Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics"

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Number of items at this level: 352.


Abonazel, Mohamed R. (2016): Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects.

Acevedo Rueda, Rafael Alexis and Mora Mora, José U. and Harmath Fernández, Pedro Alexander (2012): La brecha del producto y el producto potencial en Venezuela: una estimación SVAR. Published in: Desarrollo y Sociedad No. primer semestre (June 2013): pp. 43-81.

Adeniji, Sesan and Evans, Olaniyi (2013): Searching for the Relative Potency of Monetary and Fiscal Policies in Selected African Countries: A Panel Data Approach to St. Louis Equation.

Aguilar, Ruben and Valdivia, Daney (2011): Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos.

Aguirregabiria, Victor (2008): Comment: The Identification Power of Equilibrium in Simple Games. Published in: Journal of Business and Economic Statistics , Vol. 26, No. 3 (1 July 2008): pp. 283-289.

Aguirregabiria, Victor (2009): Econometric Issues and Methods in the Estimation of Production Functions.

Aguirregabiria, Victor (2009): Some Notes on Sample Selection Models.

Ahmadzadeh Mashinchi, Sina (2010): The impact of the global economic crisis on non-oil operations of ports in Iran. Published in: Middle East Journal of Scientific Research (ISI Indexed) , Vol. 9, No. 5 (15 November 2011): pp. 596-601.

Ahmed, Shaghil and Hyder, Kalim and Areeb, Tabinda (2005): The Economy in the Aftermath of the Earthquake. Published in: Research Report No. RR63

Ahmed, Vaqar and O' Donoghue, Cathal (2008): Welfare impact of external balance in pakistan: CGE-microsimulation analysis.

Ahmed, Walid M.A. (2008): Cointegration and dynamic linkages of international stock markets: an emerging market perspective.

Akhabbar, Amanar (2007): Leontief et l'économie comme science empirique: la signification opérationnelle des lois. Published in: Economies et Sociétés , Vol. 10-11, No. 39 (2007): pp. 1745-1788.

Albers, Scott (2013): Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'.

Albers, Scott (2014): On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings.

Albers, Scott (2015): An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox.

Albers, Scott and Albers, Andrew (2015): On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015.

Albers, Scott and Albers, Andrew L. (2013): Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works.

Albu, Lucian-Liviu and Diaconescu, Tiberiu (2009): Simulation on long-term correlation between demographic variables and economic growth.

Alfarano, Simone and Lux, Thomas (2010): Extreme Value Theory as a Theoretical Background for Power Law Behavior.

Alia, Didier and Chassem Tchatchum, Nacisse Palissy (2009): Commerce, finance et croissance économique au Cameroun.

Almosabbeh, Imadeddin (2008): العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك.

Alvi, Mohsin (2012): Attitude Differentiates The Brand Selection (From the view of Generation Y people).

Alvi, Mohsin (2012): The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]. Published in: International Journal of Empirical Finance , Vol. 4, No. 3 (June 2015): pp. 165-169.

Andreas, Brunhart (2011): Stock market’s reactions to revelation of tax evasion: an empirical assessment. Published in: KOFL Working Papers No. 9 (2012)

Antunes, João Marques and Fuinhas, José Alberto and Marques, António Cardoso (2014): Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros.

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Arezki, Rabah and Alichi, Ali (2009): An Alternative Explanation for the Resource Curse: The Income Effect Channel.

Ari, Yakup (2012): Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH. Published in: 13th International Conference on Econometrics, Operations Research and Statistics Proceeding Book (May 2012)

Ari, Yakup and Unal, Gazanfer (2010): Continuous Modeling of Foreign Exchange Rate of USD versus TRY.

Aritenang, Adiwan F. (2009): The Impact of Government Budget shifts to Regional Disparities in Indonesia: Before and After Decentralisation.

Armstrong, J. Scott and Green, Kesten C. and Graefe, Andreas (2014): Golden Rule of Forecasting: Be conservative.

Arpino, Bruno and Mealli, Fabrizia (2008): The specification of the propensity score in multilevel observational studies.

Asghar, Zahid (2009): ELG hypothesis is valid for India: An Evidence from Structural Causality.

Asghar, Zahid and Abid, Irum (2007): Performance of lag length selection criteria in three different situations. Published in: Interstat No. April 2007 (April 2007)

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2009): Impact of Model Specification Decisions on Unit Root Tests.

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Model specification, observational equivalence and performance of unit root tests.


BESSO, CHRISTOPHE RAOUL (2010): Phillips Curve, case study in Cameroon: evaluation of fundamental assumptions.

Baccouche, Rafik and Bouoiyour, Jamal and Hatem, M’Henni and Mouley, Sami (2008): Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc. Published in: FEMISE European Commission No. Research Project N°FEM 32-04 (August 2008)

Bai, Jushan and Liao, Yuan (2012): Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood.

Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.

Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.

Balcombe, Kelvin (2006): Cross-Entropy Estimation of Linear Cointegrated Equations.

Balcombe, Kelvin (2009): The Nature and Determinants of Volatility in Agricultural Prices.

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

Bandi, Federico and Moloche, Guillermo (2008): On the functional estimation of multivariate diffusion processes.

Bandyopadhyay, Kaushik Ranjan (2008): Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India.

Bayraci, Selcuk (2010): Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry.

Bayraci, Selcuk (2007): Modeling the volatility of FTSE All Share Index Returns.

Bayraci, Selcuk and Ari, Yakup and Yildirim, Yavuz (2011): A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets.

Bayraci, Selcuk and UNAL, GAZANFER (2010): Continuous time modeling of interest rates: An empirical study on the Turkish short rate.

Benos, Nikos and Zotou, Stefania (2013): Education and Economic Growth: A Meta-Regression Analysis.

Bentes, Sonia R and Menezes, Rui (2012): On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility.

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

Bildirici, Melike (2012): Economic growth and electricity consumption in Africa and ASIA: MS-VAR and MS-GRANGER causality analysis.

Bildirici, Melike and Ersin, Özgür (2012): Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models.

Borooah, Vani and Iyer, Sriya (2005): The Decomposition of Inter-Group Differences in a Logit Model: Extending the Oaxaca-Blinder Approach with an Application to School Enrolment in India. Published in: Journal of Economic and Social Measurement , Vol. 30, (2005): pp. 279-293.

Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms.

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.

Boubacar Mainassara, Yacouba and Carbon, Michel and Francq, Christian (2010): Computing and estimating information matrices of weak arma models.

Bouoiyour, Jamal and Dumas, Audrey and Hanchane, Said (2008): Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines. Published in: FEMISE - European commission

Bouoiyour, Jamal and Rey, Serge (1995): Chocs externes et ajustements des taux de change réels européens.

Bouoiyour, jamal (2006): Migration, Diaspora et développement humain. Published in: « Le Maroc possible, une offre de débat pour une ambition collective », Rapport du cinquantenaire, 2006. Royaume du Maroc. (January 2006)

Bouye, Eric and Durlleman, Valdo and Nikeghbali, Ashkan and Riboulet, Gaël and Roncalli, Thierry (2000): Copulas for finance.

Breiding, Torsten (2006): Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit.

Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:


Caner, Mehmet and Sandler Morrill, Melinda (2009): A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated.

Carrera, Jorge Eduardo and Cusolito, Ana Paula and Féliz, Mariano and Panigo, Demian (2001): An econometric approach to macroeconomic risk. A cross country study.

Castro, Lucio (2007): Infrastructure and the Location of Foreign Direct Investment A Regional Analysis. Forthcoming in:

Cavalcante, Mileno (2008): Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI. Published in: Rio Oil & Gas 2008 Conference Proceedings , Vol. 1, (September 2008)

Cengiz, Sibel and Sahin, Afsin (2013): Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey.

Chambers, Marcus J. and Kyriacou, Maria (2012): Jackknife bias reduction in autoregressive models with a unit root.

Chani, Muhammad Irfan and Pervaiz, Zahid and Jan, Sajjad Ahmad and Ali, Amjad and Chaudhary, Amatul R. (2011): Poverty, inflation and economic growth: empirical evidence from Pakistan. Published in: World Applied Sciences Journal , Vol. 14, No. 7 (2011): pp. 1058-1063.

Chatti, Mohamed Ali and Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia.

Chatti, Mohamed Ali and Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia.

Chaudhry, Naveed Iqbal and Mehmood, Mian Saqib and Mehmood, Asif and Mujtaba, Bahaudin G. (2014): Exchange Rate, Market Size and Human Capital Nexus Foreign Direct Investment – A Bound Testing Approach for Pakistan. Published in: Wulfenia Journal (ISI Impact Factor 0.267) , Vol. 21, No. 8 (21 August 2014): pp. 151-169.

Chen, Liang (2012): Identifying observed factors in approximate factor models: estimation and hypothesis testing.

Chen, Pu (2010): A time series causal model.

Cheng, Yebin and De Gooijer, Jan and Zerom, Dawit (2009): Efficient Estimation of an Additive Quantile Regression Model.

Chin, Wencheong (2008): Spurious long-range dependence: evidence from Malaysian equity markets.

Christopoulos, Dimitris and Siourounis, Gregorios and Vlachaki, Irene (2010): Democratic Reforms, Foreign Aid and Production Inefficiency.

Christopoulos, Dimitris and Siourounis, Gregorios and Vlachaki, Irene (2010): Democratic Reforms, Foreign Aid and Production Inefficiency.

Combey, Adama and Mally, Komla (2010): Impact du pacte de convergence, de stabilité et de croissance sur la convergence réelle dans l’UEMOA.

Corduneanu, Carmen and Turcas, Daniela (2008): Optimizing models of a stock portfolio issued by Financial Investment Companies.

Cvijanović, Drago and Andrei, Jean and Subić, Jonel and Ion, Raluca (2011): Proceedings"Agro-food and rural economy competitiveness in terms of global crisis". Published in: Economics of Agriculture , Vol. 59, No. Special Issue 1 (23 September 2011): pp. 1-445.


DeBacker, Jason (2008): Flip-Flopping: Ideological Adjustment Costs in the United States Senate.

Deluna, Roperto Jr (2008): Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency. Published in: Southern Philippines Research and Development Journal

Deluna, Roperto Jr (2011): Factors Affecting the Magnitude of Poor Families Across the Philippines: A Cross Section Data Analysis.

Dhas, Albert Christopher (2008): Determinants of Work Animal Density in Tamil Nadu: An Econometric Analysis.

Dinda, Soumyananda (2011): China’s Trade in Asia and the World: Long run Relation with Short run Dynamics.

Dinda, Soumyananda (2011): Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia.

Dogru, Bülent (2013): Modeling Voting Behavior in the Eurovision Song Contest.

Doko Tchatoka, Firmin (2012): On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments.

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

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

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.

Drezner, Zvi and Turel, Ofir and Zerom, Dawit (2008): A modified Kolmogorov-Smirnov test for normality.

Drichoutis, Andreas and Nayga, Rodolfo and Lazaridis, Panagiotis and Park, Beom Su (2010): A consistent econometric test for bid interdependence in repeated second-price auctions with posted prices.

Duvendack, Maren (2010): Smoke and Mirrors: Evidence of Microfinance Impact from an Evaluation of SEWA Bank in India.


Ekizceleroglu, Caner (2011): Türkiye’de Bilgi Ekonomisi ve Bilgi Yoğun Malların Dış Ticareti (1969-2009). Published in: Marmara University Journal of Faculty of Economic and Administrative Sciences , Vol. XXX, No. I (1 June 2011): pp. 209-228.

Eruygur, H. Ozan (2005): Generalized maximum entropy (GME) estimator: formulation and a monte carlo study.

Eruygur, H. Ozan (2003): The skill biased technological change in Turkish manufacturing industries.

emmanuel, mamatzakis and george, christodoulakis (2010): Return Attribution Analysis of the UK Insurance Portfolios. Forthcoming in: Annals of Finance


Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data.

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

Fan, Jianqing and Liao, Yuan and Mincheva, Martina (2011): Large covariance estimation by thresholding principal orthogonal complements.

Fan, Yanqin and Park, Sang Soo (2010): Confidence sets for some partially identified parameters. Published in: Economics, Management, and Financial Market , Vol. 5, (2010): pp. 37-87.

Fan, Yanqin and Park, Sang Soo (2009): Partial identification of the distribution of treatment effects and its confidence sets. Published in: Advances in Econometrics: Nonparametric Econometric Methods , Vol. 24, (2009): pp. 3-70.

Forson, Joseph Ato and Janrattanagul, Jakkaphong (2014): Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. Published in: Contemporary Economics , Vol. 8, No. 2 (30 June 2014): pp. 154-174.

Frachot, Antoine and Roncalli, Thierry and Salomon, Eric (2004): The Correlation Problem in Operational Risk. Published in: Operational Risk (May 2004)

Francq, Christian and Zakoian, Jean-Michel (2014): Estimating multivariate GARCH and stochastic correlation models equation by equation.

Francq, Christian and Zakoian, Jean-Michel (2013): Inference in non stationary asymmetric garch models.

Francq, Christian and Zakoian, Jean-Michel (2010): Optimal predictions of powers of conditionally heteroskedastic processes.

Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process.

Francq, Christian and Zakoian, Jean-Michel (2010): Strict stationarity testing and estimation of explosive ARCH models.

Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons.

Fraser, Iain and Balcombe, Kelvin and Sharma, Abhijit (2007): Bayesian Model Averaging and Identification of Structural Breaks in Time Series.

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.

Fulli-Lemaire, Nicolas (2013): Alternative inflation hedging strategies for ALM.


Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process.

Garrouste, Christelle (2007): Determinants and Consequences of Language-in-Education Policies: Essays in Economics of Education. Published in: Studies in International and Comparative Education No. 74 (2007): pp. 1-141.

Geurdes, Han / J. F. (2011): On the mathematical form of CVA in Basel III.

Geurdes, Han / J.F. (2011): Macro-economy in models for default probability.

Griffith, Ronnie and Waithe, Kimberly and Lorde, Troy and Craigwell, Roland (2009): The contribution of credit unions to the national development of Barbados. Published in: Journal of Public Policy Analysis , Vol. 4, (2009): pp. 20-42.

Guo, Xu and Lam, Kin and Wong, Wing-Keung and Zhu, Lixing (2012): A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises.

Gurgul, Henryk and Lach, Lukasz and Mestel, Roland (2011): The relationship between budgetary expenditure and economic growth in Poland. Published in: CEJOR

Guzman, Giselle (2007): Using sentiment surveys 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. (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.


HASHIGUCHI, Yoshihiro and HAMORI, Shigeyuki (2010): Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity.

Hahn, Jinyong and Hirano, Keisuke and Karlan, Dean (2008): Adaptive Experimental Design Using the Propensity Score.

Halkos, George and Tzeremes, Nickolaos (2011): Kuznets curve and environmental performance: evidence from China.

Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares.

Hamrita, Mohamed Essaied and Ben Abdallah, Nidhal and Ben Ammou, Samir (2009): The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price.

Harding, Don (2008): FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC.

Harding, Don (2008): FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government.

Harin, Alexander (2009): Разрывы в шкале вероятностей. Расчет величин разрывов.

Hasan, Syed Akif and Subhani, Muhammad Imtiaz and Osman, Ms. Amber (2011): Marketing is all about taking money from customers (an application of Tobit model). Forthcoming in: International Research Journal of Finance and Economics

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

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2014): Testing Spatial Causality in Cross-section Data.

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús and Paelinck, Jean (2010): A Non-Parametric Approach to Spatial Causality.

Hillier, Grant (1986): Joint Tests for Zero Restrictions on Non-negative Regression Coefficients. Published in: Biometrika , Vol. 73, No. 3 (1986): pp. 657-669.

Hillier, Grant and Martellosio, Federico (2006): Spatial design matrices and associated quadratic forms: structure and properties. Published in: Journal of Multivariate Analysis , Vol. 97, (2006): pp. 1-18.

Hooy, Chee-Wooi and Chan, Tze-Haw (2008): Examining Exchange Rates Exposure, J-Curve and the Marshall-Lerner Condition for High Frequency Trade Series between China and Malaysia.

Hurvich, Cliiford and Wang, Yi (2006): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects.

Hussain, Karrar (2009): Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan.

Hwang, Tsorng-Chyi and Chen, Meng-Gu and Chang, Chia-Lin (2010): Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach.


INSEL, Aysu and TEKCE, Mahmut (2010): Econometric Analysis of the Bilateral Trade Flows in the Gulf Cooperation Council Countries.

INSEL, Aysu and TEKCE, Mahmut (2010): Econometric analysis of the bilateral trade flows in the Gulf Cooperation Council countries.

Iqbal, Javed and Mehmood, Sultan (2012): Terrorism & Its Impact On Foreign Flows: Lessons From Pakistan.

Islam, Tanweer ul (2008): Normality Testing- A New Direction.

Izatov, Asset (2015): The Role of Oil Prices, Real Effective Exchange Rate and Inflation in Economic Activity of Russia: An Empirical Investigation. Published in: Eastern European Business and Economics Journal , Vol. Vol.1, No. 2015 (16 January 0005): pp. 48-70.

Izatov, Asset (2014): Testing the Effect of the Conflict in Georgia in 2008 on Energy Market.

Izhar, Ahmad and Tariq, Masood (2009): Impact of Institutional Credit on Aggregate Agricultural Production in India during Post Reform Period.


Kalantzis, Fotis and Sakellaris, Kostis (2012): Investigating the Impact of the Greek Electricity Market Reforms on its Day-Ahead Market Prices.

Kamal, Mona (2011): Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data.

Karkowska, Renata (2014): Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis.

Khan, Shakeeb and Ponomareva, Maria and Tamer, Elie (2011): Identification of Panel Data Models with Endogenous Censoring.

Khan, Zahid and Asghar, Zahid (2009): Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan.

Kirkpatrick, Colin and Raihan, Selim and Bleser, Adam and Prud'homme, Dan and Mayrand, Karel and Morin, Jean Frederic and Pollitt, Hector and Hinojosa, Leonith and Williams, Michael (2011): Trade sustainability impact assessment (SIA) on the comprehensive economic and trade agreement (CETA) between the EU and Canada: Final report. Published in: European Commission Trade Assessments (September 2011)

Kociecki, Andrzej (2010): Algebraic theory of identification in parametric models.

Kociecki, Andrzej (2013): Bayesian Approach and Identification.

Kontek, Krzysztof (2010): Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments.

Kontek, Krzysztof (2010): Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments.

Kontek, Krzysztof (2010): Mean, Median or Mode? A Striking Conclusion From Lottery Experiments.

Koundouri, Phoebe (2004): Econometrics Informing Natural Resources Management:Selected Empirical Analyses. Published in: (2004)

Kozhurin, Fedir (2011): Supramacroeconomics: the newest management technology.

Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range.

Kristoufek, Ladislav (2009): R/S analysis and DFA: finite sample properties and confidence intervals.


Lallmahomed, Naguib and Taubert, Peter (1989): What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987. Published in: Bulletin du GREED, Groupe de Recherche en Economie de Developpement, Universite de Paris I (Pentheon-Sorbonne) , Vol. No. 10, No. February 1989 (23 February 1989): pp. 39-51.

Lau, Evan and Hamzah, Siti Nur Zahara (2012): Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): To the problem of evaluation of market risk of global equity index portfolio in global capital markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.

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.

Li, Dong and Ling, Shiqing and Zhu, Ke (2016): ZD-GARCH model: a new way to study heteroscedasticity.

Li, Jia (2009): Finance-growth Nexus in China: A Channel Decomposition Analysis. Published in: ICCS Journal of Modern Chinese Studies , Vol. 1, No. 1 (23 March 2009): pp. 51-82.

Liao, Yuan and Jiang, Wenxin (2011): Posterior consistency of nonparametric conditional moment restricted models. Published in: Annals of Statistics , Vol. 39, No. 6 (2011): pp. 3003-3031.

Liebl, Dominik (2010): Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.

Liebl, Dominik (2010): Modeling hourly Electricity Spot Market Prices as non stationary functional times series.

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

Liu, Luke (2011): Monetary policy, bank size and bank lending: Evidence from Australia.

Liu-Evans, Gareth (2010): An alternative approach to approximating the moments of least squares estimators.

Livan, Giacomo and Alfarano, Simone and Scalas, Enrico (2011): The fine structure of spectral properties for random correlation matrices: an application to financial markets.

Lotfi, Habib and Ahmadzadeh Mashinchi, Sina (2008): Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran. Published in: American-Eurasian J. Agric. & Environ. Sci. , Vol. 2, No. Supple 1 (2008): pp. 145-150.

Lozano Rojas, Felipe Andres (2011): HUMAN Capital Contracts in Chile : An excercise based on Income data on Chilean HE graduates. Published in: Latin American Jounal of Economics , Vol. 49, No. 2 (29 November 2012): pp. 185-215.

Ludlow-Wiechers, Jorge (2012): Backward and forward closed solutions of multivariate ARMA models.


MEZUI-MBENG, Pamphile (2010): Tramsission de la politique monétaire: le cas des pays de la CEMAC. Forthcoming in: : pp. 1-34.

Mahmud, Hassan (2009): Oil Price Shocks and Monetary Policy Aggregates in Nigeria: A Structural VAR Approach.

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

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus.

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus.

Makiela, Kamil (2010): State Level Efficiency Measures for Healthcare Systems. Published in: SPNHA Review , Vol. 6, No. 1 (1 January 2010): pp. 15-33.

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.

Malefaki, Valia (2015): On Flexible Linear Factor Stochastic Volatility Models.

Malik, Muhammad Irfan and Rehman, Atiq-ur- (2014): Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis.

Malini, Nair (2005): An Actuarial Analysis of Calibration of Crop Insurance Premiums to Heterogeneous Risks.

Malini, Nair (2005): Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE.

Mapa, Dennis S and Sandoval, Monica Flerida B and Yap, David Joseph Emmanuel B (2009): Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter.

Mapa, Dennis S. (2004): A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough. Published in: The Philippine Statistician , Vol. 53, No. 1-4 (2004): pp. 1-10.

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 Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.

Mapa, Dennis S. and Briones, Kristine Joy S. (2007): Robustness Procedures in Economic Growth Regression Models. Published in: The Philippine Review of Economics , Vol. XLIV, No. 2 (December 2007): pp. 71-84.

Mapa, Dennis S. and Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models.

Mapa, Dennis S. and Suaiso, Oliver Q. (2009): Measuring market risk using extreme value theory.

Martellosio, Federico (2006): Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression.

Matkovskyy, Roman (2012): Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди». Forthcoming in: Economy and Forecast

Matkovskyy, Roman (2012): Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors. Forthcoming in:

Matkovskyy, Roman (2012): The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model.

Matsuki, Takashi and Usami, Ryoichi (2008): Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks.

Matyas, Laszlo and Hornok, Cecilia and Pus, Daria (2012): The formulation and estimation of random effects panel data models of trade.

Md Shoaib Ahmed, Shoaib (2009): An Empirical Study on Exchange Rate Volatility and it Impacts on Bilateral Export Growth: Evidence from Bangladesh. Published in: Journal of Business Studies , Vol. 1, No. 5

Md Shoaib Ahmed, Shoaib (2009): “Exchange Rate Volatility and International Trade Growth: Evidence from Bangladesh”. Published in: Center for Socio Economic Research, ASA University Review , Vol. Volume, No. 01 (January 2009): pp. 67-79.

Miankhel, Adil Khan and Kalirajan, Kaliappa and Thangavelu, Shandre (2010): Integration, decoupling and the global financial crisis: A global perspective.

Mishra, SK (2008): Construction of composite indices in presence of outliers.

Mishra, SK (1984): Taxonomical analysis of regional development by outranking relations on multiple principal components. Published in: Hill Geographer , Vol. 3, No. 1 (June 1984): pp. 20-28.

Mishra, SK (2008): A new method of robust linear regression analysis: some monte carlo experiments.

Modena, Matteo (2008): Yield curve, time varying term premia, and business cycle fluctuations.

Mohamed, Issam A.W. (2011): Introduction to the Macroeconomic Structure of Yemen.

Mohamed, Issam A.W. (2011): Optimization of hydroelectric power generation, case study of Roseires Dam in Sudan.

Mohamed, Issam A.W. (2011): Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen.

Mohamed Hassan, Hisham (2008): Cointegration growth, poverty and inequality in Sudan. Published in: ssrn

Mohamed Hassan, Hisham (2010): Social protection and economic growth in the Sudan: Trends, perspectives, cointegration and causality. Published in: SSRN

Mohammed, Shehu Tijjani (2009): Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence.

Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.

Mukherjee, Sacchidananda and Chakraborty, Debashis (2010): Is there any relationship between Economic Growth and Human Development? Evidence from Indian States.

Mukherjee, Sacchidananda and Shah, Zankhana and Kumar, M. Dinesh (2008): Large reservoirs: are they the last Oasis for the survival of cities in India? Published in: Published in: Proceedings of the IWMI-Tata Water Policy Research Program’s Seventh Annual Partners’ Meet, “Managing Water in the Face of Growing Scarcity, Inequity and Declining Returns: Exploring Fresh Approaches”, ICRISAT Campus, Andhra Pradesh, , Vol. Volume, (April 2008): pp. 908-923.

Mynbaev, Kairat (2003): Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends. Published in: Communications in Statistics—Theory and Methods , Vol. 35, (2006): pp. 499-520.

Mynbaev, Kairat (2007): Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips.

Mynbaev, Kairat (2010): Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne.

Mynbaev, Kairat (2000): $L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables. Published in: Advances in Applied Mathematics , Vol. 26, (2001): pp. 302-329.

Mynbaev, Kairat (2009): OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version.

Mynbaev, Kairat (2009): Regressions with Asymptotically Collinear Regressor. Published in: Econometrics Journal , Vol. 14, (June 2011): pp. 304-320.

Mynbaev, Kairat and Ibrayeva, Saniya (2011): Housing market of Almaty. Published in: Herald of the Kazakh-British Technical University No. 2 (17) (2011): pp. 88-93.

Møller, Niels Framroze (2015): Energy Demand, Substitution and a Potential for Electrification: An econometric analysis of eight Danish subsectors.

Müller, Ulrich A and Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios.


Nath, Sushmit (2007): Religion & Economic Growth and Development.

Nganou, Jean-Pascal (2005): Estimates of Armington parameters for a landlocked economy.

Nickl, Richard and Pötscher, Benedikt M. (2009): Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference.

Nizar, Muhammad Afdi (2011): SIKLIKALITAS KEBIJAKAN FISKAL DI INDONESIA. Published in: Jurnal Keuangan dan Moneter , Vol. 14, No. 1 (2011): pp. 55-82.

Nwachukwu, Ifeanyi N. and Ezeh, Chima I. (2007): Impact of Selected Rural Development Programmes on Poverty Alleviation in Ikwuano LGA, Abia State, Nigeria. Published in: African Journal of Food, Agriculture, Nutrition and Development, Kenya , Vol. 7, No. 5 (2007): pp. 1-17.

Nwachukwu, Ifeanyi Ndubuto and Onyenweaku, Chris/E (2007): Economic Efficiency Of Fadama Telfairia Production In Imo State Nigeria: A Translog Profit Function Approach. Published in: Journal of Agricultural Research and Policies, Nigeria , Vol. 4, No. 2 (2007): pp. 87-93.

Nyamwange, Mathew (2009): Foreign direct investment in Kenya.


OKPARA, GODWIN CHIGOZIE (2012): On whether foreign direct investment catalyzes economic development in Nigeria.

Obinyeluaku, Moses and Viegi, Nicola (2009): How does fiscal policy affect monetary policy in the Southern African Community (SADC)?

Odusanya, Ibrahim Abidemi and Atanda, Akinwande AbdulMaliq (2010): Analysis of inflation and its determinants in Nigeria. Published in: Pakistan Journal of Social Sciences , Vol. 7, No. 2 (2010): pp. 97-100.

Okoye, B.C and Asumugha, G.N and Okezie, C.A and Tanko, L and Onyenweaku, C.E (2006): Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006. Published in: Agricultural Journal , Vol. 3, No. 2 (2008): pp. 99-101.

Okpara, Godwin Chigozie (2012): An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria.

Olayeni, Olaolu Richard (2009): A small open economy model for Nigeria: a BVAR-DSGE approach.

Olenev, H.H. and Pechenkin, R.V. and Chernecov, A.M. (2007): Параллельное программирование в MATLAB м его приложения. Published in: (15 May 2007): pp. 1-120.

Olenev, Nicholas and Petrov, Alexander and Shatrov, Anatoly (2008): Технология высокопроизводительных вычислений в исследовании влияния сектора биотехнологий на макропоказатели развития экономики Кировской области. Published in: (27 March 2008): pp. 94-106.

Omay, Nazli C. and Karadagli, Ece C. (2010): Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach.

Omay, Tolga (2012): The comparison of optimization algorithms on unit root testing with smooth transition.

Omay, Tolga Omay and Hasanov, Mubariz (2006): Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi.

Onatski, Alexei and Uhlig, Harald (2009): Unit Roots in White Noise.

Onour, Ibrahim (2009): Financial Integration of North Africa Stock Markets.

Onour, Ibrahim (2010): The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries.

Onour, Ibrahim (2009): Natural Gas markets:How Sensitive to Crude Oil Price Changes?

Onour, Ibrahim (2009): Rational bubbles and volatility persistence in India stock market.

Oparinde, Adewale and Hodge, Ian (2011): Building livelihood resilience: a case study of factors affecting farm households’ adoption of coping and adaptive strategies in rural Nigeria.


Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment.

Pacifico, Daniele (2009): Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata.

Panait, Iulian and Constantinescu, Alexandru (2012): Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012. Forthcoming in: Journal of Applied Quantitative Methods No. 3 (2012)

Papageorgiou, Theofanis and Michaelides, Panayotis G. and Milios, John (2009): Economic Fluctuations, Cyclical Regularities and Technological Change: The U.S. Food Sector (1958–2006).

Parker, John C. (2005): What is the most appropriate model for generating scenarios for daily foreign exchange rates?

Parrini, Alessandro (2012): Indirect estimation of GARCH models with alpha-stable innovations.

Patnaik, Unmesh and Narayanan, K (2010): Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India.

Pavlyuk, Dmitry (2008): An Efficiency Analysis of European Countries' Railways. Published in: Proceedings of the 8th International Conference Reliability and Statistics in Transportation and Communication (October 2008): pp. 229-236.

Pavlyuk, Dmitry (2009): Statistical Analysis of the Relationship between Public Transport Accessibility and Flat Prices in Riga. Published in: Transport and Telecommunication , Vol. 10, No. 2 (2009): pp. 26-32.

Pedauga, Luis Enrique and Pineda, Julio and Dorta, Miguel (2004): Rivalidad por clientes en el mercado cambiario venezolano. Published in: Serie Documentos de Trabajo No. 66 : pp. 1-59.

Pereira, Vítor (2009): Factores explicativos do crescimento do PIB português.

Polishchuk, Leonid and Borisova, Ekaterina (2010): Performance assessment of Russian homeowners associations : The importance of being social. Published in:

Povh, Martin and Fleten, Stein-Erik (2009): Modeling long-term electricity forward prices.

Pulok, Mohammad Habibullah (2010): The Impact of Corruption on Economic Development of Bangladesh:Evidence on the Basis of an Extended Solow Model.

Pötscher, Benedikt M. and Schneider, Ulrike (2008): Confidence sets based on penalized maximum likelihood estimators.


Qian, Hang (2009): Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data.

Quiñones, Esteban J. (2006): The Indigenous Heterogeneity of Oportunidades: Ample or Insufficient Human Capital Accumulation?


Raghav, Manu and Barreto, Humberto (2011): Understanding and teaching unequal probability of selection.

Raihan, Selim (2011): Infrastructure and Growth and Poverty in Bangladesh. Forthcoming in:

Ramon Antonio, Rosales Alvarez and Jorge Andres, Perdomo Calvo and Carlos Andres, Morales Torrado and Jaime Alejandro, Urrego Mondragon (2009): Fundamentos de econometría intermedia: Teoría y aplicaciones. Published in: Apuntes de Clase CEDE , Vol. 1, No. 2010 (January 2010): pp. 1-414.

Rao, B. Bhaskara (2008): Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model.

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

Rehman, Atiq-ur- and Malik, Muhammad Irfan (2014): The Modi ed R a Robust Measure of Association for Time Series. Published in: Electronic Journal of Applied Statistical Analysis , Vol. 7, No. 1 (26 April 2014): pp. 1-13.

Renfro, Charles G (2009): Building and Using a Small Macroeconometric Model: Klein Model I as an Example.

Rimgailaite, Ramune (2012): Exchange rate modelling for Lithuania and Switzerland.

Rodríguez, Carlos A. (2011): Credibilidad, pérdida social y estancamiento económico: el caso de Puerto Rico. Published in: Revista de Ciencias Sociales , Vol. N/A, No. 22 (2011): pp. 1-19.

Roselli, Luigi and Seccia, Antonio and Stasi, Antonio (2006): Atteggiamento dei consumatori nei confronti dell’evoluzione del sistema agro-alimentare: L’introduzione di alimenti geneticamente modificati. Published in: Rivista di Economia Agroalimentare , Vol. 1, (2006)

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

Rotaru, Paul Costel (2011): Identificarea disparităților regionale privind ocuparea populatiei pe domenii de activitate în România în anul 2009. Forthcoming in:

Roychowdhury, Punarjit and Dutta, Mousumi (2011): Regulation, governance and informality: an empirical analysis of selected countries.

Ruja, Catalin (2014): Macro Stress-Testing Credit Risk in Romanian Banking System.


Saba, Irum and Alsayyed, Nidal (2010): Alternative Pricing Mechanisms for Islamic Financial Instruments: Economic Perspective.

Saba, Irum and Alsayyed, Nidal (2010): Economic Pricing Mechanisms for Islamic Financial Instruments: Ijarah Model.

Sahbaz, A (2011): Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği. Published in: Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 20, No. 3 (15 December 2011): pp. 417-432.

Saltoglu, Burak and Yenilmez, Taylan (2010): Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash.

Santarossa, Gino (2008): Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité.

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

Santos, João and Domingos, Tiago and Sousa, Tânia and St. Aubyn, Miguel (2016): Does a small cost share reflect a negligible role for energy in economic production? Testing for aggregate production functions including capital, labor, and useful exergy through a cointegration-based method.

Sasikumar, Anoop (2011): Testing for weak form market efficiency in Indian foreign exchange market. Published in: The IUP Journal of Monetary Economics , Vol. 9, No. 3 (August 2011): pp. 7-19.

Sebastian, Orzeł and Agnieszka, Wyłomańska (2010): Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times. Forthcoming in:

Shahbaz, Muhammad and Loganathan, Nanthakumar and Muzaffar, Ahmed Taneem and Ahmed, Khalid and Jabran, Muhammad Ali (2015): How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model.

Shamiri, Ahmed (2008): Volatility Transmission: What Does Asia-Pacific Markets Expect?

Sinha, Pankaj and Bansal, Ashok (2008): Hierarchical Bayes prediction for the 2008 US Presidential election.

Sinha, Pankaj and Gupta, Sushant (2011): Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector.

Sinha, Pankaj and Gupta, Sushant and Randev, Nakul (2010): Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession.

Sinha, Pankaj and Jayaraman, Prabha (2009): Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions.

Sinha, Pankaj and Jayaraman, Prabha (2009): Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions.

Sinha, Pankaj and Sharma, Aastha and Singh, Harsh Vardhan (2012): Prediction for the 2012 United States Presidential Election using Multiple Regression Model.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Sinha, Pankaj and Thomas, Ashley Rose and Ranjan, Varun (2012): Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models.

Skribans, Valerijs (2009): Влияние Трудовой Эмиграции на Рынок Труда в Латвии. Published in: Economics and Management: Current Issues and Perspectives , Vol. 15, No. 2 (19 November 2009): pp. 250-258.

Skribans, Valerijs (2010): Модель жилищного строительства в постсоциалистических странах на примере Латвии. Published in: Экономика, оценка и управление недвижимостью и природными ресурсами: материалы Междунар. науч.-практ. конф. (2010): pp. 58-66.

Skribans, Valerijs (2009): Būvniecības nozares prognozēšanas modelis. Published in: RTU zinātniskie raksti , Vol. 18, No. 3 (2009): pp. 68-82.

Skribans, Valerijs (2010): Construction industry forecasting system dynamic model. Published in: Proceedings of the 28th International Conference of the System Dynamics Society (2010): pp. 1-12.

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.

Skribans, Valerijs (2009): Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku. Published in: LU raksti No. 743. sējums (2009): pp. 189-200.

Skribans, Valerijs (2003): Latvijas būvniecības nozares attīstības prognoze.

Skribans, Valerijs (2009): Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi. Published in: 50th International Scientific Conference of Riga Technical University: RTU FEEM Scientific Conference on Economics and Entrepreneurship (SCEE’2009). - Conference Proceedings (2009): pp. 474-481.

Stasi, Antonio and Diotallevi, Francesco and Marchini, Andrea (2012): Strategie di prezzo e profittabilità nel mercato degli oli extra-vergine di oliva:un modello di analisi attraverso gli scanner data. Published in: Rivista di Economia Agraria, Anno LXVII , Vol. 1, (2012)

Subhani, Muhammad Imtiaz and Gul, Ameet and Osman, Amber (2010): Relationship between consumer price index (CPI) and KSE-100 index trading volume in pakistan and finding the endogeneity in the involved data.

Sucarrat, Genaro and Grønneberg, Steffen (2016): Models of Financial Return With Time-Varying Zero Probability.

Sun, Kai and Henderson, Daniel J. and Kumbhakar, Subal C. (2010): Biases in approximating log production. Forthcoming in: Journal of Applied Econometrics

Słoczyński, Tymon (2014): New Evidence on Linear Regression and Treatment Effect Heterogeneity.


TURTUREAN, Ciprian Ionel (2007): Legea lui Okun pentru România în perioada 1992-2004. Published in: Politici, modele si scenarii de crestere economica in vederea aderarii Romaniei la Uniunea Europeana No. ISBN 978-973-594-978-5 (24 October 2007): pp. 214-221.

Taboga, Marco and Pericoli, Marcello (2008): Bond risk premia, macroeconomic fundamentals and the exchange rate.

Tang, Chor Foon (2010): Multivariate Granger causality and the dynamic relationship between health spending, income, and health price in Malaysia.

Tanner, Reto and Bolduc, Denis (2012): The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs.

Taştan, Hüseyin (2011): Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry.

Thomas, Alex M (2010): Models and Economists: A Methodological Note.

Tiffin, R and Arnoult, M (2008): Bayesian estimation of the infrequency of purchase model with an application to food demand in the UK.

Titarenko, Deniss (2005): The Influence of Foreign Direct Investment on Domestic Investment Processes in Latvia. Published in: Transport and Telecommunication , Vol. 7, No. 1 (2006): pp. 76-83.

Titarenko, Deniss (2007): Investīciju struktūra un ekonomikas izaugsme Latvijā. Published in: Baltijas Foruma 12. starptautiskās konferences „ES un Krievija: vienojoties par jaunām attiecībām” ekonomiskās sekcijas materiāli, 2007.gada 25.maijā, Rīga, Latvija (May 2007): pp. 46-55.

Tommaso, Proietti and Stefano, Grassi (2010): Bayesian stochastic model specification search for seasonal and calendar effects.

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

Travaglini, Guido (2010): Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.


Van Heerden, Dorathea and Rodrigues, Jose and Hockly, Dale and Lambert, Bongani and Taljard, Tjaart and Phiri, Andrew (2013): Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model.

Vardhan, Harsh and Vij, Madhu and Sinha, Pankaj (2013): Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach.

Venier, Guido (2008): A Simple Hypothesis Test for Heteroscedasticity.

Villa, Juan M. (2012): Simplifying the estimation of difference in differences treatment effects with Stata.

Vélez Tamayo, Julián Mauricio (2013): Medellín: Una ciudad hacia el sector servicios y los efectos en el empleo. Published in: Revista Memorias , Vol. 21, No. MEDELLÍN: UNA CIUDAD HACIA EL SECTOR SERVICIOS Y LOS EFECTOS EN EL EMPLEO (2014): x-x.


Wang, Yafeng and Graham, Brett (2009): Generalized Maximum Entropy estimation of discrete sequential move games of perfect information.

Wang, Yafeng and Graham, Brett (2010): Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information.

Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models.


Xekalaki, Evdokia and Panaretos, John (1979): Characterization of the Compound Poisson Distribution. Published in: International Statistical Institute Bulletin , Vol. Vol.48, (1979): pp. 577-580.


Yousuf, Ahmed Sadek (2012): Assessing Impact of Health Oriented Aid on Infant Mortality Rates.


Zaman, Asad and Rousseeuw, Peter J. and Orhan, Mehmet (2000): Econometric applications of high-breakdown robust regression techniques. Published in: Economic Letters , Vol. 71, (2000): pp. 1-8.

Zhu, Ke (2015): Bootstrapping the portmanteau tests in weak auto-regressive moving average models.

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