Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | Language
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z
Number of items at this level: 540.


AMBA OYON, Claude Marius and Mbratana, Taoufiki (2017): Simultaneous equation models with spatially autocorrelated error components.

AMMOURI, Bilel and TOUMI, Hassen and ISSAOUI, Fakhri and ZITOUNA, Habib (2015): Forecasting Inflation in Tunisia into instability: Using Dynamic Factors Model a two-step based on Kalman filtering.

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

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): Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application.

Aguirregabiria, Victor and Magesan, Arvind (2013): Euler Equations for the Estimation of Dynamic Discrete Choice Structural.

Ahmad, Ali and Francq, Christian (2014): Poisson qmle of count time series 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, Waqas and Haider, Adnan and Iqbal, Javed (2012): Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries.

Aiello, Francesco and Bonanno, Graziella (2015): Multilevel empirics for small banks in local markets.

Aiello, Francesco and Bonanno, Graziella (2014): On the Sources of Heterogeneity in Banking Efficiency Literature.

Aiello, Francesco and Bonanno, Graziella (2014): On the Sources of Heterogeneity in Banking Efficiency Literature.

Aiello, Francesco and Bonanno, Graziella (2013): Profit and cost efficiency in the Italian banking industry (2006-2011).

Aknouche, Abdelhakim (2015): Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes. Published in: Nova Publisher Science (2015)

Aknouche, Abdelhakim and Al-Eid, Eid and Demouche, Nacer (2016): Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models.

Aknouche, Abdelhakim and Bendjeddou, Sara and Touche, Nassim (2016): Negative binomial quasi-likelihood inference for general integer-valued time series models. Forthcoming in: Journal of Time Series Analysis

Albu, Lucian-Liviu (2011): Structural changes and convergence in EU and in Adriatic-Balkans Region.

Albu, Lucian-Liviu (2006): A dynamic model to estimate the long-run trends in potential GDP.

Albu, Lucian-Liviu (2007): A model to estimate informal economy at regional level: Theoretical and empirical investigation.

Albu, Lucian-Liviu and Daianu, Daniel and Pavelescu, Florin-Marius (2002): Underground economy quantitative models. Some applications to Romania’s case. Published in: Revue Roumaine des Sciences Economiques , Vol. 47, No. 1-2 : pp. 147-172.

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

Albu, Lucian-Liviu and Ghizdeanu, Ion and Iorgulescu, Raluca (2011): Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration.

Aldubaikhi, Ammar (2014): KANBAN system in Automobile Industries: Feasible Study.

Alfarano, Simone and Eva, Camacho and Josep, Domènech (2010): Estimation of a simple genetic algorithm applied to a laboratory experiment.

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

Alghalith, Moawia (2010): New methods of estimating stochastic volatility and the stock return.

Alghalith, Moawia (2009): Preferences estimation without approximation.

Alimi, R. Santos (2014): A Time Series and Panel Analysis of Government Spending and National Income.

Alimi, Santos R. and Muse, Bernard O. (2012): Export - led growth or growth – driven exports? Evidence from Nigeria. Published in: British Journal of Economics, Management & Trade , Vol. 3, No. 2 (March 2013): pp. 89-100.

Allal, Jelloul and Kaaouachi, Abdelali and Paindaveine, Davy (2001): R-estimation for ARMA models. Published in: Journal of Nonparametric Statistics No. 13 (2001): pp. 815-831.

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

Andrei, Tudorel and Teodorescu, Daniel and Iacob, Andreea Iluzia E. S. and Stancu, Stelian (2007): The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 41, No. No. 3-4/2007 (December 2007): pp. 131-139.

Angelidis, Timotheos and Degiannakis, Stavros and Filis, George (2015): US stock market regimes and oil price shocks. Published in: Global Finance Journal No. 28 (2015): pp. 132-146.

Aragon, Aker (2004): Discriminant Analysys of Default Risk.

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

Areal, Francisco J and Balcombe, Kelvin and Rapsomanikis, George (2013): Testing for bubbles in agriculture commodity markets.

Areal, Francisco J and Balcombe, Kelvin and Tiffin, R (2010): Integrating spatial dependence into stochastic frontier analysis.

Areal, Francisco J and Tiffin, Richard and Balcombe, Kelvin (2010): Provision of an environmental output within a multi-output distance function approach.

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

Atak, Alev and Linton, Oliver B. and Xiao, Zhijie (2010): A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom. Forthcoming in: Journal of Econometrics

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

Awomuse, Bernard O. and Alimi, Santos R. (2012): The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria. Published in: Journal of Economics and Sustainable Development , Vol. 3, No. Number 9 : pp. 158-164.

Awomuse, Bernard O. and Olorunleke, Kola and Alimi, R. Santos (2013): The effect of federal government size on economic growth in Nigeria, 1961-2011. Published in: Developing Country Studies , Vol. 3, No. 7 (July 2013): pp. 68-76.

Ayesha, Nazuk and Sadia, Nadir and Javid, Shabbir (2010): Adjustment of the Auxiliary Variable(s) for Estimation of a Finite Population Mean.

Ayoki, Milton (2012): Uganda’s Emerging Middle Class and its Potential Economic Opportunities.

Ayoki, Milton and Obwona, Marios and Ogwapus, Moses (2008): The Revenue Effects of Uganda’s Tax Reforms, 1989-2008. Published in:

Ayoki, Milton and Obwona, Marios and Ogwapus, Moses (2005): Tax Reforms and Domestic Revenue Mobilization in Uganda. Published in:


BAI, ZHIDONG and LIU, HUIXIA and WONG, WING-KEUNG (2016): Making Markowitz's Portfolio Optimization Theory Practically Useful.

Bag, Pinaki (2010): Exposure at Default Model for Contingent Credit Line.

Bai, Jushan (1993): Least squares estimation of a shift in linear processes. Published in: Journal of Time Series Analysis , Vol. 15, No. 5 (September 1994): pp. 453-472.

Bakari, Sayef (2016): Does Domestic Investment Produce Economic Growth in Canada: Empirical Analysis Based on Correlation, Cointegration and Causality.

Balli, Hatice Ozer and Sorensen, Bent E. (2012): Interaction effects in econometrics. Forthcoming in: Empirical Economics

Baraldi, A. Laura (2008): Network Externalities and Critical Mass in the Mobile Telephone Network: a Panel Data Estimation.

Barnett, William A. and Duzhak, Evgeniya (2006): Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions.

Barnett, William A. and Seck, Ousmane (2008): Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution.

Barnett, William A. and Serletis, Apostolos and Serletis, Demitre (2012): Nonlinear and Complex Dynamics in Economics.

Barnett, William A. and Usui, Ikuyasu (2006): The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model.

Barra, Cristian and Zotti, Roberto (2016): Investigating the impact of national income on environmental pollution. International evidence.

Bartolucci, Francesco (2011): An alternative to the Baum-Welch recursions for hidden Markov models.

Bartolucci, Francesco and Giorgio E., Montanari and Pandolfi, Silvia (2012): Item selection by an extended Latent Class model: An application to nursing homes evaluation.

Bartolucci, Francesco and Marino, Maria Francesca and Pandolfi, Silvia (2015): Composite likelihood inference for hidden Markov models for dynamic networks.

Bartolucci, Francesco and Pigini, Claudia (2015): cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models.

Batabyal, Amitrajeet and Yoo, Seung Jick (2017): A Measurement Issue Regarding the Link between a Region's Creative Infrastructure and its Income.

Bationo, Rakissiwinde and Hounkpodote, Hilaire (2009): Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien.

Bayram, Deniz and Dayé, Modeste (2014): Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction.

Bekker, Paul A. and Crudu, Federico (2012): Symmetric Jackknife Instrumental Variable Estimation.

Bellemare, Marc F. and Masaki, Takaaki and Pepinsky, Thomas B. (2015): Lagged Explanatory Variables and the Estimation of Causal Effects.

Ben Naceur, Hassen (2014): Stock Market Indexes: A random walk test with ARCH (q) disturbances. Published in: International Journal of Innovation and Scientific Research , Vol. 8, No. 2 (September 2014): pp. 305-316.

Bentour, El Mostafa (2013): Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit? Forthcoming in:

Bera, Soumitra Kumar (2010): Forecasting model of small scale industrial sector of West Bengal.

Bianchi, Sergio (2004): A new distribution-based test of self-similarity. Published in: Fractals , Vol. 12, No. 3 (2004): pp. 331-346.

Bibi, Abdelouahab and Ghezal, Ahmed (2017): Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models.

Bicchieri, Cristina and Marini, Annalisa (2015): Female Genital Cutting: Fundamentals, Social Expectations and Change.

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

Bilgili, Faik (2000): Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods. Published in: Dokuz Eylül University, Faculty of Economics and Administrative Sciences Journal , Vol. 15, No. 2 (March 2000): pp. 85-99.

Bilgili, Faik (1999): Türkiye'de bütçe açıklarının makro ekonomik sonuçları. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 15 (1999): pp. 153-169.

Bilgili, Faik (1999): Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi. Published in: The Papers of IVth National Conference on Econometrics and Statistics held by Marmara University, Belek (1999) 551-571. , Vol. 1, No. 1 (1999): pp. 551-571.

Bilgili, Faik and Bilgili, Emine (1998): Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama. Published in: İktisat, İşletme ve Finans, 146. sayının eki , Vol. 13, No. 146 (May 1998): pp. 4-16.

Bocharnikov, Victor and Sveshnikov, Sergey (2007): Algorithm of arithmetical operations with fuzzy numerical data.

Boldea, Otilia and Hall, Alastair R. (2010): Estimation and inference in unstable nonlinear least squares models.

Boldea, Otilia and Magnus, Jan R. (2009): Maximum Likelihood Estimation of the Multivariate Normal Mixture Model. Published in: Journal of the American Statistical Association , Vol. 104, No. 488 (2009): pp. 1539-1549.

Bollers, Elton and Pile, Dennis (2015): The Nexus between Remittances and Economic Growth: Empirical Evidence from Guyana.

Bonanno, Graziella and De Giovanni, Domenico and Domma, Filippo (2015): The “wrong skewness” problem: a re-specification of Stochastic Frontiers.

Bonga-Bonga, Lumengo and Lebese, Ntsakeseni Letitia (2016): Rethinking the current inflation target range in South Africa.

Bontempi, Maria Elena and Mammi, Irene (2012): A strategy to reduce the count of moment conditions in panel data GMM.

Borak, Szymon and Misiorek, Adam and Weron, Rafal (2010): Models for Heavy-tailed Asset Returns.

Botosaru, Irene and Ferman, Bruno (2017): On the Role of Covariates in the Synthetic Control Method.

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

Bouoiyour, Jamal and Marimoutou, Velayoudoum and Rey, Serge (2003): Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien.

Bouoiyour, Jamal and Selmi, Refk (2014): How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?

Boyle, Kevin J. and Welsh, Michael P. and Bishop, Richard C. (1988): Validation of empirical measures of welfare change: comment. Published in: Land Economics , Vol. 64, No. 1 (1988): pp. 94-98.

Bravo, Francesco and Chu, Ba and Jacho-Chavez, David (2013): Semiparametric estimation of moment condition models with weakly dependent data. Published in: Journal of Nonparametric Statistics , Vol. 29, No. 1 (2017): pp. 108-136.

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

Breitmoser, Yves (2016): The axiomatic foundation of logit.

Bulla, Jan and Mergner, Sascha and Bulla, Ingo and Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist?

Buss, Ginters (2011): Asymmetric Baxter-King filter.

Buss, Ginters (2010): Seasonal decomposition with a modified Hodrick-Prescott filter.

Bušs, Ginters (2009): Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach.

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

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

Bürgi, Roland and Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:


Cadogan, Godfrey (2010): Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach.

Cagnone, Silvia and Bartolucci, Francesco (2013): Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data.

Cakir, Murat (2005): Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz.

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)

Calzolari, Giorgio and Fiorentini, Gabriele (1994): Conditional heteroskedasticity in nonlinear simultaneous equations. Published in: Florence: European University Institute No. Working Paper ECO No. 94/44 (November 1994): pp. 1-19.

Calzolari, Giorgio and Fiorentini, Gabriele (1993): Estimating variances and covariances in a censored regression model. Published in: Statistica No. 53 (1993): pp. 323-339.

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.

Carl-Johan, Dalgaard and Henrik, Hansen (2010): Evaluating Aid Effectiveness in the Aggregate: A critical assessment of the evidence.

Carl-Johan, Dalgaard and Henrik, Hansen (2009): Evaluating Aid Effectiveness in the Aggregate: Methodological Issues.

Chalabi, Yohan and Scott, David J and Wuertz, Diethelm (2012): Flexible distribution modeling with the generalized lambda distribution.

Chalabi, Yohan and Wuertz, Diethelm (2012): Portfolio optimization based on divergence measures.

Chalabi, Yohan and Wuertz, Diethelm (2012): Robust estimation with the weighted trimmed likelihood estimator.

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

Chan, Tze-Haw and Baharumshah, Ahmad Zubaidi and Lau, Evan (2005): Real Financial Integration among the East Asian Economies: A SURADF Panel Approach.

Chan, Tze-Haw and Hooy, Chee Wooi (2003): On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911.

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

Chaouech, Olfa (2015): Taylor rule in practice : Evidence from tunisia.

Charles, Coleman (1999): Nonparametric Tests For Bias In Estimates And Forecasts. Published in: Proceedings of the Business and Economics Section, American Statistical Association No. 1999 (1999): pp. 251-256.

Chau, Tak Wai (2015): Identification through Heteroscedasticity: What If We Have the Wrong Form of Heteroscedasticity?

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

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

Cherif, Olfa and Ayadi, Mohamed (2010): Latent separability and price variation in the estimation of demand System.

Chernobai, Anna and Burnecki, Krzysztof and Rachev, Svetlozar and Trueck, Stefan and Weron, Rafal (2005): Modelling catastrophe claims with left-truncated severity distributions (extended version).

Chikhi, Mohamed and Diebolt, Claude (2010): Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact. Published in: Cahiers du CREAD No. 92 (2010): pp. 25-41.

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres.

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

Chiwaula, Levison and Waibel, Hermann (2011): Seasonal bias in household vulnerability to poverty stimates: insights from a natural experiment.

Chong, Terence Tai Leung and Yan, Isabel K. (2014): Estimating and Testing Threshold Regression Models with Multiple Threshold Variables.

Ciuiu, Daniel (2015): Consumer models and the common influence of increasing VAT and decreasing wedges. Published in: Proceedings of The 13-th Workshop of Department of Mathematics and Computer Science, Technical University of Civil Engineering, Bucharest, May 23 2015. , Vol. 1, No. 1 (September 2015): pp. 15-19.

Clarke, Damian (2017): Estimating Difference-in-Differences in the Presence of Spillovers.

Cobb, Loren (1980): Estimation Theory for the Cusp Catastrophe Model. Published in: Proceedings of the American Statistical Association, Section on Survey Research Methods (March 1981): pp. 772-776.

Cornaglia, Anna and Morone, Marco (2009): Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting.

Crudu, Federico and Sándor, Zsolt (2011): On the finite-sample properties of conditional empirical likelihood estimators.


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

De Siano, Rita and D'Uva, Marcella (2009): Regional convergence in Italy: time series approaches.

Debgupta, Sanchari (2015): Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach.

Delavari, Majid and Gandali Alikhani, Nadiya (2012): The Effect of Crude Oil Price on the Methanol price.

Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol.

Delavari, Majid and Gandali Alikhani, Nadiya (2013): The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol.

Delis, Manthos and Karavias, Yiannis (2013): Optimal versus realized bank credit risk and monetary policy.

Delis, Manthos D and Iftekhar, Hasan and Tsionas, Efthymios (2012): On the estimation of the risk of financial intermediaries.

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

Derbel, Hatem and Abdelkafi, Rami and Chkir, Ali (2007): Impact du commerce extérieur sur la productivité au sein des secteurs en Tunisie : cas de l’industrie manufacturière. Published in: Ouvrage « effets et enjeux de l’ouverture sur l’espace méditerranéen » No. Octobre 2007 (October 2007)

Di Iorio, Francesca and Fachin, Stefano (2008): A note on the estimation of long-run relationships in dependent cointegrated panels.

Dinda, Soumyananda (2013): Climate Change Creates Trade Opportunity in India. Forthcoming in: Working Paper at A.K.Dasgupta Centre, Visva Bharati (2013)

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

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

Dinda, Soumyananda (2012): Factors Determining FDI in Nigeria: Role of Emerging Economies. Published in: Asian Journal of Research in Social Science and Humanities , Vol. 2, No. 9 (4 September 2012): pp. 1-10.

Dinda, Soumyananda (2009): Factors determining FDI in Nigeria: an empirical investigation.

Dinda, Soumyananda (2008): Factors determining FDI to Nigeria: an empirical investigation.

Dinda, Soumyananda (2015): Return on Universal Education: SSA Case Study on Bihar.

Dogan, Osman and Taspinar, Suleyman (2016): Bayesian Inference in Spatial Sample Selection Models. Forthcoming in: Oxford Bulletin of Economics and Statistics

Dogan, Osman and Taspinar, Suleyman and Bera, Anil K. (2017): Simple Tests for Social Interaction Models with Network Structures. Forthcoming in: Spatial Economic Analysis

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

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

Donna, Javier and Espin Sanchez, Jose (2014): Let the Punishment Fit the Criminal.

Donna, Javier and Espin-Sanchez, Jose (2017): Complements and Substitutes in Sequential Auctions: The Case of Water Auctions.

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

Drichoutis, Andreas (2011): (Re)estimating marginal changes after “truncreg” and “tobit” in Stata.

Drivas, Kyriakos and Economidou, Claire and Tsionas, Efthymios G. (2014): A Poisson Stochastic Frontier Model with Finite Mixture Structure.

dogru, bulent (2013): Are Output Fluctuations Transitory in the MENA Region.


EL BOUHADI, Hamid and OUAHID, Driss (2014): Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines.

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

Emura, Takeshi and Chen, Yi-Hau (2014): Gene selection for survival data under dependent censoring: a copula-based approach. Published in: Statistical Methods in Medical Research

Emura, Takeshi and Chen, Yi-Hau and Chen, Hsuan-Yu (2012): Survival prediction based on compound covariate under cox proportional hazard models. Published in: PLoS ONE No. 7(10): e47627 (2012)

Emura, Takeshi and Katsuyama, Hitomi and Wang, Jinfang (2010): Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan.

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

Erdoğan, Seyfettin and Karacan, Rıdvan and Alpaslan, Barış (2013): Interest Rates, Exchange Rates and Macroeconomic Performance.

Eryilmaz, Serkan and Kan, Cihangir and Akici, Fatih (2009): Consecutive k-within-m-out-of-n:F system with exchangeable components. Published in: Naval Research Logistics

esposito, francesco paolo and cummins, mark (2015): Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models.


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.

Fe, Eduardo (2012): Efficient estimation in regression discontinuity designs via asymmetric kernels.

Ferman, Bruno (2017): Matching Estimators with Few Treated and Many Control Observations.

Ferman, Bruno and Pinto, Cristine (2017): Placebo Tests for Synthetic Controls.

Ferman, Bruno and Pinto, Cristine (2016): Revisiting the Synthetic Control Estimator.

Fernández-Morales, Antonio (2016): Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution.

Ferreira Filipe, Sara and Grammatikos, Theoharry and Michala, Dimitra (2014): Forecasting Distress in European SME Portfolios.

Fildes, Robert and Petropoulos, Fotios (2013): An evaluation of simple forecasting model selection rules.

Fiorillo, Damiano (2010): Volunteers and conditions under which crowd-out effect could appear. An empirical evidence of psychological self-determination theory.

Fischer, Justina AV (2009): Subjective Well-Being as Welfare Measure: Concepts and Methodology.

Foschi, Paolo and Pieressa, Luca and Polidoro, Sergio (2008): Parametrix approximations for non constant coefficient parabolic PDEs.

Francesco, Aiello and Graziella, Bonanno (2015): Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives.

Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2009): Merits and drawbacks of variance targeting in GARCH models.

Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2014): Variance targeting estimation of multivariate GARCH models.

Francq, Christian and Meintanis, Simos (2012): Fourier--type estimation of the power garch model with stable--paretian innovations.

Francq, Christian and Sucarrat, Genaro (2015): Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns.

Francq, Christian and Sucarrat, Genaro (2013): An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation.

Francq, Christian and Thieu, Le Quyen (2015): Qml inference for volatility models with covariates.

Francq, Christian and Wintenberger, Olivier and Zakoian, Jean-Michel (2012): Garch models without positivity constraints: exponential or log garch?

Francq, Christian and Zakoian, Jean-Michel (2009): Bartlett's formula for a general class of non linear processes.

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

Francq, Christian and Zakoian, Jean-Michel (2009): Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models.

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

Francq, Christian and Zakoian, Jean-Michel (2015): Joint inference on market and estimation risks in dynamic portfolios.

Francq, Christian and Zakoian, Jean-Michel (2015): Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels.

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 (2012): Risk-parameter estimation in volatility models.

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

Fries, Sébastien and Zakoian, Jean-Michel (2017): Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles.

Fu, Hui (2012): On a Class of Estimation and Test for Long Memory.

Fusari, Angelo (1986): A development model of a dualistic economy. The Italian case. Published in: book entitled 'Dynamic modelling and control of national economies' No. Pergamon Press (1987): pp. 237-244.


GAUTAM, BISHNU PRASAD (2014): Economic Dynamics of Tourism in Nepal: A VECM Approach. Published in: Nepalese Economic Review , Vol. 5, No. 4 (January 2014): pp. 1-17.

GAUTAM, BISHNU PRASAD (2009): FINANCING PRACTICES OF BANKS AND FINANCIAL INSTITUTIONS IN NEPAL. Published in: NPA Journal , Vol. 4, No. 1 (1 August 2012): pp. 37-48.

GBATO, ANDRE (2017): Impact of taxation on growth in Subsaharan Africa: new evidence based on a new data set.

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

Gach, Florian and Pötscher, Benedikt M. (2010): Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators.

Gallic, Ewen and Vermandel, Gauthier (2017): Weather Shocks, Climate Change and Business Cycles.

Gao, Jiti (2002): Modeling long-range dependent Gaussian processes with application in continuous-time financial models. Published in: Journal of Applied probability , Vol. 46, No. 2 (June 2004): pp. 467-482.

Gao, Wei and Yao, Qiwei and Bergsman, Wicher (2013): A Proposed Estimator for Dynamic Probit Models.

Garas, Antonios and Lapatinas, Athanasios and Poulios, Konstantinos (2016): The relation between migration and FDI in the OECD from a complex network perspective. Published in: Advances in Complex Systems , Vol. 19, (2016): 1650009-1-1650009-20.

Garrouste, Christelle (2011): Explaining learning gaps in Namibia: The role of language proficiency. Published in: International Journal of Educational Development , Vol. 31, (2011): pp. 223-233.

Ghassan, Hassan B. (2000): Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice. Published in: Revue de l'Institut National de Statistique et d'Economie Appliquée , Vol. 19, (16 March 2002): pp. 61-79.

Gomez-Sorzano, Gustavo (2006): Decomposing violence: terrorist murder in the twentieth century in the U.S.

González-Val, Rafael and Olmo, Jose (2014): Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?

González-Val, Rafael and Ramos, Arturo and Sanz, Fernando and Vera-Cabello, María (2013): Size Distributions for All Cities: Which One is Best?

González-Val, Rafael and Ramos, Arturo and Sanz-Gracia, Fernando (2010): Size Distributions for All Cities: Lognormal and q-exponential functions.

Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2017): Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations.

Gouriéroux, Christian and Zakoian, Jean-Michel (2016): Local Explosion Modelling by Noncausal Process. Forthcoming in: Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Greselin, Francesca and Pasquazzi, Leo (2011): Estimation of Zenga's new index of economic inequality in heavy tailed populations.

Greselin, Francesca and Pasquazzi, Leo and Zitikis, Ricardas (2009): Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy.

Greselin, Francesca and Zitikis, Ricardas (2015): Measuring economic inequality and risk: a unifying approach based on personal gambles, societal preferences and references.

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

Guido, Cataife (2007): The pronouncements of paranoid politicians.

Guler, Bulent and Ozlale, Umit (2004): Is there a flight to quality due to inflation uncertainty? Published in: Physica A , Vol. 345, (2005): pp. 603-607.

Guma, Nomvuyo and Bonga-Bonga, Lumengo (2016): The relationship between savings and economic growth at the disaggregated level.

Guo, Xu and Li, Gao Rong and Wong, Wing Keung (2014): Specification Testing of Production Frontier Function in Stochastic Frontier Model.

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.

Gómez, Manuel and Ventosa-Santaulària, Daniel (2010): Testing for a Deterministic Trend when there is Evidence of Unit-Root. Published in: Journal of Time Series Econometrics , Vol. 2, No. 2 (2010)


Halkos, George and Kevork, Ilias (2014): Διαστήματα εμπιστοσύνης για εκατοστημόρια σε στάσιμες ARMA διαδικασίες: Μία εμπειρική εφαρμογή σε περιβαλλοντικά δεδομένα.

Halkos, George and Kevork, Ilias (2012): Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand.

Halkos, George and Kevork, Ilias (2012): Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand.

Halkos, George and Kevork, Ilias (2013): Forecasting the optimal order quantity in the newsvendor model under a correlated demand.

Halkos, George and Kevork, Ilias (2012): Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis.

Halkos, George and Kevork, Ilias (2012): Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand.

Halkos, George and Tsilika, Kyriaki (2016): Measures of correlation and computer algebra.

Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS.

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

Hanif, Muhamad Nadim and Malik, Muhamad Jahanzeb and Iqbal, Javed (2012): Intrinsic Inflation Persistence in a Developing Country.

Harding, Don (2008): FuelWatch: evidence-based-policy or policy based evidence? Published in: Economic Papers , Vol. 27, No. 4 (December 2008): pp. 315-328.

Harin, Alexander (2011): Интервальный анализ распределений и разрывы.

Henningsen, Arne and Hamann, Jeff (2006): systemfit: A Package to Estimate Simultaneous Equation Systems in R.

Herrera Gómez, Marcos (2006): Efecto de la Competencia de la Educación Privada sobre la Calidad de la Educación Pública. Published in: (2006)

Hirano, Keisuke and Porter, Jack (2009): Impossibility Results for Nondifferentiable Functionals.

Huseynov, Salman and Ahmadov, Vugar and Adigozalov, Shaig (2014): Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?


Idrovo Aguirre, Byron (2007): SEIA: Una mirada alternativa de la inversión. Published in: Documentos de Trabajo , Vol. 46, No. 46 (15 February 2008): pp. 1-19.

Idrovo Aguirre, Byron (2007): ¿Son las escuelas particulares subvencionadas mejores que las municipales? Estimación de la ecuación de logro escolar para Chile.

Idrovo Aguirre, Byron and Lennon S., Joaquín (2011): Indice de Precios de Viviendas Nuevas para el Gran Santiago. Published in:

Idrovo Aguirre, Byron and Lennon S., Joaquín (2013): Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile.

Iheonu, Chimere and Ihedimma, Godfrey and Onwuanaku, Chigozie (2017): Institutional Quality and Economic Performance in West Africa.

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No.

Iqbal, Javed (2012): Comparing performance of statistical models for individual’s ability index and ranking.

Iqbal, Javed and Rehman, Muhammad and Ur-Rehman, Hafeez (2011): Nonlinearity In Inflation, A Case of Pakistan. Published in: Pakistan Economic and Social Review , Vol. 49, No. 1 (21 July 2011): 01-12.

Ismael, Mohanad and Sadeq, Tareq (2016): Does Phillips Exist in Palestine? An Empirical Evidence.


Jaime, Mónica M. and Salazar, César A. (2009): Capital social y eficiencia técnica de los pequeños agricultores de trigo de la Región del Bío Bío.

Jiranyakul, Komain (2011): Are Thai Manufacturing Exports and Imports of Capital Goods Related?

Jiranyakul, Komain (2017): Estimating the Threshold Level of Inflation for Thailand.

Juodis, Arturas and Sarafidis, Vasilis (2014): Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors.

Juodis, Arturas and Sarafidis, Vasilis (2015): A Simple Estimator for Short Panels with Common Factors.

Jushan, Bai (1995): Estimation of multiple-regime regressions with least absolutes deviation. Published in: Journal of Statistical Planning and Inference , Vol. 74, No. 1 (October 1998): pp. 103-134.


KAMGNA, Severin Yves and TINANG, Nzesseu Jules and TSOMBOU, Kinfak Christian (2009): Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC.

Kahia, Montassar (2017): The key factors of export intensity in Tunisia: A Logistic regression with random effect model.

Kalogeropoulos, Konstantinos and Dellaportas, Petros and Roberts, Gareth O. (2007): Likelihood-based inference for correlated diffusions.

Kalogeropoulos, Konstantinos and Roberts, Gareth O. and Dellaportas, Petros (2007): Inference for stochastic volatility model using time change transformations.

Kamgna, Severin Yves and Tinang, Nzesseu Jules and Tsombou, Kinfak Christian (2009): Macro-Prudential Monitoring Indicators for CEMAC Banking System.

Keita, Moussa (2016): Introduction à la méthode statistique et probabiliste.

Kelbore, Zerihun Getachew (2015): Trade Openness, Structural Transformation, and Poverty Reduction: Empirical Evidence from Africa.

Khan, Safdar Ullah Khan (2005): Macro Determinants of Total Factor Productivity in Pakistan. Published in: SBP Research Bulletin , Vol. 2, No. 2 (15 December 2006): pp. 383-401.

Kim, Hyeongwoo (2009): Generalized Impulse Response Analysis: General or Extreme?

Kleppe, Tore Selland and Skaug, Hans J. (2008): Simulated maximum likelihood for general stochastic volatility models: a change of variable approach.

Kocenda, Evzen (1998): Exchange rate in transition. Published in: (1998)

Kodhelaj, Mimoza and Molla, Jonida (2010): Foreign Direct Investments in Albanian Market as part of Global Market and Globalization. Published in: Financial Management Association International (FMA) No. Finance, Markets, Investments, and Risk Management St. John's University New York, New York (20 May 2011)

Kolesnikova, Irina (2010): State Aid for Industrial Enterprises in Belarus: Remedy or Poison?

Koloch, Grzegorz (2016): Plausibility of big shocks within a linear state space setting with skewness.

Komijani, Akbar and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran. Published in: International Journal of Energy Economics and Policy , Vol. 3, No. 1 (1 January 2013): pp. 43-50.

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.

Kontek, Krzysztof (2010): Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility.

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

Kuzmin, Evgeny Anatol'evich (2012): Analytical content of properties of uncertainty and certainty of organizational-economic systems: derivatives indicators. Published in: European Social Science Journal No. 6 (22) (June 2012): pp. 446-458.

Kyn, Oldrich and Kyn, Ludmila (1974): Macroeconomic Production Functions for Eastern Europe.


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

Lang, Kevin (1993): Ability Bias, Discount Rate Bias and the Return to Education.

Larrain, Felipe and Parro, Francisco (2006): Do Exchange Rate Regimes Matter? Evidence for Developing Countries.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

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

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

Li, Minqiang and Peng, Liang and Qi, Yongcheng (2011): Reduce computation in profile empirical likelihood method.

Li, Zhiyong and Lambe, Brendan and Adegbite, Emmanuel (2017): New Bid-Ask Spread Estimators from Daily High and Low Prices.

Lima, Gerson P. (2015): Supply and Demand Is Not a Neoclassical Concern.

Ling, Tai-Hu and Venus, Khim-Sen Liew and Syed Khalid Wafa, Syed Azizi Wafa (2008): Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests. Forthcoming in: Comparative Economic Studies

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

Liu-Evans, Gareth (2014): A note on approximating moments of least squares estimators.

Long, Ting-Hsuan and Emura, Takeshi (2014): A control chart using copula-based Markov chain models. Published in: Journal of the Chinese Statistical Association , Vol. 4, No. 52 (1 December 2014): pp. 466-496.

Loumrhari, Ghizlan (2013): Vieillissement démographique, longévité et épargne. Le cas du Maroc.

Louzis, Dimitrios P. and Xanthopoulos-Sisinis, Spyros and Refenes, Apostolos P. (2011): Are realized volatility models good candidates for alternative Value at Risk prediction strategies?

Luati, Alessandra and Proietti, Tommaso (2008): On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing.

Luati, Alessandra and Proietti, Tommaso and Reale, Marco (2011): The Variance Profile.


MABROUKI, Mohamed (2002): Le résidu de Solow de l’économie tunisienne : chocs technologiques ou taux d’utilisation des capacités de production ?

Madanlo, Lalaine and Murcia, John Vianne and Tamayo, Adrian (2016): Simultaneity of Crime Incidence in Mindanao.

Madau, Fabio A. (2010): Parametric Estimation Of Technical And Scale Efficiencies In Italian Citrus Farming.

Madau, Fabio A. (2012): Technical and scale efficiency in the Italian Citrus Farming: A comparison between Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis(DEA) Models.

Mahmoudvand, Rahim and Hassani, Hossein and Wilson, Rob (2007): IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION? Published in: World Applied Sciences Journal , Vol. 2, No. 5 (1 September 2007): pp. 519-522.

Malikov, Emir and Sun, Yiguo (2017): Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. Forthcoming in: Journal of Econometrics

Mallick, Debdulal (2009): Marginal and Interaction Effects in Ordered Response Models.

Mammadov, Fuad (2014): Central Bank Credibility and Black Market Exchange Rate Premia: A Panel Time Series Analysis.

Mapapu, Babalwa and Phiri, Andrew (2017): Carbon emissions and economic growth in South Africa: A quantile regression approach.

Marchini, Andrea and Diotallevi, Francesco (2010): Methods and instruments for value perceptions. The conjoint analysis applied to the wine packaging. Published in: Proceedings of Advances in Business-Related Scientific Research Conference 2010 No. ISBN: 9789619291702

Mariam, Yohannes (1999): The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada.

Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada.

Mariam, Yohannes and Barre, Mike and Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors.

Marjit, Sugata and Santra, Sattwik and Hati, Koushik Kumar (2014): Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour.

Matyas, Laszlo and Balazsi, Laszlo (2011): The estimation of three-dimensional fixed effects panel data models.

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

Md., Samsur Jaman (2014): Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram.

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

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

Mehdiyev, Mehdi and Ahmadov, Vugar and Huseynov, Salman and Mammadov, Fuad (2015): Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər.

Mercik, Szymon and Weron, Rafal (2002): Origins of scaling in FX markets.

Mereuta, Cezar and Albu, Lucian-Liviu and Ciuiu, Daniel (2010): Classification of competitiveness types using copula. Published in: Non-Linear Modeling in Economics. Beyond Standard Economics. Editor: Lucian Liviu Albu, Ed. Expert, Bucharest. (March 2011): pp. 147-165.

Mike, Tsionas and Subal, Kumbhakar (2011): Firm-Heterogeneity, Persistent and Transient Technical Inefficiency.

Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization.

Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization.

Mishra, SK (2008): On construction of robust composite indices by linear aggregation.

Mishra, SK (2007): Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves.

Mishra, SK (2007): Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves.

Mishra, SK (2009): Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses.

Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments.

Mishra, SK (2016): Shapley value regression and the resolution of multicollinearity.

Mishra, SK (2006): Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization.

Mishra, SK (2009): The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization.

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

Mishra, SK (2007): A note on least squares fitting of signal waveforms.

Mishra, SK (2009): A note on the ordinal canonical correlation analysis of two sets of ranking scores.

Mishra, SK and Ngullie, ML (2008): Hedonic demand for rented house in Kohima, Nagaland.

Mishra, Sudhanshu K (2014): What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?

Mistri, Avijit (2015): Estimation of Internal Migration in India, 2011 Census based on Life Table Survival Ratio (LTSR) Method.

Mkumbwa, Solomon S. (2011): Cereal food commodities in Eastern Africa: consumption - production gap trends and projections for 2020.

Montanari, Giorgio E. and Doretti, Marco and Bartolucci, Francesco (2017): A multilevel latent Markov model for the evaluation of nursing homes' performance.

Moscone, Francesco and Tosetti, Elisa (2009): GMM estimation of spatial panels.

Mosiño, Alejandro and Salomón-Núñez, Laura A. and Moreno-Okuno, Alejandro T. (2017): Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma.

Motloja, Lehlohonolo and Makhoana, Tsholofelo and Kassoma, Rooyen and Houdman, Rozadian and Phiri, Andrew (2016): Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period.

Mousa, Amani and Youssef, Ahmed H. and Abonazel, Mohamed R. (2011): A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model. Published in: InterStat Journal , Vol. 2011, No. April, No. 4 : pp. 1-12.

Murray, James (2011): Learning and judgment shocks in U.S. business cycles.

Muteba Mwamba, John Weirstrass and Webb, Daniel (2014): The predictability of asset returns in the BRICS countries: a nonparametric approach.

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

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

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

Mynbaev, Kairat (2001): The strengths and weaknesses of L2 approximable regressors. Published in: Two Essays on Econometrics. Fortaleza: Expressão Gráfica , Vol. 1, (2001): pp. 1-20.

Mynbaev, Kairat and Ullah, Aman (2006): A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model.


Natalia, Khorunzhina and Wayne Roy, Gayle (2011): Micro-level Estimation of Optimal Consumption Choice with Intertemporal Nonseparability in Preferences and Measurement Errors.

Nazir, Sidra and Qayyum, Abdul (2014): Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis.

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

Nganou, Jean-Pascal (2005): Estimation of the parameters of a linear expenditure system (LES) demand function for a small African economy.

Nguenang, Christian and Kamgna, Sévérin yves and Tinang, Nzeusseu Jules (2010): Une approche Macroprudentielle du risque systémique en zone CEMAC.

Noriega, Antonio E. and Ventosa-Santaulària, Daniel (2007): Spurious Regression and Trending Variables. Published in: Oxford Bulletin of Economics and Statistics , Vol. 69, No. 3 (2007): pp. 439-444.

n.a.m, Naseem and m.s, Hamizah (2013): Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia. Published in: Pertanikan Joournal of Social Sciences and Humanities , Vol. 21(s), No. special issue in economics (2013): pp. 47-66.


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

OUEDRAOGO, Salmata (2008): Social effect and female genital mutilation (FGM).

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.

Okoye, B.C and Onyenweaku, C.E and Asumugha, G.N (2006): Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria. Published in: Agricultural Journal , Vol. 4, No. 38 (2007): pp. 70-81.

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

Omay, Tolga and Hasanov, Mubariz and Ucar, Nuri (2012): Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests.

Onour, Ibrahim (2008): Forward-Looking Beta Estimates:Evidence from an Emerging Market.

Onyenweaku, C.E and Nwachukwu, Ifeanyi N. and Opara, T.C. (2010): Productivity Growth in Food Crop Production in Imo State, Nigeria. Published in: African Crop Science Journal , Vol. 18, No. 3 (2 September 2010): pp. 119-131.

Osman, Mohammad and Louis, Rosmy and Balli, Faruk (2008): Which Output Gap Measure Matters for the Arab Gulf Cooperation Council Countries (AGCC): The Overall GDP Output Gap or the Non-Oil Sector Output Gap?

Othman, Redzuan and Salleh, Norlida Hanim Mohd (2008): Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN. Forthcoming in: International Journal of Management Studies (IJMS) , Vol. 17, No. 1 (June 2010): pp. 171-188.


PANDEY, KRISHAN and Tikkiwal, G.C. (2010): Generalized class of synthetic estimators for small areas under systematic sampling scheme. Published in: STATISTICS IN TRANSITION-new series, , Vol. 11, No. 1 (15 October 2010): pp. 75-89.

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

Palombini, Edgardo (2009): Factor models and the credit risk of a loan portfolio.

Pampanini, Rossella and Marchini, Andrea and Diotallevi, Francesco (2010): A quantitative analysis of olive oil market in Italy. Published in: Proceedings of Advances in Business-Related Scientific Research Conference 2010

Pan, Chi-Hung and Emura, Takeshi (2014): Corrections to: Multivariate normal distribution approaches for dependently truncated data. Forthcoming in: Statistical Papers

Panagiotou, Dimitrios and Stavrakoudis, Athanassios (2015): Price asymmetry between different pork cuts in the USA: a copula approach. Published in: Agricultural and Food Economics , Vol. 3, No. 6 (29 January 2015)

Panagiotou, Dimitrios and Stavrakoudis, Athanassios (2016): A stochastic frontier estimator of the aggregate degree of market power exerted by the U.S. beef and pork packing industries.

Panagiotou, Dimitrios and Stavrakoudis, Athanassios (2015): A stochastic production frontier estimator of the degree of oligopsony power in the U.S. cattle industry. Forthcoming in: Journal of Industry, Competition and Trade (2016)

Pandey, Krishan and Tikkiwal, G.C. (2010): Generalized class of composite method of estimation for crop acreage in small domain. Published in: International Journal of Statistics and Systems, , Vol. Vol. 5, No. No. 3, (12 November 2010): 319 -333.

Pandey, Krishan and Tikkiwal, G.C. (2006): Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme. Published in: STATISTICS IN TRANSITION-new series, , Vol. Vol. 8, No. April 2007 (April 2007): pp. 111-123.

Pandey, Manoj K. (2009): Poverty and disability among Indian elderly: evidence from household survey.

Pansini, Rosaria Vega (2004): La Fissazione della International Poverty Line: una nuova proposta applicata al Vietnam.

Papagiotou, Dimitrios and Stavrakoudis, Athanassios (2015): Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry. Forthcoming in: Journal of Agricultural & Food Industrial Organization (17 March 2015)

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

Pavlyuk, Dmitry (2011): Efficiency of broadband internet adoption in European Union member states.

Payandeh Najafabadi, Amir T. (2010): A new approach to the credibility formula. Published in: Insurance: Mathematics and Economics No. 46 (2010): pp. 334-338.

Perederiy, Volodymyr (2015): Endogenous derivation and forecast of lifetime PDs.

Perez, Marcos and Ahn, Seung Chan (2007): GMM Estimation of the Number of Latent Factors.

Phiri, Andrew (2016): Asymmetries in the revenue-expenditure nexus: New evidence from South Africa.

Phiri, Andrew and Dube, Wisdom (2014): Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach.

Pillai N., Vijayamohanan (2016): How Do You Interpret Your Regression Coefficients?

Prasad, A and Khundrakpam, Jeevan Kumar (2003): Government Deficit and Inflation in India. Published in: RBI Occasional Papers , Vol. 21, No. No.2 & 3 (2003): pp. 1-14.

Preminger, Arie and Storti, Giuseppe (2014): Least squares estimation for GARCH (1,1) model with heavy tailed errors.

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

Prono, Todd (2011): When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models.

Puente-Ajovin, Miguel and Ramos, Arturo (2014): On the parametric description of the French, German, Italian and Spanish city size distributions.

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

Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Published in: IMS Lecture Notes , Vol. 52, (2006): pp. 113-129.

Pötscher, Benedikt M. and Leeb, Hannes (2007): On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding.

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

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

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

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


Qian, Hang (2010): Linear regression using both temporally aggregated and temporally disaggregated data: Revisited.

Qian, Junhui and Wang, Le (2009): Estimating Semiparametric Panel Data Models by Marginal Integration.

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


REY, Serge (2005): Convergence réelle et convergence nominale dans les Pays de la région MENA. Published in: , Vol. FEMISE, (November 2005): pp. 195-249.

Ramos, Arturo and Sanz-Gracia, Fernando and González-Val, Rafael (2014): On the parametric description of US city size distribution: New empirical evidence.

Rao, B. Bhaskara (2007): Deterministic and stochastic trends in the time series models: A guide for the applied economist.

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

Razzak, W A (2007): In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback.

Razzak, Weshah (2006): Explaining the gaps in labour productivity for some developed countries.

Razzak, Weshah (2005): Explaining the gaps in labour productivity in some developed countries. Forthcoming in: Applied Econometrics and International Development (August 2007)

Razzak, Weshah (2008): On The dynamic of search, matching and productivity in New Zealand and Australia. Forthcoming in: International Journal of Applied Economics : pp. 1-33.

Razzak, Weshah (2017): The PPP Puzzle: An Update.

Razzak, Weshah (2003): A Perspective on Unit Root and Cointegration in Applied Macroeconomics. Forthcoming in: The International Journal of Applied Econometrics and Quantitative Studies , Vol. Vol 1, No. Issue (2007)

Razzak, Weshah and Stillman, Steve and Johnson, Robin (2005): Has New Zealand benefited from its investments in research & development? Forthcoming in: Applied Economics (2007)

Reza Paocarina, Edison Bolívar (2013): Una aproximación metodológica al Balance Estructural: Aplicación a Ecuador.

Riordan, Brendan (2012): Estimation of the Contribution of the Biosector to Ireland’s Net Foreign Earnings: Methodology and Results. Published in: (2012): pp. 1-20.

Robertson, Donald and Sarafidis, Vasilis and Westerlund, Joakim (2014): GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels.

Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.

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

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

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

Rumyantsev, Mikhail I. (2008): Структурно-морфологический анализ бизнес-процессов коммерческого банка. Published in: Informatsionnye tekhnologii modelirovaniya i upravleniya [Information technologies of modeling and control] No. 9 (52) (2008): pp. 997-1005.


SELLAMI, Ahmed and CHIKHI, Mohamed (2008): تقدير دالة الادخار العائلي في الجزائر 1970-2005. Published in: El-Bahith Review No. 06 (2008): pp. 129-146.

SELLAMI, Ahmed and CHIKHI, Mohamed (2014): اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011). Published in: El-Bahith Review No. 13 (2014): pp. 121-134.

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

Sakarya, Burchan and Yurtoglu, Hasan (2000): Capacity Utilization and Inflation in Turkey.

Saltoglu, Burak and Yazgan, Ege (2009): The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market.

Sarafidis, Vasilis (2009): GMM Estimation of short dynamic panel data models with error cross-sectional dependence.

Sarafidis, Vasilis and Weber, Neville (2009): To pool or not to pool: a partially heterogeneous framework.

Sarafidis, Vasilis and Yamagata, Takashi (2010): Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence.

Saraswat, Deepak (2011): Effect of employment guarantee on access to credit: Evidence from rural India.

Sarfaraz, Leyla and Afsar, Amir (2005): بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي. Published in: Tarbiat Modaress Economic Reasearch Journal No. 16 (2007)

Sarracino, Francesco and Mikucka, Malgorzata (2016): Estimation bias due to duplicated observations: a Monte Carlo simulation.

Sax, Christoph and Steiner, Peter (2013): Temporal Disaggregation of Time Series. Published in: The R Journal , Vol. 5, No. 2 (December 2013): pp. 80-87.

Schreyoegg, Jonas and Grabka, Markus M (2008): Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach. Published in: DIW Berlin, Discussion Paper, No. 777

Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.

Scorbureanu, Alexandrina Ioana (2007): The competitive advantage in The Middle East. An empirical approach.

Shahateet, Mohammed (2006): How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys. Published in: American Journal of Applied Sciences , Vol. 3, No. 2 (2006): pp. 1735-1744.

Shahateet, Mohammed and Al-Tayyeb, Saud (2007): Regional consumption inequalities in Jordan: Empirical study. Published in: Dirasat, Administrative Sciences , Vol. 34, No. 1 (2007): pp. 200-209.

Shahbaz, Muhammad and Rahman, Mizanur (2011): Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan.

Shiu, Alice and Zelenyuk, Valentin (2009): Production Efficiency versus Ownership: The Case of China.

Shutes, Karl and Adcock, Chris (2013): Regularized Extended Skew-Normal Regression.

Shutes, Karl and Adcock, Chris (2013): Regularized Skew-Normal Regression.

Siebert, Ralph Bernd and Graevenitz, Georg von (2010): Licensing in the Patent Thicket - Timing and Benefits.

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 Srinivas, Sandeep and Paul, Anik and Chaudhari, Gunjan (2016): Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model.

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

Soliman, Ibrahim and Ewaida, Osama (1996): Impact of technological changes and economic liberalization on agricultural labor employment and Productivity. Published in: L’EGYPTE COTEMPORAIE, Revue Scientifique arbitrée Quart annual, De la Société Egyptienne d’Econnomie Politique de Statistique Et de Législation, LE CAIRE , Vol. LXXXVI, No. No. 445, (July 1997): pp. 3-21.

Soukiazis, Soukiazis and Antunes, Micaela and Stoian, Andreea (2015): The effects of internal and external imbalances on Romanian’s economic growth.

Souza-Sobrinho, Nelson (2001): Extração da Volatilidade do Ibovespa. Published in: Resenha BM&F No. 144 (2001): pp. 17-39.

Sowell, Fallaw (2006): The Empirical Saddlepoint Approximation for GMM Estimators.

Stacey, Brian (2015): Fukushima: The Failure of Predictive Models.

Stacey, Brian (2015): Sampling for Variance in a Population.

Su, EnDer (2013): Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets.

Su, EnDer (2013): Stock index hedge using trend and volatility regime switch model considering hedging cost.

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

Sveshnikov, Sergey and Bocharnikov, Victor (2007): Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno.

Swami, Onkar Shivraj and Vishnu Kumar, N. Arun and Baruah, Palash (2012): Determinants of the exit decision of foreign banks in India. Published in: Ushus Journal of Business Management , Vol. 10, No. 1 (2011): pp. 1-16.


Tapa, Nosipho and Tom, Zandile and Lekoma, Molebogeng and Ebersohn, J. and Phiri, Andrew (2016): The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models.

Taspinar, Suleyman and Dogan, Osman and Bera, Anil K. (2017): GMM Gradient Tests for Spatial Dynamic Panel Data Models. Published in: Regional Science and Urban Economics No. 65 (2017): pp. 65-88.

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

Thieu, Le Quyen (2016): Variance targeting estimation of the BEKK-X model.

Théoret, Raymond and Racicot, François-Éric (2010): "Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio". Published in: Aestimatio. The IEB International Journal of Finance No. 1 (December 2010): pp. 1-20.

Tiwari, Aviral (2010): Is trade deficit sustainable in India? An inquiry.

Tiwari, Aviral and Shahbaz, Muhammad (2011): India's trade with USA and her trade balance: An empirical analysis. Published in:

Todd, Prono (2009): GARCH-based identification and estimation of triangular systems.

Todd, Prono (2009): Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model.

Todd, Prono (2009): Using skewness to estimate the semi-strong GARCH(1,1) model.

Tommaso, Proietti and Alessandra, Luati (2012): Maximum likelihood estimation of time series models: the Kalman filter and beyond.

Toro Gonzalez, Daniel (2014): Demand Model Simulation in R with Endogenous Prices and Unobservable Quality.

Trabelsi, Mohamed Ali and Chichti, Jameleddine (2011): Les Institutions de Microcrédit et la Lutte Contre la Pauvreté : L’initiative d’Enda Interarabe en Tunisie. Published in: La Revue des Sciences de Gestion , Vol. 250, No. 249 (2011): pp. 147-155.

Trandafir, Romica and Ciuiu, Daniel and Drobot, Radu (2010): The utilization of copula in hidrology. Published in: Scientific Journal Mathematical Modeling in Civil Engineering No. 2 BIS (June 2011): pp. 12-20.

Troug, Haytem and Murray, Matt (2015): The Effects of Asymmetric Shocks in Oil Prices on the Performance of the Libyan Economy.

Troug, Haytem Ahmed and Murray, Matt (2015): Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels.

Tsionas, Efthymios and Kumbhakar, Subal (2006): Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach.

Tsionas, Mike (2012): Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models.

Tsyplakov, Alexander (2010): Revealing the arcane: an introduction to the art of stochastic volatility models.


Ucal, Meltem and Bilgin, Mehmet Hüseyin and Haug, Alfred A. (2014): Income Inequality and FDI: Evidence with Turkish Data.

Ucal, Meltem and Bilgin, Mehmet Huseyin (2009): Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration.

Ucal, Meltem and Karabulut, Gokhan and Bilgin, Mehmet Huseyin (2009): Military Expenditures and Inequality: Empirical Evidence from Israel.

Ugur, Mehmet and Mitra, Arup (2014): Effects of innovation on employment in low-income countries: A mixed-method systematic review.

Ugurlu, Erginbay (2006): REAL EXCHANGE RATE AND ECONOMIC GROWTH: TURKEY. Published in: Manas Journal of Social Sciences No. 22 (2009): pp. 191-212.

Urbina, Jilber (2017): Eficiencia técnica en la producción de café en Nicaragua: Un análisis de fronteras estocásticas.

Urbina, Jilber (2014): Producto Potencial y Brecha del Producto en Nicaragua. Published in: Revista de Economía y Finanzas , Vol. II, (December 2015): pp. 59-93.


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.

Ventosa-Santaulària, Daniel (2007): Spurious Instrumental Variables. Published in: Communications in Statistics: Theory and Methods , Vol. 39, (2010): pp. 1997-2007.

Ventosa-Santaulària, Daniel (2008): Spurious Instrumental Variables. Published in: Journal of Probability and Statistics , Vol. 2009, No. 802975 (2009)

Ventosa-Santaulària, Daniel (2008): Spurious Regression. Published in: Journal of Probability and Statistics , Vol. 2009, No. 802975 (2009)

Ventosa-Santaulària, Daniel and Mendoza V., Alfonso (2005): Non Linear Moving-Average Conditional Heteroskedasticity. Published in: Varianza condicional de medias móviles no-lineales , Vol. LXXV, No. 298 (November 2008): pp. 29-48.

Vitek, Francis (2007): An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach.

Vodová, Pavla (2008): Credit market and prediction of its future development. Published in:

Voineagu, Vergil and Caragea, Nicoleta and Pisica, Silvia (2013): Estimating International Migration on the Base of Small Area Techniques.


Wada, Tatsuma (2011): On the Correlations of Trend-Cycle Errors. Published in: Economics Letters , Vol. 116, No. 3 (September 2012): pp. 396-400.

Wang, Hung-Jen (2006): Stochastic frontier models. Published in: invited article for The New Palgrave Dictionary of Economics, 2nd edition, Palgrave Macmillan (2007)

Wang, Hung-Jen and Ho, Chia-Wen (2009): Estimating fixed-effect panel stochastic frontier models by model transformation. Published in: Journal of Econometrics , Vol. 2, No. 157 (August 2010): pp. 286-296.

Wang, Weiren and Zhou, Mai (1995): Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach.

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.

Weron, Rafal and Janczura, Joanna (2010): Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices.

White, Halbert and Kim, Tae-Hwan and Manganelli, Simone (2010): VAR for VaR: measuring systemic risk using multivariate regression quantiles.

Wiederhold, gio (2005): What is Your Software Worth? Published in: Communications of the ACM , Vol. 2006, No. 9 (September 2006): pp. 65-74.

Wilcox, Nathaniel (2016): Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions.

Wintenberger, Olivier (2013): Continuous invertibility and stable QML estimation of the EGARCH(1,1) model.

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

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


Xu, Ning and Hong, Jian and Fisher, Timothy (2016): Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression.

Xu, Ning and Hong, Jian and Fisher, Timothy (2016): Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso.


Yang, Bill Huajian (2013): Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models. Published in: Journal of Risk Model Validation , Vol. 7, No. 4 (18 December 2013)

Yang, Bill Huajian (2017): Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure. Forthcoming in: Journal of Risk Model Validation (September 2017)

Yang, Bill Huajian (2017): Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component.

Yang, Bill Huajian (2017): Smoothing Algorithms by Constrained Maximum Likelihood. Forthcoming in: Journal of Risk Model Validation (September 2017)

Yang, Bill Huajian and Du, Zunwei (2016): Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations. Published in: Journal of Risk Model Validation , Vol. 10, No. 3 (September 2016): pp. 1-19.

Yang, Bill Huajian and Du, Zunwei (2015): Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation. Published in: Journal of Risk Model Validation , Vol. 9, No. 2 (18 June 2015)

Youssef, Ahmed H. and Abonazel, Mohamed R. (2009): A Comparative Study for Estimation Parameters in Panel Data Model. Published in: InterStat Journal , Vol. 2009, No. May, No. 2 (9 May 2009): pp. 1-17.

Yu, Chao and Fang, Yue and Zhao, Xujie and Zhang, Bo (2013): Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise.


Zaghdoudi, Taha (2016): spanel: le package R pour l’estimation des données de panel spatiale.

Zaghdoudi, Taha and Ochi, Anis and Soltani, Hassen (2013): Banking intermediation and economic growth: some evidence from mena countries. Published in: Advances in Management & Applied Economics , Vol. 3, No. 4 (1 July 2013): pp. 51-57.

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 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 Ling, Shiqing (2013): Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models. Published in: Annals of Statistics , Vol. 39, No. 4 (2011): pp. 2131-2163.

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

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

Zoltan, Varsanyi (2007): Reconsidering the logit: the risk of individual names.

This list was generated on Mon Dec 18 20:10:59 2017 CET.
MPRA is a RePEc service hosted by
the Munich University Library in Germany.