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Munich Personal RePEc Archive

Items where Subject is "C13 - Estimation: General"

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Number of items at this level: 716.

A

AMBA OYON, Claude Marius and Mbratana, Taoufiki (2018): Simultaneous Generalized Method of Moments Estimator for Panel Data Models with Spatially Correlated Error Components.

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.

Adam, Antonis and Garas, Antonios and Katsaiti, Marina-Selini and Lapatinas, Athanasios (2021): Economic complexity and jobs: an empirical analysis. Published in: Economics of Innovation and New Technology (January 2021)

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 (2014): On the Sources of Heterogeneity in Banking Efficiency Literature.

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 (2013): Profit and cost efficiency in the Italian banking industry (2006-2011).

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2024): Noising the GARCH volatility: A random coefficient GARCH model.

Aknouche, Abdelhakim and Gouveia, Sonia and Scotto, Manuel (2023): Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs.

Aknouche, Abdelhakim and Rabehi, Nadia (2024): Inspecting a seasonal ARIMA model with a random period.

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 Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Periodic autoregressive conditional duration.

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

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2021): Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2020): On an integer-valued stochastic intensity model for time series of counts.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos and Touche, Nassim (2019): Integer-valued stochastic volatility.

Aknouche, Abdelhakim and Francq, Christian (2018): Count and duration time series with equal conditional stochastic and mean orders.

Aknouche, Abdelhakim and Francq, Christian (2019): Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models.

Aknouche, Abdelhakim and Scotto, Manuel (2022): A multiplicative thinning-based integer-valued GARCH model.

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.

Allen, David (2022): Asset Pricing Tests, Endogeneity issues and Fama-French factors.

Amos, Sanday and Zoundi, Zakaria (2019): A Regime Switching Analysis of the Income-Pollution Path with time Varying- Elasticities in a Heterogeneous Panel of Countries.

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.

Arnold, Rob (2023): Uniform Confidence/Certainty Estimation.

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

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

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:

B

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

BHANDARI, AVISHEK (2020): Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks.

Badunenko, Oleg and Henderson, Daniel J. (2021): Production Analysis with Asymmetric Noise.

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 (2021): Are Domestic Investments in Spain a Source of Economic Growth?

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

Bakari, Sayef (2022): Relationship among Domestic Investment, Exports and Economic Growth: Evidence form the Case of Greece.

Bakari, Sayef and El Weriemmi, Malek (2022): Causality between Domestic Investment and Economic Growth in Arab Countries.

Ballester, Coralio and Vorsatz, Marc and Ponti, Giovanni (2021): Uncovering seeds.

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

Baltagi, Badi H. and Kao, Chihwa and Wang, Fa (2016): Estimating and testing high dimensional factor models with multiple structural changes.

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 Jawadi, Fredj and Ftiti, Zied (2020): Causal Relationships between Inflation and Inflation Uncertainty.

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.

Baum, Anja and Eyraud, Luc and Hodge, Andrew and Jarmuzek, Mariusz and Kim, Young and Mbaye, Samba and Ture, Elif (2018): How to calibrate fiscal rules : a primer. Published in: International Monetary Fund: How To Notes (March 2018)

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.

Belousova, Irina (2017): The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada.

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.

Ben Yedder, Nadia and El Weriemmi, Malek and Bakari, Sayef (2023): Boosting Economic Growth in Angola: Unveiling the Dynamics of Domestic Investments and Exports.

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.

Bespalova, Olga Gennadyevna (2011): Renewable Portfolio Standards in the USA: Experience and Compliance with Targets. Published in: K-State Electronic Theses, Dissertations, and Reports , Vol. May, No. 2011 (10 May 2011): pp. 1-48.

Bhandari, Avishek (2020): Long memory and fractality among global equity markets: A multivariate wavelet approach.

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 (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 (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 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.

Bilgin, Cevat (2020): Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey. Published in: Journal of Economic Cooperation and Development , Vol. 41, No. 2020 / 1 (2020)

Bista, Raghu (2013): Environmental Investment in Community Forest Management (CFM): Its effects on Social Protection of the poor households of Mid Hill Nepal. Published in: Journal of Environmental Investing , Vol. 4, No. 1 (12 June 2013): pp. 50-69.

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

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

Bodha Hannadige, Sium and Gao, Jiti and Silvapulle, Mervyn and Silvapulle, Param (2021): Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors.

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 Nzimande, Ntokozo and Osuma, Godswill Osagie (2024): The role of moderating factors in the nexus natural resource rents and renewable energy adoption.

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

Bonga-Bonga, Lumengo and Manguzvane, Mathias Mandla (2023): Stock market correlation and geographical distance: does the degree of economic integration matter?

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.

Bouchoucha, Najeh and Bakari, Sayef (2019): The Impacts of Domestic and Foreign Direct Investments on Economic Growth: Fresh Evidence from Tunisia.

Boukraine, Wissem (2020): The finance-inequality nexus in the BRICS countries: evidence from an ARDL bound testing approach.

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?

Bourioune, Tahar and Chiad, Faycal (2022): Estimation de l’IPC par les modèles non paramétriques : cas de l’Algérie. Published in: Revue Recherches et études en Développement , Vol. 9, No. 1 (June 2022): pp. 652-665.

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:

C

COULIBALY, Niénéyéri Mamadou (2023): Trade Between WAEMU And EU Countries Ante-Brexit : Lessons From A Gravity Model. Published in: African Scientific Journal , Vol. 03, No. 20 (20 November 2023): pp. 1099-1119.

COULIBALY, Niénéyéri Mamadou (2021): Analysis of the Evolution of Income Disparities Among WAEMU Member Countries. Published in: International Journal of Economics and Finance , Vol. 14, No. 2 (18 January 2022): pp. 97-114.

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.

Cerovecki, Clément and Francq, Christian and Hormann, Siegfried and Zakoian, Jean-Michel (2018): Functional GARCH models: the quasi-likelihood approach and its applications.

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, Lishu (2018): A design of experiment of DSLR image clarity: An experimental economic analysis. Published in:

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 (2018): A Convenient Omitted Variable Bias Formula for Treatment Effect Models.

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

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

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.

Cuddington, John and Dagher, Leila (2013): Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications. Published in: Energy Journal , Vol. 36, (2014): pp. 185-209.

Cui, Guowei and Norkute, Milda and Sarafidis, Vasilis and Yamagata, Takashi (2020): Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects.

D

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.

De Vos, Ignace and Everaert, Gerdie and Sarafidis, Vasilis (2021): A method for evaluating the rank condition for CCE estimators.

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

Degiannakis, Stavros and Filis, George and Kizys, Renatas (2014): The effects of oil price shocks on stock market volatility: Evidence from European data. Published in: Energy Journal , Vol. 1, No. 35 (2014): pp. 35-56.

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

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.

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.

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

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

Polbin, Andrey (2020): Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia.

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

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

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

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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

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

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

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

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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.

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