Econometrics

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0509006: Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks

Maurício Une and Marcelo Savino Portugal

0509005: Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility

Maurício Une and Marcelo Savino Portugal

0509004: Bayesian Stochastic Frontier Analysis Using WinBUGS

Jim Griffin and Mark Steel

0509003: Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment

Matthias Kredler

0509002: From Fault Tree to Credit Risk Assessment: A Case Study

Hayette Gatfaoui

0509001: Dirichlet-Multinomial Regression

Paulo Guimaraes and Richard Lindrooth

0508019: Econometric Model for Cement demand and supply in Bolivia

Melitón Ramirez Mattos

0508018: Robus Standard Error Estimation in Fixed-Effects Panel Models

Gabor Kezdi

0508017: Classical Estimation of Multivariate Markov-Switching Models using MSVARlib

Benoit Bellone

0508016: Regression with R

Miguel Rodrigues

0508015: The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications

Oleg Korenok and Stanislav Radchenko

0508014: Total Factor Productivity Growth in Finland 1960 − 1999

Rana Bose

0508013: Estimating Short and Long Run Relationships: A Guide to the Applied Economist

B. Rao

0508012: Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market

Prof Rajagopal

0508011: Robustness or Efficiency, A Test to Solve the Dilemma

Catherine Dehon, Marjorie Gassner and Vincenzo Verardi

0508010: Subsampling Cointegration Ranks in Large Systems

Pu Chen and Chih-Ying Hsiao

0508009: A maximal moment inequality for long range dependent time series with applications to estimation and model selection

Ching-Kang Ing and Ching-Zong Wei

0508008: Parametric and semiparametric specification tests for binary choice models: a comparative simulation study

Isabel Proença and João Santos Silva

0508007: A Bootstrap Test for Single Index Models

Wolfgang Haerdle, Enno Mammen and Isabel Proença

0508006: A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian

Isabel Proença

0508005: A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab

Matthias Mohr

0508004: A Trend-Cycle(-Season) Filter

Matthias Mohr

0508003: Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?

Catalin Starica, Stefano Herzel and Tomas Nord

0508002: Forecasting in Continuous Double Auction

Martin Smid

0508001: The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management

Feng Dai and Lin Liang

0507014: Seasonally specific model analysis of UK cereals prices

Philip Kostov and John Lingard

0507013: Assessing Forecast Performance in a VEC Model: An Empirical Examination

Zacharias Bragoudakis

0507012: Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging

Feng Dai, Hui Liu and Ying Wang

0507011: Regional Empirics for Economic Disparities in Italy: 1951-2001

Giovanni Giorgi, Maria Grazia Pittau and Roberto Zelli

0507010: A proposal of poverty measures based on the Bonferroni inequality index

Giovanni Giorgi and Michele Crescenzi

0507009: Encounter with the Italian Statistical School: A conversation with Carlo Benedetti

Giovanni Giorgi

0507008: Sampling distribution of the Bonferroni inequality index from exponential population

Giovanni Giorgi and Riccardo Mondani

0507007: Bayesian estimation of the Bonferroni index from a Pareto-type I population

Giovanni Giorgi and Michele Crescenzi

0507006: Distribution-free estimation of the Gini inequality index: the kernel method approach

Pier Luigi Conti and Giovanni Giorgi

0507005: About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data

Giovanni Giorgi and Andrea Pallini

0507004: A look at the Bonferroni inequality measure in a reliability framework

Giovanni Giorgi and Michele Crescenzi

0507003: Estimating the Underground Economy using MIMIC Models

Trevor Breusch

0507002: Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units

Stefano Fachin

0507001: A NEW METHOD FOR ESTIMATING THE ORDER OF INTEGRATION OF FRACTIONALLY INTEGRATED PROCESSES USING BISPECTRA

Mehmet Dalkır

0506010: New Panel Unit Root Tests under Cross Section Dependence for Practitioners

Donggyu Sul

0506009: A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios

Hsiang-Tai Lee and Jonathan Yoder

0506008: Liberalisation and it’s effect on inequality in developing countries-A case study on India

Supreena Narayanan

0506007: Structural change in Export and economics growth: Analysis for spain (1980-2001)

Zaharey

0506006: Inspiration About The Economy

ZhaoYuan Wang

0506005: LES REGROUPEMENTS MUNICIPAUX AU QUÉBEC ET LEUR INCIDENCE SUR LA MASSE SALARIALE DES MUNICIPALITÉS: 1992-2000

Gino Santarossa and Marie-Ève Brouard

0506004: Another Look At What To Do With Time-Series Cross-Section Data

Xiujian Chen, Shu Lin and W. Reed

0506003: Adaptive Estimation of the Regression Discontinuity Model

Yixiao Sun

0506002: THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES

Jakob Madsen and Costas Milas

0506001: The effect on retail charges of mergers in the GB electricity market

Evens Salies

0505008: Informatique, organisation du travail et intéractions sociales

Nathalie Greenan and Emmanuelle Walkowiak