Nguyen Viet, Cuong (2012): Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study. Unpublished.
Song, Yong and Shi, Shuping (2012): Identifying speculative bubbles with an in finite hidden Markov model. Unpublished.
Halkos, George and Kevork, Ilias (2012): Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand. Unpublished.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 Unpublished.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 Unpublished.
Kapp, Daniel and Vega, Marco (2012): Real output costs of financial crises: a loss distribution approach. Unpublished.
Pfau, Wade Donald (2011): Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation. Unpublished.
Rumyantsev, Mikhail I. (2011): Simulation of financial institutions activity in transitional economies. Published in: Proceedings of Regional Conference “Actual Issues of Modern Economic Science and International Relations” in Dnepropetrovsk, Ukraine, November 25-26, 2011 , Vol. 2, (26. November 2011): pp. 53-63.
Finke, Michael; Pfau, Wade Donald and Williams, Duncan (2011): Spending flexibility and safe withdrawal rates. Unpublished.
Crudu, Federico and Sándor, Zsolt (2011): On the finite-sample properties of conditional empirical likelihood estimators. Unpublished.
Pfau, Wade Donald (2011): Capital market expectations, asset allocation, and safe withdrawal rates. Unpublished.
Bandyopadhyay, Arindam and Ganguly, Sonali (2011): Empirical estimation of default and asset correlation of large corporates and banks in India. Unpublished.
Pfau, Wade Donald (2011): Nearly optimal asset allocations in retirement. Unpublished.
Sinha, Pankaj; Sharma, Gopalakrishna; Shah, Akash and Singh, Abhijeet (2011): Algorithms for merging tick data and data analysis for Indian financial market. Unpublished.
Pfau, Wade Donald (2011): Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work. Unpublished.
Temel, Tugrul (2011): A nonparametric hypothesis test via the Bootstrap resampling. Unpublished.
Meng, Channarith and Pfau, Wade Donald (2011): Retirement savings guidelines for residents of emerging market countries. Unpublished.
Gospodinov, Nikolay and Lkhagvasuren, Damba (2011): A new method for approximating vector autoregressive processes by finite-state Markov chains. Unpublished.
Pfau, Wade Donald (2011): Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us? Unpublished.
Pfau, Wade Donald (2011): Can We Predict the Sustainable Withdrawal Rate for New Retirees? Unpublished.
Chun, So Yeon; Shapiro, Alexander and Uryasev, Stan (2011): Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Forthcoming in:
Pfau, Wade Donald (2011): Long-term investors and valuation-based asset allocation. Unpublished.
Angle, John (2011): The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science. Unpublished.
Pfau, Wade Donald (2011): Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle. Unpublished.
Buss, Ginters (2011): Asymmetric Baxter-King filter. Unpublished.
Braha, Dan; Stacey, Blake and Bar-Yam, Yaneer (2011): Corporate competition: A self-organized network. Forthcoming in: Social Networks , Vol. doi:10.1016/j.socnet.2011.05.004, No. doi:10.1016/j.socnet.2011.05.004 (2011)
Hellström, Jörgen and Lönnbark, Carl (2011): Identi cation of jumps in financial price series. Unpublished.
Halkos, George and Kevork, Ilias (2011): Non-negative demand in newsvendor models:The case of singly truncated normal samples. Unpublished.
Taştan, Hüseyin (2011): Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry. Unpublished.
Di Iorio, Francesca and Triacca, Umberto (2011): Testing for non-causality by using the Autoregressive Metric. Unpublished.
Mohamed, Issam A.W. (2011): Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen. Unpublished.
Lahvicka, Jiri (2010): Attendance of ice hockey matches in the Czech Extraliga. Unpublished.
Gach, Florian and Pötscher, Benedikt M. (2010): Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators. Unpublished.
Esposito, Francesco Paolo (2010): Credit risk tools: an overview. Unpublished.
Di Iorio, Francesca and Fachin, Stefano (2010): Savings and investments in the OECD, 1970-2007: a panel cointegration test with breaks. Unpublished.
Onour, Ibrahim and Abdalla, Abdelgadir (2010): Scale and Technical Efficiency of Islamic Banks in Sudan: Data Envelopment Analysis. Unpublished.
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)]
Canestraro, Davide and Dacorogna, Michel (2010): Estimating the risk-adjusted capital is an affair in the tails. Unpublished.
Hassan, Gazi (2010): Remittances and Poverty: Panel Evidence from High Remittance Economies. Unpublished.
Bao, Qunfang; Chen, Si; Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest. Unpublished.
Bao, Qunfang; Chen, Si; Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in contagion model: with volatilities and correlation of spread and interest. Unpublished.
Bao, Qunfang; Chen, Si; Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest. Unpublished.
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. Unpublished.
Tsyplakov, Alexander (2010): Revealing the arcane: an introduction to the art of stochastic volatility models. Unpublished.
Burnecki, Krzysztof; Janczura, Joanna and Weron, Rafal (2010): Building Loss Models. Unpublished.
Borak, Szymon; Misiorek, Adam and Weron, Rafal (2010): Models for Heavy-tailed Asset Returns. Unpublished.
Combey, Adama and Nubukpo, Kako (2010): Effets Non Linéaires de l'Inflation sur la Croissance dans l'UEMOA. Unpublished.
Mitze, Timo (2010): Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV? Unpublished.
Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages. Unpublished.
Hachicha, Wafik; Ammeri, Ahmed; 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
Fries, Christian P. (2010): Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization. Unpublished.
Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment. Unpublished.
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.
Mishra, SK (2010): Temporal changes in the parameters of statistical distribution of journal impact factor. Unpublished.
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 II, (October 2010)
Sarafidis, Vasilis and Yamagata, Takashi (2010): Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. Unpublished.
Moscone, Francesco and Tosetti, Elisa (2010): GMM estimation of Spatial Panels with Fixed Effects. Unpublished.
Balakrishna, B S (2010): Alpha-root Processes for Derivatives pricing. Unpublished.
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist? Unpublished.
Li, Jinlu (2010): Some solutions to the equity premium and volatility puzzles. Unpublished.
Maksym, Obrizan (2010): A Bayesian Model of Sample Selection with a Discrete Outcome Variable. Unpublished.
Burnecki, Krzysztof; Misiorek, Adam and Weron, Rafal (2010): Loss Distributions. Unpublished.
Halkos, George and Tzeremes, Nickolaos (2010): Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis. Unpublished.
Burnecki, Krzysztof and Weron, Rafal (2010): Simulation of Risk Processes. Unpublished.
Khan, Zahid and Asghar, Zahid (2009): Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan. Unpublished.
Mullen, Katharine M.; Ardia, David; Gil, David L.; Windover, Donald and Cline, James (2009): DEoptim: An R Package for Global Optimization by Differential Evolution. Unpublished.
Palombini, Edgardo (2009): Factor models and the credit risk of a loan portfolio. Unpublished.
Baumöhl, Eduard and Lyócsa, Štefan (2009): Stationarity of time series and the problem of spurious regression. Unpublished.
Alcantud, José Carlos R.; Matos, Daniel L. and Palmero, Carlos R. (2009): Goodness of fit in optimizing consumer's model. Unpublished.
Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. Unpublished.
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.
Suchánek, Petr and Vymětal, Dominik (2009): Identifikace, měření a analýza poruch E-Commerce systémů. Published in: Sborník příspěvků Aktuální aspekty české a světové ekonomiky, Liberecké ekonomické fórum 2009 (15. September 2009): pp. 472-479.
Chun, So Yeon and Alexander, Shapiro (2009): Normal versus Noncentral Chi-square Asymptotics of Misspecified Models. Forthcoming in: multivariate behavioral research
Thapar, Rishi; Minsky, Bernard; Obradovic, M and Tang, Qi (2009): Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation. 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.
Steinbacher, Matej; Steinbacher, Matjaz and Steinbacher, Mitja (2009): A Repeated Game Heterogeneous-Agent Wage-Posting Model. Unpublished.
Albulescu, Claudiu Tiberiu (2009): Forecasting credit growth rate in Romania: from credit boom to credit crunch? Unpublished.
Steinbacher, Matej; Steinbacher, Matjaz and Steinbacher, Mitja (2009): Homogenous Agent Wage-Posting Model with Wage Dispersion. Unpublished.
Vazquez, Miguel and Barquín, Julián (2009): A fundamental power price model with oligopolistic competition representation. Unpublished.
Albu, Lucian-Liviu and Diaconescu, Tiberiu (2009): Simulation on long-term correlation between demographic variables and economic growth. 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.
Jing, Li (2009): Bootstrap prediction intervals for threshold autoregressive models. Unpublished.
Sarafidis, Vasilis (2009): GMM Estimation of short dynamic panel data models with error cross-sectional dependence. Unpublished.
Valls Pereira, Pedro L. and Chicaroli, Rodrigo (2009): Predictability of Equity Models. Unpublished.
Gambetta, Renzo (2009): A Note of Growth and Inequality in Peru, 2003-2008. Unpublished.
Gonzales, Rolando (2009): Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping. Unpublished.
Arpino, Bruno and Varriale, Roberta (2009): Assessing the quality of institutions’ rankings obtained through multilevel linear regression models. Unpublished.
Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. Unpublished.
Daras, Tomasz and Tyrowicz, Joanna (2009): Breeding Ones' Own Subprime Crisis: The effects of labour market on financial system stability. 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
Giovanis, Eleftherios (2009): Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS. Unpublished.
Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2009): Impact of Model Specification Decisions on Unit Root Tests. 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.
Ringle, Christian M.; Götz, Oliver; 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)
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.
Burnecki, Krzysztof and Pazdan-Siudeja, Liliana (2008): Equity-linked insurances and guaranteed annuity options. Unpublished.
Sznajd-Weron, Katarzyna; Weron, Rafal and Wloszczowska, Maja (2008): Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland. Unpublished.
Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks. Unpublished.
Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks. Unpublished.
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.
Bürgi, Roland; Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:
Varsanyi, Zoltan (2008): Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time. Unpublished.
Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments. Unpublished.
Mishra, SK (2008): A new method of robust linear regression analysis: some monte carlo experiments. Unpublished.
Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Model specification, observational equivalence and performance of unit root tests. Unpublished.
Kukenova, Madina and Monteiro, Jose-Antonio (2008): Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation. Unpublished.
Kukenova, Madina and Monteiro, Jose-Antonio (2008): Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation. Unpublished.
Klein, Achim; Urbig, Diemo and Kirn, Stefan (2008): Who drives the Market? Estimating a heterogeneous Agent-based Financial Market Model using a Neural Network Approach. Unpublished.
Varsanyi, Zoltan (2008): A simple model of decision making: How to avoid large outliers? Published in: Journal of Applied Economic Sciences No. Issue No.5 /2008 : pp. 320-328.
Henderson, Daniel J.; Papageorgiou, Chris and Parmeter, Christopher F. (2008): Are any growth theories linear? Why we should care about what the evidence tells us. Unpublished.
Henderson, Daniel J. (2008): A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions. Unpublished.
Lopez-Pablos, Rodrigo A. (2008): Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico. Unpublished.
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.
Scalas, Enrico; Germano, Guido; Politi, Mauro and Schilling, Ren\'e L. (2008): Stochastic integration for uncoupled continuous-time random walks. Unpublished.
Ching, Andrew (2008): Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration. Unpublished.
Vázquez, Miguel; Sánchez-Úbeda, Eugenio F.; Berzosa, Ana and Barquín, Julián (2008): Short-term evolution of forward curves and volatility in illiquid power markets. Unpublished.
Nguyen Viet, Cuong (2008): Estimating Impact of a Continuous Program under a Conditional Independence Assumption. Unpublished.
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.
Albu, Lucian-Liviu (2008): A simulation model of public debt sustainability. Unpublished.
Shamiri, Ahmed; Shaari, Abu Hassan and Isa, Zaidi (2008): Comparing the accuracy of density forecasts from competing GARCH models. Unpublished.
McBurney, Peter; Michalak, Tomasz; Tyrowicz, Joanna and Wooldridge, Michael (2008): Exogenous coalition formation in the e-marketplace based on geographical proximity. Unpublished.
Islam, Tanweer ul (2008): Normality Testing- A New Direction. Unpublished.
Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data. Unpublished.
Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:
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.
Proietti, Tommaso and Riani, Marco (2007): Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies. Unpublished.
Cappellini, Alessandro and Ferraris, Gianluigi (2007): Waiting Times in Simulated Stock Markets. Forthcoming in: Advance in Complex Systems
Dekker, Ronald (2007): Non-standard employment and mobility in the Netherlands. Unpublished.
Subbotin, Viktor (2007): Asymptotic and bootstrap properties of rank regressions. Unpublished.
Rodriguez, Analía (2007): Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas. Unpublished.
Sullivan, Paul (2007): Estimation of an Occupational Choice Model when Occupations are Misclassified. Unpublished.
Rodríguez Dupuy, Analía (2007): Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations. Unpublished.
Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization. Unpublished.
Ching, Andrew and Ishihara, Masakazu (2007): The Effects of Detailing on Prescribing Decisions under Quality Uncertainty. Unpublished.
Mishra, SK (2007): A note on least squares fitting of signal waveforms. Unpublished.
Ngwa Edielle, T. H. Jackson and Hevi Kodzo, Dodzi (2007): Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis. Unpublished.
Westerlund, Joakim and Basher, Syed A. (2007): Mixed Signals Among Tests for Panel Cointegration. Forthcoming in: Economic Modelling
Di Iorio, Francesca and Fachin, Stefano (2007): Testing for cointegration in dependent panels via residual-based bootstrap methods. Unpublished.
Jeong, Jinook and Yoon, Byung (2007): The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test. Unpublished.
Merz, Joachim; Böhm, Paul; Hanglberger, Dominik; Rucha, Rafael and Stolze, Henning (2007): Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim. Unpublished.
Merz, Joachim; Böhm, Paul; Hanglberger, Dominik; Rucha, Rafael and Stolze, Henning (2007): Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim. Unpublished.
Hachicha, Wafik; 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.
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.
Bonaccorsi, Andrea; Daraio, Cinzia; 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.
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.
Sen Gupta, Rajorshi and Vadali, Sharada R (2007): Stochastic Dominance Approach to Evaluate Optimism Bias in Truck Toll Forecasts. Published in: Transportation Research Record: Journal of the Transportation Research Board , Vol. 2066, (December 2008): pp. 98-105.
Westerlund, Joakim and Basher, Syed A. (2006): Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? Unpublished.
Chasco, Coro and López, Fernando (2006): Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces. Unpublished.
Jeong, Jinook and Kang, Byunguk (2006): Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity. Unpublished.
Sullivan, Paul (2006): Interpolating Value Functions in Discrete Choice Dynamic Programming Models. Unpublished.
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.
Gutierrez Girault, Matias (2006): Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data. Unpublished.
Mishra, SK (2006): Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization. Unpublished.
Jeong, Jinook (2006): Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models. Unpublished.
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. Unpublished.
Halkos, George and Kevork, Ilias (2006): Estimating population means in covariance stationary process. Unpublished.
Halkos, George and Kevork, Ilias (2006): Forecasting an ARIMA (0,2,1) using the random walk model with drift. Unpublished.
Eruygur, H. Ozan (2005): Generalized maximum entropy (GME) estimator: formulation and a monte carlo study. Unpublished.
Otranto, Edoardo; 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.
Chernobai, Anna; Burnecki, Krzysztof; Rachev, Svetlozar; Trueck, Stefan and Weron, Rafal (2005): Modelling catastrophe claims with left-truncated severity distributions (extended version). Unpublished.
Buda, Rodolphe (2005): Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management. Unpublished.
Simar, Leopold and Zelenyuk, Valentin (2004): On testing equality of distributions of technical efficiency scores. Published in: Econometric Reviews , Vol. 25, No. 4 (December 2006): pp. 497-522.
Dibartolomeo, Giovanni; Rossi, Lorenza and Tancioni, Massimiliano (2004): Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison. Unpublished.
Dibartolomeo, Giovanni; Rossi, Lorenza and Tancioni, Massimiliano (2004): Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison. Unpublished.
Gluschenko, Konstantin (2004): Nonlinearly testing for a unit root in the presence of a break in the mean. Unpublished.
Cooper, Joseph C.; 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.
Halkos, George and Kevork, Ilias (2002): Confidence intervals in stationary autocorrelated time series. Unpublished.
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; 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.
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.
Weron, Rafal (1996): Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables". Unpublished.
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.
Albu, Lucian-Liviu (1991): Le Rapport Industrie - Agriculture Et Le Developpement Economique. Published in: Doctoral Thesis: "Raportul industrie-agricultura si dezvltarea economica" (1991)
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.
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. Unpublished.
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.
Bianchi, Carlo; Calzolari, Giorgio; 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.
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.
Bianchi, Carlo; 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.
Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization. Unpublished.
Buda, Rodolphe (1999): Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis. Unpublished.
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.
Buda, Rodolphe (2004): SINGUL 2.0 : les équations et les programmes. Unpublished.
López, Fernando and Chasco, Coro (2007): Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model. Unpublished.
