Items where Subject is "C4 - Econometric and Statistical Methods: Special Topics"

A

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

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

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

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

Afanasyev, Dmitriy and Fedorova, Elena and Popov, Viktor (2015): Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis. Published in: Energy Economics , Vol. 51, (September 2015): pp. 215-226.

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

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

Alam, Iqbal and Mohammad, Irfan and Farooqi, Naseem Iqbal and Sheikh, Khalid Hameed and Siyal, H. B. and Syed, Tariq Ahmad and Nasir, Zafar Mueen and Haq, Rashida (1983): Fertility Levels, Trends and Differentials in Pakistan: Evidence from the Population, Labour Force and Migration Survey 1979-80. Published in: Studies in Population, Labour Force and Migration Project Report No. 1 No. 1 (1983)

Albers, Scott (2013): Foundations of the economic and social history of the United States: Metaphysical.

Alipio, Mark (2020): Determinants of tuberculosis incidence in East Asia and Pacific: A panel regression analysis.

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

Antipov, Evgeny and Pokryshevskaya, Elena (2010): Applying a CART-based approach for the diagnostics of mass appraisal models.

Anton, Roman (2015): An Integrated Strategy Framework (ISF) for Combining Porter's 5-Forces, Diamond, PESTEL, and SWOT Analysis. Forthcoming in: Open Science , Vol. 4, No. 1 (2016): pp. 21-26.

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

Armstrong, J. Scott (1970): How to avoid exploratory research. Published in: Journal of Advertising Research No. 10 (1970): pp. 27-30.

Armstrong, J. Scott and Andress, James G. (1970): Exploratory Analysis of Marketing Data: Trees vs. Regression. Published in: Journal of Marketing Research No. 7 (1970): pp. 487-492.

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

Armstrong, J. Scott and Green, Kesten C. and Soon, Willie (2007): Polar Bear Population Forecasts: A Public-Policy Forecasting Audit.

Armstrong, J. Scott and Soelberg, Peer (1968): On the interpretation of factor analysis. Published in: Psychological Bulletin No. 70 (1968): pp. 361-364.

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

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

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

Atoi, Ngozi Victor and Nwambeke, Chinedu G. (2021): Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach. Published in: Central Bank of Nigeria Journal of Applied Statistics , Vol. 12, No. 1 (31 June 2021): pp. 109-138.

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

B

BENSALMA, Ahmed (2021): Fractional Dickey-Fuller test with or without prehistorical influence.

Bardsley, Nicholas and Buechs, Milena (2013): Exploiting Zero-Inflated Consumption Data using Propensity Score Matching and the Infrequency of Purchase Model, with Application to Climate Change Policy.

Barja, Gover (1995): Time Series Analysis of Macroeconomic Conditions in Open Economies.

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

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

Beaumont, Paul and Smallwood, Aaron (2019): Inference for likelihood-based estimators of generalized long-memory processes.

Beja Jr., Edsel (2013): Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate.

Beja Jr., Edsel (2013): Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate sans Happiness Adaptation.

Bell, Peter Newton (2014): Properties of time averages in a risk management simulation.

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

Bersimis, Sotirios and Degiannakis, Stavros and Georgakellos, Dimitrios (2017): Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting. Published in: Journal of Applied Statistics , Vol. 1, No. 44 (2017): pp. 89-118.

Bhati, Avinash (2007): Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism.

Blankmeyer, Eric (2021): Peer Groups and Bias Detection in Least Squares Regression.

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

Bouaddi, Mohammed and Belhachemi, Rachid and Douch, Mohamed (2015): The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution.

Boudt, Kris and Peterson, Brian and Carl, Peter (2008): Hedge fund portfolio selection with modified expected shortfall.

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

Brummelhuis, Raymond and Luo, Zhongmin (2018): Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives.

Brummelhuis, Raymond and Luo, Zhongmin (2019): Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques.

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

C

Carbajal-De-Nova, Carolina (2017): A proposed method to estimate dynamic panel models when either N or T or both are not large.

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

Cassim, Lucius (2020): A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State.

Cassim, Lucius (2018): A semi-parametric GARCH (1, 1) estimator under serially dependent innovations.

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

Chang, Tai Hsieh and Peter, J- Klenow (2007): Misallocation and manufacturing TFP in China and India. Published in: The Quaterly Journal Of Economics , Vol. 1, No. 1 (30 June 2007): pp. 1403-1447.

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

Chen, Song Xi and Guo, Bin (2014): Tests for High Dimensional Generalized Linear Models.

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

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

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

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

Chu, Ba and Huynh, Kim and Jacho-Chavez, David (2013): Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours. Published in: Sankhya B , Vol. 75, No. 2 (2013): pp. 238-292.

Collins, Sean M. and James, Duncan and Servátka, Maroš and Vadovič, Radovan (2020): Attainment of Equilibrium via Marshallian Path Adjustment: Queueing and Buyer Determinism.

Collins, Sean M. and James, Duncan and Servátka, Maroš and Vadovič, Radovan (2020): Attainment of Equilibrium via Marshallian Path Adjustment: Queueing and Buyer Determinism.

Corchon, Luis and Marini, Marco A. (2017): Handbook of Game Theory and Industrial Organization, Volume I: Theory. An Introduction. Forthcoming in: Handbook of Game Theory and Industrial Organization No. Edward Elgar (1 January 2018)

Craigwell, Roland and Moore, Winston and Morris, Diego and Worrell, DeLisle (2011): Price Rigidity: A Survey of Evidence From Micro-Level Data. Published in: Price Formation and Inflation Dynamics in the Caribbean (2011)

Craigwell, Roland and Moore, Winston and Worrell, DeLisle (2011): Does Consumer Price Rigidity Exist in Barbados? Published in: Price Formation and Inflation Dynamics in the Caribbean

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Dayoro, Donatien (2024): Hybrid Model Construction for Integrating Climate Risks into Côte d'Ivoire's Economic Policy: Theoretical Approach and Management Strategies. Published in: , Vol. 28, (5 December 2024): pp. 1-28.

Degiannakis, Stavros and Kiohos, Apostolos (2014): Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices. Published in: Journal of Economic Studies , Vol. 2, No. 41 (2014): pp. 216-232.

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

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

Dionne, Georges and Giuliano, Florence and Picard, Pierre (2009): Optimal auditing with scoring: theory and application to insurance fraud. Published in: Management Science , Vol. 55, No. 1 (January 2009): pp. 58-70.

Drago, Carlo (2015): Exploring the Community Structure of Complex Networks. Published in: Annali MEMOTEF No. 2016 (2016)

Dronkers, J and Avram, S (2008): Choice and Effectiveness of Private and Public Schools in six countries. A reanalysis of three PISA data sets. Published in: Zeitschrift fuer Paedagogik , Vol. 55, No. 6 (November 2009): pp. 895-909.

dogru, bulent (2014): Inflation and Inflation Uncertainty in Turkey. Published in: The Empirical Economics Letters , Vol. 4, No. 13

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Elfaki, Muawia and Mohamed, Issam A.W. (2011): Economics of Seeding Rate in Crop Yield.

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

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

Erdem, Erkan and Prada, Sergio I (2011): Creation of public use files: lessons learned from the comparative effectiveness research public use files data pilot project. Published in: The 2011 JSM Proceedings (19 December 2011): pp. 4095-4109.

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Fasano, Augusto and Rebaudo, Giovanni and Durante, Daniele and Petrone, Sonia (2021): A closed-form filter for binary time series. Published in: Statistics and Computing , Vol. 31, : pp. 1-21.

Fernández-Avilés, G and Montero, JM and Mateu, J (2011): Mathematical Genesis of the Spatio-Temporal Covariance Functions. Published in: Journal of Mathematics and Statistics , Vol. 1, No. 7 (2011): pp. 37-44.

Fleischhacker, Jan (2024): Fiscal policy and the business cycle: An argument for non-linear policy rules.

Fotis, Panagiotis and Pekka, Victoria and Polemis, Michael (2015): Intervalling-effect bias and evidences for competition policy.

Foutzopoulos, Giorgos and Pandis, Nikolaos and Tsagris, Michail (2024): Predicting full retirement attainment of NBA players.

Fry, John (2013): Bubbles, shocks and elementary technical trading strategies.

G

G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19. Published in: ATMANIRBHAR BHARAT : Opportunities and Challenges , Vol. 1, No. 1 (2022): pp. 24-37.

G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model. Published in: Theoretical and Applied Economics , Vol. 29, No. No. 2 / 2022 (631), Summer (20 June 2022): pp. 151-164.

Galy, Michel (1982): Bilateral and multilateral exchange rate and purchasing power parity indexes: the aggregation problem.

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.

Genest, benoit and Fares, Ziad (2014): Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios.

Ghouse, Ghulam and Khan, Saud Ahmed and Rehman, Atiq Ur (2018): ARDL model as a remedy for spurious regression: problems, performance and prospectus.

Greco, Salvatore and Ishizaka, Alessio and Tasiou, Menelaos and Torrisi, Gianpiero (2019): The Ordinal Input for Cardinal Output Approach of Non-compensatory Composite Indicators: The PROMETHEE Scoring Method.

H

HASAN, HAMID and Rehman, Attiqur (2013): A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions.

Han, Jinyue and Wang, Jun and Gao, Wei and Tang, Man-Lai (2023): Estimation of the directions for unknown parameters in semiparametric models.

Hasan, Zubair (2017): Academic sociology: The alarming rise in predatory publishing and its consequences for Islamic economics and finance. Published in: ISRA: International Journal of Islamic Finance (Emerald insights) , Vol. 10, No. 1 (June 2018): pp. 6-18.

Hassan, Faiza and Qayyum, Abdul (2013): Modelling the Demand for Bank Loans by Private Business Sector in Pakistan.

Hina, Hafsa and Qayyum, Abdul (2015): Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis.

Hossain, Md. Mobarak and Chowdhury, Md Niaz Murshed (2019): Econometric Ways to Estimate the Age and Price of Abalone.

I

Ibanez, Francisco and Urga, Giovanni (2024): Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach.

Ibhagui, Oyakhilome (2017): How Does Foreign Direct Investment Affect Growth in Sub-Saharan Africa? New Evidence from Non-threshold and Threshold Analysis.

J

Johnson, Joseph F. (2013): Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes. Published in: Revista Investigación Operacional , Vol. 35, No. 2 (April 2014): pp. 173-179.

Jones, Nikoleta and Malesios, Chrisovaladis and Iosifides, Theodoros and Sophoulis, Costas (2008): Social capital in Greece: Measurement and comparative perspectives. Published in: South European Society and Politics · (2008)

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Kayis-Kumar, Ann (2016): What's BEPS got to do with it? Exploring the effectiveness of thin capitalisation rules. Published in: eJournal of Tax Research , Vol. 2, No. 14 (16 December 2016): pp. 359-386.

Kitchen, John and Monaco, Ralph (2003): Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System. Published in: Business Economics , Vol. 38, No. 4 (October 2003): pp. 10-19.

Koffi, Siméon (2022): Does democracy guarantee the resilience of African economies? Analysis based on a duration model.

Kroës, Romain (2007): Quelques bénéfices heuristiques d’une redéfinition du profit.

Kumar, G. K. Chetan and Rangappa, K. B. and Suchitra, S. (2022): Effectiveness of online capacity building programs in wholistic development of faculties: an empirical analysis. Published in: Asian Association of Open Universities Journal , Vol. 17, No. 2 (27 September 2022): pp. 194-211.

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Lal, Irfan and Mohammad, Sulaiman D. and Hussain, Adnan and Jalil, Anwar (2012): Test of Okun’s Law in Some Asian Countries Co-Integration Approach. Published in: European Journal of Scientific Research ISSN 1450-216X , Vol. 40, No. 1 (September 2010): pp. 73-80.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.

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

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

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function in economics.

Leon, Costas (2015): Decomposition of the European GDP based on Singular Spectrum Analysis.

Li, Jun and Chen, Songxi (2012): Two Sample Tests for High Dimensional Covariance Matrices. Published in:

Liouaeddine, Mariem and Bijou, Mohammed and Naji, Faïrouz (2017): The Main Determinants of Moroccan Students' Outcomes. Published in: American Journal of Educational Research , Vol. 5, No. 4 (13 April 2017): pp. 367-383.

Lozinskaia, Agata and Saltykova, Anastasiia (2019): Fundamental Factors Affecting the MOEX Russia Index: Retrospective Analysis. Published in: CEUR Workshop Proceedings , Vol. 2479, (26 September 2019): pp. 32-45.

M

Maake, Witness and Van Zyl, Terence (2020): Applications of Machine Learning to Estimating the Sizes and Market Impact of Hidden Orders in the BRICS Financial Markets. Published in:

Magni, Carlo Alberto and Marchioni, Andrea (2020): Average rates of return, working capital, and NPV-consistency in project appraisal: A sensitivity analysis approach. Forthcoming in: International Journal of Production Economics (forthcoming)

Mandiefe Piabuo, Serge and Menjo Baye, Francis and Chupezi Tieguhong, Julius (2015): Effects of credit constraints on the productivity of small and medium-sized enterprises in Cameroon. Published in: Journal of Economics and International Finance , Vol. 7(9), No. 2141 -6672 (30 September 2015): pp. 204-212.

Mapa, Dennis S. and Simbulan, Maria Christina (2014): Analyzing and Forecasting Movements of the Philippine Economy using the Dynamic Factor Models (DFM).

Megersa, kelbesa (2014): The laffer curve and the debt-growth link in low-income Sub-Saharan African economies. Published in: Journal of Economic Studies , Vol. 42, No. 5 (2015): pp. 878-892.

Mendez Parra, Maximiliano (2015): Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina.

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

Moahmed Hassan, Hisham and Mahgoub Mohamed, Tariq (2014): Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan.

Mohamed, Issam A.W. (2011): Decision Support Systems and the Economics of Seeding Rate in Crop Yield.

Mohamed, Issam A.W. (2011): Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan.

Mohamed, Issam A.W. (2011): Introduction to the Macroeconomic Structure of Yemen.

Mohammad, Irfan (1994): Employment Structure and Wage Levels in Namibia: A Report based on Establishment Survey 1992/93.

Mohtadi, Hamid and Murshid, Antu (2009): The risk of catastrophic terrorism: an extreme value approach. Published in: Journal of Applied Econometrics , Vol. 24, (March 2009): pp. 537-559.

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

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Nababan, Tongam Sihol (2016): Analysis Of Factors Affecting the Electricity Supply in Indonesia. Published in: International Conference on Accounting, Management, Economics and Social Sciences (ICAMESS) 2016 No. ISBN 978-602-73705-0-0 (30 April 2016): pp. 1-11.

Ngobeni, Victor and Breitenbach, Marthinus C (2021): Production and Scale Efficiency of South African Water Utilities: The Case of Water Boards.

Nguyen, Duc Khuong and Topaloglou, Nikolas and Walther, Thomas (2020): Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.

Nwaobi, Godwin (2011): Agent-based computational economics and African modeling:perspectives and challenges.

O

Olkhov, Victor (2019): New Essentials of Economic Theory III. Economic Applications.

Olkhov, Victor (2019): New essentials of economic theory II. Economic transactions, expectations and asset pricing.

ojeaga, paul and Ikpefan, o and Odejimi, Deborah (2013): Do high customer bank deposits incite management fraud? Examining causes of management fraud in the Nigerian banking sector.

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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.

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.

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

Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.

Pincheira, Pablo and Hardy, Nicolas and Bentancor, Andrea and Henriquez, Cristóbal and Tapia, Ignacio (2021): Forecasting Base Metal Prices with an International Stock Index.

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

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

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

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

Poitras, Geoffrey and Tongzen, Jose and Li, Hongyu (1996): Measuring Port Efficiency: An Application of Data Envelopment Analysis.

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Qayyum, Abdul and Nazir, Sidra and Jawad, Muhammad (2016): Nonlinearity between RER and Trade Balance: A Case Study of Pakistan.

Qiu, Yumou and Chen, Songxi (2012): Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation. Published in:

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RABBANI, SARAH and Qayyum, Abdul (2015): Comparative Analysis of Factors Affecting Child Mortality in Pakistan. Published in: Research Journal Social Science , Vol. 4, No. 2 (2015): pp. 1-17.

Rabhi, Ayoub (2020): Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets.

Reckova, Dominika and Irsova, Zuzana (2015): Publication Bias in Measuring Anthropogenic Climate Change.

Ruge-Leiva, Diego-Ivan (2015): The Online Supplement to “International R&D Spillovers and other Unobserved Common Spillovers and Shocks”.

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Salies, Evens (2004): On the stability of recursive least squares in the Gauss-Markov model.

Salles, Andre Assis de and Magrath, Raphael Sebastian and Malheiros, Matheus Manzani (2019): Determination of Copper Price Expectations in the International Market: Some Important Variables. Published in: Open Journal of Business and Management , Vol. 7, No. No.2 (13 February 2019): pp. 348-373.

Sathar, Zeba A. and Mohammad, Irfan (1983): Reproductive behaviour in Pakistan: insights from the population, labour force, and migration survey 1979-80. Published in: The Pakistan Development Review , Vol. Vol. X, No. 2 & 3 (Summer-Autumn 1984) (1984): pp. 207-223.

Selmi, Refk and Bouoiyour, Jamal and Ayachi, Fethi (2012): Another Look at the Interaction Between Oil Price Uncertainty and Exchange Rate Volatility: The Case of Small Open Economies. Published in: Procedia of Economics and Finance , Vol. 1, No. 1 (September 2012): pp. 346-355.

Shahbaz, Muhammad and Farhani, Sahbi and Ozturk, Ilhan (2013): Coal Consumption, Industrial Production and CO2 Emissions in China and India.

Shahbaz, Muhammad and Farhani, Sahbi and Rahman, Mohammad Mafizur (2013): Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France.

Shahbaz, Muhammad and Nasreen, Samia and Ling, Chong Hui and Sbia, Rashid (2013): Causality between Trade Openness and Energy Consumption: What Causes What in High, Middle and Low Income countries.

Simplice A, Asongu (2011): Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis.

Sinha, Pankaj and Sharma, Sakshi (2014): Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework.

Sinha, Pankaj and Nagarnaik, Ankit and Raj, Kislay and Suman, Vineeta (2016): Forecasting United States Presidential election 2016 using multiple regression models.

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

Situngkir, Hokky (2015): Indonesia embraces the Data Science. Published in: SEAMS 7th Conference, Jogjakarta, Indonesia

Situngkir, Hokky (2012): Indonesian Stock Market Crisis Observation with Spectral and Composite Index. Published in: BFI Working Paper Series No. WP-1-2012 (14 January 2012)

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

Spiliotis, Evangelos and Petropoulos, Fotios and Kourentzes, Nikolaos and Assimakopoulos, Vassilios (2018): Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption.

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Tagiew, Rustam and Ignatov, Dmitry I. (2017): Behavior Mining in h-index Ranking Game. Published in: CEUR Workshop Proceeding , Vol. 1968, No. Experimental Economics and Machine Learning (28 October 2017): pp. 52-61.

Tsoulfidis, Lefteris (2018): Ricardo’s Theory of Value is Still Alive and Well in Contemporary Capitalism.

Tumala, Mohammed M and Olubusoye, Olusanya E and Yaaba, Baba N and Yaya, OlaOluwa S and Akanbi, Olawale B (2017): Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques. Published in: African Journal of Applied Statistics , Vol. 5, No. 1 (June 2018): pp. 301-321.

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Van, Germinal (2022): An Empirical Analysis of the Socioeconomic Status of Blacks on Police Treatment and Arrests: A Granger Causality Approach.

Vorobyev, Oleg Yu. (2016): Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences. Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 102-108.

Vorobyev, Oleg Yu. (2005): Eventology of random-fuzzy events. Published in: Proc. of IV All-Russian FAM'2005 Conf., Krasnoyarsk: Sib. Fed. Univ. , Vol. 1, (27 February 2005): pp. 112-169.

Vorobyev, Oleg Yu. (2016): Triangle room paradox of negative probabilities of events. Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 94-97.

Vorobyev, Oleg Yu. (2016): The theory of dual co~event means. Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 44-93.

Vorobyev, Oleg Yu. and Vorobyev, Alexey O. (2003): On the New Notion of the Set-Expectation for a Random Set of Events. Published in: Proc. of the II All-Russian FAM'2003 Conference , Vol. 1, (27 April 2003): pp. 23-37.

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Woodcock, Simon and Benedetto, Gary (2006): Distribution-Preserving Statistical Disclosure Limitation.

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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 (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

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