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

Arabic

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

English

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

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 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.

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.

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

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.

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.

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.

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.

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

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.

Degiannakis, Stavros and Xekalaki, Evdokia (2008): SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework. Published in: Applied Financial Economics Letters , Vol. 6, No. 4 (2008): pp. 419-423.

Degiannakis, Stavros and Xekalaki, Evdokia (2007): Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes. Published in: Applied Financial Economics Letters No. 3 (2007): pp. 31-37.

Desogus, Marco (2020): The stochastic dynamics of business evaluations using Markov models. Published in: International Journal of Contemporary Mathematical Sciences , Vol. 15, No. 1 (2020): pp. 53-60.

Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.

Dinda, Soumyananda (2012): China Integrates Asia with the World: An Empirical Study. Published in: Journal of Chinese Economic and Foreign Trade Studies , Vol. 7, No. 2 (November 2014): pp. 70-89.

Dinda, Soumyananda (2015): A Note on DD Approach.

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending?

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case.

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text).

Dobrescu, Emilian (2001): Introduction into macroeconomic modeling foundations. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 39-88.

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

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

Doko Tchatoka, Firmin (2011): Testing for partial exogeneity with weak identification.

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

Dondashe, Nandipha and Phiri, Andrew (2018): Determinants of FDI in South Africa: Do macroeconomic variables matter?

Dragomirescu-Gaina, Catalin and Elia, Leandro and Weber, Anke (2014): A fast-forward look at tertiary education attainment in Europe 2020.

Druica, Elena and Goschin, Zizi (2016): Does Economic Status Matter for the Regional Variation of Malnutrition-Related Diabetes in Romania? Temporal Clustering and Spatial Analyses. Published in: Journal of Applied Quantitative Methods , Vol. 11, No. 4 (2016)

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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.

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

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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:

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

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

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

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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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French

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.

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El Bouhadi, A. and Elkhider, Abdelkader and Kchirid, El Mustapha and Idriss, El Abbassi (2008): LES déterminants du taux de change au Maroc : Une étude empirique.

El Bouhadi, A. and Ounir, A. and El Maguiri, M. (2008): Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca.

Ghassan, Hassan B. (2003): Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme.

LONZO LUBU, Gastonfils (2014): TAILLE OPTIMALE DE L’ETAT EN RD CONGO.

Lahiani, Amine and Yousfi, Ouidad (2007): Modèls Garch à la mémoire longue: application aux taux de change tunisiens. Published in: Euro-Mediterranean Economics and Finance Review , Vol. 3, No. 4 (2008): pp. 106-122.

German

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

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

Indonesian

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.

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:

Italian

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.

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Doretti, Marco (2012): Modelli di scoring per il rischio paese.

Portuguese

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.

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.

Russian

Kaluzhsky, Mikhail (1999): Методологические основы системного анализа социально-экономических процессов. Published in: Проблемы развития Омского Прииртышья в переходный период. – Омск: Омский ф-л ВЗФЭИ (1999): pp. 225-239.

Maiorova, Ksenia and Fokin, Nikita (2020): Наукастинг темпов роста стоимостных объемов экспорта и импорта по товарным группам.

Olenev, Nicholas (2006): Параллельные вычисления в математическом моделировании региональной экономики // Параллельные вычислительные технологии - 2007. Труды первой международной научной конференции. Челябинск: Изд-во Южно-Уральского государственного университета, 2007. C.140-151. Published in: (29 January 2007): pp. 140-151.

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

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

Slovak

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

Spanish

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

Freire González, Paulo Alejandro and Vivar Aguilar, Mayra Isabel and Maldonado, Diego (2010): Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano. Published in: Notas Tecnicas , Vol. 1, No. 1 (17 March 2010): pp. 1-58.

Herrera Gómez, Marcos and Mur Lacambra, Jesús and Ruiz Marín, Manuel (2011): ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos.

Jorge Andres, Perdomo Calvo and Jorge Andres, Perdomo Calvo (2010): Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales. Published in: Lecturas de Economia , Vol. 1, No. 73 (July 2010): pp. 51-65.

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.

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

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.

Turkish

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 (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.