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JEL Classification: C52 - Model Evaluation and Selection

Number of items at this level: 164.

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? Unpublished.

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 Unpublished.

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 Unpublished.

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 Unpublished.

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 Unpublished.

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 Unpublished.

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. Unpublished.

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 Unpublished.

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

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 Unpublished.

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 Unpublished.

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 Unpublished.

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 Unpublished.

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 Unpublished.

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 Unpublished.

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

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 Unpublished.

Bazdresch, Santiago (2011): Empirical policy functions as benchmarks for evaluation of dynamic capital structure models. Unpublished.

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

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

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

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

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

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

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

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)

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

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

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

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

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

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

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

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

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

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

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 (04. June 2010): pp. 2473-2485.

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

Freire González, Paulo Alejandro; 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.

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

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

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

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.

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.

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

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? Unpublished.

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 (09. December 2009): pp. 129-136.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Carrasco Gutierrez, Carlos Enrique; 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

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

Liew, Venus Khim-Sen; 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

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.

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.

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)

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

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

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

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

Amroush, Fadi; 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 (02. November 0002)

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

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

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

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

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

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

El Bouhadi, A.; 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. Unpublished.

ABDERRAZIK, Amal; BOUTKARDINE, Mehdi; EL BAHI, Nour El Houda; KARTOUBI, Salah Eddine and EL BOUHADI, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca. Unpublished.

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

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

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

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

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

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

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

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

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.

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

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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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)

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

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.

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

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

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

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

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

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

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

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

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.

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

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

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

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

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

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

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

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

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

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

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

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

Knoben, J.; 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.

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.

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.

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

Liew, Venus Khim-Sen; 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.

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.

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.

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.

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

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.

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

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

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

Bianchi, Carlo; 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 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.

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.

Bianchi, Carlo; 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.

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): 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.

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

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

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

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

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

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

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

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

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.

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

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

This list was generated on Thu Feb 9 22:40:26 2012 CET.
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