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JEL Classification: C13 - Estimation

Number of items at this level: 246.

Halkos, George and Kevork, Ilias (2012): Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand. Unpublished.

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 Unpublished.

Medel, Carlos A. (2012): ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? Unpublished.

Medel, Carlos A. (2012): How informative are in-sample information criteria to forecasting? the case of Chilean GDP. Unpublished.

Iqbal, Javed (2012): Comparing performance of statistical models for individual’s ability index and ranking. Unpublished.

Halkos, George and Kevork, Ilias (2012): Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand. Unpublished.

Harin, Alexander (2011): Интервальный анализ распределений и разрывы. Unpublished.

Matyas, Laszlo and Balazsi, Laszlo (2011): The estimation of three-dimensional fixed effects panel data models. Unpublished.

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 Unpublished.

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres. Unpublished.

Crudu, Federico and Sándor, Zsolt (2011): On the finite-sample properties of conditional empirical likelihood estimators. Unpublished.

Prono, Todd (2011): When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models. Unpublished.

Saraswat, Deepak (2011): Effect of employment guarantee on access to credit: Evidence from rural India. Unpublished.

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 Unpublished.

González-Val, Rafael and Olmo, Jose (2011): Growth in a cross-section of cities: location, increasing returns or random growth? Unpublished.

Natalia, Khorunzhina and Wayne Roy, Gayle (2011): Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors. Unpublished.

Pavlyuk, Dmitry (2011): Efficiency of broadband internet adoption in European Union member states. Unpublished.

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

Albu, Lucian-Liviu; Ghizdeanu, Ion and Iorgulescu, Raluca (2011): Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration. Unpublished.

Albu, Lucian-Liviu (2011): Structural changes and convergence in EU and in Adriatic-Balkans Region. Unpublished.

Francesca, Greselin and Leo, Pasquazzi (2011): Estimation of Zenga's new index of economic inequality in heavy tailed populations. Unpublished.

Pötscher, Benedikt M. and Schneider, Ulrike (2011): Distributional results for thresholding estimators in high-dimensional Gaussian regression models. Unpublished.

Situngkir, Hokky (2011): Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial. Published in: Seminar Nasional Statistika, Universitas Gadjah Mada Yogyakarta, 14 Mei 2011

Chiwaula, Levison and Waibel, Hermann (2011): Seasonal bias in household vulnerability to poverty stimates: insights from a natural experiment. Unpublished.

Luati, Alessandra; Proietti, Tommaso and Reale, Marco (2011): The Variance Profile. Unpublished.

Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros and Refenes, Apostolos P. (2011): Are realized volatility models good candidates for alternative Value at Risk prediction strategies? Unpublished.

Drichoutis, Andreas (2011): (Re)estimating marginal changes after “truncreg” and “tobit” in Stata. Unpublished.

Murray, James (2011): Learning and judgment shocks in U.S. business cycles. Unpublished.

Shahbaz, Muhammad and Rahman, Mizanur (2011): Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan. Unpublished.

Idrovo Aguirre, Byron and Lennon S., Joaquín (2011): Indice de Precios de Viviendas Nuevas para el Gran Santiago. Published in:

Buss, Ginters (2011): Asymmetric Baxter-King filter. Unpublished.

Mike, Tsionas and Subal, Kumbhakar (2011): Firm-Heterogeneity, Persistent and Transient Technical Inefficiency. Unpublished.

Tiwari, Aviral and Shahbaz, Muhammad (2011): India's trade with USA and her trade balance: An empirical analysis. Published in:

Garrouste, Christelle (2011): Explaining learning gaps in Namibia: The role of language proficiency. Published in: International Journal of Educational Development , Vol. 31, (2011): pp. 223-233.

Li, Minqiang; Peng, Liang and Qi, Yongcheng (2011): Reduce computation in profile empirical likelihood method. Unpublished.

Gach, Florian and Pötscher, Benedikt M. (2010): Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators. Unpublished.

Théoret, Raymond and Racicot, François-Éric (2010): "Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio". Published in: Aestimatio. The IEB International Journal of Finance No. 1 (December 2010): pp. 1-20.

Bera, Soumitra Kumar (2010): Forecasting model of small scale industrial sector of West Bengal. Unpublished.

Madau, Fabio A. (2010): Parametric Estimation Of Technical And Scale Efficiencies In Italian Citrus Farming. Unpublished.

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

Weron, Rafal and Janczura, Joanna (2010): Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices. Unpublished.

White, Halbert; Kim, Tae-Hwan and Manganelli, Simone (2010): VAR for VaR: measuring systemic risk using multivariate regression quantiles. Unpublished.

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

Mereuta, Cezar; Albu, Lucian-Liviu and Ciuiu, Daniel (2010): Classification of competitiveness types using copula. Published in: Non-Linear Modeling in Economics. Beyond Standard Economics. Editor: Lucian Liviu Albu, Ed. Expert, Bucharest. (March 2011): pp. 147-165.

Tsyplakov, Alexander (2010): Revealing the arcane: an introduction to the art of stochastic volatility models. Unpublished.

González-Val, Rafael; Ramos, Arturo and Sanz-Gracia, Fernando (2010): Size Distributions for All Cities: Lognormal and q-exponential functions. Unpublished.

Onyenweaku, C.E; Nwachukwu, Ifeanyi N. and Opara, T.C. (2010): Productivity Growth in Food Crop Production in Imo State, Nigeria. Published in: African Crop Science Journal , Vol. 18, No. 3 (02. September 2010): pp. 119-131.

Cadogan, Godfrey (2010): Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach. Unpublished.

Borak, Szymon; Misiorek, Adam and Weron, Rafal (2010): Models for Heavy-tailed Asset Returns. Unpublished.

Tiwari, Aviral (2010): Is trade deficit sustainable in India? An inquiry. Unpublished.

Trandafir, Romica; Ciuiu, Daniel and Drobot, Radu (2010): The utilization of copula in hidrology. Published in: Scientific Journal Mathematical Modeling in Civil Engineering No. 2 BIS (June 2011): pp. 12-20.

Buss, Ginters (2010): Seasonal decomposition with a modified Hodrick-Prescott filter. Unpublished.

Siebert, Ralph Bernd and von Graevenitz, Georg (2010): Licensing in the Patent Thicket - Timing and Benefits. Unpublished.

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

Qian, Hang (2010): Linear regression using both temporally aggregated and temporally disaggregated data: Revisited. Unpublished.

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

Cherif, Olfa and Ayadi, Mohamed (2010): Latent separability and price variation in the estimation of demand System. Unpublished.

Kontek, Krzysztof (2010): Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility. Unpublished.

Boldea, Otilia and Hall, Alastair R. (2010): Estimation and inference in unstable nonlinear least squares models. Unpublished.

Fiorillo, Damiano (2010): Volunteers and conditions under which crowd-out effect could appear. An empirical evidence of psychological self-determination theory. Unpublished.

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.

Bag, Pinaki (2010): Exposure at Default Model for Contingent Credit Line. Unpublished.

Alfarano, Simone; Eva, Camacho and Josep, Domènech (2010): Estimation of a simple genetic algorithm applied to a laboratory experiment. Unpublished.

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

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

Atak, Alev; Linton, Oliver B. and Xiao, Zhijie (2010): A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom. Forthcoming in: Journal of Econometrics

Bušs, Ginters (2010): Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia. Unpublished.

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

Sarafidis, Vasilis and Yamagata, Takashi (2010): Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. 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.

Alghalith, Moawia (2010): New methods of estimating stochastic volatility and the stock return. Unpublished.

Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist? Unpublished.

Carl-Johan, Dalgaard and Henrik, Hansen (2010): Evaluating Aid Effectiveness in the Aggregate: A critical assessment of the evidence. Unpublished.

Kolesnikova, Irina (2010): State Aid for Industrial Enterprises in Belarus: Remedy or Poison? Unpublished.

Payandeh Najafabadi, Amir T. (2010): A new approach to the credibility formula. Published in: Insurance: Mathematics and Economics No. 46 (2010): pp. 334-338.

Ayesha, Nazuk; Sadia, Nadir and Javid, Shabbir (2010): Adjustment of the Auxiliary Variable(s) for Estimation of a Finite Population Mean. Unpublished.

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

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

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

Areal, Francisco J; Balcombe, Kelvin and Tiffin, R (2010): Integrating spatial dependence into stochastic frontier analysis. Unpublished.

Areal, Francisco J; Tiffin, Richard and Balcombe, Kelvin (2010): Provision of an environmental output within a multi-output distance function approach. Unpublished.

Nguenang, Christian; Kamgna, Sévérin yves and Tinang, Nzeusseu Jules (2010): Une approche Macroprudentielle du risque systémique en zone CEMAC. Unpublished.

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

Alghalith, Moawia (2009): Preferences estimation without approximation. Unpublished.

Sarafidis, Vasilis and Weber, Neville (2009): To pool or not to pool: a partially heterogeneous framework. Unpublished.

Wang, Hung-Jen and Ho, Chia-Wen (2009): Estimating fixed-effect panel stochastic frontier models by model transformation. Published in: Journal of Econometrics , Vol. 2, No. 157 (August 2010): pp. 286-296.

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

De Siano, Rita and D'Uva, Marcella (2009): Regional convergence in Italy: time series approaches. Unpublished.

Todd, Prono (2009): Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model. Unpublished.

Todd, Prono (2009): Using skewness to estimate the semi-strong GARCH(1,1) model. Unpublished.

Qian, Junhui and Wang, Le (2009): Estimating Semiparametric Panel Data Models by Marginal Integration. 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.

Palombini, Edgardo (2009): Factor models and the credit risk of a loan portfolio. Unpublished.

Aguirregabiria, Victor (2009): Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application. Unpublished.

Bušs, Ginters (2009): Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn. Unpublished.

Jaime, Mónica M. and Salazar, César A. (2009): Capital social y eficiencia técnica de los pequeños agricultores de trigo de la Región del Bío Bío. Unpublished.

Todd, Prono (2009): GARCH-based identification and estimation of triangular systems. Unpublished.

Bušs, Ginters (2009): Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach. Unpublished.

Shiu, Alice and Zelenyuk, Valentin (2009): Production Efficiency versus Ownership: The Case of China. Unpublished.

Kamgna, Severin Yves; Tinang, Nzesseu Jules and Tsombou, Kinfak Christian (2009): Macro-Prudential Monitoring Indicators for CEMAC Banking System. Unpublished.

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

Greselin, Francesca; Pasquazzi, Leo and Zitikis, Ricardas (2009): Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy. Unpublished.

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.

KAMGNA, Severin Yves; TINANG, Nzesseu Jules and TSOMBOU, Kinfak Christian (2009): Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC. Unpublished.

Fischer, Justina AV (2009): Subjective Well-Being as Welfare Measure: Concepts and Methodology. Unpublished.

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

Pandey, Manoj K. (2009): Poverty and disability among Indian elderly: evidence from household survey. Unpublished.

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

Bationo, Rakissiwinde and Hounkpodote, Hilaire (2009): Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien. Unpublished.

Moscone, Francesco and Tosetti, Elisa (2009): GMM estimation of spatial panels. Unpublished.

Hyeongwoo, Kim (2009): Generalized Impulse Response Analysis: General or Extreme? Unpublished.

Carl-Johan, Dalgaard and Henrik, Hansen (2009): Evaluating Aid Effectiveness in the Aggregate: Methodological Issues. Unpublished.

Francq, Christian and Zakoian, Jean-Michel (2009): Bartlett's formula for a general class of non linear processes. Unpublished.

Cornaglia, Anna and Morone, Marco (2009): Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting. Unpublished.

Mishra, SK (2009): Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses. Unpublished.

Mishra, SK (2009): A note on the ordinal canonical correlation analysis of two sets of ranking scores. Unpublished.

Mishra, SK (2009): The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization. Unpublished.

Sarafidis, Vasilis (2009): GMM Estimation of short dynamic panel data models with error cross-sectional dependence. Unpublished.

Mallick, Debdulal (2009): Marginal and Interaction Effects in Ordered Response Models. Unpublished.

Eryilmaz, Serkan; Kan, Cihangir and Akici, Fatih (2009): Consecutive k-within-m-out-of-n:F system with exchangeable components. Published in: Naval Research Logistics

Francq, Christian and Zakoian, Jean-Michel (2009): Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models. Unpublished.

Boldea, Otilia and Magnus, Jan R. (2009): Maximum Likelihood Estimation of the Multivariate Normal Mixture Model. Published in: Journal of the American Statistical Association , Vol. 104, No. 488 (2009): pp. 1539-1549.

Francq, Christian; Horvath, Lajos and Zakoian, Jean-Michel (2009): Merits and drawbacks of variance targeting in GARCH models. Unpublished.

Saltoglu, Burak and Yazgan, Ege (2009): The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market. Unpublished.

Harding, Don (2008): FuelWatch: evidence-based-policy or policy based evidence? Published in: Economic Papers , Vol. 27, No. 4 (December 2008): pp. 315-328.

Osman, Mohammad; Louis, Rosmy and Balli, Faruk (2008): Which Output Gap Measure Matters for the Arab Gulf Cooperation Council Countries (AGCC): The Overall GDP Output Gap or the Non-Oil Sector Output Gap? Unpublished.

Othman, Redzuan and Salleh, Norlida Hanim Mohd (2008): Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN. Forthcoming in: International Journal of Management Studies (IJMS) , Vol. 17, No. 1 (June 2010): pp. 171-188.

Di Iorio, Francesca and Fachin, Stefano (2008): A note on the estimation of long-run relationships in dependent cointegrated panels. Unpublished.

Barnett, William A. and Seck, Ousmane (2008): Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution. Unpublished.

Mishra, SK and Ngullie, ML (2008): Hedonic demand for rented house in Kohima, Nagaland. Unpublished.

Bürgi, Roland; Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:

Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments. Unpublished.

Kleppe, Tore Selland and Skaug, Hans J. (2008): Simulated maximum likelihood for general stochastic volatility models: a change of variable approach. Unpublished.

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

Hall, Alastair R.; Han, Sanggohn and Boldea, Otilia (2008): Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS. 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.

Dinda, Soumyananda (2008): Factors Determining FDI to Nigeria: An Empirical Investigation. 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.

Mishra, SK (2008): On construction of robust composite indices by linear aggregation. Unpublished.

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

Luati, Alessandra and Proietti, Tommaso (2008): On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing. Unpublished.

Foschi, Paolo; Pieressa, Luca and Polidoro, Sergio (2008): Parametrix approximations for non constant coefficient parabolic PDEs. Unpublished.

OUEDRAOGO, Salmata (2008): Social effect and female genital mutilation (FGM). Unpublished.

Onour, Ibrahim (2008): Forward-Looking Beta Estimates:Evidence from an Emerging Market. Unpublished.

Prokhorov, Artem (2008): A goodness-of-fit test for copulas. Unpublished.

Schreyoegg, Jonas and Grabka, Markus M (2008): Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach. Published in: DIW Berlin, Discussion Paper, No. 777

Vodová, Pavla (2008): Credit market and prediction of its future development. Published in:

Ling, Tai-Hu; Venus, Khim-Sen Liew and Syed Khalid Wafa, Syed Azizi Wafa (2008): Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests. Forthcoming in: Comparative Economic Studies

Baraldi, A. Laura (2008): Network Externalities and Critical Mass in the Mobile Telephone Network: a Panel Data Estimation. Unpublished.

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

Razzak, Weshah (2008): On The dynamic of search, matching and productivity in New Zealand and Australia. Forthcoming in: International Journal of Applied Economics : pp. 1-33.

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

Idrovo Aguirre, Byron (2007): ¿Son las escuelas particulares subvencionadas mejores que las municipales? Estimación de la ecuación de logro escolar para Chile. Unpublished.

Razzak, W A (2007): In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback. Unpublished.

LAHIANI, Amine and YOUSFI, Ouidad (2007): Modèls Garch à la mémoire longue: application aux taux de change tunisiens. Published in: Euro-Mediterranean Economics and Finance Review , Vol. 3, No. 4 (2008): pp. 106-122.

Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator. Unpublished.

Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator. Unpublished.

Andrei, Tudorel; Teodorescu, Daniel; Iacob, Andreea Iluzia E. S. and Stancu, Stelian (2007): The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 41, No. No. 3-4/2007 (December 2007): pp. 131-139.

Idrovo Aguirre, Byron (2007): SEIA: Una mirada alternativa de la inversión. Published in: Documentos de Trabajo , Vol. 46, No. 46 (15. February 2008): pp. 1-19.

Pötscher, Benedikt M. and Leeb, Hannes (2007): On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. Unpublished.

Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization. Unpublished.

Mahmoudvand, Rahim; Hassani, Hossein and Wilson, Rob (2007): IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION? Published in: World Applied Sciences Journal , Vol. 2, No. 5 (01. September 2007): pp. 519-522.

Mishra, SK (2007): A note on least squares fitting of signal waveforms. Unpublished.

Bocharnikov, Victor and Sveshnikov, Sergey (2007): Algorithm of arithmetical operations with fuzzy numerical data. Unpublished.

Sveshnikov, Sergey and Bocharnikov, Victor (2007): Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno. Unpublished.

Scorbureanu, Alexandrina Ioana (2007): The competitive advantage in The Middle East. An empirical approach. Unpublished.

Rao, B. Bhaskara (2007): Deterministic and stochastic trends in the time series models: A guide for the applied economist. Unpublished.

Andrei, Tudorel; Iacob, Andreea Iluzia and Vlad, Liviu Bogdan (2007): Tendencies in the Romania's Regional Economic Development during the Period 1991-2004. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 41, No. 1-2/2007 (June 2007): pp. 107-119.

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.

Derbel, Hatem; Abdelkafi, Rami and Chkir, Ali (2007): Impact du commerce extérieur sur la productivité au sein des secteurs en Tunisie : cas de l’industrie manufacturière. Published in: Ouvrage « effets et enjeux de l’ouverture sur l’espace méditerranéen » No. Octobre 2007 (October 2007)

Kalogeropoulos, Konstantinos; Roberts, Gareth O. and Dellaportas, Petros (2007): Inference for stochastic volatility model using time change transformations. Unpublished.

Kalogeropoulos, Konstantinos; Dellaportas, Petros and Roberts, Gareth O. (2007): Likelihood-based inference for correlated diffusions. Unpublished.

Olenev, Nicholas (2006): Параллельные вычисления в математическом моделировании региональной экономики // Параллельные вычислительные технологии - 2007. Труды первой международной научной конференции. Челябинск: Изд-во Южно-Уральского государственного университета, 2007. C.140-151. Published in: (29. January 2007): pp. 140-151.

Tsionas, Efthymios and Kumbhakar, Subal (2006): Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach. Unpublished.

Okoye, B.C; 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.

Barnett, William A. and Duzhak, Evgeniya (2006): Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions. Unpublished.

Barnett, William A. and Usui, Ikuyasu (2006): The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model. Unpublished.

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

Mishra, SK (2006): Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization. Unpublished.

Sowell, Fallaw (2006): The Empirical Saddlepoint Approximation for GMM Estimators. Unpublished.

Gomez-Sorzano, Gustavo (2006): Decomposing violence: terrorist murder in the twentieth century in the U.S. Unpublished.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. Unpublished.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. 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.

Wang, Hung-Jen (2006): Stochastic frontier models. Published in: invited article for The New Palgrave Dictionary of Economics, 2nd edition, Palgrave Macmillan (2007)

Vitek, Francis (2006): Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. Unpublished.

Vitek, Francis (2006): Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. Unpublished.

Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Forthcoming in: IMS Lecture Notes

Mynbaev, Kairat and Ullah, Aman (2006): A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model. Unpublished.

Herrera Gómez, Marcos (2006): Efecto de la Competencia de la Educación Privada sobre la Calidad de la Educación Pública. Published in: (2006)

Razzak, Weshah (2006): Explaining the gaps in labour productivity for some developed countries. Unpublished.

Wiederhold, gio (2005): What is Your Software Worth? Published in: Communications of the ACM , Vol. 2006, No. 9 (September 2006): pp. 65-74.

REY, Serge (2005): Convergence réelle et convergence nominale dans les Pays de la région MENA. Published in: , Vol. FEMISE n°FEM22-36, (November 2005): pp. 195-249.

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

Nganou, Jean-Pascal (2005): Estimation of the parameters of a linear expenditure system (LES) demand function for a small African economy. Unpublished.

Khan, Safdar Ullah Khan (2005): Macro Determinants of Total Factor Productivity in Pakistan. Published in: SBP Research Bulletin , Vol. 2, No. 2 (15. December 2006): pp. 383-401.

Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? Unpublished.

Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? Unpublished.

Chernobai, Anna; Burnecki, Krzysztof; Rachev, Svetlozar; Trueck, Stefan and Weron, Rafal (2005): Modelling catastrophe claims with left-truncated severity distributions (extended version). Unpublished.

Aragon, Aker (2004): Discriminant Analysys of Default Risk. Unpublished.

Guler, Bulent and Ozlale, Umit (2004): Is there a flight to quality due to inflation uncertainty? Published in: Physica A , Vol. 345, (2005): pp. 603-607.

Pansini, Rosaria Vega (2004): La Fissazione della International Poverty Line: una nuova proposta applicata al Vietnam. Unpublished.

Bianchi, Sergio (2004): A new distribution-based test of self-similarity. Published in: Fractals , Vol. 12, No. 3 (2004): pp. 331-346.

Bouoiyour, Jamal; Marimoutou, Velayoudoum and Rey, Serge (2003): Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien. Unpublished.

Ardia, David (2003): Analysis of dependencies in low frequency financial data sets. Unpublished.

Gao, Jiti (2002): Modeling long-range dependent Gaussian processes with application in continuous-time financial models. Published in: Journal of Applied probability , Vol. 46, No. 2 (June 2004): pp. 467-482.

Albu, Lucian-Liviu; Daianu, Daniel and Pavelescu, Florin-Marius (2002): Underground economy quantitative models. Some applications to Romania’s case. Published in: Revue Roumaine des Sciences Economiques , Vol. 47, No. 1-2 : pp. 147-172.

Souza-Sobrinho, Nelson (2001): Extração da Volatilidade do Ibovespa. Published in: Resenha BM&F No. 144 (2001): pp. 17-39.

Allal, Jelloul; Kaaouachi, Abdelali and Paindaveine, Davy (2001): R-estimation for ARMA models. Published in: Journal of Nonparametric Statistics No. 13 (2001): pp. 815-831.

Mynbaev, Kairat (2001): The strengths and weaknesses of L2 approximable regressors. Published in: Two Essays on Econometrics. Fortaleza: Expressão Gráfica , Vol. 1, (2001): pp. 1-20.

Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada. Unpublished.

Mariam, Yohannes (1999): The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada. Unpublished.

Kocenda, Evzen (1998): Exchange rate in transition. Published in: (1998)

Mariam, Yohannes; Barre, Mike; Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors. Unpublished.

Soliman, Ibrahim and Ewaida, Osama (1996): Impact of technological changes and economic liberalization on agricultural labor employment and Productivity. Published in: L’EGYPTE COTEMPORAIE, Revue Scientifique arbitrée Quart annual, De la Société Egyptienne d’Econnomie Politique de Statistique Et de Législation, LE CAIRE , Vol. LXXXVIII iéme ANNE, No. No. 445, (July 1997): pp. 3-21.

Jushan, Bai (1995): Estimation of multiple-regime regressions with least absolutes deviation. Published in: Journal of Statistical Planning and Inference , Vol. 74, No. 1 (October 1998): pp. 103-134.

Calzolari, Giorgio and Fiorentini, Gabriele (1994): Conditional heteroskedasticity in nonlinear simultaneous equations. Published in: Florence: European University Institute No. Working Paper ECO No. 94/44 (November 1994): pp. 1-19.

Lang, Kevin (1993): Ability Bias, Discount Rate Bias and the Return to Education. Unpublished.

Bai, Jushan (1993): Least squares estimation of a shift in linear processes. Published in: Journal of Time Series Analysis , Vol. 15, No. 5 (September 1994): pp. 453-472.

Calzolari, Giorgio and Fiorentini, Gabriele (1993): Estimating variances and covariances in a censored regression model. Published in: Statistica No. 53 (1993): pp. 323-339.

Boyle, Kevin J.; Welsh, Michael P. and Bishop, Richard C. (1988): Validation of empirical measures of welfare change: comment. Published in: Land Economics , Vol. 64, No. 1 (1988): pp. 94-98.

Kyn, Oldrich and Kyn, Ludmila (1974): Macroeconomic Production Functions for Eastern Europe. Unpublished.

Albu, Lucian-Liviu (2006): A dynamic model to estimate the long-run trends in potential GDP. Unpublished.

Albu, Lucian-Liviu (2007): A model to estimate informal economy at regional level: Theoretical and empirical investigation. Unpublished.

Razzak, Weshah (2003): A Perspective on Unit Root and Cointegration in Applied Macroeconomics. Forthcoming in: The International Journal of Applied Econometrics and Quantitative Studies , Vol. Vol 1, No. Issue (2007)

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)

Vitek, Francis (2007): An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model. Unpublished.

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

Razzak, Weshah (2005): Explaining the gaps in labour productivity in some developed countries. Forthcoming in: Applied Econometrics and International Development (August 2007)

Perez, Marcos and Ahn, Seung Chan (2007): GMM Estimation of the Number of Latent Factors. Unpublished.

Razzak, Weshah; Stillman, Steve and Johnson, Robin (2005): Has New Zealand benefited from its investments in research & development? Forthcoming in: Applied Economics (2007)

Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization. Unpublished.

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

Chan, Tze-Haw and Hooy, Chee Wooi (2003): On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911. Unpublished.

Mercik, Szymon and Weron, Rafal (2002): Origins of scaling in FX markets. Unpublished.

Mishra, SK (2007): Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves. Unpublished.

Mishra, SK (2007): Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves. Unpublished.

Chan, Tze-Haw; Baharumshah, Ahmad Zubaidi and Lau, Evan (2005): Real Financial Integration among the East Asian Economies: A SURADF Panel Approach. Unpublished.

Zoltan, Varsanyi (2007): Reconsidering the logit: the risk of individual names. Unpublished.

Henningsen, Arne and Hamann, Jeff (2006): systemfit: A Package to Estimate Simultaneous Equation Systems in R. Unpublished.

Wittenberg, Martin (2007): Testing for a common latent variable in a linear regression. Unpublished.

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm

Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Published in: IMS Lecture Notes , Vol. 52, (2006): pp. 113-129.

Guido, Cataife (2007): The pronouncements of paranoid politicians. Unpublished.

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