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Munich Personal RePEc Archive

Items where Subject is "C13 - Estimation: General"

Group by: Creators Name | Language
Number of items at this level: 708.

Arabic

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.

Azerbaijani

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

English

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 (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:

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.

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): Bespalova, Olga Gennadyevna (2011): Renewable portfolio standards in the USA: experience and compliance with targets. Published in: K-State Electronic Theses, Dissertations, and Reports No. May 2011 (May 2011): pp. 1-48. Published in: K-State Electronic Theses, Dissertations, and Reports , Vol. May, No. 2011 (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 (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.

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 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 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.

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:

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.

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.

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.

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.

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

Diakité, Zakary (2023): Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada. Published in: Theoretical Economics Letters , Vol. 14, No. 1 (8 February 2024): pp. 67-93.

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 and Wang, Wenjie (2023): Size-Corrected Wild Bootstrap Tests after Pretesting for Exogeneity with Heteroskedastic or Clustered Data.

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.

Doko Tchatoka, Firmin and Wang, Wenjie (2020): Uniform Inference after Pretesting for Exogeneity.

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

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

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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

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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.

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.

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

Phiri, Andrew (2019): Economic growth, Environmental degradation and business cycles in Eswatini.

Phiri, Andrew (2018): How sustainable are fiscal budgets in the Kingdom of Swaziland?

Phiri, Andrew (2018): Robust analysis of convergence in per capita GDP in BRICS economies.

Phiri, Andrew (2018): Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform.

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

Pillai N., Vijayamohanan and A., Rju Mohan (2024): Perfect Multicollinearity and Dummy Variable Trap: Explaining the Unexplained.

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

Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of Data Envelopment Analysis to Power Sector in Kerala. Published in:

Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of LMDI Analysis to Power Sector in Kerala.

Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of Stochastic Frontier Production Function Analysis to Power Sector in Kerala.

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Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

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

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Pötscher, Benedikt M. and Preinerstorfer, David (2022): A Modern Gauss-Markov Theorem? Really?

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 Preinerstorfer, David (2022): A Modern Gauss-Markov Theorem? Really?

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

Raheem, Ibrahim and le Roux, Sara and Asongu, Simplice (2019): The Role of Asymmetry and Uncertainties in the Capital Flows-Economic Growth Nexus.

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

Raputsoane, Leroi (2018): Temporal homogeneity between financial stress and the economic cycle.

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

Razzak, Weshah (2023): Measuring the Deviations from Perfect Competition: International Evidence.

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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)

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2021): Exploring volatility of crude oil intra-day return curves: a functional GARCH-X model.

Riordan, Brendan (2012): Estimation of the Contribution of the Biosector to Ireland’s Net Foreign Earnings: Methodology and Results. Published in: http://www.aesi.ie/aesi2012/aesi2012riordan.pdf (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.

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

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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.

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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.

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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.

Selim, Tarek (2007): On Efficient Utilization of Egypt's Energy Resources: Oil and Natural Gas. Published in: Egyptian Center for Economic Studies, Working Paper Series No. 117 (January 2007)

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.

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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.

Sinha, Pankaj and Verma, Aniket and Shah, Purav and Singh, Jahnavi and Panwar, Utkarsh (2020): Prediction for the 2020 United States Presidential Election using Linear Regression Model.

Sinha, Pankaj and Verma, Aniket and Shah, Purav and Singh, Jahnavi and Panwar, Utkarsh (2020): Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression.

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

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

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Sun, Yiguo and Malikov, Emir (2017): Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects.

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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.

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.

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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.

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

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

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.

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Urga, Giovanni and Wang, Fa (2022): Estimation and inference for high dimensional factor model with regime switching.

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)

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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:

Vogelsang, Timothy and Nawaz, Nasreen (2015): Estimation and Inference of Linear Trend Slope Ratios with an Application to Global Temperature Data. Published in: Journal of Time Series Analysis , Vol. 5, No. 38 (2017): pp. 640-667.

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

Vîntu, Denis (2022): An Optimizing IS-LM Model Specification with Inflation Targeting. Microeconomic Evidence for Price Adjustment. Published in: European Journal of Economic Studies , Vol. 11, No. 1 (March 2022): pp. 14-34.

Vîntu, Denis (2022): The Relationship between Inflation, Interest Rate, Unemployment and Economic Growth. Published in: Sochi Journal of Economy , Vol. I, No. 2022. 16(1) (March 2022): pp. 49-65.

Vîntu, Denis (2021): Relația dintre inflație, rata dobânzii, șomaj și creșterea economică. Published in: International Scientific-Practical Conference , Vol. I, No. edition XV (16 October 2021): pp. 193-197.

Vîntu, Denis (2022): An application: Pension systems and transitions.

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

Wang, Fa (2017): Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions.

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, Wenjie (2020): On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test.

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 (2022): Modeling Path-Dependent State Transition by a Recurrent Neural Network. Forthcoming in: Big Data and Information Analytics

Yang, Bill Huajian (2019): Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy. Forthcoming in: International Journal of Machine Learning and Computing

Yang, Bill Huajian (2019): Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models. Forthcoming in: International Journal of Machine Learning and Computing

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

Yang, Bill Huajian (2019): Resolutions to flip-over credit risk and beyond. Published in: Big Data and Information Analytics , Vol. 3, No. 2 (18 March 2019): pp. 54-67.

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)

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

Yang, Cynthia Fan (2017): Common Factors and Spatial Dependence: An Application to US House Prices.

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 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.

Zandile, Zezethu and Phiri, Andrew (2018): FDI as a contributing factor to economic growth in Burkina Faso: How true is this?

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.

de la Fonteijne, Marcel R. (2014): Okun's Law, Dead or Alive: A Fundamental Approach.

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

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

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.

French

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.

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.

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.

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

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)

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

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.

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

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

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.

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

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

MESTRE, Roman and TERRAZA, Michel (2017): Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-.

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

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

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.

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

German

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

Greek

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

Indonesian

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

Italian

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

Malay

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.

Persian

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)

Portuguese

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)

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

Russian

Gorbunov, Vladimir and Lvov, Alexander (2021): Анализ малого и среднего предпринимательства: Построение производственных функций с оценкой эффективных фондов. Published in: Economica i matematicheskie metody , Vol. 57, No. 3 (2021): pp. 45-56.

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

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.

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.

Spanish

Escañuela Romana, Ignacio (2018): La elasticidad precio de la demanda de transporte aéreo de pasajeros en los Estados Unidos.

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

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.

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.

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

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.

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

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.

Turkish

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 (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.

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

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