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"The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018. "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," Chapters,in: Handbook on Experimental Economics and the Environment, chapter 3, pages 89-112 Edward Elgar Publishing.
Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018. Gómez & Paola Morales & Fernando Pineda & [email protected], 2007.
"Assessing the nonlinearity of the calorie-income relationship: An estimation strategy – With new insights on nutritional transition in Vietnam," World Development, Elsevier, vol. Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2017. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia 478, Banco de la Republica de Colombia. "Robust methods for detecting multiple level breaks in autocorrelated time series," Journal of Econometrics, Elsevier, vol.
"Default probability estimation via pair copula constructions," European Journal of Operational Research, Elsevier, vol. Luciana Dalla Valle & Maria Elena De Giuli & Claudio Manelli & Claudia Tarantola, 2013. "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," BORRADORES DE ECONOMIA 010695, BANCO DE LA REPÚBLICA. Gómez & Paola Morales & Fernando Pineda & [email protected], 2007. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis," Staff General Research Papers Archive 10353, Iowa State University, Department of Economics. "Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis," Econometrics 0304002, University Library of Munich, Germany. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
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"Leverage Pro-cyclicality and Bank Balance Sheet in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. Franz Hamann & Rafael Hernández & Luisa Silva & Fernando Tenjo G., 2014. "A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition," Working Papers 06-10, Cornell University, Center for Analytic Economics. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," BORRADORES DE ECONOMIA 004395, BANCO DE LA REPÚBLICA. "Modelling Rating Transitions," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48698, Verein für Socialpolitik / German Economic Association.
"Leverage Pro-cyclicality and Bank Balance Sheet in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. Andrés Felipe García-Suaza & José Eduardo Gómez-González, 2009.