Items where Subject is "C87 - Econometric Software"

English

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

Aguirregabiria, Victor (2009): Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application.

Ahmadzadeh Mashinchi, Sina (2010): The impact of the global economic crisis on non-oil operations of ports in Iran. Published in: Middle East Journal of Scientific Research (ISI Indexed) , Vol. 9, No. 5 (15 November 2011): pp. 596-601.

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Azzato, Jeffrey D. and Krawczyk, Jacek (2008): InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek (2007): Using a finite horizon numerical optimisation method for a periodic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek B. (2006): SOCSol4L: An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek B. (2008): A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek B. (2008): A report on using parallel MATLAB for solutions to stochastic optimal control problems.

Ballester, Coralio and Vorsatz, Marc and Ponti, Giovanni (2021): Uncovering seeds.

Becherair, Amrane (2014): Institutions and Economic Growth in the MENA Countries: An Empirical Investigation by Using Panel data model.

Bianchi, Carlo and Calzolari, Giorgio (1979): Condensed version of the OECD foreign trade by commodities tapes. Published in: IBM Technical Disclosure Bulletin , Vol. 22, No. 5 (October 1979): pp. 1944-1946.

Bianchi, Carlo and Calzolari, Giorgio (1980): A simulation approach to some dynamic properties of econometric models. Published in: Mathematical Programming and its Economic Application, ed. by G. Castellani, and P. Mazzoleni No. Milano: Franco Angeli Editore (1981): pp. 607-621.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paoli (1974): Interactive management of time series. Published in: IBM Technical Disclosure Bulletin , Vol. 17, No. 6 (November 1974): pp. 1653-1657.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1974): Interactive management of time series. Published in: IBM Italy Technical Report No. CSP022 / G513-3530 No.38 (May 1974): pp. 1-43.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1978): Stochastic simulation of econometric models: installation procedures and user's instructions. Published in: IBM Italy Technical Report No. G513-3568 (March 1978): pp. 1-46.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1978): Stochastic simulation: a package for Monte Carlo experiments on econometric models. Published in: IBM Technical Disclosure Bulletin , Vol. 20, No. 10 (March 1978): pp. 3972-3975.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): User defined functions and operators. Published in: IBM Technical Disclosure Bulletin , Vol. 19, No. 4 (September 1976): pp. 1300-1302.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Utilizing a program loaded into the user program area to load another module in the same user program area. Published in: IBM Technical Disclosure Bulletin , Vol. 19, No. 4 (September 1976): pp. 1303-1305.

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

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Sitzia, Bruno (1976): Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects. Published in: IBM Italy Technical Report N.53 No. G513-3545 (1976): pp. 1-36.

Bianchi, Carlo and Calzolari, Giorgio and Doret, Remi (1978): Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models. Published in: IBM Italy Technical Report No. Z513-5101 (December 1978): pp. 1-26.

Bianchi, Carlo and Calzolari, Giorgio and Lischi, Pierluigi (1978): A manageable support for the O.E.C.D. data on foreign trade by commodities. Published in: IBM Italy Technical Report No. G513-3567 (January 1978): pp. 1-20.

Blazejowski, Marcin and Kwiatkowski, Jacek (2013): Bayesian Model Averaging and Jointness Measures for gretl. Published in: Journal of Statistical Software , Vol. 68, No. 5 (24 November 2015)

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

Buda, Rodolphe (2005): Relevance of an accuracy control module - implementation into an economic modelling software.

Calzolari, Giorgio (1974): Interactive management for time series. Published in: Compstat 1974, Proceedings in Computational Statistics (1974): pp. 468-478.

Calzolari, Giorgio and Ciriani, Tito A. and Corsi, Paolo (1976): Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models. Published in: IBM Italy Technical Report No. G513-3544 (June 1976): pp. 1-42.

Caragea, Nicoleta and Alexandru, Ciprian Antoniade and Dobre, Ana Maria (2012): Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania. Published in: The Proceedings of the VIth International Conference on Globalization and Higher Education in Economics and Business Administration

Carbajal De Nova, Carolina (2014): Synthetic data: an endogeneity simulation.

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

Clarke, Damian and Tapia Schythe, Kathya (2020): Implementing the Panel Event Study.

Danne, Christian (2015): VARsignR: Estimating VARs using sign restrictions in R.

Dobre, Ana Maria (2013): Statistical Analysis of International Migration Using R Software.

Gomez-Ruano, Gerardo (2020): Data Science: A Primer for Economists.

Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019.

Hegadekatti, Kartik and S G, Yatish (2017): The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer through Blockchain Networks. Published in: Economic Growth eJournal , Vol. 09, No. 58 (11 July 2017)

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm

Iqbal, Javed (2012): Comparing performance of statistical models for individual’s ability index and ranking.

Iqbal, Javed and Rehman, Muhammad and Ur-Rehman, Hafeez (2011): Nonlinearity In Inflation, A Case of Pakistan. Published in: Pakistan Economic and Social Review , Vol. 49, No. 1 (21 July 2011): 01-12.

Jong, Meng-Chang (2020): Empirical Review on Tourism Demand and COVID-19.

Khouiled, Brahim (2018): Tests of Homogeneity in Panel Data with EViews.

Kiviet, Jan (2019): Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues.

Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.

Korobilis, Dimitris and Koop, Gary (2020): Bayesian dynamic variable selection in high dimensions.

Kranz, Sebastian (2024): From Replications to Revelations: Heteroskedasticity-Robust Inference.

Krawczyk, Jacek B. and Azzato, Jeffrey D. (2006): A report on NISOCSol: An algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints.

Kulaksizoglu, Tamer (2012): Numerical accuracy of Ox 6.2.

Kulaksizoglu, Tamer (2015): Object-Oriented Econometrics with Ox.

Kumara, Ajantha Sisira (2022): Researching with Secondary Data: A brief overview of possibilities and limitations from the viewpoint of social research.

Kundurjiev, T. and Salchev, Petko (2011): Technical efficiency of hospital psychiatric care in Bulgaria – assessment using Data Envelopment Analysis.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities.

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. (2014): Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities.

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.

Leogrande, Angelo (2024): Unlocking Hidden Value: A Framework for Transforming Dark Data in Organizational Decision-Making.

Levent, Korap (2007): Information content of exchange rate volatility: Turkish experience. Published in: International Business and Economics Research Journal , Vol. 6, No. 2 (2007): pp. 9-14.

Medel, Carlos A. (2014): A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986-2009 with X-12-ARIMA.

Millo, Giovanni (2014): Robust standard error estimators for panel models: a unifying approach.

Mishra, SK (2012): Global optimization of some difficult benchmark functions by cuckoo-host co-evolution meta-heuristics.

Mishra, SK (2004): On generating correlated random variables with a given valid or invalid Correlation matrix.

Mishra, SK (2004): Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm.

Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments.

Mishra, SK (2009): The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization.

Mishra, SK (2008): A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores.

Mishra, Sudhanshu K (2014): What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?

Mukherjee, Soumyatanu (2011): Roaring Food Prices in India.

Nwaobi, Godwin (2023): An Impact Evaluation of Digital Cash Transfers Scheme on Income Poverty in Nigeria.

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

Ofori, Isaac K (2021): Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning. Forthcoming in:

Osińska, Magdalena and Kufel, Tadeusz and Blazejowski, Marcin and Kufel, Pawel (2016): Modeling mechanism of economic growth using threshold autoregression models. Published in: Empirical Economics , Vol. 58, No. 3 (March 2020): pp. 1381-1430.

Parrini, Alessandro (2012): Indirect estimation of GARCH models with alpha-stable innovations.

Pfarr, Christian and Schmid, Andreas and Schneider, Udo (2010): Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure.

Pfarr, Christian and Schmid, Andreas and Schneider, Udo (2010): Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure.

Pillai N., Vijayamohanan (2016): Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models.

Pyzhov, Vladislav and Pyzhov, Stanislav (2017): Comparison of methods of data mining techniques for the predictive accuracy.

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

Saraswat, Deepak (2011): Effect of employment guarantee on access to credit: Evidence from rural India.

Sax, Christoph and Steiner, Peter (2013): Temporal Disaggregation of Time Series. Published in: The R Journal , Vol. 5, No. 2 (December 2013): pp. 80-87.

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

Sucarrat, Genaro (2020): garchx: Flexible and Robust GARCH-X Modelling.

Suchánek, Petr (2009): Communication and Procedural Models of the E-commerce Systems. Published in: Transactions of the VŠB – Technical University of Ostrava, Mechanical Series (December 2009): pp. 139-144.

Temel, Tugrul (2011): Estimation of a system of national accounts: implementation with mathematica.

Villa, Juan M. (2012): Simplifying the estimation of difference in differences treatment effects with Stata.

Weihs, Claus and Calzolari, Giorgio and Panattoni, Lorenzo (1986): The behavior of trust-region methods in FIML estimation. Published in: Computing , Vol. 38, No. 38 (1987): pp. 89-100.

Yaya, OlaOluwa A and Gil-Alana, Luis A. (2018): Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.

Yoo, Hong Il (2019): lclogit2: An enhanced module to estimate latent class conditional logit models.

Zaghdoudi, Taha (2014): ivporbit:An R package to estimate the probit model with continuous endogenous regressors.

French

Buda, Rodolphe (2008): Contrôle des systèmes de modélisation : un exemple de codage et de traçabilité des données.

Buda, Rodolphe (1994): La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement.

Buda, Rodolphe (2001): Les algorithmes de la modélisation : une analyse critique pour la modélisation économique.

Italian

Bianchi, Carlo and Calzolari, Giorgio and Ciriani, Tito A. and Corsi, Paolo and Cleur, Eugene M. and Sitzia, Bruno and Romagnoli, Gian C. (1976): Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971. Published in: Teoria dei Sistemi ed Economia, a cura della Segreteria del G.E.S., prefazione di S. Lombardini e A. Ruberti No. Bologna: Il Mulino (1976): pp. 193-219.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1975): DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici. Published in: IBM Italy Technical Report No. CSP030/513-3538 (October 1975): pp. 1-88.

Calzolari, Giorgio (1973): IMTS: un linguaggio per la gestione dell'archivio delle serie storiche. Published in: IBM Italia, Centro Scientifico di Pisa, Nota tecnica No. NTP005/513-3704 (December 1973): pp. 1-41.

Russian

Dushyn, Oleksiy and Dushyn, Borys (2024): Извлечение информации из редких событий в регрессионном анализе.

Karpov, Valery and Mozzherina, Nadezhda and Andreeva, Elena (2009): Использование CASE-технологий при моделировании организации предпринимательской деятельности в агропромышленном комплексе. Published in: Экономика региона: интеллект, инновации, предпринимательство: Материалы Международной научно-практической конференции (11 дек. 2009 г.). (2009): pp. 188-191.

Spanish

Medel-Ramírez, Carlos and Medel-López, Hilario and Lara-Mérida, Jennifer (2021): (SARS-CoV-2) COVID 19: Vigilancia genómica y evaluación del impacto en la población hablante de lengua indígena en México.

Ramírez, Nerys F. (2013): Determinantes de la Pobreza y Vulnerabilidad Social en República Dominicana. 2000-2012. Published in:

Urbina, Jilber (2017): Eficiencia técnica en la producción de café en Nicaragua: Un análisis de fronteras estocásticas.