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Munich Personal RePEc Archive

Items where Subject is "C1 - Econometric and Statistical Methods and Methodology: General"

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Number of items at this level: 676.

A

A., Rjumohan (2017): Fuzzy Set Theory: A Primer.

ANDRIANADY, Josué R. and Randriamifidy, Fitiavana M. and Ranaivoson, Michel H. P. and Steffanie, Thierry Miora (2023): Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach.

Abito, Jose Miguel (2015): How much can we identify from repeated games?

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

Abonazel, Mohamed R. (2016): Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects. Published in: MJ Journal on Statistics and Probability , Vol. 1, No. 1 (June 2016): pp. 37-51.

Abonazel, Mohamed R. (2016): Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties. Published in: American Journal of Applied Mathematics and Statistics , Vol. 4, No. 2 (June 2016): pp. 46-58.

Abonazel, Mohamed R. (2015): How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models.

Abonazel, Mohamed R. (2015): R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models. Forthcoming in: : pp. 1-6.

Abu Hatab, Assem (2015): The Impact of Regional Integration on Intra-Arab Trade in Agrifood Commodities: A Panel Data Approach. Published in: Egyptian Journal of Agricultural Economics , Vol. 25, No. 2 (15 August 2015): pp. 21-36.

Addabbo, Tindara and Favaro, Donata (2010): The flexibility penalty in a long-term perspective.

Adeabah, David and Andoh, Charles and Asongu, Simplice and Akomea-Frimpong, Isaac (2021): Elections, Political Connections and Cash Holdings: Evidence from Local Assemblies.

Adenomon, Monday Osagie and Oyejola, Benjamin Agboola (2013): Impact of Agriculture and Industrialization on GDP in Nigeria: Evidence from VAR and SVAR Models. Published in: International Journal of Analysis and Application , Vol. 1, No. 1 (7 February 2013): pp. 40-78.

Ahmed, Farooq and Raza, Hasan and Hussain, Adnan and Lal, Irfan (2014): Determinant of Inflation in Pakistan: An Econometric Analysis, Using Johansen Co Integration Approach. Published in: European Journal of Business and Management , Vol. 5, No. 30

Ahmed, Mumtaz and Zaman, Asad (2014): A Minimax Bias Estimator for OLS Variances under Heteroskedasticity.

Aithal, Architha and Aithal, Sreeramana (2020): Development and Validation of Survey Questionnaire and Experimental Data – A Systematical Review-based Statistical Approach. Published in: International Journal of Management, Technology, and Social Sciences (IJMTS) , Vol. 5, No. 2 (31 October 2020): pp. 233-251.

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Forecasting transaction counts with integer-valued GARCH models.

Al Mamun, Md. and Sohag, Kazi and Uddin, Gazi Salah and Shahbaz, Muhammad (2015): Remittance and domestic labor productivity: evidence from remittance recipient countries.

Albers, Scott (2013): Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works.

Albers, Scott (2019): 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 L. (2013): Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works.

Alexandri, Cecilia (2015): Population food security assessment – a methodological approach. Published in: Agricultural Economics and Rural Development - Realities and perspectives for Romania , Vol. 6, No. ISSN 2285–6803 ISSN-L 2285–6803 (20 November 2015): pp. 2-8.

Alghalith, Moawia (2019): A New Price of the Arithmetic Asian Option: A Simple Formula.

Alghalith, Moawia (2019): The distribution of the average of log-normal variables and exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula.

Alimi, R. Santos (2015): Estimating Consumption function under Permanent Income Hypothesis: A comparison between Nigeria and South Africa.

Alimi, R. Santos (2018): Growth effect of government expenditures in West African countries: A nonlinear framework.

Aliu, Armando (2013): The Theory of Interhybridity: Socio-political Dimensions and Migration Experiences of Post-communist Western Balkan States.

Alvi, Mohsin (2014): A Manual for Basic Techniques of Data Analysis and Distribution.

Alvi, Mohsin and Kamal, Usman (2012): Assessing Chinese currency regime (2012). Published in: Journal of Empirical Economics , Vol. 4, No. 2 (May 2015): pp. 78-83.

Alvi, Mohsin and Mirza, Mohammad Haris and Khan, M. Mubashir Q. and Aqeel, Beenish and Ikram, Midra (2016): Analyzing the Factors for Creating Competition among Products. Published in: Imperial Journal of Interdisciplinary Research (IJIR) , Vol. 2, No. 7 (9 June 2016): pp. 383-386.

Alvi, Mohsin Hassan (2018): Difference in the Population Size between Rural and Urban Areas of Pakistan.

Amalia, Ratna Rizki and Kadir, Kadir (2019): Improving Paddy Statistics in Indonesia: Developing Crop Cutting Survey Using Area Sampling Frame.

Amiri, Arshiya (2011): Relationship between exports, imports, and economic growth in France (1990-2018).

Andrianady, Josué R. and Rajaonarison, Njakanasandratra R. and Razanajatovo, Yves H. (2023): Estimating Madagascar economic growth using the Mixed Data Sampling (MIDAS) approach.

Andrianady, Josué R. and Ranaivoson, Michel H. P. (2023): Dynamiques ´Economiques à Madagascar : Lien entre Croissance, Crises et Stabilité Politique.

Andrianady, Josué R. (2023): Comparing Econometric Models for Forecasting GDP in Madagascar.

Antonescu, Daniela (2014): Regional convergence – theoretical approaches.

Apergis, Nicholas and Ben Jebli, Mehdi (2015): Does Renewable Energy Consumption and Health Expenditure Decrease Carbon Dioxide Emissions? Evidence for sub-Saharan Africa Countries.

Ardia, David and Ospina, Juan and Giraldo, Giraldo (2010): Jump-Diffusion Calibration using Differential Evolution.

Arfaoui, Mongi and Ben Rejeb, Aymen (2015): Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?

Armstrong, J. Scott (1967): Derivation of theory by means of factor analysis or Tom Swift and his electric factor analysis machine. Published in: American Statistician No. 21 (1967): pp. 17-21.

Armstrong, J. Scott (2011): Illusions in Regression Analysis. Published in: International Journal of Forecasting (2012)

Armstrong, J. Scott (2007): Significance Tests Harm Progress in Forecasting. Published in: International Journal of Forecasting No. 23 (2007): pp. 321-336.

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

Arslan, Yavuz and Akkoyun, H. Cagri and Kanik, Birol (2011): Housing prices and transaction volume. Published in: The Central Bank of the Republic of Turkey Working Paper Series , Vol. 11, No. 12 (12 March 2012): pp. 1-17.

Aruga, Kentaka (2011): An intervention analysis on the Tokyo grain exchange non- genetically modified and conventional soybean futures market. Published in: Cogent Economics & Finance , Vol. 2, No. 1 (May 2014): pp. 1-11.

Aryal, Gaurab and Gabrielli, Maria F. (2012): Is Collusion Proof Auction Expensive? Estimates from Highway Procurements.

Asaduzzaman, Md (2019): FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis. Published in: ERN: Other Development Economics: Macroeconomic Issues in Developing Economies (Topic) No. https://ssrn.com/abstract=3498742 (26 December 2019): pp. 1-28.

Asaduzzaman, Md (2021): Relationship between threshold level of inflation and economic growth in Bangladesh- a multivariate quadratic regression analysis. Published in: ERN: Other Development Economics: Macroeconomic Issues in Developing Economies (Topic) (18 March 2021): pp. 1-21.

Asafo, Shuffield Seyram (2019): Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana. Forthcoming in:

Asghar, Zahid and Muhammad, Ahmed (2013): Socio-economic Determinants of Household Food Insecurity in Pakistan.

Asongu, Simplice A (2013): Finance and growth: New evidence from Meta-analysis. Forthcoming in: Managerial Finance

Atukeren, Erdal and Cevik, Emrah Ismail and Korkmaz, Turhan (2015): Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests. Published in: Journal of Economic Policy Reform , Vol. 18, No. 4 (2015): pp. 341-357.

Aue, Alexander and Horvath, Lajos and Pellatt, Daniel (2015): Functional generalized autoregressive conditional heteroskedasticity.

Autiero, Giuseppina and Bruno, Bruna and Mazzotta, Fernanda (1999): A Correspondence Analysis of Labour Market Institutions. Published in: Economia & Lavoro , Vol. 35, No. 3 (2001): pp. 1-44.

Azimi, Mohammad Naim (2015): Is CPI generated from stationary process? An investigation on unit root hypothesis of India’s CPI. Published in: International Journal of Management and Commerce Innovations , Vol. 3, No. 2 (1 February 2016): pp. 329-335.

Azimi, Mohammad Naim (2015): Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it. Published in: Journal of Management and Sustainability , Vol. 6, No. 1 (25 February 2016): pp. 141-148.

Aziz, Zohaib and Muhammad, Ahsanuddin and Hussain, Ghulam (2010): Global environment and factors affecting the salary of the CEO (chief executive officer) of a goods producing firm: an Econometric modeling approach using STATA.

amri amamou, souhir (2021): Cryptocurrencies responses to the Covid-19 waves.

B

BEN ZAIED, YOUNES and Zouabi, Oussama (2015): Climate change impacts on agriculture: A panel cointegration approach and application to Tunisia.

BIJOU, MOHAMMED and ELHASSOUNI, MOHAMMED (2016): L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine.

BUI, LINH and HOANG, HUYEN and BUI, HANG (2015): Estimating the Constant Elasticity of Substitution Function of Rice Production.The case of Vietnam in 2012.

Bachoc, Francois and Leeb, Hannes and Pötscher, Benedikt M. (2014): Valid confidence intervals for post-model-selection predictors.

Badiane, Ousmane and Goudan, Anatole and Tankari, Mahamadou Roufahi (2013): Time Path of Price Adjustment in Domestic Markets of Non-tradable Staples to Changes in World Market Prices.

Bai, Jushan and Wang, Peng (2024): Causal inference using factor models.

Bai, Jushan (2013): Likelihood approach to dynamic panel models with interactive effects.

Bakour, Chafik and Abahamid, Mohamed Yassine (2019): Regional disparities in development in Morocco: Statistical analyses using dispersion indicators and multidimensional techniques.

Bambino-Contreras, Carlos and Morales-Oñate, Víctor (2021): Exposición al default: estimación para un portafolio de tarjeta de crédito.

Bamikole, Oluwafemi (2013): The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011).

Bampinas, Georgios and Panagiotidis, Theodore and Politsidis, Panagiotis (2020): Sovereign bond and CDS market contagion: A story from the Eurozone crisis.

Barnett, William A. and Ghosh, Taniya (2013): Stability analysis of Uzawa-Lucas endogenous growth model.

Barnett, William A. and Jones, Barry E. and Nesmith, Travis D. (2008): Divisia Second Moments: An Application of Stochastic Index Number Theory.

Bartolucci, Francesco and Pennoni, Fulvia and Vittadini, Giorgio (2015): Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies.

Baruah, Joydeep (2012): Inclusive Growth under India's Neo-liberal Regime: Towards an Exposition. Published in: Social Change and Development , Vol. IX, No. No. 1 (July 2012)

Baruah, Joydeep (2012): On Identification of Backward Blocks. Published in: Research Paper Series No. 4 (November 2012)

Bassler, Kevin E. and McCauley, Joseph L. and Gunaratne, Gemunu H. (2006): Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets.

Beja, Edsel Jr. (2019): Consumer Expectations Survey and Quarterly Social Weather Survey: Evidence of Convergent Validity and Causality.

Beja, Edsel Jr. (2016): Subjective Well-Being Approach to Valuing Unemployment: Direct and Indirect Cost.

Beja, Edsel Jr. (2018): Testing the Easterlin Paradox: Results and Policy Implications.

Bell, Peter (2012): Goodness of fit test for the multifractal model of asset returns.

Bell, Peter N (2015): Identifying the Median Path of a Stochastic Processes.

Ben Rejeb, Aymen and Arfaoui, Mongi (2014): Financial market interdependencies: a quantile regression analysis of volatility spillover.

Benbachir, Saâd and El Alaoui, Marwane (2011): A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange. Published in: International Research Journal of Finance and Economics No. 78 (2011): pp. 6-17.

Bensalma, Ahmed (2021): An Eviews program to perform the fractional Dickey-Fuller test.

Bensalma, Ahmed (2015): New Fractional Dickey and Fuller Test. Forthcoming in: IEEE Conference paper

Bensalma, Ahmed (2013): Simple Fractional Dickey Fuller test. Published in: Procceding of 29th European Meeting of Statisticians : pp. 46-47.

Bensalma, Ahmed (2018): Two Distinct Seasonally Fractionally Differenced Periodic Processes.

Bershadskii, Alexander (2018): Stock market activity and hormonal cycles.

Bersimis, Sotiris and Panaretos, John and Psarakis, Stelios (2005): Multivariate Statistical Process Control Charts and the Problem of Interpretation: A Short Overview and Some Applications in Industry. Published in: Proceedings of the 7th Hellenic European Conference on Computer Mathematics and its Applications, Athens Greece (2005)

Bersimis, Sotiris and Psarakis, Stelios and Panaretos, John (2006): Multivariate Statistical Process Control Charts: An Overview. Published in: Quality & Reliability Engineering International , Vol. 23, No. 5 (2006): pp. 517-543.

Bhattacherjee, Sanjay and Sarkar, Palash (2017): Correlation and inequality in weighted majority voting games.

Bhatti, S. A. and Hameed, N. and C., Inayatullah (1992): A Computer-based System for the Management of Field Crop Pests. Published in: Modelling, Measurement & Control, C, France, AMSE Press , Vol. 35, No. 1 (1993): pp. 1-20.

Bhruguwar, Ira (2023): What are the key factors of economic growth that affect rural development in India?

Bilgili, Faik and Mugaloglu, Erhan and Koçak, Emrah (2018): The impact of oil prices on CO2 emissions in China: A Wavelet coherence approach.

Blankmeyer, Eric (2022): A bias test for heteroscedastic linear least squares regression.

Bonga-Bonga, Lumengo and Kirsten, Frederich (2024): Corruption and ethnicity on the African continent: the mediating role of institutions.

Borooah, Vani (2022): The Importance of the Serve in Winning Points in Tennis: A Bayesian Analysis Using Data for the Two winners of the 2019 French Open Singles. Published in: Behavioural Sports Economics: A Research Companion No. H. Altman, M. Altman, and B. Torgler (ed), Routledge (2022): pp. 186-198.

Bouadam, Kamel and Chiad, Faycal (2011): Data Envelopment Analysis To Measure Technical Efficiency In The Algerian Companies. Published in: Far East Journal of Applied Mathematics , Vol. 54, No. 2 (2011): pp. 139-157.

Boukraine, Wissem (2020): Inflation dynamics in Tunisia: a smooth transition autoregressive approach.

Bouoiyour, Jamal and Selmi, Refk (2013): Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model. Forthcoming in: The Journal of International Trade & Economic Development (2014)

Bouoiyour, Jamal and Selmi, Refk (2014): The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case. Forthcoming in: Economics Bulletin

Bouoiyour, Jamal and Selmi, Refk (2014): Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelet transform framework.

Bouoiyour, Jamal and Selmi, Refk and Tiwari, Aviral (2014): Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis.

Bradrania, Reza and Pirayesh Neghab, Davood (2021): State-dependent asset allocation using neural networks. Published in: European Journal of Finance , Vol. 28, No. 11 (12 August 2021): pp. 1130-1156.

Brogi, Athos (2016): A Binomial Tree to Price European and American Options.

Brogi, Athos (2010): A binomial tree to price European options. Published in: PHD Theses in Statistics and Applications: book of short papers , Vol. 1, No. 1 (February 2010): pp. 111-116.

Brummelhuis, Raymond and Luo, Zhongmin (2017): CDS Rate Construction Methods by Machine Learning Techniques.

Brunhart, Andreas (2012): Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series. Published in: KOFL Working Papers No. 14 (November 2012)

Buda, Rodolphe (2001): Les algorithmes de la modélisation : une analyse critique pour la modélisation économique.

Bukhari, Syed Kalim Hyder and Abdul, Jalil and Rao, Nasir Hamid (2011): Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited. Published in: State Bank of Pakistan Working Paper Sereis , Vol. Workin, No. May 2011 (15 May 2011): pp. 1-27.

Buzzigoli, Lucia and Giusti, Antonio (2006): From Marginals to Array Structure with the Shuttle Algorithm. Published in: Journal of Symbolic Data Analysis , Vol. 4, No. number 1 (June 2006): pp. 1-14.

bailek, Alexandra (2018): Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning. Published in:

C

COMBEY, Adama (2016): The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach.

Calzaroni, Manlio and Cappiello, Antonio and Della Rocca, Giorgio and Di Zio, Marco and Martelli, Cristina and Pieraccini, Guido and Profili, Francesco and Tembe, Cirilo (2006): Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005). Published in: , Vol. O Sect, No. © 2006 Instituto Nacional de Estatística, Maputo, Moçambique (2006)

Cantillo, Andres (2011): Does Uncertainty Affect Investment Expenditure? A Comment.

Cantillo, Andres (2011): The first statement of the formula for the Normal Curve.

Carvalho, Pedro and Marques, Rui Cunha and Berg, Sanford (2011): A meta-regression analysis of benchmarking studies on water utilities market structure.

Cassim, Lucius (2018): Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm.

Cerami, Alfio (2018): The Lights of Iraq: Electricity Usage and the Iraqi War-fare Regime.

Cerami, Alfio (2018): The Night Lights of North Korea. Prosperity Shining and Public Policy Governance.

Chang, Jinyuan and Chen, Song Xi and Chen, Xiaohong (2014): High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data. Forthcoming in: Journal of Econometrics

Chang, Jinyuan and Chen, Songxi (2011): On the Approximate Maximum Likelihood Estimation for Diffusion Processes. Published in:

Charlita de Freitas, Luciano and Couto Rampaso, Renato and Euler de Morais, Leonardo (2011): Uso da banda larga via satélite para universalização do acesso à banda larga e como indutor de redução das desigualdades regionais.

Charlita de Freitas, Luciano and Euler de Morais, Leonardo and Manuel Baigorri, Carlos (2017): Risk and systemic risk perception in the telecommunications sector in Brazil: an investor perspective assessment.

Chellai, Fatih (2024): Reserves, Prices, and Policy: An Empirical Analysis of Strategic Crop Reserves in Arab Countries.

Chellai, Fatih (2022): Forecasting using Fuzzy Time Series.

Chen, Min and Zhu, Ke (2013): Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations.

Chen, Min and Zhu, Ke (2014): Sign-based specification tests for martingale difference with conditional heteroscedasity.

Chen, Pu and Hsiao, Chih-Ying (2010): Looking behind Granger causality.

Chen, Siyan and Desiderio, Saul (2018): Factor analysis with a single common factor.

Chen, Song Xi and Lei, Lihua and Tu, Yundong (2014): Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI. Forthcoming in: Statistica Sinica

Chen, Song Xi and Li, Jun and Zhong, Pingshou (2014): Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation.

Chen, Song Xi and Qin, Yingli (2010): A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing. Published in: The Annals of Statistics , Vol. 38, (2010): pp. 808-835.

Chen, Songxi and Peng, Liang and Yu, Cindy (2013): Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions. Published in:

Chen, Songxi and Qin, Jing and Tang, Chengyong (2013): Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study. Published in:

Chen, Songxi and Van Keilegom, Ingrid (2012): Estimation in semiparametric models with missing data. Published in:

Chhorn, Theara (2017): On the Investigation of Factors Effecting International Tourist Arrivals to Cambodian Market: A Static and Dynamic Gravity Approach. Published in: Southeast Asian Journal of Economics , Vol. 5, No. 2 (December 2017): pp. 115-138.

Chhorn, Theara and Chhorn, Dina (2017): Modelling Linkage of Globalization and Financial Development to Human Development in CLMV Region.

Chowdhury, Emon Kalyan (2022): Reaction of Stock Market to Covid-19: A South Asian Perspective. Published in: , Vol. 3, No. 28 (31 March 2022): pp. 18-39.

Chu, Meifen (2021): Bitcoin and traditional currencies during the Covid-19 pandemic period.

Chun, So Yeon and Shapiro, Alexander and Uryasev, Stan (2011): Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Forthcoming in:

Cifter, Atilla and Ozun, Alper (2007): Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey.

Clarke, Damian and Matta, Benjamín (2017): Practical Considerations for Questionable IVs.

Clarke, Damian and Tapia Schythe, Kathya (2020): Implementing the Panel Event Study.

Coleman, Stephen (2014): Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011.

Coleman, Stephen (2005): Testing Theories with Qualitative and Quantitative Predictions.

Colombier, Carsten (2011): How to consolidate government budgets in view of external imbalances in the Euro area? Evaluating the risk of a savings paradox. Published in: Financial and Economic Crisis: Causes, Consequences and the Future : pp. 104-127.

Combey, Adama (2016): The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach.

D

D'Andrea, Sara (2022): A Meta-Analysis on the Debt-Growth Relationship.

DAYORO, DONATIEN (2024): Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE). Published in: Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE) , Vol. 39, : pp. 2-38.

DRĂGHICI, Alex andra and DAMIAN, Irina and DAN, Andreea Maria and POPA, Diana-Gabriela and EZARU, Elena Mihaela and PAICĂ, Ana Maria Roxana and MUREȘAN, Adriana Rodica and LUȚAI, Raluca and ŞERBAN, Ileana Daniela and CIOREI, Mihaela Andreea and MĂRCĂU, Flavius-Cristian (2011): Research and Science Today No.1. Published in: Research and Science Today

Dadakas, Dimitrios (2020): Quantifying the Impact of Exporter-Specific, Importer-Specific and only Time-Varying Variables in Structural Gravity.

Dale, Charles (1984): A Search for Business Cycles with Spectral Analysis. Published in: American Statistical Association, Proceedings of the Business and Economic Statistics Section, Philadelphia, Pennsylvania (14 August 1984): pp. 267-272.

Davis, Brent (2016): “Attitudes to Leadership and Voting: Finding the Efficient Frontier”.

Degiannakis, Stavros and Xekalaki, Evdokia (2004): Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review. Published in: Quality Technology and Quantitative Management , Vol. 1, No. 2 (2004): pp. 271-324.

Deja, Dominik and Karbowski, Adam and Zawisza, Mateusz (2014): On the Existence of Optimal Level of Women’s Intelligence in Men’s Perception: Evidence from a Speed Dating Experiment.

Deluna, Roperto Jr and Cruz, Edgardo (2014): Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model.

Deluna, Roperto Jr and Jeon, Narae (2014): Determinants of International Tourism Demand for the Philippines: An Augmented Gravity Model Approach.

Deniss, Titarenko (2006): Эконометрический анализ модели инвестиционного акселератора. Published in: Proceedings of the 6th International Conference „Reliability and Statistics in Transportation and Communication” (RelStat`06), 25-28 October 2006, Riga, Latvia. (October 2006): pp. 22-30.

Desogus, Marco and Conversano, Claudio and Pili, Ambrogio and Venturi, Beatrice (2022): Fractal analysis of Dow Jones Industrial Index returns. Published in: Applied Mathematical Sciences , Vol. 16, No. 10 (2022): pp. 473-495.

Dietrich, Franz and List, Christian (2014): Probabilistic Opinion Pooling. Forthcoming in: Oxford Handbook in Probability and Philosophy, Oxford University Press (Christopher Hitchcock & Alan Hajek eds.)

Dimitrakopoulos, Stefanos and Tsionas, Mike G. and Aknouche, Abdelhakim (2020): Ordinal-response models for irregularly spaced transactions: A forecasting exercise.

Dinda, Soumyananda (2011): Climate Change, Trade, and Competitiveness: Climate Trade Performance of India, SAARC and Asia Pacific Region. Forthcoming in:

Dinda, Soumyananda (2015): A Note on DD Approach.

Doko Tchatoka, Firmin Sabro (2012): Specification Tests with Weak and Invalid Instruments.

Dorji, Karma Minjur Phuntsho (2024): Exploring Nowcasting Techniques for Real-Time GDP Estimation in Bhutan.

Dramani, Latif and Laye, Oumy (2007): Estimation of the Equilibrium Interest Rate: Case of CFA zone.

Dubrocard, Anne and Prombo, Michel (2012): International comparison of Environmental performance.

di Bella, Enrico and Gandullia, Luca and Leporatti, Lucia (2014): Short and long run income elasticity of gambling tax bases: evidence from Italy.

E

EL-Mohammadi, Rachid (2009): BSFTDWithMultiJump Model and Pricing of Quanto FTD with FX Devaluation Risk.

EL-Mohammadi, Rachid (2009): BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk.

Ehsan, Zaeem-Al (2021): An empirical analysis on the weak form market efficiency in the Bangladeshi pharmaceutical industry- A case study of Renata Ltd.

El Alaoui, Aicha and Ezzahidi, Elhadj and Eladnani, Mohamed Jellal (2013): Etimating NAIRU: the Morocco case.

El Joueidi, Sarah (2013): A taxonomy of manufacturing and service firms in Luxembourg according to technological skills. Forthcoming in: Economie et Statistiques: Working papers du STATEC No. 68 (September 2013)

El-Baz, Osama (2016): Estimating Egypt’s Potential Output: A Production Function Approach.

Emara, Noha and Mordos, Elise and Tyagi, Sonika (2015): Estimating Aggregate Demand in Egypt.

Emura, Takeshi and Wang, Weijing (2009): Testing Quasi-independence for Truncation Data. Published in: Journal of Multivariate Analysis , Vol. 101, (January 2010): pp. 223-239.

Erard, Brian (2017): Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach.

Ertürk, Mevlüde (2016): Çevre Kirliliği Ve Ekonomik Büyüme İlişkisi Gelişmiş ve Gelişmekte Olan Ülkelerin Veri Görselleştirme Kullanarak Karşılaştırılması.

Esiyok, Bulent and Ugur, Mehmet (2017): Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces. Forthcoming in: Journal of the Asia Pacific Economy

Everts, Martin (2006): Band-Pass Filters.

Ezeh, Chima Innocent and Onwuka, Onyema W and Nwachukwu, Ifeanyi Ndubuto (2008): CORRELATES OF INORGANIC FERTILIZER CONSUMPTION AMONG SMALLHOLDER FARMERS IN ABIA STATE, NIGERIA. Published in: Journal of Agriculture and Social Research, Nigeria , Vol. 8, No. 1 (2008): pp. 56-63.

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.

Ezzat, Hassan (2014): Impact of Political Instability on Cointegration: Evidence from MENA Region Stock Markets during Pre and Post Egyptian Revolution Period.

F

FARAYIBI, Adesoji (2016): Investigating the Application of Queue Theory in the Nigerian Banking System.

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

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Panaretos, John (1982): An Extension of the Damage Model. Published in: Metrika , Vol. Vol. 2, (1982): pp. 189-194.

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Panaretos, John (1982): On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem. Published in: Sankhya, The Indian Journal of Statistics, Series A , Vol. Vol. 4, No. 3 (1982): pp. 415-422.

Panaretos, John (1983): On Moran's Property of the Poisson Distribution. Published in: Biometrical Journal , Vol. Vol.25, No. 1 (1983): pp. 69-76.

Panaretos, John (1987): On a Functional Equation for the Generating Function of the Logarithmic Series Distribution. Published in: Revue Roumaine de Mathematiques Pures et Appliquees , Vol. 32, No. 4 (1987): pp. 365-367.

Panaretos, John (1982): On a Structural Property of Finite Distributions. Published in: Journal of the Royal Statistical Society of London, Series B , Vol. 44, No. 2 (1982): pp. 209-211.

Panaretos, John (1990): On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions. Published in: Proceedings of the First International Symposium on Uncertainty Modeling and Analysis (1990): pp. 156-160.

Panaretos, John (1989): On the Evolution of Surnames. Published in: International Statistical Review , Vol. 57, No. 2 (1989): pp. 161-167.

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Panaretos, John (1981): On the Relationship between the Conditional and Unconditional Distribution of a Random Variable. Published in: Statistical Distributions in Scientific Work , Vol. Vol. 4, (1981): pp. 379-387.

Panaretos, John (1984): Partial Independence and Finite Distributions. Published in: Mathematische Operationforschung und Statistic, Series Statistics , Vol. 15, No. 3 (1984): pp. 397-405.

Panaretos, John (1989): A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data. Published in: IMA Journal of Mathematics Applied in Medicine and Biology , Vol. 6, (1989): pp. 133-136.

Panaretos, John (2000): Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings. Published in: International Journal of Education Law and Policy , Vol. 7, (2000)

Panaretos, John (1989): Some Properties and Applications of the Stuttering Generalized Waring Distribution. Published in: International Journal of Mathematics and Mathematical Science , Vol. 12, No. 3 (1989): pp. 531-538.

Panaretos, John (1982): Unique Properties of Some Distributions and Their Applications. Published in: Proceedings of the Annual Meeting of the American Statistical Association, (Social Statistics Section) (1982): pp. 459-462.

Panaretos, John and Psarakis, Stelios (1991): On a Testing Procedure for Model Selection. Published in: Proceedings of the 48th Session of the International Statistical Institute, Cairo (1991): pp. 513-514.

Panaretos, John and Psarakis, Stelios and Xekalaki, Evdokia (1998): On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems. Published in: PROCEEDINGS OF THE 13TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING (1998): pp. 470-473.

Panaretos, John and Psarakis, Stelios and Xekalaki, Evdokia and Karlis, Dimitris (2005): The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection. Published in: (2005)

Panaretos, John and Tzavidis, Nikolaos (2001): Aspects of Estimation Procedures at Eurostat with Some Emphasis on Over-Space Harmonisation. Published in: 5th Hellenic European Conference on Computer Mathematics and Its Applications, Athens, Greece , Vol. 2, : pp. 853-857.

Panaretos, John and Xekalaki, Evdokia (1986): On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions. Published in: Annals of the Institute of Statistical Mathematics (Theory and Methods) , Vol. 38, (1986): pp. 223-231.

Panaretos, John and Xekalaki, Evdokia (1986): On Some Distributions Arising from Certain Generalized Sampling Schemes. Published in: Communications in Statistics A (Theory and Methods) , Vol. 15, No. 3 (1986): pp. 873-891.

Panaretos, John and Xekalaki, Evdokia (1989): A Probability Distribution Associated With Events With Multiple Occurrences. Published in: Statistics and Probability Letters , Vol. 8, No. 4 (1989): pp. 389-396.

Panaretos, John and Xekalaki, Evdokia (1986): The Stuttering Generalized Waring Distribution. Published in: Statistics and Probability Letters , Vol. 4, No. 5 (1986): pp. 313-318.

Peeters, H.M.M. (1989): Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score.

Pendakur, Krishna and Pendakur, Ravi and Woodcock, Simon (2006): Glass Ceilings and Sticky Floors: A Representation Index.

Pendakur, Krishna and Pendakur, Ravi and Woodcock, Simon (2006): A Representation Index: Glass Ceilings and Sticky Floors.

Perakis, Michael and Maravelakis, Petros and Psarakis, Stelios and Xekalaki, Evdokia and Panaretos, John (2001): On Certain Indices for Ordinal Data with Unequally Weighted Classes. Published in: Athens University of Economics and Business, Statistics Technical Report No. 161 (2001)

Perakis, Michael and Maravelakis, Petros and Psarakis, Stelios and Xekalaki, Evdokia and Panaretos, John (2005): On Certain Indices for Ordinal Data with Unequally Weighted Classes. Published in: Quality and Quantity , Vol. 39, No. 5 (2005): pp. 515-536.

Perlin, Marcelo and Dufour, Alfonso and Brooks, Chris (2010): A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market.

Pfau, Wade Donald (2006): Predicting the Medal Wins by Country at the 2006 Winter Olympic Games: An Econometrics Approach. Published in: Korean Economic Review , Vol. 22, No. 2 : pp. 233-247.

Pham, Hung T and Reilly, Barry (2007): THE GENDER PAY GAP IN VIETNAM, 1993-2002: A QUANTILE REGRESSION APPROACH. Published in: Journal of Asian Economics , Vol. 5, No. 185 (October 2007): pp. 775-806.

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Pillai N., Vijayamohanan (2016): Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models.

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Pincheira, Pablo and Hardy, Nicolas (2021): The Mean Squared Prediction Error Paradox.

Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.

Pincheira, Pablo and Hardy, Nicolás and Muñoz, Felipe (2021): "Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models.

Pincheira, Pablo and Hernández, Ana María (2019): Forecasting Unemployment Rates with International Factors.

Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.

Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.

Pinto, Hugo and Guerreiro, João (2006): As dimensões latentes da Inovação: o caso das regiões europeias. Published in: Revista Portuguesa de Estudos Regionais No. 13 (November 2006): pp. 83-101.

Poitras, Geoffrey and Heaney, John (2008): ‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance. Published in: Annals of Financial Economcis , Vol. 4, No. 1 (15 April 2008): pp. 1-44.

Pop, Raluca Elena (2012): Herd behavior towards the market index: evidence from Romanian stock exchange.

Psarakis, Stelios and Panaretos, John (1990): The Folded t Distribution. Published in: Communications in Statistics: A Theory and Methods , Vol. 19, No. 7 (1990): pp. 2717-2734.

Psarakis, Stelios and Panaretos, John (2001): On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions. Published in: Journal of Applied Statistical Science , Vol. 10, No. 2 (2001): pp. 119-136.

Pulido-Velazquez, Manuel and Sauer, Johannes and Koundouri, Phoebe and Allan, Andrew and Kløve, Bjørn (2013): The EU FP7 GENESIS project on groundwater systems. Contributions to the analysis of economic, legal and institutional issues of groundwater management with selected case studies. Published in:

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Qiu, Yumou and Chen, Song Xi (2014): Band Width Selection for High Dimensional Covariance Matrix Estimation. Forthcoming in: Journal of the American Statistical Association

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Radanliev, Petar and De Roure, David and Nicolescu, Razvan and Huth, Michael and Mantilla Montalvo, Rafael and Cannady, Stacy and Burnap, Peter (2018): Future developments in cyber risk assessment for the internet of things. Published in: Computers in Industry - https://doi.org/10.1016/j.compind.2018.08.002 No. 102 (2018) 14–22 (September 2018): pp. 14-22.

Raheem, Ibrahim and Ajide, Kazeem (2020): The journey towards dollarization: the role of the tourism industry. Forthcoming in: Current Issues in Tourism

Rao, B. Bhaskara and Singh, Rup and Kumar, Saten (2008): Do we need time series econometrics?

Rashid, Abdul and Jehan, Zanaib (2013): Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan.

Razzak, Weshah (2022): The Ownership of Oil, Democracy, and Iraq’s Past, Present, and Future.

Razzak, Weshah (2010): Predicting Instability.

Riaz, Fayyaz and Abdul Razzaq, Fiza and Waqar, Ahsan (2017): Effect of Employee Stock Ownership Plans (ESOPs) on the performance of Small business in Karachi. Published in: International Journal of Applied Business and Management Studies , Vol. 2, No. 2 (1 December 2017): pp. 1-16.

Rigby, Robert and Stasinopoulos, Dimitrios and Voudouris, Vlasios (2015): Flexible statistical models: Methods for the ordering and comparison of theoretical distributions.

Romanceva, Julia and Bautin, Vladimir (2016): Статистический анализ динамики развития сельского хозяйства России в постсоветский период.

Rutayisire, Musoni J. (2017): Modelling interest rate pass-through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?

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SHAH, Syed Muhammad Noaman Ahmed and KEBEWAR, mazen (2013): US Corporate Bond Yield Spread: A default risk debate.

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Suarez, Ronny (2009): Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances.

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Uddin, Gazi Salah and Shahbaz, Muhammad and AROURI, Mohamed El Hedi (2013): Financial Development and Poverty Reduction Nexus:A Cointegration and Causality Analysis in Bangladesh.

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Vallejos, Catalina and Steel, Mark F. J. (2014): Bayesian Survival Modelling of University Outcomes.

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Xin, Guangyi (2017): Social Interaction and Labour Market Outcomes.

Xu, Kun and Guan, Zhihua and Xu, Wenli (2015): 省级财政支出效率空间溢出效应研究:基于超效率DEA和GSM模型.

Xu, Kun and Xu, Wenli (2015): 中国政府消费支出对经济波动的传导机理分析.

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Yang, Bill Huajian (2013): Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests. Published in: Journal of Risk Model Validation , Vol. 8, No. 1 (18 March 2014)

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Yang, Bill Huajian and Wu, Biao and Cui, Kaijie and Du, Zunwei and Fei, Glenn (2019): IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses. Forthcoming in: The Journal of Risk Model Validation

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Youssef, Ahmed H. and El-Sheikh, Ahmed A. and Abonazel, Mohamed R. (2014): New GMM Estimators for Dynamic Panel Data Models. Published in: International Journal of Innovative Research in Science, Engineering and Technology , Vol. 3, No. 10 (October 2014): pp. 16414-16425.

Yusuf, Ismaila Akanni and Salaudeen, Mohammed Bashir and Agbonrofo, Hope (2021): Social and Economic Drivers of Stock Market Performance in Nigeria. Published in: Journal of Economic Impact , Vol. 3, No. 3 (15 November 2021): pp. 137-143.

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Zanetti Chini, Emilio (2020): Dynamic Asymmetry and Fiscal Policy.

Zervopoulos, Panagiotis (2012): Dealing with small samples and dimensionality issues in data envelopment analysis.

Zhu, Ke (2015): Hausman tests for the error distribution in conditionally heteroskedastic models.

Zhu, Ke and Li, Wai Keung (2013): A new Pearson-type QMLE for conditionally heteroskedastic models.

Zhu, Ke and Li, Wai Keung (2014): A new Pearson-type QMLE for conditionally heteroskedastic models.

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

Zhu, Ke and Li, Wai-Keung (2013): A bootstrapped spectral test for adequacy in weak ARMA models.

Zhu, Ke and Ling, Shiqing (2014): LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises.

Zhu, Ke and Ling, Shiqing (2014): Model-based pricing for financial derivatives.

Zhu, Ke and Yu, Philip L.H. and Li, Wai Keung (2013): Testing for the buffered autoregressive processes.

Zhu, Ying (2015): Sparse Linear Models and l1−Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments.

Zhu, Ying (2013): Sparse Linear Models and l1−Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments. Forthcoming in: Journal of Econometrics

Zhu, Ying (2018): Statistical inference and feasibility determination: a nonasymptotic approach.

Zinchenko, Aleksey (2014): Динамика и структура производства продукции сельского хозяйства в России в ходе реализации государственных программ. Published in: Voprosy Statistiki , Vol. 9, (September 2014): pp. 56-62.

Zinchenko, Aleksey and Ukolova, Anna and Demichev, Vadim (2013): Сравнительная оценка регионов России с неблагоприятными условиями ведения сельского хозяйства. Published in: Ekonomika sel'skogo khoziaistva Rossii , Vol. 2, (February 2013): pp. 20-26.

Zuniga Gonzalez, Carlos Alberto (2010): Comparisons of LSMS-ISA data collection and dissemination efforts in Central America. Published in: Journal of Development and Agricultural Economics , Vol. 3, No. 8 (4 August 2011): pp. 353-361.

Zurita, Roberto and Morales-Oñate, Víctor (2023): Spillover Effects of Public Capital Stock: A Case Study for Ecuador.

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