Mar 30 2023 Adam J. Check , Ming Chien Lo and Kwok Ping Tsang   Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Tiago Alves , João Amador and Francisco Gonçalves   Assessing the scoreboard of the EU macroeconomic imbalances procedure: (machine) learning from decisions   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Yuta Kurose   Bayesian GARCH modeling for return and range   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Peter L Ormosi and Franco Mariuzzo   Independent vs major record labels: Do they have the same streaming power (law)?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2022 Xiaojie Xu and Yun Zhang   Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 20 2022 Benjamin Tello   Stability and Contractual Efficiency in Matching with Contracts and Lexicographic Preferences   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2020 Ba Chu and Shafiullah Qureshi   Predicting the COVID-19 pandemic in Canada and the US   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2020 Jéfferson A. Colombo and Martinho R. Lazzari   Same, but different? A state-level chronology of the 2014-2016 Brazilian economic recession and comparisons with the GFC and (early data on) COVID-19   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 24 2020 Jean-bernard Chatelain and Kirsten Ralf   The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2020 Ismail Saglam   Measuring external stability in one-to-one matching   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2019 Arne Steinkraus   Estimating Treatment Effects With Artificial Neural Nets – A Comparison to Synthetic Control Method   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 12 2019 Edoardo Gaffeo , Lucio Gobbi and Massimo Molinari   Liquidity contagion with a “first-in/first-out” seniority of claims   Abstract  Contact Information  Citation  Full Text  -  Comment   Oct 25 2019 Jean-Bernard Chatelain and Kirsten Ralf   A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2019 Xiaojie Xu   Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 01 2017 José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata   Efficient portfolios and the generalized hyperbolic distribution   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 19 2017 Paulo Sergio Ceretta and Alexandre Silva Da costa   The Gap Effect on the Brazilian Exchange   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 05 2017 Nicolas Wesner   Multi-objective optimization via visualization   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 21 2015 Kohei Shiozawa   Note on goodness-of-fit measures for the revealed preference test: The computational complexity of the minimum cost index   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2015 Katsuhiro Sugita   Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2015 António Neto   The Portuguese high school match   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2015 Konstantinos N. Konstantakis and Panayotis G. Michaelides   Step-by-Step Causality Revisited: Theory and Evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 04 2013 Viktor Manahov and Robert Hudson   New Evidence of Technical Trading Profitability   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 18 2013 Marcelo Brutti Righi and Paulo Sergio Ceretta   Pair Copula Construction based Expected Shortfall estimation   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2013 Sudhanshu K Mishra   Global Optimization of Some Difficult Benchmark Functions by Host-Parasite Coevolutionary Algorithm   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Copula based Dynamic Hedging Strategy with Futures   Abstract  Contact Information  Citation  Full Text  -  Note   May 23 2012 Mustafa Oguz Afacan   On The "Group Non-bossiness" Property   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 25 2012 Jaqueson K. Galimberti and Sergio da Silva   An empirical case against the use of genetic-based learning classifier systems as forecasting devices   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2011 Elena B. Pokryshevskaya and Evgeny A. Antipov   Applying a CART-based approach for the diagnostics of mass appraisal models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 05 2011 Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva   Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 28 2010 Zahid Asghar and Nighat Jahandad   Causal order between money, income and price through graph theoretic approach for Pakistan   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 30 2010 Marco Maria Sorge   A note on Kalman filter approach to solution of rational expectations models   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2009 Juan Gabriel Brida and W. Adrian Risso   Dynamic and Structure of the Italian stock market based on returns and volume trading   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2009 Katsuhiro Sugita   A Monte Carlo comparison of Bayesian testing for cointegration rank   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 28 2008 Robert Phillips   On calculating estimates of stratified error-components models   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 21 2008 Sergio Da Silva , Raul Matsushita and Ricardo Giglio   The relative efficiency of stockmarkets   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 27 2008 Hisashi Tanizaki   A Simple Gamma Random Number Generator for Arbitrary Shape Parameters   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 05 2007 Panos Fousekis   Multiple Markets Within the EU? Empirical Evidence From Pork and Poultry Prices in 14 EU Member Countrties   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 09 2007 Thanasis Stengos and Dianqin Wang   An algorithm for censored quantile regressions   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 06 2006 Jonas Andersson   Searching for the DGP when forecasting - Is it always meaningful for small samples?   Abstract  Contact Information  Citation  Full Text  -  Note   May 01 2004 Stefano Fachin   Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment   Abstract  Contact Information  Citation  Full Text  -  Comment   Sep 17 2002 Stanislav Anatolyev and Andrey Vasnev   Markov chain approximation in bootstrapping autoregressions   Abstract  Contact Information  Citation  Full Text  -  Note