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Nov 14 2020 Jingyu Song , Paul V Preckel and Michael S Delgado
  Fractional logit estimation under varying spatial resolution
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 30 2020 Elena Lagomarsino
  A graphical approach to select the nested structure of a CES function
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 18 2020 Alejandro Esteller-Moré
  A Basic Model of Optimal Tax Enforcement under Liquidity Constraints
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 18 2020 Jerome Creel
  Fiscal space in the euro area before Covid-19
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 02 2020 Ana Brochado and Vitorino Martins
  Determining the number of components in mixture regression models: an experimental design
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 02 2020 Bodo Herzog
  Modelling the Interaction of Liquidity to Price Dynamics
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 29 2020 Masaya Nishihata and Taisuke Otsu
  Conditional GMM estimation for gravity models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 05 2020 Tao Gu
  The behavior of private entrepreneurs in an imperfect financial market
  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
 
Feb 05 2020 Adeola Oyenubi
  A note on Covariate Balancing Propensity Score and Instrument-like variables
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 08 2019 Dennis Weisman and Soheil Nadimi
  A note on price regulation in two-sided markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2019 Zsolt Sándor
  Further evidence on sparse grids-based numerical integration in the mixed logit model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2019 Takahiro Tsukamoto
  Endogenous Inputs and Environmental Variables in Battese and Coelli's (1995) Stochastic Frontier Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 22 2019 Davit Stepanyan , Harald Grethe and Khalid Siddig
  Comment on "A Monte Carlo filtering application for systematic sensitivity analysis of computable general equilibrium results"
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Jun 15 2019 Hiroaki Masuhara
  Identifying finite mixture models in the presence of moment-generating function: application in medical care using a zero-inflated binomial model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 10 2018 Yu Takata
  Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 01 2017 Vincent Boucher
  Selecting Equilibria using Best-Response Dynamics
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
Oct 26 2017 Tak Wai Chau
  Identification through Heteroscedasticity: What If We Have the Wrong Form?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer
  Improved two-component tests in Beta-Skew-t-EGARCH models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 02 2017 François Joseph Cabral , Fatou Cissé , Abdoulaye Diagne and Msangi Siwa
  Global Biofuel Production and Poverty in Senegal
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 20 2017 Margherita Gerolimetto and Stefano Magrini
  On the power of the simulation-based ADF test in bounded time series
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 20 2017 Nelson B Villoria and Paul V Preckel
  Gaussian Quadratures vs. Monte Carlo Experiments for Systematic Sensitivity Analysis of Computable General Equilibrium Model Results
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2017 Pedro Macedo and Elvira Silva
  Sensitivity of directional technical inefficiency measures to the choice of the direction vector: a simulation study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 05 2016 Stephen Norman
  Attractor misspecification and threshold estimation bias
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 11 2016 Akimitsu Inoue
  Density estimation based on pointwise mutual information.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 17 2016 Yoshimasa Uematsu and Shinya Tanaka
  Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 26 2016 Marcelo Brutti Righi and Paulo Sergio Ceretta
  On the existence of an optimal estimation window for risk measures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 18 2015 Jeremy Nguyen and Jen-je Su
  Combining linear and nonlinear unit root tests with an application to PPP.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 20 2015 Sergio Aquino DeSouza
  A simplified mixed logit demand model with an application to the simulation of entry
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 16 2015 Katerina Koka
  The Impact of the Population Age Structure on the Response to Negative Asset Shocks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 02 2015 Yazmín V. Soriano-Morales , Francisco Venegas-Martínez and Benjamín Vallejo-Jiménez
  Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 21 2015 Patrick Sillard and Lionel Wilner
  Constant utility index and inter-month substitution
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 24 2015 Nikolaos Kourogenis
  Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 14 2015 Yuki Takahashi
  Did the TARP Expand or Contract Bank Lending? A Numerical Simulation Using a Financial Accelerator Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 20 2014 Christopher Spencer
  Monetary Policy Committees and DeGrootian Consensus
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2013 Sandrine Jacob Leal
  Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 19 2013 Tahsin Mehdi
  Weighted empirical likelihood-based inference for quantiles under stratified random sampling
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 13 2013 Edward W. Sun and Timm Kruse
  Economic Modeling for Optimal Trading of Financial Asset in Volatile Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2013 Lilia Karnizova
  Letting the speculative and the news views of the Japanese business cycle compete
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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 30 2013 Daniel Cardona and Clara Ponsatí
  Super-majorites and collective surplus in one-dimensional bargaining: Numerical simulations
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 14 2013 Hwa-taek Lee , Venus khim-sen Liew and Gawon Yoon
  Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Copula based Dynamic Hedging Strategy with Futures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 03 2012 Ke Yang
  Multivariate Local Polynomial Regression With Autocorrelated Errors
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 22 2012 Gijsbert Suren and Guilherme Moura
  Heteroskedastic Dynamic Factor Models: A Monte Carlo Study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 21 2012 Daisuke Ida
  Optimal monetary policy in an economy with real rigidity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 19 2012 Yujie Wu and Michael C Seeborg
  Economic assimilation of Mexican and Chinese immigrants in the United States: is there wage convergence?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 12 2012 Christian R. Proaño
  Should monetary policy take account of national labor market asymmetries in a currency union?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 03 2012 Raymond Li
  Imperfect competition in the international coal industry – does it matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 21 2012 Raphaëlle Bellando
  The bias in a standard measure of herding
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 19 2012 Esmeralda Ramalho , Joaquim Ramalho and Jose M.R. Murteira
  A supremum-type RESET test for binary choice models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 27 2012 Takuya Hasebe
  The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 25 2012 Mariano Runco
  Retail Pricing and Clearance Sales: The Multidimensional Case
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 23 2012 Shuichi Nagata
  Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2012 Shamim Shakur and Allan N Rae
  The impact of comprehensive tariff reductions in multilateral trade: further results from computable general equilibrium simulations
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 18 2011 David E Giles and Hui Feng
  Reducing the bias of the maximum likelihood estimator for the Poisson regression model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 26 2011 Rachida Ouysse
  Computationally efficient approximation for the double bootstrap mean bias correction
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 25 2011 Marcio Laurini
  Bayesian Factor Selection in Dynamic Term Structure Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 14 2011 Theara Horn
  Welfare Effects of Access to Water Service in Cambodia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 12 2011 Helton Saulo and Jeremias Leao
  Equilibrium, Adverse Selection, and Statistical Distributions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 21 2011 Gueorgui I. Kolev
  The "spurious regression problem" in the classical regression model framework
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 14 2011 Juan Gabriel Brida , Juan S. Pereyra and Wiston Adrián Risso
  Learning strategies in modelling economic growth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 18 2010 Kazunori Nakajima
  Measurement of social net benefit of climate stabilization policy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 12 2010 Matthew John Holian and Neil N. H. Nguyen
  Intellectual property and antitrust limitations on contract: comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Sep 08 2010 Pisey Khin and Ryuta Ray Kato
  The Impact of the Global Economic Crisis on Cambodia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 28 2010 Ivan Jeliazkov and Rui Liu
  A model-based ranking of U.S. recessions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 30 2010 Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo
  On the power of modified Kapetanios-Snell-Shin (KSS) tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 18 2010 Henri Nyberg
  Testing an autoregressive structure in binary time series models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2010 Samih A Azar
  Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 25 2009 Francesca Di Iorio and Stefano Fachin
  A residual-based bootstrap test for panel cointegration
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 02 2009 Stephen Norman
  Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.
  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
 
Aug 18 2009 Kazuhiko Hayakawa
  First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 13 2009 Takamitsu Kurita
  A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 22 2008 Ennio Bilancini and Fabio Petri
  A Comment On Gintis's "The Dynamics of General Equilibrium"
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Oct 01 2008 Rossana Patron
  Enhancing the public provision of education: the economics of education reform in developing countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2008 Steve Cook
  Non-linear unit root testing in the presence of heavy-tailed innovation processes
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 23 2008 Jorge Sainz , Pilar Grau , Luis Miguel Doncel and Javier Otamendi
  An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 14 2008 Katsuhiro Sugita
  Bayesian analysis of a vector autoregressive model with multiple structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 19 2008 Andrea Cerasa
  CIPS test for Unit Root in Panel Data: further Monte Carlo results
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 12 2008 Paolo Verme and Rima Izem
  Relative Deprivation with Imperfect Information
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 27 2008 Deniz Dilan Karaman Örsal
  Comparison of Panel Cointegration Tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 17 2007 Cheuk Yin Ho
  Illegal migration and economic growth: simulation analysis in an international context
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 11 2007 Sudhanshu Mishra
  Least squares estimation of joint production functions by the differential evolution method of global optimization
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 18 2007 Benteng ZOU and Patrice Pieretti
  An Extended Solow Growth Model with Emigration: Transitional Dynamics and Skills Complementarity
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 31 2007 Jamel JOUINI and Mohamed BOUTAHAR
  Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 28 2007 Terence Tai-Leung Chong , Kwan-To Wong and Melvin Hinich
  Identification and Estimation of Structural-Change Models with Misclassification
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 13 2007 Kenichi Mizobuchi and kazuhiko kakamu
  Simulation Studies on the CO2 Emission Reduction Efficiency in Spatial Econometrics: A case of Japan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 07 2007 Diego Angel-Urdinola and Quentin Wodon
  Do Utility Subsidies Reach the Poor? Framework and Evidence for Cape Verde, Sao Tome, and Rwanda
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 24 2007 Amit Sen
  On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2007 Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan
  Habit Formation: Deep and Uncertain
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 06 2006 Haibin Wu
  Wavelet Estimation of Time Series Regression with Long Memory Processes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 13 2006 Sunil Sapra
  Robust exogeneity tests in the presence of outliers
  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
 
Oct 04 2006 Kazuhiko Hayakawa
  A Note on Bias in First-Differenced AR(1) Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 07 2006 Sergio DeSouza
  Studying Differentiated Product Industries using Plant-Level Data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 25 2006 Johan Lyhagen
  The seasonal KPSS statistic
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2005 Alexander Gorobets
  The Optimal Prediction Simultaneous Equations Selection
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2005 Théophile Azomahou and Dong Li
  A consistent nonparametric estimation of spatial autocovariances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 21 2005 Jan G. De Gooijer and Antoni Vidiella-i-Anguera
  Estimating threshold cointegrated systems
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 26 2005 Michael Williams
  Simulations of fundamental tax reform with irrational households
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 08 2004 Jen-Je Su
  Testing for no autocorrelation using a modified Lobato test
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2004 Alberto Ansuategi and Marta Escapa
  Is international cooperation on climate change good for the environment?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 05 2004 Victor Vaugirard
  A canonical first passage time model to pricing nature-linked bonds
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 13 2004 Olivier Darné
  The effects of additive outliers on stationarity tests: a monte carlo study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2004 Hiroshi Gunji and Chie Hanaoka
  Standard error and confidence interval for QALY weights
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Feb 19 2004 AHAMADA IBRAHIM
  A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 30 2004 Benteng Zou and Carmen Camacho
  The spatial Solow model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 15 2004 Chong Kee Yip and Ka Fai Li
  Monetary Policy and Equilibrium Indeterminacy in a Cash-in-Advance Economy with Investment
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2003 Jérôme Fillol
  Multifractality: Theory and Evidence an Application to the French Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 26 2003 Boriss Siliverstovs
  Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Oct 07 2003 jérôme Fillol and Fabien Tripier
  The scaling function-based estimator of the long memory parameter: a comparative study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2003 Juan Prieto-Rodríguez , Rafael Salas and Juan Gabriel Rodríguez
  POLARIZATION CHARACTERIZATION OF INEQUALITY-NEUTRAL TAX REFORMS
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 01 2002 Elena Casquel and Ezequiel Uriel
  An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2002 Yi-Ting Chen
  On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 23 2002 Hans-Eggert Reimers and Helmut Herwartz
  Testing Growth Ratios via Pooled Error Correction Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 28 2002 Albert Burgos
  Learning to deal with risk: what does reinforcement learning tell us about risk attitudes?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result