Papers presented at the 15th Annual Conference of the African Econometric Society, held July 7-9, 2010 in Cairo, Egypt.
Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano
Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Alaa El-Shazly
Time-varying dependence in the term structure of interest rates : a copula-based approach / Diaa Noureldin
Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Alaa El-Shazly
Time-varying optimal weights for international asset allocation in African and South Asian markets / Dalia El-Edel
Econometric methods for ordered responses : some recent developments / Franco Peracchi
Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park
The experimetrics of fairness / Anna Conte and Peter G. Moffatt
Uniform in bandwidth tests of specification for conditional moment restrictions models / Pascal Lavergne and Pierre E. Nguimkeu
Joint lM test for homoscedasticity in a two-way error components model / Eugene Kouassi, Joel Sango, J. M. Bosson Brou and Kern O. Kymn
An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / William M. Mikhail and Ghazal a. Ghazal
Monetary policy and the role of the exchange rate in Egypt / Tarek A. Moursi and Mai El-Mossallamy
International migration, remittances and household poverty status in Egypt / Rania Roushdy, Ragui Assaad and Ali Rashed
Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / Mona Said
A contract-theoretic model of conservation agreements / Heidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson
Household environment and child health in Egypt / Mahmoud Hailat and Franco Peracchi
Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Hala Abou-Ali and Yasmine M. Abdelfattah
Global cement industry : competitive and institutional frameworks / Tarek H. Selim and Ahmed S. Salem
On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / A Seghir
Is targeted advertising always beneficial? / Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel.
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Econometric methods and their applications in finance, macro and related fields. ISBN 9789814513463. Published by World Scientific in 2014. Publication and catalogue information, links to buy online and reader comments.
