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Items where Subject is "C52 - Model Evaluation, Validation, and Selection"

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Number of items at this level: 530.

A

Abderrazik, Amal and Boutkardine, Mehdi and El Bahi, Nour El Houda and Kartoubi, Salah Eddine and El Bouhadi, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca.

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

Albis, Manuel Leonard F. and Mapa, Dennis S. (2014): Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models.

Albu, Lucian-Liviu (1993): Exploration of economic systems in the transition period. Published in: Revue Roumaine des Sciences Economiques , Vol. 37, No. 1 : pp. 9-23.

Alexiou, Constantinos and Tsaliki, Persefoni and Tsoulfidis, Lefteris (2014): Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries.

Ali, Amjad (2016): Issue of Income Inequality under the perceptive of Macroeconomic Instability: An Empirical Analysis of Pakistan.

Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets.

Amroush, Fadi and Baderddeen, Alkhoder and Yusef, Talal (2008): Using Artificial intelligence to select the optimal E-CRM Based business needs. Published in: International Engineering Sciences Conference IESC’08 No. 1st (2 November 0002)

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.

Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2007): A Robust VaR Model under Different Time Periods and Weighting Schemes. Published in: Review of Quantitative Finance and Accounting , Vol. 2, No. 28 (2007): pp. 187-201.

Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2004): The Use of GARCH Models in VaR Estimation. Published in: Statistical Methodology , Vol. 2, No. 1 (2004): pp. 105-128.

Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 2, No. 1 (2007): pp. 27-48.

Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 1, No. 2 (June 2007): pp. 27-48.

Angelidis, Timotheos and Degiannakis, Stavros (2005): Modeling Risk for Long and Short Trading Positions. Published in: Journal of Risk Finance , Vol. 3, No. 6 (2005): pp. 226-238.

Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: Intra-day versus inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.

Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: intra-day vs. inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.

Anyikwa, Izunna and Hamman, Nicolene and Phiri, Andrew (2018): Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests.

Ardia, David and Dufays, Arnaud and Ordás Criado, Carlos (2023): Linking Frequentist and Bayesian Change-Point Methods.

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 Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?

Asongu, Simplice (2018): CO2 emission thresholds for inclusive human development in Sub-Saharan Africa. Published in: Environmental Science and Pollution Research , Vol. 25, No. 26 (September 2018): pp. 26005-26019.

Asongu, Simplice (2017): Comparative Sustainable Development in Sub-Saharan Africa. Forthcoming in: Sustainable Development

Asongu, Simplice (2015): Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions.

Asongu, Simplice (2015): Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach.

Asongu, Simplice (2019): FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. Published in: European Journal of Government and Economics , Vol. 8, No. 2 (December 2019): pp. 161-188.

Asongu, Simplice (2017): ICT, Openness and CO2 emissions in Africa. Forthcoming in: Environmental Science and Pollution Research

Asongu, Simplice (2019): The persistence of global terrorism. Forthcoming in: Territory, Politics & Governance

Asongu, Simplice and Akpan, Uduak and Isihak, Salisu (2018): Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries. Forthcoming in: Financial Innovation

Asongu, Simplice and Anyanwu, John and Tchamyou, Vanessa (2016): Information sharing and conditional financial development in Africa.

Asongu, Simplice and Anyanwu, John and Tchamyou, Vanessa (2017): Technology-driven information sharing and conditional financial development in Africa. Forthcoming in: Information Technology for Development

Asongu, Simplice and Biekpe, Nicholas (2017): Globalization and Terror in Africa. Forthcoming in: International Economics

Asongu, Simplice and Efobi, Uchenna and Beecroft, Ibukun (2017): Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy. Forthcoming in: Forum for Social Economics

Asongu, Simplice and Efobi, Uchenna and Beecroft, Ibukun (2015): FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries.

Asongu, Simplice and El Montasser, Ghassen and Toumi, Hassen (2015): Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach. Published in: Environmental Science and Pollution Research (December 2015)

Asongu, Simplice and Kodila-Tedika, Oasis (2015): Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach.

Asongu, Simplice and Le Roux, Sara and Biekpe, Nicholas (2017): Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa. Forthcoming in: Technological Forecasting and Social Change

Asongu, Simplice and Le Roux, Sara and Biekpe, Nicholas (2017): Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa. Published in: Energy Policy , Vol. 111, No. December (December 2017): pp. 353-361.

Asongu, Simplice and Le Roux, Sara and Singh, Pritam (2020): Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability. Forthcoming in: Journal of Policy Modeling

Asongu, Simplice and Nchofoung, Tii (2021): The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa.

Asongu, Simplice and Nnanna, Joseph (2021): Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds. Published in: World Affairs , Vol. 184, No. 2 (22 June 2021): pp. 176-212.

Asongu, Simplice and Nnanna, Joseph and Biekpe, Nicholas and Acha-Anyi, Paul (2018): Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors. Forthcoming in: Journal of Travel & Tourism Marketing

Asongu, Simplice and Nting, Rexon (2021): The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa. Forthcoming in: Journal of Economics and Administrative Sciences

Asongu, Simplice and Nting, Rexon and Nnanna, Joseph (2019): Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa. Forthcoming in: International Journal of Public Administration

Asongu, Simplice and Nwachukwu, Jacinta (2017): At What Levels of Financial Development Does Information Sharing Matter? Published in: Financial Innovation , Vol. 3, No. 1 (September 2017): pp. 1-30.

Asongu, Simplice and Nwachukwu, Jacinta (2015): Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance.

Asongu, Simplice and Nwachukwu, Jacinta (2015): Fighting Terrorism: Empirics on Policy Harmonization.

Asongu, Simplice and Nwachukwu, Jacinta (2017): Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa.

Asongu, Simplice and Nwachukwu, Jacinta and Biekpe, Nicholas (2018): Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression. Forthcoming in: Annals of Public and Cooperative Economics

Asongu, Simplice and Nwachukwu, Jacinta and Pyke, Chris (2018): The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa. Forthcoming in: Social Indicators Research

Asongu, Simplice and Nwachukwu, Jacinta and le Roux, Sara (2018): The role of inclusive development and military expenditure in modulating the effect of terrorism on governance. Forthcoming in: Journal of Economic Studies

Asongu, Simplice and Nwachukwu, Jacinta C. (2017): The Impact of Terrorism on Governance in African Countries. Published in: World Development , Vol. 99, No. November (November 2017): pp. 253-270.

Asongu, Simplice and Odhiambo, Nicholas (2018): Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011. Published in: Applied Econometrics and International Development , Vol. 18, No. 1 (June 2018): pp. 5-22.

Asongu, Simplice and Odhiambo, Nicholas (2019): Economic Development Thresholds for a Green Economy in Sub-Saharan Africa. Forthcoming in: Energy Exploration & Exploitation

Asongu, Simplice and Odhiambo, Nicholas (2019): Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa. Forthcoming in: Energy Exploration & Exploitation

Asongu, Simplice and Odhiambo, Nicholas (2018): Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa. Forthcoming in: Sustainable Development

Asongu, Simplice and Odhiambo, Nicholas (2019): Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa. Forthcoming in: Forthcoming: Energy Exploration & Exploitation

Asongu, Simplice and Odhiambo, Nicholas (2019): Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms. Forthcoming in: Sustainable Development

Asongu, Simplice and Odhiambo, Nicholas (2020): Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa. Forthcoming in: International Journal of Energy Sector Management

Asongu, Simplice and Odhiambo, Nicholas (2020): The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development. Forthcoming in: Innovation: The European Journal of Social Science Research

Asongu, Simplice and Ssozi, John (2015): When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence.

Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2018): The Comparative African Economics of Governance in Fighting Terrorism. Published in: African Security , Vol. 11, No. 4 (December 2018): pp. 296-338.

Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2017): The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism. Published in: Journal of African Development , Vol. 19, No. 2 (2017): pp. 77-91.

Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2019): Fighting terrorism in Africa when existing terrorism levels matter. Forthcoming in: Behavioral Sciences of Terrorism and Political Aggression

Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2017): Fighting terrorism in Africa: evidence from bundling and unbundling institutions. Forthcoming in: Empirical Economics

Asongu, Simplice and Tchamyou, Vanessa and Minkoua N, Jules R. and Asongu, Ndemaze and Tchamyou, Nina (2017): Fighting terrorism in Africa: benchmarking policy harmonization. Published in: Physica A: Statistical Mechanics and its Applications , Vol. 492, No. February (15 February 2018): pp. 1931-1957.

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B M, Lithin and chakraborty, Suman and iyer, Vishwanathan and M N, Nikhil and ledwani, Sanket (2022): Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Published in: Cogent Economics and Finance , Vol. 11, No. 1 (15 March 2023): p. 2189589.

Baccar, Sourour (1995): Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing.

Bachoc, Francois and Leeb, Hannes and Pötscher, Benedikt M. (2014): Valid confidence intervals for post-model-selection predictors.

Baharom, A.H. and Radam, Alias and Habibullah, M.S. and Hirnissa, M.T (2009): The Volatility of Thai Rice Price.

Bai, Jushan and Ando, Tomohiro (2013): Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors.

Bai, Jushan and Ando, Tomohiro (2013): Panel data models with grouped factor structure under unknown group membership.

Balcombe, Kelvin and Fraser, Iain (2024): A Note on an Alternative Approach to Experimental Design of Lottery Prospects.

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

Barbry, Eric (2007): Web 2.0: Nothing Changes…but Everything is Different. Published in: International Journal of Digital Economics No. 65 (March 2007): pp. 91-103.

Barnett, William (2015): Collaboration with and without Coauthorship: Rocket Science Versus Economic Science.

Barnett, William and Ghosh, Taniya (2013): Bifurcation Analysis of an Endogenous Growth Model.

Barnett, William A. and Duzhak, Evgeniya A. (2008): Empirical assessment of bifurcation regions within new Keynesian models.

Barnett, William A. and Eryilmaz, Unal (2012): Hopf bifurcation in the Clarida, Gali, and Gertler model.

Barnett, William A. and Eryilmaz, Unal (2022): Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework.

Barnett, William A. and He, Susan (2009): Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right.

Barnett, William A. and Kalonda-Kanyama, Isaac (2012): Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?

Barnett, William A. and Serletis, Apostolos (2008): The Differential Approach to Demand Analysis and the Rotterdam Model.

Barnett, William A. and Serletis, Apostolos (2008): Measuring Consumer Preferences and Estimating Demand Systems.

Barrera-Chaupis, Carlos (2014): La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012.

Bartolucci, Francesco and Bacci, Silvia and Pigini, Claudia (2015): A misspecification test for finite-mixture logistic models for clustered binary and ordered responses.

Bartolucci, Francesco and Grilli, Leonardo and Pieroni, Luca (2012): Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator.

Bartolucci, Francesco and Pennoni, Fulvia and Vittadini, Giorgio (2015): Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies.

Basistha, Arabinda and Kurov, Alexander and Wolfe, Marketa Halova (2019): Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. Published in: Journal of Risk Model Validation , Vol. 14, (2019): pp. 43-53.

Bazdresch, Santiago and Kahn, R. Jay and Whited, Toni (2011): Empirical policy functions as benchmarks for evaluation of dynamic models.

Becker, Martin and Klößner, Stefan and Pfeifer, Gregor (2017): Cross-Validating Synthetic Controls.

Ben Salem, Ameni and Safer, Imene and Khefacha, Islem (2022): Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets.

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

Berg, Tim Oliver (2015): Multivariate Forecasting with BVARs and DSGE Models.

Bernardi, Mauro and Della Corte, Giuseppe and Proietti, Tommaso (2008): Extracting the Cyclical Component in Hours Worked: a Bayesian Approach.

Bernardi, Mauro and Maruotti, Antonello and Lea, Petrella (2012): Skew mixture models for loss distributions: a Bayesian approach.

Bespalova, Olga (2013): Do the Renewable Portfolio Standards (RPS) promote the renewable electricity generation in the USA? Evidence from panel data econometric study. Published in: US Association for Energy Economics: Energy Dialogue , Vol. 1, No. 22 (2014): pp. 1-12.

Bespalova, Olga (2018): Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA.

Bezemer, Dirk and Grydaki, Maria (2013): Debt and the U.S. Great Moderation.

Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1984): Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS. Published in: Annales de l'INSEE No. 54 (1984): pp. 31-62.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1985): Effectiveness versus reliability of policy actions under government budget constraint: the case of France.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1986): Forecasts and constraints on policy actions: the reliability of alternative instruments.

Bianchi, Carlo and Calzolari, Giorgio (1982): Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods. Published in: Evaluating the reliability of macro-economic models No. Ed. by G.C.Chow and P.Corsi, John Wiley & Sons, Ltd. (1982): pp. 251-277.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. Published in: Compstat 1976, Proceedings in Computational Statistics No. Ed. by J. Gordesch, and P. Naeve. Vienna: Physica Verlag (1976): pp. 407-415.

Bianchi, Carlo and Calzolari, Giorgio and Sartori, Franco (1982): Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana. Published in: Note Economiche, Monte dei Paschi di Siena No. 2 (1982): pp. 114-132.

Bianchi, Carlo and Calzolari, Giorgio and Weihs, Claus (1986): Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models.

Bilgili, Faik (2001): ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 17 (2001): pp. 37-53.

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

Bilgili, Faik (2006): A Dynamic Approach to Demand for Energy in Turkey.

Bilgili, Faik (2006): A Dynamic Approach to Demand for Energy in Turkey.

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

Bilgili, Faik (1998): Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 13 (1998): pp. 131-141.

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 (2002): VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması. Published in: Dokuz Eylül University, Faculty of Economics and Administrative Sciences Journal , Vol. 17, No. 1 : pp. 185-211.

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)

Bilgin, Cevat (2014): Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis. Published in: European Journal of Government and Economics , Vol. 3, No. June 2014 (June 2014): pp. 60-74.

Bisin, Alberto and Moro, Andrea (2020): Learning Epidemiology by Doing: The Empirical Implications of a Spatial SIR Model with Behavioral Responses.

Blache, Guillaume (2008): Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects.

Boskabadi, Elahe (2022): Economic policy uncertainty and forecast bias in the survey of professional forecasters.

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by Akaïke's information criteria.

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by modified Akaike's information criteria.

Bratanova, Alexandra and Robinson, Jacqueline and Wagner, Liam (2015): Modification of the LCOE model to estimate a cost of heat and power generation for Russia.

Brinca, Pedro and Iskrev, Nikolay and Loria, Francesca (2018): On Identification Issues in Business Cycle Accounting Models.

Bulla, Jan (2009): Hidden Markov models with t components. Increased persistence and other aspects.

Buncic, Daniel (2009): Understanding forecast failure in ESTAR models of real exchange rates.

Buncic, Daniel (2009): Understanding forecast failure of ESTAR models of real exchange rates.

Buncic, Daniel (2008): A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006).

Buncic, Daniel and Stern, Cord (2018): Forecast ranked tailored equity portfolios.

Bunčák, Tomáš (2013): Jump Processes in Exchange Rates Modeling.

Buss, Ginters (2010): A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle.

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.

Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.

Błażejowski, Marcin and Kufel, Paweł and Kufel, Tadeusz and Kwiatkowski, Jacek and Osińska, Magdalena (2018): Model selection for modeling the demand for narrow money in transitional economies.

Błażejowski, Marcin and Kufel, Paweł and Kwiatkowski, Jacek (2018): Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001). Published in: Journal of Applied Econometrics , Vol. 35, No. 5 (2 August 2020): pp. 645-652.

C

CHIKHI, Mohamed and Benguesmi, Tarek (2013): تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA.

Callado Muñoz, Francisco Jose and González Chapela, Jorge and Utrero González, Natalia (2014): Analysis of deviance in household financial portfolio choice: evidence from Spain.

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 Panattoni, Lorenzo (1988): Il problema della coerenza delle previsioni nei modelli econometrici non lineari. Published in: Atti della XXXIV Riunione Scientifica della Societa' Italiana di Statistica No. Siena: Nuova Immagine Editrice, Vol 2/1 (April 1988): pp. 271-278.

Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.

Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features. Published in: Brazilian Review of Econometrics

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

Chan, Tze-Haw and Chong, Lee Lee and Khong, Wye Leong Roy (2008): Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s).

Charles, Coleman (2003): Loss Functions for Detecting Outliers in Panel Data: An Introduction. Published in: The 13th Federal Forecasters Conference - 2003: Papers and Proceedings No. 2003 (2003): pp. 265-273.

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.

Chasco, Coro and López, Ana María and Guillain, Rachel (2008): The non-stationary influence of geography on the spatial agglomeration of production in the EU.

Chatelain, Jean-Bernard (2010): Can statistics do without artefacts? Published in: Prisme No. 19 (December 2010): pp. 1-39.

Chatelain, Jean-Bernard and Ralf, Kirsten (2018): Publish and Perish: Creative Destruction and Macroeconomic Theory. Published in: History of Economic Ideas , Vol. 2, No. 26 (2018): pp. 65-101.

Chatelain, Jean-Bernard and Ralf, Kirsten (2012): Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth.

Chen, Pian and Velamuri, Malathi (2009): Misspecification and Heterogeneity in Single-Index, Binary Choice Models.

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

Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.

Ciuiu, Daniel (2007): Gordon and Newell queueing networks and copulas. Published in: Yugoslav Journal of Operations Research , Vol. 19, No. 1 (July 2009): pp. 101-112.

Ciuiu, Daniel (2013): Qualitative variables and their reduction possibility. Application to time series models. Published in: Proceedings of the XI Balkan Conference on Operational Research, Belgrade & Zlatibor, 7-11 September, 2013 (November 2013): pp. 782-791.

Cornille, David and Meyler, Aidan (2010): The behaviour of consumer gas prices in an environment of high and volatile oil prices.

Costa Junior, Celso Jose (2009): Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea. Published in: Análise Econômica , Vol. 28, No. 54 (September 2010): pp. 141-161.

Cruz, Christopher John and Mapa, Dennis (2013): An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models.

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Das, Narasingha and Bera, Pinki (2020): Modelling cost function approach under panel data framework to estimate total factor productivity growth for the Indian manufacturing industries.

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

Deev, Oleg and Kajurova, Veronika and Stavarek, Daniel (2013): Testing rational speculative bubbles in Central European stock markets.

Degiannakis, Stavros (2004): Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model. Published in: Applied Financial Economics No. 14 (2004): pp. 1333-1342.

Degiannakis, Stavros (2008): Forecasting Vix. Published in: Journal of Money, Investment and Banking No. 4 (2008): pp. 5-19.

Degiannakis, Stavros (2004): Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model. Published in: Applied Financial Economics No. 14 (2004): pp. 1333-1342.

Degiannakis, Stavros and Filis, George and Hassani, Hossein (2015): Forecasting global stock market implied volatility indices. Published in: Journal of Empirical Finance No. 46 (2018): pp. 111-129.

Degiannakis, Stavros and Livada, Alexandra and Panas, Epaminondas (2008): Rolling-sampled parameters of ARCH and Levy-stable models. Published in: Applied Economics , Vol. 23, No. 40 (2008): pp. 3051-3067.

Degiannakis, Stavros and Xekalaki, Evdokia (2007): Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models. Published in: Applied Financial Economics No. 17 (2007): pp. 149-171.

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Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.

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Martin, Eisele and Zhu, Junyi (2013): Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions.

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

Medel, Carlos A. and Salgado, Sergio C. (2012): Does BIC Estimate and Forecast Better than AIC?

Melhem, Sadek and terraza, Michel and chikhi, Mohamed (2012): Cyclical Mackey Glass Model for Oil Bull Seasonal. Published in: The Journal of Energy and Development , Vol. 36, No. 2 (2012): pp. 165-178.

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Mensah, Emmanuel Kwasi (2015): Box-Jenkins modelling and forecasting of Brent crude oil price.

Miguel, Belmonte and Gary, Koop and Dimitris, Korobilis (2011): Hierarchical shrinkage in time-varying parameter models.

Mitze, Timo (2010): Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?

Mo, Pak Hung (2011): Minimum Wage Legislation and Economic Growth: Channels and Effects.

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

Moauro, Filippo (2010): A monthly indicator of employment in the euro area: real time analysis of indirect estimates.

Mohajan, Devajit (2023): Ponderal Index: An Important Anthropometric Indicator for Physical Growth. Published in: Journal of Innovations in Medical Research , Vol. 2, No. 6 (14 June 2023): pp. 15-19.

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Mohajan, Devajit and Mohajan, Haradhan (2023): An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint. Published in: Law and Economy , Vol. 2, No. 7 (26 July 2023): pp. 24-43.

Mohajan, Devajit and Mohajan, Haradhan (2023): A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation. Published in: Law and Economy , Vol. 2, No. 5 (12 May 2023): pp. 27-33.

Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case. Published in: Annals of Spiru Haret University Economic Series , Vol. 23, No. 1 (31 March 2023): pp. 167-185.

Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials. Published in: Frontiers in Management Scienc , Vol. 2, No. 2 (28 February 2023): pp. 13-28.

Mohajan, Devajit and Mohajan, Haradhan (2022): Utility Maximization Analysis of an Organization: A Mathematical Economic Procedure. Published in: Law and Economy , Vol. 3, No. 1 (26 December 2022): pp. 1-15.

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Molnar, Jozsef and Violi, Roberto and Zhou, Xiaolan (2010): Multimarket Contact in Italian Retail Banking: Competition and Welfare. Forthcoming in: International Journal of Industrial Organization , Vol. 31, No. 5 (September 2013): pp. 368-381.

Mothuti, Gosego and Phiri, Andrew (2018): inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?

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

Mubarak, Fadhlul and Wulandya, Siti Arni and Seran, Karlina and Soleh, Agus M and Andriansyah, Andriansyah (2017): Pemodelan Tingkat Suku Bunga Surat Perbendaharaan Negara 3 Bulan. Published in: Kajian Ekonomi & Keuangan , Vol. 3, No. 1 (9 March 2018): pp. 217-228.

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Nazir, Sidra (2017): Encompassing Of Nested and Non-nested Models:Energy-Growth Models.

Nchofoung, Tii and Asongu, Simplice (2021): ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds.

Nguyen, Duc Khuong and Walther, Thomas (2017): Modeling and forecasting commodity market volatility with long-term economic and financial variables.

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Nyholm, Juho (2017): Residual-based diagnostic tests for noninvertible ARMA models.

Nyoni, Bothwell and Phiri, Andrew (2018): Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent? Published in:

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O'Hare, Colin and Li, Youwei (2014): Identifying structural breaks in stochastic mortality models. Forthcoming in: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B. Mechanical Engineering

O'Hare, Colin and Li, Youwei (2016): Modelling mortality: Are we heading in the right direction?

O'Hare, Colin and Li, Youwei (2016): Models of Mortality rates - analysing the residuals.

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Omotosho, Babatunde S. and Doguwa, Sani I. (2012): Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective. Published in: CBN Journal of Applied Statistics , Vol. 3, No. 2 (1 June 2012): pp. 51-74.

Ortigueira, Luis C. (2010): Citizen Satisfaction with Local Public Policies: A Spanish Case Study Based on Image Strategy.

Owyang, Michael T. and Piger, Jeremy and Wall, Howard J. (2012): Forecasting national recessions using state-level data.

Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm.

Ozun, Alper and Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation.

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Pacifico, Antonio (2022): Hierarchical Bayesian Fuzzy Clustering Approach for High Dimensional Linear Time-Series. Forthcoming in: NA , Vol. NA, No. Fuzzy Clustering Analysis : pp. 1-30.

Palombizio, Ennio A. (2007): Mutual Funds and Segregated Funds: A Comparison.

Pedini, Luca and Severini, Sabrina (2022): Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis.

Peng, Fei and Kang, Lili and Jiang, Jun (2011): Selection and institutional shareholder activism in Chinese acquisitions. Published in: Management Decision , Vol. 51, No. 1 (February 2013): pp. 141-162.

Perdomo Calvo, Jorge Andrés (2015): The Effects of the Bus Rapid Transit Infrastructure on the Property Values in Colombia. Published in: Travel Behaviour and Society , Vol. 6, (25 August 2016): pp. 90-99.

Phiri, Andrew (2016): Asymmetric pass-through effects from monetary policy to housing prices in South Africa.

Phiri, Andrew (2018): Endogenous monetary approach to optimal inflation-growth nexus in Swaziland.

Phiri, Andrew (2017): The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis.

Phiri, Andrew (2020): Genetic diversity, disease prevalence and the coronavirus pandemic.

Phiri, Andrew (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.

Phiri, Andrew (2016): Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective.

Phiri, Andrew (2018): Pursuing the Phillips curve in an African monarchy: The Swazi case.

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

Phiri, Andrew (2017): Threshold convergence between the federal fund rate and South African equity returns around the colocation period.

Pieroni, Luca and d'Agostino, Giorgio and Bartolucci, Francesco (2013): Identifying corruption through latent class models: evidence from transition economies.

Pincheira, Pablo (2017): A Power Booster Factor for Out-of-Sample Tests of Predictability.

Pincheira, Pablo and Hardy, Nicolas (2022): Correlation Based Tests of Predictability.

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 (2018): The predictive relationship between exchange rate expectations and base metal prices.

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.

Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.

Piribauer, Philipp and Fischer, Manfred M. (2014): Model uncertainty in matrix exponential spatial growth regression models. Published in: Geographical Analysis , Vol. 47, No. 3 (2015): pp. 240-261.

Ponomareva, Natalia and Sheen, Jeffrey and Wang, Ben (2015): The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?

Proietti, Tommaso (2009): The Multistep Beveridge-Nelson Decomposition.

Proietti, Tommaso and Luati, Alessandra (2013): The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.

Prowse, Victoria (2012): Modeling employment dynamics with state dependence and unobserved heterogeneity.

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 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.

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Qin, Duo and He, Xinhua (2011): Globalisation effect on inflation in the great moderation era: new evidence from G10 countries.

Quaas, Georg (2006): Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59.

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Rajaraman, Indira and Goyal, Rajan and Khundrakpam, Jeevan Kumar (2006): Tax Buoyancy Estimates for Indian States. Published in: Economic and Political Weekly , Vol. 41, No. 16 (22 April 2006): pp. 1570-1573.

Rao, B. Bhaskara and Rao, Gyaneshwar (2007): Structural breaks and energy efficiency in Fiji.

Rao, Surekha and Ghali, Moheb and Krieg, John (2008): On the J-test for nonnested hypotheses and Bayesian extension.

Rehman, Atiq-ur- and Malik, Muhammad Irfan (2014): The modified R a robust measure of association for time series. Published in: Electronic Journal of Applied Statistical Analysis , Vol. 7, No. 1 (26 April 2014): pp. 1-13.

Riccetti, Luca and Russo, Alberto and Gallegati, Mauro (2015): Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy.

Rodríguez, Carlos A. (2004): A P* Model of Inflation in Puerto Rico. Published in: American Review of Political Economy , Vol. 2, No. 2 (September 2004): pp. 16-41.

Rossi, Barbara and Wang, Yiru (2019): Vector autoregressive-based Granger causality test in the presence of instabilities. Published in: The Stata Journal , Vol. 19, No. 4 (December 2019): pp. 883-899.

Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis.

Rubio, Gonzalo and Lozano, Martin (2009): Evaluating alternative methods for testing asset pricing models with historical data. Forthcoming in: Journal of Empirical Finance

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

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

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

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Sabaj, Ernil and Kahveci, Mustafa (2018): Forecasting tax revenues in an emerging economy: The case of Albania.

Santos, Edward P. and Mapa, Dennis S. and Glindro, Eloisa T. (2011): Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT).

Sen, S. K. and Mukhopadhyay, I and Gupta, S (2011): A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route.

Sen, S. K. and Mukhopadhyay, I and Gupta, S (2011): Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route.

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2007): Practical Volatility Modeling for Financial Market Risk Management.

Shijaku, Gerti (2016): The role of money as an important pillar for monetary policy: the case of Albania. Published in:

Shijaku, Gerti and Dushku, Elona (2017): Foreign reserve holdings: an extended study through risk-inspired motives. Published in: Economic Review, Bank of Albania No. 2016 H2 (2017): pp. 40-51.

Shobande, Olatunji and Asongu, Simplice A (2022): The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. Published in: Technological Forecasting and Social Chang , Vol. 176, No. March (March 2022): p. 121480.

Simwaka, Kisu (2012): Testing for time-varying fractional cointegration using the bootstrap approach.

Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.

Sirucek, Martin (2012): The impact of money supply on stock prices and stock bubbles. Forthcoming in:

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

Situngkir, Hokky and Surya, Yohanes (2006): Kerangka Kerja Ekonofisika dalam Basel II. Published in:

Skribans, Valerijs (2010): Investments model development with the system dynamic method. Published in: Social Research, Economics and Management: Current Issues and Perspectives , Vol. 2 (18), (2010): pp. 104-114.

Steel, Mark F. J. (2017): Model Averaging and its Use in Economics.

Steel, Mark F. J. (2017): Model Averaging and its Use in Economics. Forthcoming in: Journal of Economic Literature No. forthcoming

Subramaniam, Viswanatha (2021): Developmment aceleration - a practical methodology.

Subramaniam, Viswanatha (1975): Productivity Implications of Performance Appraisal System (Full Version). Published in: Amazon , Vol. 1, No. 3838374363 (14 June 2010): pp. 1-47.

Sucarrat, Genaro (2019): User-Specified General-to-Specific and Indicator Saturation Methods.

Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

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Tan, Fei (2018): A Frequency-Domain Approach to Dynamic Macroeconomic Models.

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

Tchamyou, Vanessa and Asongu, Simplice (2017): Conditional Market Timing in the Mutual Fund Industry. Published in: Research in International Business and Finance , Vol. 42, No. December (December 2017): pp. 1355-1366.

Teneng, Dean (2012): Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian.

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

Teneng, Dean (2013): Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes.

Teneng, Dean (2013): A note on NIG-Levy process in asset price modeling: case of Estonian companies.

Tommaso, Proietti and Helmut, Luetkepohl (2011): Does the Box-Cox transformation help in forecasting macroeconomic time series?

Travaglini, Guido (2011): Principal Components and Factor Analysis. A Comparative Study.

Tsyplakov, Alexander (2011): Evaluating density forecasts: a comment.

Tsyplakov, Alexander (2013): Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments.

Tsyplakov, Alexander (2014): Theoretical guidelines for a partially informed forecast examiner.

Tuysuz, Sukriye and Kuhry, Yves (2007): Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK.

Tóth, Peter (2014): Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP.

Tóth, Peter (2017): Nowcasting Slovak GDP by a Small Dynamic Factor Model. Forthcoming in: Ekonomický časopis / Journal of Economics , Vol. 65, No. 2 (2017)

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Valadkhani, Abbas (2006): Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran. Published in: Journal of Energy and Development , Vol. 31, No. 2 (2006): pp. 261-282.

Valdivia, Daney and Loayza, Lilian (2010): Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia.

Varga, Gyorgy (2009): Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil. Published in: Revista Brasileira de Economia , Vol. 63, No. 4 : pp. 361-394.

Vayi, Xolisa and Phiri, Andrew (2018): A sequential panel selection approach to cointegration analysis: An application to Wagner's law for South African provincial data.

Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models.

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Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.

Wang, Hung-jen and Schmidt, Peter (2001): One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels. Published in: Journal of Productivity Analysis , Vol. 2, No. 18 (2002): pp. 129-144.

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

Wlazlowski, Szymon and Binner, Jane and Giulietti, Monica and Joseph, Nathan (2006): Non-linearities in mark-up on costs. Published in: Aston Working Papers No. 2006 (2006): pp. 1-21.

Wong, Maisy (2010): The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models.

X

Xiao, Tim (2019): Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.

Xiao, Tim (2019): Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk.

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.

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Yan, Jin and Yoo, Hong Il (2014): The seeming unreliability of rank-ordered data as a consequence of model misspecification.

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

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 (2017): Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing. Published in: Journal of Risk Model Validation , Vol. 11, No. 3 (January 2017)

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

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

Yeboah Asuamah, Samuel (2015): An econometric investigation of forecasting liquefied petroleum gas in Ghana.

Yin, Ming (2015): Estimating Gaussian Mixture Autoregressive model with Sequential Monte Carlo algorithm: A parallel GPU implementation.

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Zagaglia, Paolo (2014): International portfolio allocation with European fixed-income funds: What scope for Italian funds?

Zarei, Samira (2019): How do Real Exchange Rate Movements Affect the Economic Growth in Iran?

Zhou, Siwen (2018): Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach.

Zhu, Ke (2012): A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach.

Zhu, Ke and Li, Wai Keung and Yu, Philip L.H. (2014): Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates.

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