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Items where Subject is "C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C15 - Statistical Simulation Methods: General"

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Number of items at this level: 426.


Suchánek, Petr and Vymětal, Dominik (2009): Identifikace, měření a analýza poruch E-Commerce systémů. Published in: Sborník příspěvků Aktuální aspekty české a světové ekonomiky, Liberecké ekonomické fórum 2009 (15 September 2009): pp. 472-479.


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


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

Ahelegbey, Daniel Felix (2015): The Econometrics of Bayesian Graphical Models: A Review With Financial Application. Published in: Journal of Network Theory in Finance , Vol. 2, No. 2 (16 May 2016): pp. 1-33.

Aknouche, Abdelhakim (2013): Periodic autoregressive stochastic volatility. Published in: Statistical Inference for Stochastic Processes

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

Aknouche, Abdelhakim and Demmouche, Nacer and Touche, Nassim (2018): Bayesian MCMC analysis of periodic asymmetric power GARCH models.

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

Albu, Lucian-Liviu (2008): A simulation model of public debt sustainability.

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

Albu, Lucian-Liviu and Pelinescu, Elena (2000): Sustainability of public debt: a theoretical and empirical investigation. Published in: Revue Roumaine des Sciences Economiques , Vol. 45, No. 1 : pp. 101-127.

Albulescu, Claudiu Tiberiu (2009): Forecasting credit growth rate in Romania: from credit boom to credit crunch?

Alcantud, José Carlos R. and Matos, Daniel L. and Palmero, Carlos R. (2009): Goodness of fit in optimizing consumer's model.

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

Angle, John (2011): The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science.

Apicella, Giovanna and Dacorogna, Michel M (2016): A General framework for modelling mortality to better estimate its relationship with interest rate risks.

Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31 December 2010): pp. 41-47.

Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume, (October 2010)

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

Arpino, Bruno and Varriale, Roberta (2009): Assessing the quality of institutions’ rankings obtained through multilevel linear regression models.

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

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

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

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

Balakrishna, B S (2010): Alpha-root Processes for Derivatives pricing.

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

Bandyopadhyay, Arindam and Ganguly, Sonali (2011): Empirical estimation of default and asset correlation of large corporates and banks in India.

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest.

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest.

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in contagion model: with volatilities and correlation of spread and interest.

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

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

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)

Baumöhl, Eduard and Lyócsa, Štefan (2009): Stationarity of time series and the problem of spurious regression.

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

Bell, Peter N (2014): A Method for Experimental Events that Break Cointegration: Counterfactual Simulation.

Bell, Peter N (2014): On the optimal use of put options under trade restrictions.

Bell, Peter N (2014): Optimal Use of Put Options in a Stock Portfolio.

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

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

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

Bhattacherjee, Sanjay and Sarkar, Palash (2017): Cryptocurrency Voting Games.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model. Published in: Simulation of Systems (1976): pp. 653-661.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Panattoni, Lorenzo (1985): Asymptotic properties of dynamic multipliers in nonlinear econometric models. Published in: Economic Notes No. 14 (1985): pp. 97-117.

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.

Bisio, Laura and Moauro, Filippo (2017): Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts. Forthcoming in: Statistica Neerlandica

Bohateret, Valentin - Mihai and Bruma, Ioan Sebastian (2015): The future of the Romanian rural household from the perspective of agricultural censuses. Published in: Agricultural Economics and Rural Development - Realities and Perspectives for Romania , Vol. 6, No. ISSN 2285–6803 ISSN-L 2285–6803 (20 November 2015): pp. 54-60.

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.

Bonaccorsi, Andrea and Daraio, Cinzia and Räty, Tarmo and Simar, Léopold (2007): Efficiency and University Size: Discipline-wise Evidence from European Universities. Published in: VATT publications No. 46 (2007): pp. 309-334.

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.

Braha, Dan and Stacey, Blake and Bar-Yam, Yaneer (2011): Corporate competition: A self-organized network. Forthcoming in: Social Networks , Vol. doi:10, No. doi:10.1016/j.socnet.2011.05.004 (2011)

Buda, Rodolphe (1999): Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis.

Buda, Rodolphe (2005): Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management.

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

Burnecki, Krzysztof and Janczura, Joanna and Weron, Rafal (2010): Building Loss Models.

Burnecki, Krzysztof and Misiorek, Adam and Weron, Rafal (2010): Loss Distributions.

Burnecki, Krzysztof and Pazdan-Siudeja, Liliana (2008): Equity-linked insurances and guaranteed annuity options.

Burnecki, Krzysztof and Weron, Rafal (2010): Simulation of Risk Processes.

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

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

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

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

Calzolari, Giorgio and Corsi, Paolo (1977): Stochastic simulation as a validation tool for econometric models. Published in: Models for regional planning and policy-making: proceedings of the joint IBM/IIASA conference (15 September 1977): pp. 359-369.

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 Magazzini, Laura and Mealli, Fabrizia (2001): Simulation-based estimation of Tobit model with random effects. Published in: Econometric Studies, a Festschrift in Honour of Joachim Frohn No. Ed. by R. Friedmann, L. Knueppel, and H. Luetkepohl . Muenster: LIT Verlag (2001): pp. 349-369.

Calzolari, Giorgio and Neri, Laura (2002): Imputation of continuous variables missing at random using the method of simulated scores. Published in: Compstat 2002, Proceedings in Computational Statistics, 15th Symposium held in Berlin No. Ed. by W. Haerdle and B. Roenz. Heidelberg: Physika Verlag (2002): pp. 389-394.

Calzolari, Giorgio and Panattoni, Lorenzo (1987): Finite sample performance of the robust Wald test in simultaneous equation systems. Published in: Advances in Econometrics, ed. by G.F.Rhodes Jr. and T.B.Fomby , Vol. 7, No. Greenwich: JAI Press Inc. (1988): pp. 163-191.

Canestraro, Davide and Dacorogna, Michel (2010): Estimating the risk-adjusted capital is an affair in the tails.

Cappellini, Alessandro and Ferraris, Gianluigi (2007): Waiting Times in Simulated Stock Markets. Forthcoming in: Advance in Complex Systems

Casella, Bruno and Roberts, Gareth O. (2011): Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. Published in: Methodology and Computing in Applied Probability , Vol. 13, No. 3 (9 January 2010): pp. 449-473.

Caspi, Itamar (2013): Rtadf: Testing for Bubbles with EViews.

Caspi, Itamar and Graham, Meital (2017): Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.

Cerqueti, Roy and Falbo, Paolo and Pelizzari, Cristian (2010): Relevant States and Memory in Markov Chain Bootstrapping and Simulation.

Chan, Joshua and Eisenstat, Eric (2012): Marginal Likelihood Estimation with the Cross-Entropy Method.

Chan, Joshua and Koop, Gary and Potter, Simon (2012): A new model of trend inflation.

Chan, Joshua and Strachan, Rodney (2012): Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.

Chan, Kemin and Hong, Yu (2018): Simulation of Spar Type Floating Offshore Wind Turbine Subjected to Misaligned Wind-Wave Loading Using Conservation of Momentum Method.

Chasco, Coro and López, Fernando (2006): Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces.

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).

Chia, Rui Ming Daryl and Lim, Kai Jie Shawn (2012): The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market. Published in: International Journal of Economics and Finance , Vol. 4, No. 11 : pp. 1-14.

Ching, Andrew (2008): Consumer Learning and Heterogeneity: Dynamics of Demand for Prescription Drugs after Patent Expiration.

Ching, Andrew and Ishihara, Masakazu (2007): The Effects of Detailing on Prescribing Decisions under Quality Uncertainty.

Chun, So Yeon and Alexander, Shapiro (2009): Normal versus Noncentral Chi-square Asymptotics of Misspecified Models. Forthcoming in: multivariate behavioral research

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

Ciscar, Juan-Carlos and Feyen, Luc and Soria, Antonio and Lavalle, Carlo and Raes, Frank and Perry, Miles and Nemry, Françoise and Demirel, Hande and Rozsai, Máté and Dosio, Alessandro and Donatelli, Marcello and Srivastava, Amit Kumar and Fumagalli, Davide and Niemeyer, Stefan and Shrestha, Shailesh and Ciaian, Pavel and Himics, Mihaly and Van Doorslaer, Benjamin and Barrios, Salvador and Ibáñez, Nicolás and Forzieri, Giovanni and Rojas, Rodrigo and Bianchi, Alessandra and Dowling, Paul and Camia, Andrea and Libertà, Giorgio and San-Miguel-Ayanz, Jesús and de Rigo, Daniele and Caudullo, Giovanni and Barredo, Jose-I. and Paci, Daniele and Pycroft, Jonathan and Saveyn, Bert and Van Regemorter, Denise and Revesz, Tamas and Vandyck, Toon and Vrontisi, Zoi and Baranzelli, Claudia and Vandecasteele, Ine and Batista e Silva, Filipe and Ibarreta, Dolores (2014): Climate Impacts in Europe - The JRC PESETA II Project. Published in: EUR – Scientific and Technical Research , Vol. 26586, (2014): -155 pp..

Ciuiu, Daniel (2010): Simulation of queueing systems with many stations and of queueing networks using copulas. Published in: Scientific Journal Mathematical Modeling in Civil Engineering , Vol. 6, No. 3 (October 2010): pp. 72-86.

Ciuiu, Daniel (2008): Solving nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and games theory. Published in: Analele Universitatii Bucuresti, Seria Informatica. No. 1, 2008 (2010): pp. 111-125.

Ciuiu, Daniel and Costinescu, Cristian (2008): The Monte Carlo method to find eigenvalues and eigenvectors. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 157-160.

Clark, Ephraim and Qiao, Zhuo and Wong, Wing-Keung (2016): Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. Published in: Economic Inquiry , Vol. 54, No. 2. (17 April 2015): pp. 907-924.

Cooper, Joseph C. and Hanemann, W.M. and Signorello, Giovanni (2002): One and One-Half Bound Dichotomous Choice Contingent Valuation. Published in: Review of Economics and Statistics , Vol. 84, (November 2002): pp. 742-750.

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 Neri, Laura and Tiezzi, Silvia (2018): Family Ties and Children Obesity in Italy.

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

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. Yıldırım, Burcu and Coskun, Yener and Caglar, Ozan and Yıldırak, Kasırga (2012): How Dangerous is the Counterparty Risk of OTC Derivatives in Turkey? Published in: Capital Market Journal , Vol. 2, No. 10 (8 August 2012): pp. 70-79.

DO ANGO, Simplicio and AMBA OYON, Claude Marius (2016): A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence. Published in: The Empirical Economics Letters , Vol. 15, (2016)

Daras, Tomasz and Tyrowicz, Joanna (2009): Breeding Ones' Own Subprime Crisis: The effects of labour market on financial system stability.

Das, Arabinda (2013): Estimation of Inefficiency using a Firm-specific Frontier Model.

Degiannakis, Stavros and Dent, Pamela and Floros, Christos (2014): A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification. Published in: The Manchester School , Vol. 1, No. 82 (2014): pp. 71-102.

Degiannakis, Stavros and Floros, Christos (2013): Modeling CAC40 Volatility Using Ultra-high Frequency Data. Published in: Research in International Business and Finance No. 28 (2013): pp. 68-81.

Degiannakis, Stavros and Floros, Christos and Dent, Pamela (2013): Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence. Published in: International Review of Financial Analysis No. 27 (2013): pp. 21-33.

Degiannakis, Stavros and Livada, Alexandra (2016): Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors. Published in: Journal of Applied Statistics , Vol. 5, No. 43 (2016): pp. 871-892.

Degiannakis, Stavros and Livada, Alexandra (2013): Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process. Published in: Economic Modelling No. 30 (2013): pp. 212-216.

Degiannakis, Stavros and Livada, Alexandra (2013): Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process. Published in: Economic Modelling No. 30 (2013): pp. 212-216.

Degiannakis, Stavros and Potamia, Artemis (2017): Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data. Published in: International Review of Financial Analysis No. 49 (2017): pp. 176-190.

Dekker, Ronald (2007): Non-standard employment and mobility in the Netherlands.

Demiris, Nikolaos and Kypraios, Theodore and Smith, L. Vanessa (2012): On the epidemic of financial crises.

Di Iorio, Francesca and Fachin, Stefano (2010): A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007.

Di Iorio, Francesca and Fachin, Stefano (2010): Savings and investments in the OECD, 1970-2007: a panel cointegration test with breaks.

Di Iorio, Francesca and Fachin, Stefano (2007): Testing for cointegration in dependent panels via residual-based bootstrap methods.

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

Di Iorio, Francesca and Triacca, Umberto (2011): Testing for non-causality by using the Autoregressive Metric.

Diakantoni, Antonia and Escaith, Hubert (2012): Reassessing effective protection rates in a trade in tasks perspective: Evolution of trade policy in "Factory Asia".

Dibartolomeo, Giovanni and Rossi, Lorenza and Tancioni, Massimiliano (2004): Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison.

Dibartolomeo, Giovanni and Rossi, Lorenza and Tancioni, Massimiliano (2004): Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison.

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

Dmitriy, Skrypnik and Marina, Shakleina (2019): Counter sanctions and well-being population of Russia: econometric analyses.

Dobrescu, Emilian and Pauna, Bianca (2007): Stochastic simulations on the Romanian macroeconomic model. Published in: Proceedings of the 34th international conference "Macromodels 2007", Poland, Raszyn, December 5-8, 2007 (2008): pp. 61-84.

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

Doko Tchatoka, Firmin (2013): On bootstrap validity for specification tests with weak instruments.

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

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

Doko Tchatoka, Firmin and Dufour, Jean-Marie (2012): Identification-robust inference for endogeneity parameters in linear structural models.

Dovonon, Prosper and Goncalves, Silvia and Meddahi, Nour (2010): Bootstrapping realized multivariate volatility measures.

Elrod, Terry and Keane, Michael (1995): A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data. Published in: Journal of Marketing Research , Vol. 32, (February 1995): pp. 1-16.

Enrique, Navarrete (2006): Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods. Published in: Banca & Finanzas: Documentos de Trabajo , Vol. I, No. 1 (October 2006): pp. 1-12.

Eo, Yunjong and Morley, James C. (2008): Likelihood-Based Confidence Sets for the Timing of Structural Breaks.

Erdem, Tulin and Imai, Susumu and Keane, Michael (2003): Brand and Quantity Choice Dynamics Under Price Uncertainty. Published in: Quantitative Marketing and Economics , Vol. 1:1, (2003): pp. 5-64.

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

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

Esposito, Francesco Paolo (2011): Credit risk tools, (numerical methods for finance, university of Limerick 2011).

Esposito, Francesco Paolo (2010): Credit risk tools: an overview.

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

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

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

Fantazzini, Dean (2016): The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? Forthcoming in: Energy Policy (2016)

Finke, Michael and Pfau, Wade Donald and Williams, Duncan (2011): Spending flexibility and safe withdrawal rates.

Fosgerau, Mogens and Mabit, Stefan (2013): Easy and flexible mixture distributions. Published in: Economics Letters , Vol. 120, No. 2 (2013): pp. 206-210.

Francq, Christian and Jiménez Gamero, Maria Dolores and Meintanis, Simos (2015): Tests for sphericity in multivariate garch models.

Fries, Christian P. (2010): Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization.

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

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

Galli, Fausto (2014): Stochastic conditonal range, a latent variable model for financial volatility.

Galli, Fausto (2014): Stochastic conditonal range, a latent variable model for financial volatility.

Gambetta, Renzo (2009): A Note of Growth and Inequality in Peru, 2003-2008.

Garrouste, Christelle (2011): Towards a benchmark on the contribution of education and training to employability: methodological note. Published in: JRC Scientific and Technical Reports , Vol. EUR 24, No. 2011 (September 2011): pp. 1-86.

Gencer, Murat and Unal, Gazanfer (2016): Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities.

Geweke, John and Houser, Dan and Keane, Michael (1999): Simulation Based Inference for Dynamic Multinomial Choice Models. Published in: Companion to Theoretical Econometrics No. Blackwell (2001): pp. 466-493.

Geweke, John and Keane, Michael (2005): Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996. Published in: Bayesian Statistics and its Applications . New Delhi: Anamaya Publishers (2006)

Geweke, John and Keane, Michael (2005): Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices.

Geweke, John and Keane, Michael and Runkle, David (1994): Recursively Simulating Multinomial Multiperiod Probit Probabilities. Published in: Proceedings of the American Statistical Association No. Business and Economic Statistics Section (1994): pp. 1-6.

Ghazouani, tarek (2018): Re-examining the Foreign direct investment, Renewable energy consumption and Economic growth nexus: Evidence from a new Bootstrap ARDL test for Cointegration.

Ghazouani, tarek (2018): Reexamining the Foreign direct investment, Renewable energy consumption and Economic growth nexus: Evidence from a new Bootstrap ARDL test for Cointegration.

Giandomenico, Rossano (2015): Financial Methods: A Quantitative Approach.

Gil-Alana, Luis A. and Yaya, OlaOluwa S (2018): Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions.

Gimeno, Ricardo and Gonzalez, Clara I. (2012): An automatic procedure for the estimation of the tail index.

Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB.

Giovanis, Eleftherios (2009): Health Expenditures in Greece: A Multiple Least Squares Regression and Cointegration Analysis Using Bootstrap Simulation in EVIEWS.

Giovanis, Eleftherios (2008): An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction.

Giraleas, Dimitris and Emrouznejad, Ali and Thanassoulis, Emmanuel (2011): Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis.

Giraleas, Dimitris and Emrouznejad, Ali and Thanassoulis, Emmanuel (2012): Selecting between different productivity measurement approaches: An application using EU KLEMS data.

Gluschenko, Konstantin (2004): Nonlinearly testing for a unit root in the presence of a break in the mean.

Gluschenko, Konstantin (2016): The Path-Dependence Bias in Approximating Local Price Levels by CPIs.

Gospodinov, Nikolay and Lkhagvasuren, Damba (2011): A new method for approximating vector autoregressive processes by finite-state Markov chains.

Grady, Patrick (1990): An Analysis of the Distributional Impact of the Goods and Services Tax. Published in: Canadian Tax Journal , Vol. 3, No. 38 (May 1990): pp. 632-643.

Gutierrez Girault, Matias (2006): Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data.

Habimana, Olivier (2018): Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis.

Hachicha, Wafik and Ammeri, Ahmed and Masmoudi, Faouzi and Chachoub, Habib (2010): A comprehensive literature classification of simulation optimisation methods. Published in: International Conference on Multiple Objective Programming and Goal Programming - MOPGP10 No. May 24- 26, 2010 - Sousse - Tunisia

Hachicha, Wafik and Masmoudi, Faouzi and Haddar, Mohamed (2007): An improvement of a cellular manufacturing system design using simulation analysis. Published in: International journal of simulation modeling , Vol. 6, No. 4 (December 2007): pp. 193-205.

Halkos, George and Kevork, Ilias (2002): Confidence intervals in stationary autocorrelated time series.

Halkos, George and Kevork, Ilias (2006): Estimating population means in covariance stationary process.

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

Halkos, George and Kevork, Ilias (2006): Forecasting an ARIMA (0,2,1) using the random walk model with drift.

Halkos, George and Kevork, Ilias (2011): Non-negative demand in newsvendor models:The case of singly truncated normal samples.

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

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Maulana, Ardian and Situngkir, Hokky (2015): Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan. Published in: BFI Working Paper Series, WP-3-2015 (September 2015)


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Пигнастый, Олег (2016): Анализ принципов и методов построения систем управления производственным процессом. Published in: Научные ведомости Белгородского государственного университета , Vol. 37, No. 2 (10 January 2016): pp. 152-161.

Пигнастый, Олег (2015): Обзор моделей управляемых производственных процессов поточных линий производственных систем. Published in: Научные ведомости Белгородского государственного университета , Vol. 34, No. 1 (4 March 2015): pp. 137-152.

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Пигнастый, Олег (2011): Основные положения статистического моделирования технологических процессов. Published in: Вестник Херсонского национального технического университета , Vol. 3, (4 March 2011): pp. 348-354.

Пигнастый, Олег (2010): Основы статистической теории моделирования технологических процессов. Published in: Вісник Київського національного університету технологій та дизайну , Vol. 55, (26 October 2010): pp. 225-229.

Пигнастый, Олег (2010): К вопросу обеспечения асимптотической устойчивости макропараметров технологического процесса. Published in: Математическое моделирование , Vol. 23, No. 2 (7 October 2010): pp. 25-31.

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Пигнастый, Олег (2005): Инженерно-производственная функция предприятия с серийным или массовым выпуском продукции. Published in: Вопросы проектирования и производства конструкций летательных аппаратов , Vol. 3, No. 42 (14 April 2005): pp. 111-117.

Пигнастый, Олег (2018): Синтез программного управления операционными параметрами поточной линии. Published in: Проблеми математичного моделювання (25 May 2018): pp. 327-330.

Пигнастый, Олег (2014): Использование PDE-моделей для построения единой теории производственных линий. Published in: Вестник Херсонского национального технического университета , Vol. 50, No. 3 (6 September 2014): pp. 405-412.

Пигнастый, Олег and Koжевников, Георгий (2019): Дискретно-событийная модель расчета продолжительного производственного цикла изготовления партии деталей. Published in: Научные ведомости Белгородского государственного университета , Vol. 46, No. 2 (2 July 2019): pp. 326-336.

Пигнастый, Олег and Koжевников, Георгий (2019): Распределенная динамическая PDE-модель программного управления загрузкой технологического оборудования производственной линии. Published in: Вестник Днепропетровского национального университета железнодорожного транспорта. Наука и прогресс транспорта , Vol. 1, No. 79 (1 February 2019): pp. 81-93.

Пигнастый, Олег and Заруба, Виктор and Ходусов, Валерий (2015): Моделирование движения предмета труда по технологическому маршруту в двухкоординатном описании. Published in: Вестник Национального технического университета "ХПИ" , Vol. 60, No. 1169 (14 November 2015): pp. 39-45.

Пигнастый, Олег and Михайленко, Виктор and Дидиченко, Николай and Дубровин, Анатолий and Демутцкий, Виктор (2009): Использование статистической теории производственно-технических систем для расчета производственного цикла изготовления продукции. Published in: Вестник Харьковского национального университета В.Н. Каразина , Vol. 851, (1 January 2009): pp. 195-203.

Пигнастый, Олег and Ходусов, Валерий (2017): Диффузионное описание производственного процесса. Published in: Математическое моделирование. Информационные технологии. Автоматизированные системы управления , Vol. 35, No. 1 (1 November 2017): pp. 61-73.

Пигнастый, Олег and Ходусов, Валерий (2015): Использование кинетической теории для исследования колебаний потоковых параметров производственной линии. Published in: Математическое моделирование. Информационные технологии. Автоматизированные системы управления , Vol. 1156, (9 June 2015): pp. 140-151.

Пигнастый, Олег and Ходусов, Валерий and Азаренков, Николай (2014): Кинетическая теория колебаний параметров поточной линии. Published in: Reports of the National Academy of Sciences of Ukraine , Vol. 12, (1 December 2014): pp. 36-43.

Пигнастый, Олег and Ходусов, Валерий and Михайленко, Виктор and Демуцкий, Виктор and Дидиченко, Николай and Дубровин, Анатолий (2007): Теоретические основы построения целевой функции производственной системы. Published in: Вестник Харьковского национального университета , Vol. 779, (5 August 2007): pp. 113-119.


Gambetta Podesta, Renzo (2015): Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito.

Gonzales, Rolando (2009): Análisis de Portafolio con Ratios de Sharpe Remuestrados Mediante Bootstrapping.

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2011): Detección de Dependencia Espacial mediante Análisis Simbólico.

Lopez-Pablos, Rodrigo A. (2008): Notas sobre Descomposiciones Microeconométricas: Un Análisis Antropométrico.

Maldonado, Diego and Pazmiño, Mariela (2008): Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana. Published in: Cuestiones Económicas , Vol. 2, No. 2 (30 September 2008): pp. 5-75.

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.

Olivera, Javier (2002): Determinantes del nivel de pensiones en el Sistema Privado de Pensiones. Published in: SBS Documentos de Trabajo No. DT/ 03/2002 (May 2002): pp. 1-19.

Rodriguez-Oreggia, Eduardo and Lopez-Videla, Bruno (2014): Imputación de ingresos laborales: Una aplicación con encuestas de empleo en México.

Ruiz-Porras, Antonio and Perez-Sicairos, Rene Benjamin (2010): Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México. Forthcoming in: Avances Recientes en la Valuación de Activos y Administración de Riesgos. Volumen 2 [Book edited by F. Ortiz-Arango, Universidad Panamericana (Mexico)]

Sandoval Paucar, Giovanny (2018): Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad.


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