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Items where Subject is "C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C52 - Model Evaluation, Validation, and Selection"

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Number of items at this level: 273.

A

Abderrazik, Amal and Boutkardine, Mehdi and El Bahi, Nour El Houda and Kartoubi, Salah Eddine and El Bouhadi, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca.

Albis, Manuel Leonard F. and Mapa, Dennis S. (2014): Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models.

Albu, Lucian-Liviu (1993): Exploration of economic systems in the transition period. Published in: Revue Roumaine des Sciences Economiques , Vol. 37, No. 1 : pp. 9-23.

Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets.

Amroush, Fadi and Baderddeen, Alkhoder and Yusef, Talal (2008): Using Artificial intelligence to select the optimal E-CRM Based business needs. Published in: International Engineering Sciences Conference IESC’08 No. 1st (2. November 0002)

Andrei, Tudorel and 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.

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 Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?

B

Baccar, Sourour (1995): Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing.

Baharom, A.H. and Radam, Alias and Habibullah, M.S. and Hirnissa, M.T (2009): The Volatility of Thai Rice Price.

Bai, Jushan and Ando, Tomohiro (2013): Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors.

Bai, Jushan and Ando, Tomohiro (2013): Panel data models with grouped factor structure under unknown group membership.

Bandi, Federico and Corradi, Valentina and Moloche, Guillermo (2009): Bandwidth selection for continuous-time Markov processes.

Bandyopadhyay, Debdas and Das, Arabinda (2007): Identifiability of the Stochastic Frontier Models.

Barbry, Eric (2007): Web 2.0: Nothing Changes…but Everything is Different. Published in: International Journal of Digital Economics No. 65 (March 2007): pp. 91-103.

Barnett, William and Ghosh, Taniya (2013): Bifurcation Analysis of an Endogenous Growth Model.

Barnett, William A. and Duzhak, Evgeniya A. (2008): Empirical assessment of bifurcation regions within new Keynesian models.

Barnett, William A. and Eryilmaz, Unal (2012): Hopf bifurcation in the Clarida, Gali, and Gertler model.

Barnett, William A. and He, Susan (2009): Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right.

Barnett, William A. and Kalonda-Kanyama, Isaac (2012): Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?

Barnett, William A. and Serletis, Apostolos (2008): The Differential Approach to Demand Analysis and the Rotterdam Model.

Barnett, William A. and Serletis, Apostolos (2008): Measuring Consumer Preferences and Estimating Demand Systems.

Bartolucci, Francesco and Grilli, Leonardo and Pieroni, Luca (2012): Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator.

Bazdresch, Santiago and Kahn, R. Jay and Whited, Toni (2011): Empirical policy functions as benchmarks for evaluation of dynamic models.

Bernardi, Mauro and Della Corte, Giuseppe and Proietti, Tommaso (2008): Extracting the Cyclical Component in Hours Worked: a Bayesian Approach.

Bernardi, Mauro and Maruotti, Antonello and Lea, Petrella (2012): Skew mixture models for loss distributions: a Bayesian approach.

Bezemer, Dirk and Grydaki, Maria (2013): Debt and the U.S. Great Moderation.

Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1984): Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS. Published in: Annales de l'INSEE No. 54 (1984): pp. 31-62.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1985): Effectiveness versus reliability of policy actions under government budget constraint: the case of France.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1986): Forecasts and constraints on policy actions: the reliability of alternative instruments.

Bianchi, Carlo and Calzolari, Giorgio (1982): Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods. Published in: Evaluating the reliability of macro-economic models No. Ed. by G.C.Chow and P.Corsi, John Wiley & Sons, Ltd. (1982): pp. 251-277.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. Published in: Compstat 1976, Proceedings in Computational Statistics No. Ed. by J. Gordesch, and P. Naeve. Vienna: Physica Verlag (1976): pp. 407-415.

Bianchi, Carlo and Calzolari, Giorgio and Sartori, Franco (1982): Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana. Published in: Note Economiche, Monte dei Paschi di Siena No. 2 (1982): pp. 114-132.

Bianchi, Carlo and Calzolari, Giorgio and Weihs, Claus (1986): Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models.

Bilgili, Faik (2011): City price convergence in Turkey with structural breaks.

Bilgili, Faik (2006): A Dynamic Approach to Demand for Energy in Turkey.

Bilgili, Faik (2006): A Dynamic Approach to Demand for Energy in Turkey.

Bilgin, Cevat (2014): Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis. Published in: European Journal of Government and Economics , Vol. 3, No. June 2014 (June 2014): pp. 60-74.

Blache, Guillaume (2008): Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects.

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

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

Bulla, Jan (2009): Hidden Markov models with t components. Increased persistence and other aspects.

Buncic, Daniel (2009): Understanding forecast failure in ESTAR models of real exchange rates.

Buncic, Daniel (2009): Understanding forecast failure of ESTAR models of real exchange rates.

Buncic, Daniel (2008): A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006).

Bunčák, Tomáš (2013): Jump Processes in Exchange Rates Modeling.

Buss, Ginters (2010): A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle.

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

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

C

Callado Muñoz, Francisco Jose and González Chapela, Jorge and Utrero González, Natalia (2014): Analysis of deviance in household financial portfolio choice: evidence from Spain.

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 Panattoni, Lorenzo (1988): Il problema della coerenza delle previsioni nei modelli econometrici non lineari. Published in: Atti della XXXIV Riunione Scientifica della Societa' Italiana di Statistica No. Siena: Nuova Immagine Editrice, Vol 2/1 (April 1988): pp. 271-278.

Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.

Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features. Published in: Brazilian Review of Econometrics

Chan, Joshua and Eisenstat, Eric (2012): Marginal Likelihood Estimation with the Cross-Entropy Method.

Chan, Tze-Haw and Chong, Lee Lee and Khong, Wye Leong Roy (2008): Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s).

Chasco, Coro and López, Ana María and Guillain, Rachel (2008): The non-stationary influence of geography on the spatial agglomeration of production in the EU.

Chatelain, Jean-Bernard (2010): Can statistics do without artefacts? Published in: Prisme No. 19 (December 2010): pp. 1-39.

Chatelain, Jean-Bernard and Ralf, Kirsten (2012): Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth.

Chen, Pian and Velamuri, Malathi (2009): Misspecification and Heterogeneity in Single-Index, Binary Choice Models.

Chun, So Yeon and Alexander, Shapiro (2009): Normal versus Noncentral Chi-square Asymptotics of Misspecified Models. Forthcoming in: multivariate behavioral research

Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.

Ciuiu, Daniel (2007): Gordon and Newell queueing networks and copulas. Published in: Yugoslav Journal of Operations Research , Vol. 19, No. 1 (July 2009): pp. 101-112.

Cornille, David and Meyler, Aidan (2010): The behaviour of consumer gas prices in an environment of high and volatile oil prices.

Costa Junior, Celso Jose (2009): Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea. Published in: Análise Econômica , Vol. 28, No. 54 (September 2010): pp. 141-161.

Cruz, Christopher John and Mapa, Dennis (2013): An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models.

D

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.

Deev, Oleg and Kajurova, Veronika and Stavarek, Daniel (2013): Testing rational speculative bubbles in Central European stock markets.

Dima, Bogdan and Barna, Flavia and Nachescu, Miruna (2006): MACROECONOMIC DETERMINANTS OF THE INVESTMENT FUNDS MARKET. THE ROMANIAN CASE.

Dima, Bogdan and Barna, Flavia and Pirtea, Marilen (2007): ROMANIAN CAPITAL MARKET AND THE INFORMATIONAL EFFICIENCY.

Dima, Bogdan and Pirtea, Marilen and Barna, Flavia and Murgea, Aurora and Nachescu, Miruna (2007): The Analysis of the Bucharest Stock Exchange Financial Sector.

Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending?

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case.

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text).

Dobrescu, Emilian (2001): Introduction into macroeconomic modeling foundations. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 39-88.

Doko Tchatoka, Firmin (2013): On bootstrap validity for specification tests with weak instruments.

Doko Tchatoka, Firmin (2010): Subset hypotheses testing and instrument exclusion in the linear IV regression.

Doko Tchatoka, Firmin (2011): Testing for partial exogeneity with weak identification.

Doko Tchatoka, Firmin and Dufour, Jean-Marie (2012): Identification-robust inference for endogeneity parameters in linear structural models.

Doretti, Marco (2012): Modelli di scoring per il rischio paese.

de Vilder, Robin G. and Visser, Marcel P. (2007): Volatility Proxies for Discrete Time Models.

E

El Bouhadi, A. and Elkhider, Abdelkader and Kchirid, El Mustapha and Idriss, El Abbassi (2008): LES déterminants du taux de change au Maroc : Une étude empirique.

El Bouhadi, A. and Ounir, A. and El Maguiri, M. (2008): Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca.

El Bouhadi, Abdelhamid and Achibane, Khalid (2009): The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?

Elrod, Terry and Keane, Michael (1995): A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data. Published in: Journal of Marketing Research , Vol. 32, (February 1995): pp. 1-16.

Emenike, Kalu O. (2010): Modelling Stock Returns Volatility In Nigeria Using GARCH Models. Published in: Proceeding of International Conference on Management and Enterprice Development, Ebitimi Banigo Auditorium, University of Port Harcourt - Nigeria , Vol. 1, No. 4 (10. February 2010): pp. 5-11.

Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.

Escobari, Diego (2011): Testing for Stochastic and Beta-convergence in Latin American Countries. Published in: Applied Econometrics and International Development , Vol. 11, No. 2 (2011): pp. 123-138.

Ezzat, Hassan (2012): The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt. Published in: International Research Journal of Finance and Economics No. 96 (August 2012): pp. 143-154.

F

Fan, Jianqing and Liao, Yuan (2012): Endogeneity in ultrahigh dimension.

Fanelli, Luca (2007): Evaluating the New Keynesian Phillips Curve under VAR-based learning.

Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.

Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.

Fanelli, Luca and Paruolo, Paolo (2007): Speed of Adjustment in Cointegrated Systems.

Faust, Jon and Gupta, Abhishek (2010): Posterior Predictive Analysis for Evaluating DSGE Models.

Ferreira Lima, Luis Cristovao (2012): The determinants of the academic outcome: a Bayesian approach using a sample of economics students from the University of Brasilia, Brazil.

Filoso, Valerio (2010): Regression Anatomy, Revealed.

Filoso, Valerio (2010): Regression anatomy, revealed.

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

Fischer, Justina AV (2010): Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects.

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

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models.

Fugarolas, Guadalupe and Mañalich, Isis and Matesanz, David (2007): ARE EXPORTS CAUSING GROWTH? EVIDENCE ON INTERNATIONAL TRADE EXPANSION IN CUBA, 1960-2004.

G

GUO-FITOUSSI, Liang (2013): A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets.

Gabrielsen, A. and Zagaglia, Paolo and Kirchner, A. and Liu, Z. (2012): Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.

Gao, Jiti (2007): Nonlinear time series: semiparametric and nonparametric methods. Published in: Chapman & Hall/CRC , Vol. 108, No. Monographs on Statistics and Applied Probability (2. September 2007): pp. 1-237.

Gao, Jiti and Casas, Isabel (2006): Specification testing in discretized diffusion models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (October 2008): pp. 131-140.

Ghassan, Hassan B. (2003): Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme.

Ghent, Andra (2006): Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?

Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019.

Goodwin, Barry K. and Holt, Matthew T. and Prestemon, Jeffery P. (2008): North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach.

Grady, Patrick (1985): The state of the art in Canadian macroeconomic modelling.

Grady, Patrick and Muller, R. Andrew (1986): On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation. Published in: The Canadian Journal of Program Evaluation , Vol. 3, No. 2 (1988): pp. 49-61.

Grassi, Stefano and Proietti, Tommaso (2010): Characterizing economic trends by Bayesian stochastic model specification search.

Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?

Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.

Guardabascio, Barbara and Ventura, Marco (2013): Estimating the dose-response function through the GLM approach.

Gupta, Abhishek (2010): A Forecasting Metric for Evaluating DSGE Models for Policy Analysis.

Guzman, Giselle C. (2007): Using sentiment to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.

Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.

Guzman, Giselle C. (2009): An inflation expectations horserace.

H

Haider, Adnan and Hanif, Muhammad Nadeem (2007): Inflation Forecasting in Pakistan using Artificial Neural Networks.

Halkos, George and Jones, Nikoleta (2011): Social factors influencing the decision to pay for the protection of biodiversity: A case study in two national parks of Northern Greece.

Harding, Don and Negara, Siwage (2008): Estimating baseline real business cycle models of the Australian economy.

Hardle, Wolfgang and LIang, Hua and Gao, Jiti (2000): Partially linear models. Published in: Physica-Verlag (1. September 2000): pp. 1-202.

Hasanov, Mübariz and Omay, Tolga (2010): The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. Forthcoming in: Emerging Markets and Finance and Trade , Vol. -, No. - (2011)

Herrera Gómez, Marcos and Mur Lacambra, Jesús and Ruiz Marín, Manuel (2011): ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos.

Hidayat, Budi and Thabrany, Hasbullah (2010): Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour. Published in: International Journal of Environmental Research and Public Health , Vol. 7, No. 6 (4. June 2010): pp. 2473-2485.

Horvath, Roman and Komarek, Lubos (2006): Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?

I

Iqbal, Javed and Azher, Sara and Ijza, Ayesha (2010): Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index.

Irina, Mozhaeva (2009): Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia.

Irina, Mozhaeva (2009): Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia.

J

Jahan-Parvar, Mohammad R. and Mohammadi, Hassan (2008): Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach. Forthcoming in: Journal of Developing Areas , Vol. 1, No. 44 (2010)

Janczura, Joanna and Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2012): Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.

Janczura, Joanna and Weron, Rafal (2010): Goodness-of-fit testing for regime-switching models.

Janczura, Joanna and Weron, Rafal (2012): Goodness-of-fit testing for the marginal distribution of regime-switching models.

Janczura, Joanna and Weron, Rafal (2010): Modeling electricity spot prices: Regime switching models with price-capped spike distributions. Forthcoming in: MEPS'10 Proceedings

Jingwa A, Brian (2011): Improving biodiversity monitoring by modeling relative abundance from "presence only" data. Published in: tUL Diepenbeek No. 2011 (2011)

Jiranyakul, Komain (2011): The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries. Published in: Middle Eastern Finance and Economics No. 12 (2011): pp. 101-108.

Jorge Andres, Perdomo Calvo and Jorge Andres, Perdomo Calvo (2010): Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales. Published in: Lecturas de Economia , Vol. 1, No. 73 (July 2010): pp. 51-65.

K

Kang, Lili and Peng, Fei (2012): Selection and Real wage cyclicality: Germany Case.

Kang, Lili and Peng, Fei (2011): A selection analysis of returns to education in China. Published in: Post-Communist Economies , Vol. 24, No. 4 (March 2012): pp. 535-554.

Karapanagiotidis, Paul (2014): Dynamic modeling of commodity futures prices.

Karapanagiotidis, Paul (2013): Empirical evidence for nonlinearity and irreversibility of commodity futures prices.

Karathanassis, George and Sogiakas, Vasilios (2007): Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis.

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

Khalfaoui, R and Boutahar, M (2012): Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis.

Khan, Muhammad and Kebewar, mazen and Nenovsky, Nikolay (2013): Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe.

Khani Hoolari, Seyed Morteza and Abounoori, Abbas Ali and Mohammadi, Teymour (2014): The Effect of Governance and Political Instability Determinants on Inflation in Iran. Published in: Journal of Applied Science and Agriculture , Vol. 3, No. 9 (4. April 2014): pp. 965-973.

Kilic, Ekrem (2006): Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio.

Knoben, J. and Kerkhofs, M. and Graafland, J.J. (2004): Evaluation of Dutch election programs: The impact of parameter uncertainty. Published in: Tijdschrift voor Economie en Management , Vol. 1, No. 51 (2006): pp. 47-72.

Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.

Koop, Gary and Korobilis, Dimitris (2012): Large time-varying parameter VARs.

Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.

Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.

Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.

Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.

Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.

Kovačić, Zlatko (2007): Forecasting volatility: Evidence from the Macedonian stock exchange.

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

Kumar, Sundaram (2009): Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India.

Köksal, Bülent (2009): A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns. Published in: Journal of Economic and Social Research , Vol. 2, No. 11 (2009): pp. 1-29.

L

LIU, CHU-AN (2012): A plug-in averaging estimator for regressions with heteroskedastic errors.

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.

Lanne, Markku and Luoma, Arto and Luoto, Jani (2009): Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models.

Lanne, Markku and Luoto, Jani (2012): Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation? Published in: HECER Discussion Papers No. 351 (2012)

Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions.

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series.

Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.

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

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

Leeb, Hannes and Pötscher, Benedikt M. (2013): Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values.

Lehmann, Robert and Wohlrabe, Klaus (2013): Sectoral gross value-added forecasts at the regional level: Is there any information gain?

Leon, Jorge (2012): Managing the Uncertainty in the Hodrick Prescott Filter.

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

Liew, Venus Khim-Sen and Shitan, Mahendran and Hussain, Huzaimi (2000): Time series modelling and forecasting of Sarawak black pepper price. Published in: Jurnal Akademik, No. June (June 2003): pp. 39-55.

Liu, Chu-An (2013): Distribution Theory of the Least Squares Averaging Estimator.

Liu, Chu-An and Kuo, Biing-Shen (2014): Model Averaging in Predictive Regressions.

Liu, Chun (2010): Marginal likelihood calculation for gelfand-dey and Chib Method.

Lord, Montague J. (1999): The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate.

Lord, Montague J. (1994): A Macroeconomic Model for Romania's Flexible Exchange Rate System.

Lord, Montague J. (2001): Macroeconomic Policies for Poverty Reduction in Cambodia.

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

M

Macri, Joseph and Sinha, Dipendra (2007): Does Black’s Hypothesis for Output Variability Hold for Mexico?

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

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.

Malik, Sadia Mariam and Janjua, Yasin (2010): Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging.

Mapa, Dennis and Beronilla, Nikkin (2008): Range-Based Models in Estimating Value-at-Risk (VaR). Published in: The Philippine Review of Economics , Vol. XLV, No. 2 (December 2008): pp. 87-100.

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

Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.

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

Marçal, Emerson F. and Valls Pereira, Pedro L. and Abbara, Omar (2009): Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change.

Mason, Patrick L. (1994): An empirical derivation of the industry wage equation. Published in: Journal of Quantitative Economics , Vol. 10, No. 1 (1994): pp. 155-170.

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

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

Medel, Carlos A. and Salgado, Sergio C. (2012): Does BIC Estimate and Forecast Better than AIC?

Mendonca, Gui Pedro (2008): Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics.

Mendoza-Velázquez, Alfonso and Galvanovskis, Evalds (2009): Introducing the GED-Copula with an application to Financial Contagion in Latin America.

Miguel, Belmonte and Gary, Koop and Dimitris, Korobilis (2011): Hierarchical shrinkage in time-varying parameter models.

Mitze, Timo (2010): Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?

Mo, Pak Hung (2011): Minimum Wage Legislation and Economic Growth: Channels and Effects.

Moauro, Filippo (2010): A monthly indicator of employment in the euro area: real time analysis of indirect estimates.

Mohajan, Haradhan (2011): The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh. Published in: KASBIT Business Journal , Vol. 4, No. 1 (30. June 2011): pp. 32-47.

Molnar, Jozsef and Violi, Roberto and Zhou, Xiaolan (2010): Multimarket Contact in Italian Retail Banking: Competition and Welfare. Forthcoming in: International Journal of Industrial Organization , Vol. 31, No. 5 (September 2013): pp. 368-381.

Mutu, Simona and Breşfelean, Vasile Paul and Göndör, Mihaela (2011): The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies. Published in: Proceedings of the 13th International Conference on Finance and Banking No. ISBN 978-80-7248-753-0 (2012)

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NR, Bhanumurthy and Kumawat, Lokendra (2009): External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model.

Nonejad, Nima (2014): Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks.

Nwachukwu, Ifeanyi N. and Onyenweaku, Chris E. (2009): Allocative Efficiency among Fadama Fluted Pumkin Farmers in Imo State, Nigeria. Published in: International Journal of Agriculture and Rural Development , Vol. 11, No. 1 (9. December 2009): pp. 129-136.

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Okay, Nesrin (1998): Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange. Published in: Business & Economics for the 21st Century, Anthology , Vol. II, No. ISBN: 0-9659831-1-0 (1998): pp. 207-216.

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.

Olenev, Nicholas (2007): A Normative Balance Dynamic Model of Regional Economy for Study Economic Integrations // Economic integration, competition and cooperation. 6th International Conference . 2007. Opatija - Croatia: University of Rijeka. April 19-20.(CD-Book: Session 6) 15 pp. Published in: (18. July 2007)

Ortigueira, Luis C. (2010): Citizen Satisfaction with Local Public Policies: A Spanish Case Study Based on Image Strategy.

Owyang, Michael T. and Piger, Jeremy and Wall, Howard J. (2012): Forecasting national recessions using state-level data.

Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm.

Ozun, Alper and Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation.

P

Palombizio, Ennio A. (2007): Mutual Funds and Segregated Funds: A Comparison.

Peng, Fei and Kang, Lili and Jiang, Jun (2011): Selection and institutional shareholder activism in Chinese acquisitions. Published in: Management Decision , Vol. 51, No. 1 (February 2013): pp. 141-162.

Pieroni, Luca and d'Agostino, Giorgio and Bartolucci, Francesco (2013): Identifying corruption through latent class models: evidence from transition economies.

Proietti, Tommaso (2009): The Multistep Beveridge-Nelson Decomposition.

Proietti, Tommaso and Luati, Alessandra (2013): The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.

Prowse, Victoria (2012): Modeling employment dynamics with state dependence and unobserved heterogeneity.

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

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.

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

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

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

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Qin, Duo and He, Xinhua (2011): Globalisation effect on inflation in the great moderation era: new evidence from G10 countries.

Quaas, Georg (2006): Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59.

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Rajaraman, Indira and Goyal, Rajan and Khundrakpam, Jeevan Kumar (2006): Tax Buoyancy Estimates for Indian States. Published in: Economic and Political Weekly , Vol. 41, No. 16 (22. April 2006): pp. 1570-1573.

Rao, B. Bhaskara and Rao, Gyaneshwar (2007): Structural breaks and energy efficiency in Fiji.

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

Rodríguez, Carlos A. (2004): A P* Model of Inflation in Puerto Rico. Published in: American Review of Political Economy , Vol. 2, No. 2 (September 2004): pp. 16-41.

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

Rubio, Gonzalo and Lozano, Martin (2009): Evaluating alternative methods for testing asset pricing models with historical data. Forthcoming in: Journal of Empirical Finance

Rumyantsev, Mikhail I. (2010): К вопросу оценки адекватности имитационных моделей банковских бизнес-процессов. Published in: Sbornik nauchnykh trudov SWorld [Conference proceedings SWorld] , Vol. 15, No. 4 (27. December 2010): pp. 84-92.

Rumyantsev, Mikhail I. (2011): Изоморфизм и гомоморфизм в имитационном моделировании. Published in: Proceedings of international scientific-practical conference "Modern problems and ways of their solution in science, transport, production and education ‘2011" in Odessa, Ukraine, December 20-27, 2011 (20. December 2011)

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

Sen, S. K. and Mukhopadhyay, I and Gupta, S (2011): A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route.

Sen, S. K. and Mukhopadhyay, I and Gupta, S (2011): Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2007): Practical Volatility Modeling for Financial Market Risk Management.

Simwaka, Kisu (2012): Testing for time-varying fractional cointegration using the bootstrap approach.

Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.

Sirucek, Martin (2012): The impact of money supply on stock prices and stock bubbles. Forthcoming in:

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

Situngkir, Hokky and Surya, Yohanes (2006): Kerangka Kerja Ekonofisika dalam Basel II. Published in:

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

Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

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Teneng, Dean (2012): Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian.

Teneng, Dean (2013): NIG-Levy process in asset price modeling: case of Estonian companies. Published in: Proceedings of 30th International Conference Mathematical Methods in Economics , Vol. 2, (11. September 2012): pp. 891-896.

Teneng, Dean (2013): Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes.

Teneng, Dean (2013): A note on NIG-Levy process in asset price modeling: case of Estonian companies.

Tommaso, Proietti and Helmut, Luetkepohl (2011): Does the Box-Cox transformation help in forecasting macroeconomic time series?

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

Tsyplakov, Alexander (2011): Evaluating density forecasts: a comment.

Tsyplakov, Alexander (2013): Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments.

Tsyplakov, Alexander (2014): Theoretical guidelines for a partially informed forecast examiner.

Tuysuz, Sukriye and Kuhry, Yves (2007): Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK.

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Valadkhani, Abbas (2006): Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran. Published in: Journal of Energy and Development , Vol. 31, No. 2 (2006): pp. 261-282.

Valdivia, Daney and Loayza, Lilian (2010): Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia.

Varga, Gyorgy (2009): Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil. Published in: Revista Brasileira de Economia , Vol. 63, No. 4 : pp. 361-394.

Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models.

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Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.

Wang, Hung-jen and Schmidt, Peter (2001): One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels. Published in: Journal of Productivity Analysis , Vol. 2, No. 18 (2002): pp. 129-144.

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

Wlazlowski, Szymon and Binner, Jane and Giulietti, Monica and Joseph, Nathan (2006): Non-linearities in mark-up on costs. Published in: Aston Working Papers No. 2006 (2006): pp. 1-21.

Wong, Maisy (2010): The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models.

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Yan, Jin and Yoo, Hong Il (2014): The seeming unreliability of rank-ordered data as a consequence of model misspecification.

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Zhu, Ke (2012): A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach.

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

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