Browse by Institution

Berliant, Marcus and Watanabe, Axel (2024): Agglomeration in purely neoclassical and symmetric economies.

Constantinides, George M. and Jackwerth, Jens Carsten and Perrakis, Stylianos (2007): Option Pricing: Real and Risk-Neutral Distributions. Published in: Handbooks in Operations Research and Management Science: Financial Engineering , Vol. 15, : pp. 565-591.

Dovonon, Prosper (2008): Large sample properties of the three-step euclidean likelihood estimators under model misspecification.

Dovonon, Prosper (2008): Conditionally heteroskedastic factor models with skewness and leverage effects.

Dovonon, Prosper and Goncalves, Silvia and Meddahi, Nour (2010): Bootstrapping realized multivariate volatility measures.

Dovonon, Prosper and Renault, Eric (2011): Testing for Common GARCH Factors.

Gospodinov, Nikolay and Lkhagvasuren, Damba (2011): A new method for approximating vector autoregressive processes by finite-state Markov chains.

Guo, Shen (2007): Optimal Monetary Policy and Expectation Driven Business Cycles.

Hosseinzadeh, Aryan and Baghbani, Asiye (2020): Walking Trip Generation and Built Environment: A Comparative Study on Trip Purposes. Published in: International Journal for Traffic & Transport Engineering , Vol. 3, No. 10 (16 July 2020): pp. 402-414.

Kopecky, Karen A. and Koreshkova, Tatyana (2009): The Impact of Medical and Nursing Home Expenses and Social Insurance Policies on Savings and Inequality.

Li, Ming (2002): Information collection in bargaining.

Li, Ming and Majumdar, Dipjyoti (2006): A psychologically-based model of voter turnout.

Lkhagvasuren, Damba and Galindev, Ragchaasuren (2008): Discretization of highly persistent correlated AR(1) shocks. Forthcoming in: Journal of Economic Dynamics and Control

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

Reimer, Bill and Lyons, Tara and Ferguson, Nelson and Polanco, Geraldina (2007): Social Capital as Social Relations: the contribution of normative structures. Published in: Sociological Review , Vol. 2, No. 56 (2008): pp. 256-274.