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Albu, Lucian-Liviu (1991): Le Rapport Industrie - Agriculture Et Le Developpement Economique. Published in: Doctoral Thesis: "Raportul industrie-agricultura si dezvltarea economica" (1991)
Albu, Lucian-Liviu (2008): A simulation model of public debt sustainability.
Albu, Lucian-Liviu and Diaconescu, Tiberiu (2009): Simulation on long-term correlation between demographic variables and economic growth.
Albu, Lucian-Liviu and Pelinescu, Elena (2000): Sustainability of public debt: a theoretical and empirical investigation. Published in: Revue Roumaine des Sciences Economiques , Vol. 45, No. 1 : pp. 101-127.
Albulescu, Claudiu Tiberiu (2009): Forecasting credit growth rate in Romania: from credit boom to credit crunch?
Alcantud, José Carlos R. and Matos, Daniel L. and Palmero, Carlos R. (2009): Goodness of fit in optimizing consumer's model.
Angle, John (2011): The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science.
Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31. December 2010): pp. 41-47.
Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume, (October 2010)
Arpino, Bruno and Varriale, Roberta (2009): Assessing the quality of institutions’ rankings obtained through multilevel linear regression models.
Asghar, Zahid and Abid, Irum (2007): Performance of lag length selection criteria in three different situations. Published in: Interstat No. April 2007 (April 2007)
Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2009): Impact of Model Specification Decisions on Unit Root Tests.
Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Model specification, observational equivalence and performance of unit root tests.
Balakrishna, B S (2010): Alpha-root Processes for Derivatives pricing.
Bandi, Federico and Corradi, Valentina and Moloche, Guillermo (2009): Bandwidth selection for continuous-time Markov processes.
Bandyopadhyay, Arindam and Ganguly, Sonali (2011): Empirical estimation of default and asset correlation of large corporates and banks in India.
Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest.
Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest.
Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in contagion model: with volatilities and correlation of spread and interest.
Barnett, William A. and Seck, Ousmane (2008): Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution.
Baumöhl, Eduard and Lyócsa, Štefan (2009): Stationarity of time series and the problem of spurious regression.
Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model. Published in: Simulation of Systems (1976): pp. 653-661.
Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Panattoni, Lorenzo (1985): Asymptotic properties of dynamic multipliers in nonlinear econometric models. Published in: Economic Notes No. 14 (1985): pp. 97-117.
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.
Bonaccorsi, Andrea and Daraio, Cinzia and Räty, Tarmo and Simar, Léopold (2007): Efficiency and University Size: Discipline-wise Evidence from European Universities. Published in: VATT publications No. 46 (2007): pp. 309-334.
Bontempi, Maria Elena and Mammi, Irene (2012): A strategy to reduce the count of moment conditions in panel data GMM.
Borak, Szymon and Misiorek, Adam and Weron, Rafal (2010): Models for Heavy-tailed Asset Returns.
Braha, Dan and Stacey, Blake and Bar-Yam, Yaneer (2011): Corporate competition: A self-organized network. Forthcoming in: Social Networks , Vol. doi:10, No. doi:10.1016/j.socnet.2011.05.004 (2011)
Buda, Rodolphe (1999): Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis.
Buda, Rodolphe (2005): Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management.
Buda, Rodolphe (2004): SINGUL 2.0 : les équations et les programmes.
Bulla, Jan and Mergner, Sascha and Bulla, Ingo and Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist?
Burnecki, Krzysztof and Janczura, Joanna and Weron, Rafal (2010): Building Loss Models.
Burnecki, Krzysztof and Misiorek, Adam and Weron, Rafal (2010): Loss Distributions.
Burnecki, Krzysztof and Pazdan-Siudeja, Liliana (2008): Equity-linked insurances and guaranteed annuity options.
Burnecki, Krzysztof and Weron, Rafal (2010): Simulation of Risk Processes.
Buss, Ginters (2011): Asymmetric Baxter-King filter.
Bušs, Ginters (2009): Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach.
Bürgi, Roland and Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:
Calzolari, Giorgio and Corsi, Paolo (1977): Stochastic simulation as a validation tool for econometric models. Published in: Models for regional planning and policy-making: proceedings of the joint IBM/IIASA conference (15. September 1977): pp. 359-369.
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.
Calzolari, Giorgio and Magazzini, Laura and Mealli, Fabrizia (2001): Simulation-based estimation of Tobit model with random effects. Published in: Econometric Studies, a Festschrift in Honour of Joachim Frohn No. Ed. by R. Friedmann, L. Knueppel, and H. Luetkepohl . Muenster: LIT Verlag (2001): pp. 349-369.
Calzolari, Giorgio and Neri, Laura (2002): Imputation of continuous variables missing at random using the method of simulated scores. Published in: Compstat 2002, Proceedings in Computational Statistics, 15th Symposium held in Berlin No. Ed. by W. Haerdle and B. Roenz. Heidelberg: Physika Verlag (2002): pp. 389-394.
Calzolari, Giorgio and Panattoni, Lorenzo (1987): Finite sample performance of the robust Wald test in simultaneous equation systems. Published in: Advances in Econometrics, ed. by G.F.Rhodes Jr. and T.B.Fomby , Vol. 7, No. Greenwich: JAI Press Inc. (1988): pp. 163-191.
Canestraro, Davide and Dacorogna, Michel (2010): Estimating the risk-adjusted capital is an affair in the tails.
Cappellini, Alessandro and Ferraris, Gianluigi (2007): Waiting Times in Simulated Stock Markets. Forthcoming in: Advance in Complex Systems
Cerqueti, Roy and Falbo, Paolo and Pelizzari, Cristian (2010): Relevant States and Memory in Markov Chain Bootstrapping and Simulation.
Chan, Joshua and Eisenstat, Eric (2012): Marginal Likelihood Estimation with the Cross-Entropy Method.
Chan, Joshua and Koop, Gary and Potter, Simon (2012): A new model of trend inflation.
Chan, Joshua and Strachan, Rodney (2012): Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.
Chasco, Coro and López, Fernando (2006): Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces.
Chernobai, Anna and Burnecki, Krzysztof and Rachev, Svetlozar and Trueck, Stefan and Weron, Rafal (2005): Modelling catastrophe claims with left-truncated severity distributions (extended version).
Chia, Rui Ming Daryl and Lim, Kai Jie Shawn (2012): The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market. Published in: International Journal of Economics and Finance , Vol. 4, No. 11 : pp. 1-14.
Ching, Andrew (2008): Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration.
Ching, Andrew and Ishihara, Masakazu (2007): The Effects of Detailing on Prescribing Decisions under Quality Uncertainty.
Chun, So Yeon and Alexander, Shapiro (2009): Normal versus Noncentral Chi-square Asymptotics of Misspecified Models. Forthcoming in: multivariate behavioral research
Chun, So Yeon and Shapiro, Alexander and Uryasev, Stan (2011): Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Forthcoming in:
Ciuiu, Daniel (2010): Simulation of queueing systems with many stations and of queueing networks using copulas. Published in: Scientific Journal Mathematical Modeling in Civil Engineering , Vol. 6, No. 3 (October 2010): pp. 72-86.
Ciuiu, Daniel (2008): Solving nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and games theory. Published in: Analele Universitatii Bucuresti, Seria Informatica. No. 1, 2008 (2010): pp. 111-125.
Ciuiu, Daniel and Costinescu, Cristian (2008): The Monte Carlo method to find eigenvalues and eigenvectors. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 157-160.
Combey, Adama and Nubukpo, Kako (2010): Effets Non Linéaires de l'Inflation sur la Croissance dans l'UEMOA.
Cooper, Joseph C. and Hanemann, W.M. and Signorello, Giovanni (2002): One and One-Half Bound Dichotomous Choice Contingent Valuation. Published in: Review of Economics and Statistics , Vol. 84, (November 2002): pp. 742-750.
Cornaglia, Anna and Morone, Marco (2009): Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting.
Crudu, Federico and Sándor, Zsolt (2011): On the finite-sample properties of conditional empirical likelihood estimators.
D. Yıldırım, Burcu and Coskun, Yener and Caglar, Ozan and Yıldırak, Kasırga (2012): How Dangerous is the Counterparty Risk of OTC Derivatives in Turkey? Published in: Capital Market Journal , Vol. 2, No. 10 (8. August 2012): pp. 70-79.
Daras, Tomasz and Tyrowicz, Joanna (2009): Breeding Ones' Own Subprime Crisis: The effects of labour market on financial system stability.
Das, Arabinda (2013): Estimation of Inefficiency using a Firm-specific Frontier Model.
David, Ardia (2006): Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations. Published in: Student , Vol. 5, No. 3-4 (September 2006): pp. 283-298.
Dekker, Ronald (2007): Non-standard employment and mobility in the Netherlands.
Demiris, Nikolaos and Kypraios, Theodore and Smith, L. Vanessa (2012): On the epidemic of financial crises.
Di Iorio, Francesca and Fachin, Stefano (2010): A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007.
Di Iorio, Francesca and Fachin, Stefano (2010): Savings and investments in the OECD, 1970-2007: a panel cointegration test with breaks.
Di Iorio, Francesca and Fachin, Stefano (2007): Testing for cointegration in dependent panels via residual-based bootstrap methods.
Di Iorio, Francesca and Fachin, Stefano (2008): A note on the estimation of long-run relationships in dependent cointegrated panels.
Di Iorio, Francesca and Triacca, Umberto (2011): Testing for non-causality by using the Autoregressive Metric.
Diakantoni, Antonia and Escaith, Hubert (2012): Reassessing effective protection rates in a trade in tasks perspective: Evolution of trade policy in "Factory Asia".
Dibartolomeo, Giovanni and Rossi, Lorenza and Tancioni, Massimiliano (2004): Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison.
Dibartolomeo, Giovanni and Rossi, Lorenza and Tancioni, Massimiliano (2004): Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison.
Dobrescu, Emilian and Pauna, Bianca (2007): Stochastic simulations on the Romanian macroeconomic model. Published in: Proceedings of the 34th international conference "Macromodels 2007", Poland, Raszyn, December 5-8, 2007 (2008): pp. 61-84.
Doko Tchatoka, Firmin Sabro (2012): Specification Tests with Weak and Invalid Instruments.
Doko Tchatoka, Firmin (2012): On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments.
Doko Tchatoka, Firmin (2010): Subset hypotheses testing and instrument exclusion in the linear IV regression.
Doko Tchatoka, Firmin and Dufour, Jean-Marie (2012): Identification-robust inference for endogeneity parameters in linear structural models.
Dovonon, Prosper and Goncalves, Silvia and Meddahi, Nour (2010): Bootstrapping realized multivariate volatility measures.
Enrique, Navarrete (2006): Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods. Published in: Banca & Finanzas: Documentos de Trabajo , Vol. I, No. 1 (October 2006): pp. 1-12.
Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks.
Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks.
Eruygur, H. Ozan (2005): Generalized maximum entropy (GME) estimator: formulation and a monte carlo study.
Eryilmaz, Serkan and Kan, Cihangir and Akici, Fatih (2009): Consecutive k-within-m-out-of-n:F system with exchangeable components. Published in: Naval Research Logistics
Esposito, Francesco Paolo (2011): Credit risk tools, (numerical methods for finance, university of Limerick 2011).
Esposito, Francesco Paolo (2010): Credit risk tools: an overview.
Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data.
Fan, Yanqin and Park, Sang Soo (2010): Confidence sets for some partially identified parameters. Published in: Economics, Management, and Financial Market , Vol. 5, (2010): pp. 37-87.
Fan, Yanqin and Park, Sang Soo (2009): Partial identification of the distribution of treatment effects and its confidence sets. Published in: Advances in Econometrics: Nonparametric Econometric Methods , Vol. 24, (2009): pp. 3-70.
Finke, Michael and Pfau, Wade Donald and Williams, Duncan (2011): Spending flexibility and safe withdrawal rates.
Fosgerau, Mogens and Mabit, Stefan (2013): Easy and flexible mixture distributions. Forthcoming in: Economics Letters (2013)
Fries, Christian P. (2010): Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization.
Gach, Florian and Pötscher, Benedikt M. (2010): Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators.
Gambetta, Renzo (2009): A Note of Growth and Inequality in Peru, 2003-2008.
Garrouste, Christelle (2011): Towards a benchmark on the contribution of education and training to employability: methodological note. Published in: JRC Scientific and Technical Reports , Vol. EUR 24, No. 2011 (September 2011): pp. 1-86.
Gimeno, Ricardo and Gonzalez, Clara I. (2012): An automatic procedure for the estimation of the tail index.
Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB.
Giovanis, Eleftherios (2009): Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS.
Giraleas, Dimitris and Emrouznejad, Ali and Thanassoulis, Emmanuel (2011): Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis.
Giraleas, Dimitris and Emrouznejad, Ali and Thanassoulis, Emmanuel (2012): Selecting between different productivity measurement approaches: An application using EU KLEMS data.
Gluschenko, Konstantin (2004): Nonlinearly testing for a unit root in the presence of a break in the mean.
Gonzales, Rolando (2009): Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping.
Gospodinov, Nikolay and Lkhagvasuren, Damba (2011): A new method for approximating vector autoregressive processes by finite-state Markov chains.
Grady, Patrick (1990): An Analysis of the Distributional Impact of the Goods and Services Tax. Published in: Canadian Tax Journal , Vol. 3, No. 38 (May 1990): pp. 632-643.
Gutierrez Girault, Matias (2006): Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data.
Hachicha, Wafik and Ammeri, Ahmed and Masmoudi, Faouzi and Chachoub, Habib (2010): A comprehensive literature classification of simulation optimisation methods. Published in: International Conference on Multiple Objective Programming and Goal Programming - MOPGP10 No. May 24- 26, 2010 - Sousse - Tunisia
Hachicha, Wafik and Masmoudi, Faouzi and Haddar, Mohamed (2007): An improvement of a cellular manufacturing system design using simulation analysis. Published in: International journal of simulation modeling , Vol. 6, No. 4 (December 2007): pp. 193-205.
Halkos, George and Kevork, Ilias (2002): Confidence intervals in stationary autocorrelated time series.
Halkos, George and Kevork, Ilias (2006): Estimating population means in covariance stationary process.
Halkos, George and Kevork, Ilias (2012): Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand.
Halkos, George and Kevork, Ilias (2006): Forecasting an ARIMA (0,2,1) using the random walk model with drift.
Halkos, George and Kevork, Ilias (2011): Non-negative demand in newsvendor models:The case of singly truncated normal samples.
Halkos, George and Kevork, Ilias (2012): Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand.
Halkos, George and Tzeremes, Nickolaos (2010): Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis.
Hassan, Gazi (2010): Remittances and Poverty: Panel Evidence from High Remittance Economies.
Hellström, Jörgen and Lönnbark, Carl (2011): Identi�cation of jumps in �financial price series.
Henderson, Daniel J. (2008): A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions.
Henderson, Daniel J. and Papageorgiou, Chris and Parmeter, Christopher F. (2008): Are any growth theories linear? Why we should care about what the evidence tells us.
Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2011): Detección de Dependencia Espacial mediante Análisis Simbólico.
Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2013): Detecting dependence between spatial processes.
Hyytiäinen, Kari and Huhtala, Anni (2011): Combating eutrophication in coastal areas at risk for oil spills. Forthcoming in: Annals of Operations Research No. DOI 10.1007/s10479-011-0879-2
Iqbal, Javed (2012): Comparing performance of statistical models for individual’s ability index and ranking.
Islam, Tanweer ul (2008): Normality Testing- A New Direction.
Jeong, Jinook (2006): Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models.
Jeong, Jinook and Kang, Byunguk (2006): Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity.
Jeong, Jinook and Yoon, Byung (2007): The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test.
Jing, Li (2009): Bootstrap prediction intervals for threshold autoregressive models.
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.
Kalaichelvan, Mohandass and Lim Kai Jie, Shawn (2012): A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law. Published in: International Research Journal of Finance and Economics No. 95 : pp. 196-210.
Kalogeropoulos, Konstantinos and Dellaportas, Petros and Roberts, Gareth O. (2007): Likelihood-based inference for correlated diffusions.
Kalogeropoulos, Konstantinos and Roberts, Gareth O. and Dellaportas, Petros (2007): Inference for stochastic volatility model using time change transformations.
Kapp, Daniel and Vega, Marco (2012): Real output costs of financial crises: a loss distribution approach.
Khan, Zahid and Asghar, Zahid (2009): Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan.
Klein, Achim and Urbig, Diemo and Kirn, Stefan (2008): Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach.
Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.
Kuikeu, Oscar (2012): Propriétés à distance finie d'estimateurs du modèle dynamique en données de panel à effets fixes lorsque N<T : étude par simulation monte carlo.
Kukenova, Madina and Monteiro, Jose-Antonio (2008): Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation.
Kukenova, Madina and Monteiro, Jose-Antonio (2008): Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation.
Lahvicka, Jiri (2010): Attendance of ice hockey matches in the Czech Extraliga.
Li, Jinlu (2010): Some solutions to the equity premium and volatility puzzles.
Lopez-Pablos, Rodrigo A. (2008): Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico.
López, Fernando and Chasco, Coro (2007): Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model.
Maksym, Obrizan (2010): A Bayesian Model of Sample Selection with a Discrete Outcome Variable.
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.
Mandler, Martin (2006): Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy.
Matkovskyy, Roman (2012): The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model.
McBurney, Peter and Michalak, Tomasz and Tyrowicz, Joanna and Wooldridge, Michael (2008): Exogenous coalition formation in the e-marketplace based on geographical proximity.
Meng, Channarith and Pfau, Wade Donald (2011): Retirement savings guidelines for residents of emerging market countries.
Merz, Joachim and Böhm, Paul and Hanglberger, Dominik and Rucha, Rafael and Stolze, Henning (2007): Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim.
Merz, Joachim and Böhm, Paul and Hanglberger, Dominik and Rucha, Rafael and Stolze, Henning (2007): Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim.
Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization.
Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization.
Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments.
Mishra, SK (2006): Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization.
Mishra, SK (2010): Temporal changes in the parameters of statistical distribution of journal impact factor.
Mishra, SK (2008): A new method of robust linear regression analysis: some monte carlo experiments.
Mishra, SK (2007): A note on least squares fitting of signal waveforms.
Mitkov, Yuliyan and Pericon, Osvaldo (2012): Deficit Financed Public Expenditure in Argentina: A Structural Vector Autoregression Analysis.
Mitze, Timo (2010): Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
Mohamed, Issam A.W. (2011): Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen.
Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.
Morone, Marco and Cornaglia, Anna and Mignola, Giulio (2012): Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach.
Moscone, Francesco and Tosetti, Elisa (2010): GMM estimation of Spatial Panels with Fixed Effects.
Mullen, Katharine M. and Ardia, David and Gil, David L. and Windover, Donald and Cline, James (2009): DEoptim: An R Package for Global Optimization by Differential Evolution.
Nam, Suhyeon (2012): Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables.
Nguyen Viet, Cuong (2008): Estimating Impact of a Continuous Program under a Conditional Independence Assumption.
Nguyen Viet, Cuong (2012): Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study.
Ngwa Edielle, T. H. Jackson and Hevi Kodzo, Dodzi (2007): Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis.
Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:
Omay, Tolga (2012): The comparison of optimization algorithms on unit root testing with smooth transition.
Onour, Ibrahim and Abdalla, Abdelgadir (2010): Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis.
Otranto, Edoardo and Calzolari, Giorgio and Di Iorio, Francesca (2005): Indirect estimation of Markov switching models with endogenous switching. Published in: S.Co. 2005: Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione No. A cura di C. Provasi. Padova: CLEUP Editrice (2005): pp. 227-232.
Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment.
Palombini, Edgardo (2009): Factor models and the credit risk of a loan portfolio.
Parrini, Alessandro (2012): Indirect estimation of GARCH models with alpha-stable innovations.
Pavlyuk, Dmitry (2012): Maximum Likelihood Estimator for Spatial Stochastic Frontier Models. Published in: Proceedings of the 12th International Conference “Reliability and Statistics in Transportation and Communication” (2012): pp. 11-19.
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.
Pfau, Wade Donald (2011): Can We Predict the Sustainable Withdrawal Rate for New Retirees?
Pfau, Wade Donald (2011): Capital market expectations, asset allocation, and safe withdrawal rates.
Pfau, Wade Donald (2012): Choosing a retirement income strategy: a new evaluation framework.
Pfau, Wade Donald (2011): Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work.
Pfau, Wade Donald (2011): Long-term investors and valuation-based asset allocation.
Pfau, Wade Donald (2011): Nearly optimal asset allocations in retirement.
Pfau, Wade Donald (2011): Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?
Pfau, Wade Donald (2011): Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle.
Pfau, Wade Donald (2011): Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation.
Pfau, Wade Donald and Kariastanto, Bayu (2012): An international perspective on “safe” savings rates for retirement.
Piccinini, Livio Clemente and Lepellere, Maria Antonietta and Chang, Ting Fa Margherita (2011): Partitioned Frames in Bak Sneppen Models.
Proietti, Tommaso and Riani, Marco (2007): Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies.
Ringle, Christian M. and Götz, Oliver and Wetzels, Martin and Wilson, Bradley (2009): On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies. Published in: Research Memoranda from Maastricht (METEOR)
Rodriguez, Analía (2007): Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas.
Rodríguez Dupuy, Analía (2007): Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations.
Ruiz-Porras, Antonio and Perez-Sicairos, Rene Benjamin (2010): Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México. Forthcoming in: Avances Recientes en la Valuación de Activos y Administración de Riesgos. Volumen 2 [Book edited by F. Ortiz-Arango, Universidad Panamericana (Mexico)]
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