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1
Book / Working Paper 		The measurement error problem in dynamic panel data analysis : modeling and GMM estimation
Year:                     
2012
Person:  Biørn, Erik
Publisher:  Oslo : Dep. of Economics, Univ. of Oslo
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2
Book / Working Paper 		A common-feature approach for testing present-value restrictions with financial data
Year:                     
2012
Person:  Hecq, Alain; Issler, João Victor
Publisher:  Maastricht : Maastricht Research School of Economics of Technology and Organizations
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3
Article 		Measuring the efficiency of project control using ficticious and empirical project data
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4
Article 		Stichprobentechnik für Statistik-averse Wirtschaftsprüfer
Year:                     
2012
Person:  Mochty, Ludwig
Published in:  Essener Beiträge zur empirischen Wirtschaftsforschung : Festschrift für Prof. Dr. Walter Assenmacher
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5
Book / Working Paper 		Factor screening for simulation with multiple responses : sequential bifurcation
Year:                     
2012
Person:  Shi, Wen; Kleijnen, Jack P. C.; Liu, Zhixue
Publisher:  Tilburg : Center for Economic Research
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6
Article 		A survey of sequential Monte Carlo methods for economics and finance
Year:                     
2012
Person:  Creal, Drew
Published in:  Econometric reviews ; 31
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7
Book / Working Paper 		A Three-Factor Mortgage Default Option Pricing Model with Applications to the Loan Modifications
Year:                     
2011-06-30
Person:  Wang, Xun
Affiliated person:  Gentle, James E.
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8
Book / Working Paper 		Incorrectly accounting for taste heterogeneity in choice experiments: Does it really matter for welfare measurement?
Year:                     
2011-02
Person:  Torres, Cati; Hanley, Nick; Colombo, Sergio
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9
Article 		Nonparametric test for the homogeneity of the overall variability
Year:                     
2011
Person:  SenGupta, Ashis; Ng, Hon Keung Tony
Publisher:  Taylor and Francis Journals
Published in:  Journal of Applied Statistics
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10
Article 		Bayesian approach to analysing longitudinal bivariate binary data with informative dropout
Year:                     
2011
Person:  Chan, Jennifer; Wan, Wai
Publisher:  Springer
Published in:  Computational Statistics
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11
Article 		Excel-based Monte Carlo simulation as a capital budgeting risk management tool
Year:                     
2011
Person:  Rozycki, John
Published in:  Journal of financial education ; 37
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12
Article 		Integrated fuzzy-stochastic risk assessment for contaminated groundwater systems
Year:                     
2011
Person:  Maqsood, Imran
Published in:  International journal of risk assessment and management : IJRAM ; 15
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13
Book / Working Paper 		Bayesian estimation of discrete games of complete information
Year:                     
2011
Person:  Narayanan, Sridhar
Publisher:  Stanford, Calif. : Univ., Graduate School of Business
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14
Article 		Volatility, jumps, and predictability of returns : a sequential analysis
Year:                     
2011
Person:  Raggi, Davide; Bordignon, Silvano
Published in:  Econometric reviews ; 30
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15
Article 		Efficient estimation of moment condition models with heterogeneous populations
Year:                     
2011
Person:  Xiao, Zhiguo
Published in:  Annals of economics and finance ; 12
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16
Article 		Risk simulation concepts and methods
Year:                     
2011
Person:  Arnold, Tom; North, David
Published in:  Capital budgeting valuation : financial analysis for today's investment projects
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17
Book / Working Paper 		Estimation and inference in predictive regressions
Year:                     
2011
Person:  Kurozumi, Eiji; Aono, Kohei
Publisher:  Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat)
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18
Book / Working Paper 		Die Schuldenbremse des Bundes : Hintergründe und Wirkung
Year:                     
2011
Person:  Geier, Alain
Publisher:  Neuchâtel : Univ.
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19
Article 		Biofuels : a model based assessment under uncertainty applying the Monte Carlo method
Year:                     
2011
Person:  Schade, Burkhard; Wiesenthal, Tobias
Published in:  Journal of policy modeling : JPMOD ; a social science forum of world issues ; 33
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20
Article 		How wrong can you be? Implications of incorrect utility function specification for welfare measurement in choice experiments
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21
Article 		Forecasting hotel arrivals and occupancy using Monte Carlo simulation
Year:                     
2011
Affiliated person:  Zakhary, Athanasius; Atiya, Amir F.; El-Shishiny, Hisham; Gayar, Neamat E.
Published in:  Journal of revenue and pricing management ; 10
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22
Article 		On the dynamic use of project performance and schedule risk information during projecttracking
Year:                     
2011
Person:  Vanhoucke, Mario
Published in:  Omega : the international journal of management science ; 39
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23
Article 		Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Year:                     
2011
Person:  Chiarella, Carl; Fanelli, Viviana; Musti, Silvana
Published in:  European journal of operational research : EJOR ; 208
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24
Article 		Add-In basierte Softwaretools zur stochastischen Unternehmensbewertung im Vergleich, Teil 1: Entwicklung des Simulationsmodells
Year:                     
2011
Person:  Klein, Martin
Published in:  Corporate finance ; 2
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25
Book / Working Paper 		Nonlinear forecasting with many predictors using kernel ridge regression
Year:                     
2011
Publisher:  Amsterdam [u.a.]
Affiliated person:  Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan; Dijk, Dick van
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26
Book / Working Paper 		Divergent priors and well behaved Bayes factors
Year:                     
2011
Person:  Strachan, Rodney W.; Dijk, Herman K. van
Publisher:  Amsterdam [u.a.]
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27
Article 		Panel data analysis of Japanese residential water demand using a discrete/continuous choice approach
Year:                     
2011
Person:  Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira
Published in:  The Japanese economic review : the journal of the Japanese Economic Association ; 62
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28
Article 		A risk-sensitivity analysis on NPV model of investment projects
Year:                     
2011
Person:  Qin, Xiansheng; Ma, Xuyao; Bai, Hongwei
Published in:  Modeling risk management in sustainable construction
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29
Article 		Comparison of weights for meta-analysis of r and d under realistic conditions
Year:                     
2011
Person:  Brannick, Michael T.; Yang, Liu-qin; Cafri, Guy
Published in:  Organizational research methods : ORM ; 14
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30
Article 		Cost-benefit analýza a riziko v socioekonomickém hodnocení projektu°
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31
Article 		A new hope for rank and yank
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32
Article 		Quantitative Verfahren im Risikomanagement : Risikoaggregation, Risikomaße und Performancemaße
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33
Article 		Heterogeneous investors' reaction to exchange rate movements : new evidence from a unique emerging market
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34
Article 		Using Monte Carlo simulations to establish a new house price stress test
Year:                     
2011
Person:  Follain, James R.; Giertz, Seth H.
Published in:  Journal of housing economics ; 20
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35
Article 		Assess the impact of asset price shocks on the banking system
Year:                     
2011
Person:  Fang-Ying, Yuan
Published in:  Quantitative financial risk management
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36
Book / Working Paper 		International corporate brand management : evaluating standardized corporate branding accross countries
Year:                     
2011
Person:  Meierer, Markus
Publisher:  Wiesbaden : Gabler
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37
Article 		Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Year:                     
2011
Person:  Gabriel, Vasco J.; Martins, Luis F.
Published in:  Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria ; 41
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38
Article 		Stochastische Unternehmensbewertung mittels Monte-Carlo-Simulation am Beispiel der Verlagsbranche
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39
Book / Working Paper 		Bayesian semiparametric GARCH Models
Year:                     
2011
Person:  Zhang, Xibin; King, Maxwell L.
Publisher:  Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
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40
Book / Working Paper 		Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
Year:                     
2011
Person:  Zhang, Xibin; King, Maxwell L.
Publisher:  Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
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41
Book / Working Paper 		Testing for co-jumps in high-frequency financial data : an approach based on first-high-low-last prices
Year:                     
2011
Person:  Anderson, Heather M.
Publisher:  Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
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42
Book / Working Paper 		A new procedure for multiple testing of econometric models
Year:                     
2011
Person:  King, Maxwell L.; Zhang, Xibin; Akram, Muhammad
Publisher:  Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
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43
Article 		W-based versus latent variables spatial autoregressive models : evidence from Monte Carlo simulations
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44
Article 		Bayesian inference in a time varying cointegration model
Year:                     
2011
Person:  Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W.
Published in:  Journal of econometrics ; 165
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45
Book / Working Paper 		A quantile analysis of default risk for speculative and emerging companies
Year:                     
2011
Publisher:  Churchlands : School of Acc., Finance and Economics [u.a.]
Affiliated person:  Allen, D. E.; Kramadibrata, Akhmad R.; Powell, R. J.; Singh, Abhay Kumar
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46
Book / Working Paper 		Comparing Australian and US corporate default risk using quantile regression
Year:                     
2011
Publisher:  Churchlands : School of Acc., Finance and Economics [u.a.]
Affiliated person:  Allen, D. E.; Kramadibrata, Akhmad R.; Powell, R. J.; Singh, Abhay Kumar
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47
Book / Working Paper 		A Quantile Monte Carlo approach to measuring extreme credit risk
Year:                     
2011
Person:  Allen, D. E.; Boffey, R. R.; Powell, R.
Publisher:  Churchlands : School of Acc., Finance and Economics [u.a.]
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48
Book / Working Paper 		Parametric conditional Monte Carlo density estimation
Year:                     
2011
Person:  Stachurski, John
Publisher:  Canberra : ANU College of Business & Economics
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49
Book / Working Paper 		Fitted value function iteration with probability one contractions
Year:                     
2011
Person:  Pál, Jenö; Stachurski, John
Publisher:  Canberra : ANU College of Business & Economics
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50
Book / Working Paper 		GMM estimation of fixed effects dynamic panel data models with spatial lag and spatial errors
Year:                     
2011
Publisher:  Tilburg : Center for Economic Research
Affiliated person:  Čižek, Pavel; Jacobs, Jan; Ligthart, Jenny; Vrijburg, Hendrik
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