Petros and Panaretos, John and Psarakis, Stelios (1999): Control Charts for the Lognormal Distribution. Published in: Athens University of Economics & Business Technical Report No. 76 (July 1999)

Maravelakis, Petros and Panaretos, John and Psarakis, Stelios (2004): EWMA Chart and Measurement Error. Published in: Journal of Applied Statistics , Vol. 31, No. 4 (2004): pp. 445-455.

Maravelakis, Petros and Panaretos, John and Psarakis, Stelios (2002): Effect of Estimation of the Process Parameters on the Control Limits of the Univariate Control Charts for Process Dispersion. Published in: Communications in Statistics B (Simulation & Computation) , Vol. 31, No. 3 (2002): pp. 443-461.

Maravelakis, Petros and Panaretos, John and Psarakis, Stelios (2001): Effect of Estimation on the Univariate Control Charts for Process Dispersion. Published in: 5th Hellenic European Conference on Computer Mathematics and its Applications , Vol. 2, (2001)

Maravelakis, Petros and Panaretos, John and Psarakis, Stelios (2005): An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion. Published in: Communications in Statistics, Simulation and Computation , Vol. 34, No. 4 (2005): pp. 1069-1079.

Maravelakis, Petros and Perakis, Michael and Psarakis, Stelios and Panaretos, John (2003): The Use of Indices in Surveys. Published in: Quality & Quantity , Vol. 37, No. 1 (2003): pp. 1-19.

Marchese, Malvina (2010): Time series models of GDP: a reappraisal. Forthcoming in: Economia Internazionale : pp. 1-29.

Margiora, Philippa and Panaretos, John (2001): Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange. Published in: 5th Hellenic European Conference on Computer Mathematics and its Applications , Vol. 2, (2001)

Marinela, Simuţ Ramona and Lavinia, Delcea (Săutiuţ) (2012): Challenges for Romania’s employment policy in the Real Economy. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 465-480.

Marques, Rui and Simões, Pedro (2009): How far are Portuguese prisons inefficient? A non-parametric approach.

Maxim, Belenkiy (2005): The Determinants of Outsourcing from the U. S.: Evidence from Domestic Manufacturing Industries, 1972-2002. Published in: Explorations: An Undergraduate Research Journal , Vol. 8, (2005): pp. 103-117.

Maxim, Kotsemir (2012): Publication Activity of Russian Researches in Leading International Scientific Journals. Published in: Acta Naturae , Vol. 4, No. 2(13) (June 2012): pp. 14-34.

McCauley, Joseph L. and Gunaratne, Gemunu H. (2003): An empirical model of volatility of returns and option pricing. Published in: Physica A , Vol. 329, (2003): pp. 178-198.

McCauley, Joseph L. and Gunaratne, Gemunu H. and Bassler, Kevin E. (2006): Hurst exponents, Markov processes, and fractional Brownian motion. Forthcoming in: Physica A (2007)

Megersa, kelbesa (2014): The laffer curve and the debt-growth link in low-income Sub-Saharan African economies.

Mehta, Salil (2013): Sophisticated gambler’s ruin and survival chances.

Mercado, Ruben (2013): Development indices, inequality, and applied development policy analysis: some issues for discussion.

Mishra, SK (2004): Generalization of regression analysis to the spatial context.

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

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

Montrone, Silvestro and Perchinunno, Paola and Torre, Carmelo Maria (2008): Identification of relationship between housing difficulty and property values in urban areas.

Moore, Winston and Thomas, Chrystol (2008): A Meta-Analysis of the Relationship between Debt and Growth.

Mora Rodriguez, Jhon James (2013): Introduccion a la teoría del consumidor.

Mousa, Amani and Youssef, Ahmed H. and Abonazel, Mohamed R. (2011): A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model. Published in: InterStat Journal , Vol. 2011, No. April, No. 4 : pp. 1-12.

Mutascu, Mihai and Tiwari, Aviral and Estrada, Fernando (2011): Taxation and political stability. Forthcoming in:

Mutaşcu, Mihai Ioan and Crasneac, Alexandru Ocatavian and Dănuleţiu, Dan-Constantin (2007): THE TAXES IMPACT ON THE ECONOMIC GROWTH: THE CASE OF EUROPEAN UNION.

N

Nam, Suhyeon (2012): Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables.

Nanthakumar, Loganathan and Shahbaz, Muhammad and Taha, Roshaiza (2014): The Effect of Green Taxation and Economic Growth on Environment Hazards: The Case of Malaysia.

Nazir, Sidra and Qayyum, Abdul (2014): Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis.

Nwaobi, Godwin (2011): Agent-based computational economics and African modeling:perspectives and challenges.

O

Okoye, B.C and Onyenweaku, C.E and Asumugha, G.N (2006): Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria. Published in: Agricultural Journal , Vol. 4, No. 38 (2007): pp. 70-81.

Otchia Samen, Christian (2006): Impact de la mondialisation et des inégalités sur la pauvreté en Europe de l'Est: Approche par la méthode des moments généralisés.

P

Paget, Mia and Seacrest, Tom and Widergren, Steve and Balducci, Patrick and Orrell, Alice and Bloyd, Cary (2011): Using Smart Grids to Enhance Use of Energy-Efficiency and Renewable-Energy Technologies. Published in: (10. May 2011)

Panaretos, John (1981): A Characterization of the Negative Multinomial Distribution. Published in: Statistical Distributions in Scientific Work , Vol. Vol. 4, (1981): pp. 331-339.

Panaretos, John (1982): An Extension of the Damage Model. Published in: Metrika , Vol. Vol. 2, (1982): pp. 189-194.

Panaretos, John (1983): A Generating Model Involving Pascal and Logarithmic Series Distributions. Published in: Communications in Statistics Part A: Theory and Methods , Vol. A12, No. 7 (1983): pp. 841-848.

Panaretos, John (1982): On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem. Published in: Sankhya, The Indian Journal of Statistics, Series A , Vol. Vol. 4, No. 3 (1982): pp. 415-422.

Panaretos, John (1983): On Moran's Property of the Poisson Distribution. Published in: Biometrical Journal , Vol. Vol.25, No. 1 (1983): pp. 69-76.

Panaretos, John (1987): On a Functional Equation for the Generating Function of the Logarithmic Series Distribution. Published in: Revue Roumaine de Mathematiques Pures et Appliquees , Vol. 32, No. 4 (1987): pp. 365-367.

Panaretos, John (1982): On a Structural Property of Finite Distributions. Published in: Journal of the Royal Statistical Society of London, Series B , Vol. 44, No. 2 (1982): pp. 209-211.

Panaretos, John (1990): On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions. Published in: Proceedings of the First International Symposium on Uncertainty Modeling and Analysis (1990): pp. 156-160.

Panaretos, John (1989): On the Evolution of Surnames. Published in: International Statistical Review , Vol. 57, No. 2 (1989): pp. 161-167.

Panaretos, John (1981): On the Joint Distribution of Two Discrete Random Variables. Published in: Annals of the Institute of Statistical Mathematics, A (Theory and Methods) , Vol. Vol.32, No. 2 (1981): pp. 191-198.

Panaretos, John (1981): On the Relationship between the Conditional and Unconditional Distribution of a Random Variable. Published in: Statistical Distributions in Scientific Work , Vol. Vol. 4, (1981): pp. 379-387.

Panaretos, John (1984): Partial Independence and Finite Distributions. Published in: Mathematische Operationforschung und Statistic, Series Statistics , Vol. 15, No. 3 (1984): pp. 397-405.

Panaretos, John (1989): A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data. Published in: IMA Journal of Mathematics Applied in Medicine and Biology , Vol. 6, (1989): pp. 133-136.

Panaretos, John (2000): Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings. Published in: International Journal of Education Law and Policy , Vol. 7, (2000)

Panaretos, John (1989): Some Properties and Applications of the Stuttering Generalized Waring Distribution. Published in: International Journal of Mathematics and Mathematical Science , Vol. 12, No. 3 (1989): pp. 531-538.

Panaretos, John (1982): Unique Properties of Some Distributions and Their Applications. Published in: Proceedings of the Annual Meeting of the American Statistical Association, (Social Statistics Section) (1982): pp. 459-462.

Panaretos, John and Psarakis, Stelios (1991): On a Testing Procedure for Model Selection. Published in: Proceedings of the 48th Session of the International Statistical Institute, Cairo (1991): pp. 513-514.

Panaretos, John and Psarakis, Stelios and Xekalaki, Evdokia (1998): On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems. Published in: PROCEEDINGS OF THE 13TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING (1998): pp. 470-473.

Panaretos, John and Psarakis, Stelios and Xekalaki, Evdokia and Karlis, Dimitris (2005): The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection. Published in: (2005)

Panaretos, John and Tzavidis, Nikolaos (2001): Aspects of Estimation Procedures at Eurostat with Some Emphasis on Over-Space Harmonisation. Published in: 5th Hellenic European Conference on Computer Mathematics and Its Applications, Athens, Greece , Vol. 2, : pp. 853-857.

Panaretos, John and Xekalaki, Evdokia (1986): On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions. Published in: Annals of the Institute of Statistical Mathematics (Theory and Methods) , Vol. 38, (1986): pp. 223-231.

Panaretos, John and Xekalaki, Evdokia (1986): On Some Distributions Arising from Certain Generalized Sampling Schemes. Published in: Communications in Statistics A (Theory and Methods) , Vol. 15, No. 3 (1986): pp. 873-891.

Panaretos, John and Xekalaki, Evdokia (1989): A Probability Distribution Associated With Events With Multiple Occurrences. Published in: Statistics and Probability Letters , Vol. 8, No. 4 (1989): pp. 389-396.

Panaretos, John and Xekalaki, Evdokia (1986): The Stuttering Generalized Waring Distribution. Published in: Statistics and Probability Letters , Vol. 4, No. 5 (1986): pp. 313-318.

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.

Pendakur, Krishna and Pendakur, Ravi and Woodcock, Simon (2006): Glass Ceilings and Sticky Floors: A Representation Index.

Pendakur, Krishna and Pendakur, Ravi and Woodcock, Simon (2006): A Representation Index: Glass Ceilings and Sticky Floors.

Perakis, Michael and Maravelakis, Petros and Psarakis, Stelios and Xekalaki, Evdokia and Panaretos, John (2001): On Certain Indices for Ordinal Data with Unequally Weighted Classes. Published in: Athens University of Economics and Business, Statistics Technical Report No. 161 (2001)

Perakis, Michael and Maravelakis, Petros and Psarakis, Stelios and Xekalaki, Evdokia and Panaretos, John (2005): On Certain Indices for Ordinal Data with Unequally Weighted Classes. Published in: Quality and Quantity , Vol. 39, No. 5 (2005): pp. 515-536.

Perlin, Marcelo and Dufour, Alfonso and Brooks, Chris (2010): A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market.

Pfau, Wade Donald (2006): Predicting the Medal Wins by Country at the 2006 Winter Olympic Games: An Econometrics Approach. Published in: Korean Economic Review , Vol. 22, No. 2 : pp. 233-247.

Pham, Hung T and Reilly, Barry (2007): THE GENDER PAY GAP IN VIETNAM, 1993-2002: A QUANTILE REGRESSION APPROACH. Published in: Journal of Asian Economics , Vol. 5, No. 185 (October 2007): pp. 775-806.

Pinto, Hugo and Guerreiro, João (2006): As dimensões latentes da Inovação: o caso das regiões europeias. Published in: Revista Portuguesa de Estudos Regionais No. 13 (November 2006): pp. 83-101.

Pop, Raluca Elena (2012): Herd behavior towards the market index: evidence from Romanian stock exchange.

Psarakis, Stelios and Panaretos, John (1990): The Folded t Distribution. Published in: Communications in Statistics: A Theory and Methods , Vol. 19, No. 7 (1990): pp. 2717-2734.

Psarakis, Stelios and Panaretos, John (2001): On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions. Published in: Journal of Applied Statistical Science , Vol. 10, No. 2 (2001): pp. 119-136.

Pötscher, Benedikt M. (2007): Confidence Sets Based on Sparse Estimators Are Necessarily Large.

Q

Qiu, Yumou and Chen, Songxi (2012): Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation. Published in:

R

Rao, B. Bhaskara and Singh, Rup and Kumar, Saten (2008): Do we need time series econometrics?

Rashid, Abdul and Jehan, Zanaib (2013): Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan.

Razzak, Weshah (2010): Predicting Instability.

S

SHAH, Syed Muhammad Noaman Ahmed and KEBEWAR, mazen (2013): US Corporate Bond Yield Spread: A default risk debate.

Saidón, Mariana (2009): Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007).

Santella, Paolo and Drago, Carlo and Polo, Andrea and Gagliardi, Enrico (2009): A Comparison among the director networks in the main listed companies in France, Germany, Italy, and the United Kingdom.

Santeramo, Fabio Gaetano (2014): On the Estimation of Supply and Demand Elasticities of Agricultural Commodites.

Sarfaraz, Leyla and Afsar, Amir (2005): بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي. Published in: Tarbiat Modaress Economic Reasearch Journal No. 16 (2007)

Schroeder, Gerhard (2009): Volatility Indexes seem to point to the Past.

Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.

Scorbureanu, Alexandrina Ioana (2013): Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects.

Sen, Chitrakalpa (2011): FDI in the Service Sector – Propagator of Growth for India?

Shahbaz, Muhammad and Rehman, Ijaz ur and Ahmed Taneem, Muzaffar (2014): Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh.

Shutes, Karl and Adcock, Chris (2013): Regularized Extended Skew-Normal Regression.

Shutes, Karl and Adcock, Chris (2013): Regularized Skew-Normal Regression.

Simplice A, Asongu (2011): Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis.

Simões, Pedro and Cunha Marques, Rui (2009): Performance and Congestion Analysis of the Portuguese Hospital Services.

Sinha, Pankaj and Jayaraman, Prabha (2012): Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques.

Sinha, Pankaj and Thomas, Ashley Rose and Ranjan, Varun (2012): Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models.

Sowell, Fallaw (2009): The empirical saddlepoint likelihood estimator applied to two-step GMM.

Suarez, Ronny (2009): Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances.

Subbotin, Viktor (2008): Essays on the econometric theory of rank regressions. Published in: PQDT Open Access Graduate Works (December 2008)

T

Travaglini, Guido (2014): Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records. Published in: Pattern Recognition in Physics , Vol. 2, No. 2 (March 2014): pp. 36-63.

Tsevas, G. and Panaretos, John (1998): Extreme Value Theory and its Applications to Financial Risk Management. Published in: 4th Hellenic European Conference on Computer Mathematics and its Applications (1998): pp. 509-516.

Tsiamtsouri, Alexandra and Panaretos, John (1999): Some Statistical Analysis of Greek Crime Data. Published in: Athens University Technical Report No. 84 (1999)

Tsourti, Zoi and Panaretos, John (2004): Extreme Value Analysis of Teletraffic Data. Published in: Computational Statistics and Data Analysis (Special Issue on Computer Security and Statistics) , Vol. 45, (2004): pp. 85-103.

Tsourti, Zoi and Panaretos, John (2003): Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review. Published in: STOCHASTIC MUSINGS: PERSPECTIVES FROM THE PIONEERS OF THE LATE 20TH CENTURY, J. Panaretos, ed., Laurence Erlbaum, Publisher, USA (2003): pp. 141-160.

Tsourti, Zoi and Panaretos, John (2001): Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison. Published in: Athens University of Economics and Business, Statistics Technical Report No. 149 (2001)

Tsourti, Zoi and Panaretos, John (2001): A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications. Published in: 5th Hellenic European Conference on Computer Mathematics and its Applications, Athens, Greece , Vol. 2, (2001): pp. 847-852.

U

Uddin, Gazi Salah and Shahbaz, Muhammad and AROURI, Mohamed El Hedi (2013): Financial Development and Poverty Reduction Nexus:A Cointegration and Causality Analysis in Bangladesh.

Uddin, Gazi Salah and Sjö, Bo and Shahbaz, Muhammad (2013): The Causal Nexus between Financial Development and Economic Growth in Kenya.

Ugur, Mehmet and Mitra, Arup (2014): Effects of innovation on employment in low-income countries: A mixed-method systematic review.

V

Vallejos, Catalina and Steel, Mark F. J. (2014): Bayesian Survival Modelling of University Outcomes.

Varsanyi, Zoltan (2007): Rating philosophies: some clarifications.

Varsanyi, Zoltan (2007): Rating philosophies: some clarifications.

Vaz, Margarida and Silva, João Albino and Manso, José Pires (2010): Regional expression of tourism development. Published in: Journal of Tourism and Development , Vol. 2, No. 13/14/2010 (March 2010): pp. 829-839.

Vergés, Joaquim (2014): Evaluación de la eficiencia comparativa de empresas y entidades productivas: Indicadores y técnicas de análisis.

Vespignani, Joaquin L. (2012): Modelling asymmetric consumer demand response: Evidence from scanner data.

Villarreal, Francisco G. (2014): Monetary Policy and Inequality in Mexico.

Vorobyev, Oleg Yu. (2005): Eventology of random-fuzzy events. Published in: Proc. of IV All-Russian FAM'2005 Conf., Krasnoyarsk: Sib. Fed. Univ. , Vol. 1, (27. February 2005): pp. 112-169.

Vorobyev, Oleg Yu. and Novosyolov, Arcady A. and Simonov, Konstantin V. and Fomin, Andrew (2001): Portfolio Analysis of Financial Market Risks by Random Set Tools. Published in: Proceedings of the Symposium "Risks in Investment Accumulation Products of Financial Institutions", Schaumburg, IL (2001): pp. 43-66.

Vorobyev, Oleg Yu. and Vorobyev, Alexey O. (2003): On the New Notion of the Set-Expectation for a Random Set of Events. Published in: Proc. of the II All-Russian FAM'2003 Conference , Vol. 1, (27. April 2003): pp. 23-37.

Voudouris, V and Di Maio, C (2010): The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production. Published in: CIBS Working Papers Series (5. August 2010)

van den Hauwe, Ludwig (2007): Did F. A. Hayek Embrace Popperian Falsificationism? A Critical Comment About Certain Theses of Popper, Duhem and Austrian Methodology. Published in: Procesos de Mercado - Revista Europea de Economía Política , Vol. IV Núm, No. Primavera (2007): pp. 57-78.

W

Wallis, Kenneth (2006): A note on the calculation of entropy from histograms.

Wayne, James J. (2013): Fundamental Equation of Economics.

Wesselbaum, Dennis (2014): Sectoral Labor Market Effects of Fiscal Spending.

X

Xekalaki, Evdokia and Panaretos, John (2004): A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation. Published in: Communications in Statistics: Theory and Methods , Vol. 33, No. 12 (2004): pp. 3043-3058.

Xekalaki, Evdokia and Panaretos, John (1983): Identifiability of Compound Poisson Distributions. Published in: Scandinavian Actuarial Journal , Vol. 66, (1983): pp. 39-45.

Xekalaki, Evdokia and Panaretos, John (1989): On Some Distributions Arising in Inverse Cluster Sampling. Published in: Communications in Statistics, Part A (Theory and Methods) , Vol. 18, No. 1 (1989): pp. 355-366.

Xekalaki, Evdokia and Panaretos, John (1995): Replenishing Stock Under Uncertainty. Published in: Athens University of Economics & Business, Technical Report No. 15 (January 1995)

Xekalaki, Evdokia and Panaretos, John and Psarakis, Stelios (2003): A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution. Published in: STOCHASTIC MUSINGS: PERSPECTIVES FROM THE PIONEERS OF THE LATE 20TH CENTURY, J. Panaretos, ed., Laurence Erlbaum, Publisher, USA (2003): pp. 188-202.

Y

Yang, Bill Huajian (2013): Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests. Published in: Journal of Risk Model Validation , Vol. 8, No. 1 (18. March 2014)

Yang, Bill Huajian (2014): Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework. Published in: Journal of Risk Model Validation , Vol. 8, No. 3 (18. September 2014)

Yang, Bill Huajian and Tkachenko, Mykola (2012): Modeling of EAD and LGD: Empirical Approaches and Technical Implementation. Published in: Journal of Credit Risk , Vol. 8, No. 2 (18. June 2012)

Z

Zervopoulos, Panagiotis (2012): Dealing with small samples and dimensionality issues in data envelopment analysis.

Zhu, Ke and Li, Wai Keung (2013): A new Pearson-type QMLE for conditionally heteroskedastic models.

Zhu, Ke and Li, Wai Keung (2014): A new Pearson-type QMLE for conditionally heteroskedastic models.

Zhu, Ke and Li, Wai Keung and Yu, Philip L.H. (2014): Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates.

Zhu, Ke and Li, Wai-Keung (2013): A bootstrapped spectral test for adequacy in weak ARMA models.

Zhu, Ke and Ling, Shiqing (2014): LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises.

Zhu, Ke and Ling, Shiqing (2014): Model-based pricing for financial derivatives.

Zhu, Ke and Yu, Philip L.H. and Li, Wai Keung (2013): Testing for the buffered autoregressive processes.

Zhu, Ying (2013): Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors.

Zuniga Gonzalez, Carlos Alberto (2010): Comparisons of LSMS-ISA data collection and dissemination efforts in Central America. Published in: Journal of Development and Agricultural Economics , Vol. 3, No. 8 (4. August 2011): pp. 353-361.

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