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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C01: Econometrics
This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2014 Bayesian D-Optimal Choice Designs for Mixtures
    by Aiste Ruseckaite & Peter Goos & Dennis Fok
  • 2014 Linear-time accurate lattice algorithms for tail conditional expectation
    by Chen, Bryant & Hsu, William W.Y. & Ho, Jan-Ming & Kao, Ming-Yang
  • 2014 The topology of macro financial flows: An application of stochastic flow diagrams
    by Calkin, Neil J. Calkin & López de Prado, Marcos
  • 2014 Stochastic flow diagrams
    by Calkin, Neil J. & López de Prado, Marcos
  • 2014 The Impact of Exchange Rate Movements on Trade Balance in Nigeria’s Open-Economy - L’impatto delle variazioni dei tassi di cambio sulla bilancia commerciale della Nigeria
    by Obudah, Bodiseowei C. & Tombofa, Steve S.
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
    by JIN SEO CHO & HALBERT WHITE
  • 2014 A variance spillover analysis without covariances: what do we miss?
    by Fengler, Matthias R. & Gisler, Katja I. M.
  • 2014 Inverse Probability Weighted Estimation of Local Average Treatment Effects: Higher Order MSE Expansion
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli
  • 2014 Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli
  • 2014 OLS and IV estimation of regression models including endogenous interaction terms
    by Bun, Maurice J.G. & Harrison, Teresa D.
  • 2014 Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand
    by Forson, Joseph Ato & Janrattanagul, Jakkaphong
  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros
    by Antunes, João Marques & Fuinhas, José Alberto & Marques, António Cardoso
  • 2014 Testing Spatial Causality in Cross-section Data
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús
  • 2014 On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings
    by Albers, Scott
  • 2014 Estimating multivariate GARCH and stochastic correlation models equation by equation
    by Francq, Christian & Zakoian, Jean-Michel
  • 2014 Golden Rule of Forecasting: Be conservative
    by Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas
  • 2014 The modifiable areal unit problem - analysis of correlation and regression
    by Michal Bernard Pietrzak
  • 2014 Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem
    by Michal Bernard Pietrzak
  • 2014 Measurement of causality change between multiple time series
    by Ryo Kinoshita & Kosuke Oya
  • 2014 Finite Population Causal Standard Errors
    by Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge
  • 2014 Tractable and Consistent Random Graph Models
    by Arun G. Chandrasekhar & Matthew O. Jackson
  • 2014 Instrumental Variables: An Econometrician's Perspective
    by Guido Imbens
  • 2014 A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects
    by Patrick M. Kline
  • 2014 Matching Methods in Practice: Three Examples
    by Imbens, Guido W.
  • 2014 Instrumental Variables: An Econometrician's Perspective
    by Imbens, Guido W.
  • 2014 Evaluating Specification Tests in the Context of Value-Added Estimation
    by Guarino, Cassandra & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M.
  • 2014 Out-Of-Sample Comparisons of Overfit Models
    by Calhoun, Gray
  • 2014 Natural Disasters and the Birth, Life and Death of Plants: The Case of the Kobe Earthquake
    by Matthew A. Cole & Robert J R Elliott & Toshihiro Okubo & Eric Strobl
  • 2014 Output-gaps in the PIIGS Economies: An Ingredient of a Greek Tragedy
    by João Sousa Andrade & António Portugal Duarte
  • 2014 Dynamic Factor Models, Cointegration and Error Correction Mechanisms
    by Matteo Barigozzi & Marco Lippi & Matteo Luciani
  • 2014 Evaluation of Public R&D Policy: A Meta-Regression Analysis
    by SYOUM NEGASSI & JEAN-FRANCOIS SATTIN
  • 2014 On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & and Herman K. van Dijk
  • 2014 Bayesian D-Optimal Choice Designs for Mixtures
    by Aiste Ruseckaite & Peter Goos & Dennis Fok
  • 2014 Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik
    by Franziska Kugler & Guido Schwerdt & Ludger Wößmann
  • 2014 On the Finite Sample Properties of Pre-Test Estimators of Spatial Models
    by Gianfranco Piras & Ingmar R. Prucha
  • 2014 A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    by Newey, Whitney & West, Kenneth
  • 2014 The Impact of the Crisis on the Polarization of Spanish Wages/El impacto de la crisis en la polarización de los salarios en España
    by PALACIOS GONZÁLEZ, FEDERICO & GARCÍA FERNÁNDEZ, ROSA Mª. & LLORCA RODRÍGUEZ, CARMEN M.
  • 2014 Die ökonomische Bewertung kleiner Reisezeiteinsparungen
    by Andy Obermeyer & Bernhard Wieland & Christos Evangelinos
  • 2014 A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
    by Jochen Krause & Marc S. Paolella
  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner
  • 2014 Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach
    by Richard A. Ashley & Kwok Ping Tsang
  • 2014 Bias-Correction in Vector Autoregressive Models: A Simulation Study
    by Tom Engsted & Thomas Q. Pedersen
  • 2014 Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    by Dennis Fok & Richard Paap & Philip Hans Franses
  • 2014 Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach
    by Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.
  • 2014 Il lavoro irregolare nelle regioni italiane: un’analisi econometrica dal 1995 al 2008
    by Maria Felice Arezzo
  • 2014 The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis
    by Chevapatrakul, Thanaset & Tee, Kai-Hong
  • 2014 FDI inflow as an international business operation by MNCs and economic growth: An empirical study on Turkey
    by Temiz, Dilek & Gökmen, Aytaç
  • 2014 Weighted KS statistics for inference on conditional moment inequalities
    by Armstrong, Timothy B.
  • 2014 Estimation and inference for distribution functions and quantile functions in treatment effect models
    by Donald, Stephen G. & Hsu, Yu-Chin
  • 2014 Summability of stochastic processes—A generalization of integration for non-linear processes
    by Berenguer-Rico, Vanessa & Gonzalo, Jesús
  • 2014 Treatment effect estimation with covariate measurement error
    by Battistin, Erich & Chesher, Andrew
  • 2014 An empirical study of the Mexican banking system’s network and its implications for systemic risk
    by Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo
  • 2014 Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review
    by Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi
  • 2013 Adoption of Electric Vehicle in the Netherlands – A Stated Choice Experiment
    by M. Bočkarjova & P. Rietveld & J.S.A. Knockaert
  • 2013 The Interval Market Model in Mathematical Finance
    by Bernhard, Pierre & Engwerda, Jacob C. & Roorda, Berend & Schumacher, J.M. & Kolokoltsov, Vassili & Saint-Pierre, Patrick & Aubin, Jean-Pierre
  • 2013 Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)
    by Penikas, Henry & Savelyeva, Alina
  • 2013 Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests
    by Chen, Wenjuan & Bettendorf, Timo
  • 2013 On spatial econometric models, spillover effects, and W
    by Paul Elhorst & Solmaria Halleck Vega
  • 2013 “Markov Switching Models for Volatility: Filtering, Approximation and Duality”
    by Monica Billio & Maddalena Cavicchioli
  • 2013 Deciphering the Libor and Euribor Spreads during the subprime crisis
    by Loriana Pelizzon & Domenico Sartore
  • 2013 “Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
    by Maddalena Cavicchioli
  • 2013 Nets: Network estimation for time series
    by Matteo Barigozzi & Christian T. Brownlees
  • 2013 Practice what you preach: Microfinance business models and operational efficiency
    by Millone M.M. & Bos J.W.B.
  • 2013 IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics
    by David Kaplan
  • 2013 IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics
    by David Kaplan & Matt Goldman
  • 2013 Smoothed Estimating Equations for Instrumental Variables Quantile Regression
    by David Kaplan & Yixiao Sun
  • 2013 Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion
    by David Kaplan
  • 2013 A comment on Siegfried's first lesson in econometrics
    by Damien S.Eldridge
  • 2013 Identification and Counterfactuals in Dynamic Models of Market Entry and Exit
    by Victor Aguirregabiria & Junichi Suzuki
  • 2013 Systematic Reviews In Education Research: When Do Effect Studies Provide Evidence?
    by Van Klaveren, C. & De Wolf, I.
  • 2013 The impact of jumps and thin trading on realized hedge ratios
    by Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla
  • 2013 A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries
    by Baseem Al-Athwari & Jorn Altmann & Almas Heshmati
  • 2013 Consistent Tests for Conditional Treatment Effects
    by Yu-Chin Hsu
  • 2013 A J-Test for Panel Models with Fixed Effects, Spatial and Time
    by Harry H. Kelejian & Gianfranco Piras
  • 2013 Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes
    by Harry H. Kelejian & Gianfranco Piras
  • 2013 Searching for the Relative Potency of Monetary and Fiscal Policies in Selected African Countries: A Panel Data Approach to St. Louis Equation
    by Adeniji, Sesan & Evans, Olaniyi
  • 2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model
    by Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew
  • 2013 Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach
    by Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj
  • 2013 Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey
    by Cengiz, Sibel & Sahin, Afsin
  • 2013 To the problem of evaluation of market risk of global equity index portfolio in global capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 Bayesian Approach and Identification
    by Kociecki, Andrzej
  • 2013 Education and Economic Growth: A Meta-Regression Analysis
    by Benos, Nikos & Zotou, Stefania
  • 2013 Inference in non stationary asymmetric garch models
    by Francq, Christian & Zakoian, Jean-Michel
  • 2013 Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works
    by Albers, Scott & Albers, Andrew L.
  • 2013 Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'
    by Albers, Scott
  • 2013 Alternative inflation hedging strategies for ALM
    by Fulli-Lemaire, Nicolas
  • 2013 Modeling Voting Behavior in the Eurovision Song Contest
    by Dogru, Bülent
  • 2013 The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal
    by Sara Santos Cruz & Aurora A.C. Teixeira
  • 2013 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem
    by Michal Bernard Pietrzak
  • 2013 Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index
    by Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove
  • 2013 Martingale unobserved component models
    by Neil Shephard
  • 2013 Martingale unobserved component models
    by Neil Shephard
  • 2013 Endogenous Stratification in Randomized Experiments
    by Alberto Abadie & Matthew M. Chingos & Martin R. West
  • 2013 Why ask Why? Forward Causal Inference and Reverse Causal Questions
    by Andrew Gelman & Guido Imbens
  • 2013 Unobservable Selection and Coefficient Stability: Theory and Validation
    by Emily Oster
  • 2013 Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
    by Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya
  • 2013 Behavioral Law and Economics: Empirical Methods
    by Christoph Engel
  • 2013 Pauvreté monétaire versus non-monétaire au Burundi
    by Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko
  • 2013 An Empirical Analysis of Inflation-Growth Nexus in Developing Countries: The Case of Sri Lanka
    by Nawalage S. Cooray
  • 2013 Inference in ordered response games with complete information
    by Andres Aradillas-Lopez & Adam Rosen
  • 2013 Estimating demand for differentiated products with error in market shares
    by Amit Gandhi & Zhentong Lu & Xiaoxia Shi
  • 2013 Specification for Partially Identified Models defined by Moment Inequalities
    by Federico Bugni & Ivan Canay & Xiaoxia Shi
  • 2013 A simple but efficient approach to the analysis of multilevel data
    by Bache, Stefan Holst Milton & Kristensen, Troels
  • 2013 Testing for a unit root in noncausal autoregressive models
    by Saikkonen, Pentti & Sandberg , Rickard
  • 2013 The Dutch Disease in the Portuguese Economy
    by João Sousa Andrade & António Portugal Duarte
  • 2013 Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk
  • 2013 Adoption of Electric Vehicle in the Netherlands – A Stated Choice Experiment
    by M. Bockarjova & P. Rietveld & J.S.A. Knockaert
  • 2013 On the Phase Dependence in Time-Varying Correlations Between Time-Series
    by Francisco Blasques
  • 2013 On the economic effects of public infrastructure investment:A survey of the international evidence
    by Alfredo Marvão Pereira & Jorge M. Andraz
  • 2013 Multiscale Adaptive Inference on Conditional Moment Inequalities
    by Timothy B. Armstrong & Hock Peng Chan
  • 2013 Co-summability from linear to non-linear cointegration
    by Vanessa Berenguer Rico & Jesús Gonzalo
  • 2013 Crecimiento económico y desempleo: Retos a largo plazo
    by Mauricio SANTAMARIA SALAMANCA & Gabriel PIRAQUIVE GALEANO & Gustavo HERNANDEZ DIAZ & Norberto ROJAS DELGADILLO
  • 2013 Testing and Estimating Models Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David
  • 2013 Likelihood inference in non-linear term structure models: the importance of the lower bound
    by Andreasen, Martin & Meldrum, Andrew
  • 2013 Nets: Network Estimation for Time Series
    by Matteo Barigozzi & Christian Brownlees
  • 2013 Demand factors that influence financial inclusion in Mexico: analysis of the barriers based on the ENIF survey
    by Carmen Hoyo & Ximena Pena & David Tuesta
  • 2013 Factores de demanda que influyen en la Inclusion Financiera en Mexico. Analisis de las barreras a partir de la ENIF
    by Carmen Hoyo & Ximena Pena & David Tuesta
  • 2013 Lassoing the Determinants of Retirement
    by Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen
  • 2013 Oracle inequalities for high-dimensional panel data models
    by Anders Bredahl Kock
  • 2013 Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
    by Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi
  • 2013 Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
    by Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya
  • 2013 Taxation, Efficiency and Economic Growth
    by Jorgenson, Dale W. & Yun, Kun-Young
  • 2013 Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution
    by Stavros Stavroyiannis & Leonidas Zarangas
  • 2013 Purposes and limitations of econometric analysis according to recent approaches
    by Siro Lombardini
  • 2013 A Real Economic Activity Indicator for Turkey
    by S. Boragan Aruoba & Cagri Sarikaya
  • 2013 Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis
    by Bulent Guloglu & Saban Nazlioglu
  • 2013 Non-linear Regression used in Economic Analysis
    by Gabriela Victoria ANGHELACHE & Constantin ANGHELACHE & Andreea Gabriela BALTAC & Ligia PRODAN
  • 2013 Non-parametrical Estimation of the Regression used in Economic Analyses
    by Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Liviu BEGU & Georgeta BARDASU
  • 2013 Comparative analysis of the degree of international capital mobility in Tunisia and Morocco: revised Feldstein Horioka approach
    by Sarra Ben Slimane & Moez Ben Tahar & Zied Essid
  • 2013 Crecimiento, empleo y productividad en la industria manufacturera mexicana
    by Liquitaya Briceño, José D.
  • 2013 Sample selection bias as a specification error
    by Heckman, James
  • 2013 Marital wage gap
    by Aistov, Andrey
  • 2013 Econometric analysis of the effect of marital status change on wages in Russia
    by Rodionova, Lilia
  • 2013 Econometric modeling risk of consumer loans
    by Nivorozhkina, Ludmila & Ovcharova, Lilia & Sinyavskaya, Tatiana
  • 2013 Human capital estimation in professional football
    by Polyakov, Konstantin & Zhukova, Ludmila
  • 2013 The use of econometric models for long-term policies: A critical view
    by Luigi Spaventa
  • 2013 Export-led growth in Tunisia: A wavelet filtering based analysis
    by Hamrita Mohamed Essaied
  • 2013 Remittance and economic development: Evidence from Bangladesh using unrestricted error correction model and Engle-Granger cointegration approach
    by Shafiun N. Shimul
  • 2013 Migration in the EU- Between Brain Drain and Cheap Workforce Transfer
    by Burciu Andreea & Ardelean Andreea
  • 2013 The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflation. The rapid increase in the average salary both before and after the emergence of the economic and financial crisis is the reason for this study. This paper is focused on the evolution of nominal and real net salary earnings at the level of the national economy, on economic activities and on development regions and the influence of salary earnings on the inflation rate and on the unemployment rate. The relationships between the salary earnings, the inflation rate and the unemployment rate are studied by means of multifactorial linear regression models. For the analysis of the correlations we took into account a 13-year period, 20002012, and for the evolution of the two studied indicators, the analysed period is 2007 – 2012. For the econometric modelling we used a software package called Eviews
    by Nec?ulescu Consuela & ?erbãnescu Lumini?a
  • 2013 A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison
    by Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan
  • 2013 Semiparametric Efficiency Bounds for Microeconometric Models: A Survey
    by Severini, Thomas A. & Tripathi, Gautam
  • 2013 Inference in the Presence of Weak Instruments: A Selected Survey
    by Poskitt, D. S. & Skeels, C. L.
  • 2013 On The Economic Effects Of Public Infrastructure Investment: A Survey Of The International Evidence
    by ALFREDO M. PEREIRA & JORGE M. ANDRAZ
  • 2013 Construcción del Índice de Cohesión Social para México: Una propuesta mediante un análisis de componentes principales
    by Juan Bacilio Guerrero & Juan Alberto Acosta
  • 2013 Is Financial Development a Factor to the Leading Growth Profile of the South African Economy? Measuring and Uncovering the Hidden Secret
    by Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof
  • 2013 Academic Rankings with RePEc
    by Christian Zimmermann
  • 2013 Polynomial Regressions and Nonsense Inference
    by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero
  • 2013 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    by Chia-Lin Chang & Michael McAleer
  • 2013 The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
    by Umberto Triacca
  • 2013 Structural Panel VARs
    by Peter Pedroni
  • 2013 Parametric and Nonparametric Frequentist Model Selection and Model Averaging
    by Aman Ullah & Huansha Wang
  • 2013 Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging
    by Naoya Sueishi
  • 2013 Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments
    by Fei Jin & Lung-fei Lee
  • 2013 Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
    by Søren Johansen & Bent Nielsen
  • 2013 Constructing U.K. Core Inflation
    by Terence C. Mills
  • 2013 Forecasting Value-at-Risk Using High-Frequency Information
    by Huiyu Huang & Tae-Hwy Lee
  • 2013 Ten Things You Should Know about the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer
  • 2013 On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations
    by Yongning Wang & Ruey S. Tsay
  • 2013 The financial market effect of FOMC minutes
    by Rosa, Carlo
  • 2013 Linguistic Diversity and Preferences: Econometric Evidence from European Cities
    by Laura Onofri & Paulo A.L.D. Nunes & Jasone Cenoz & Durk Gorter
  • 2013 Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
    by Naifar, Nader & Al Dohaiman, Mohammed Saleh
  • 2013 Unobserved heterogeneity and risk in wage variance: Does more schooling reduce earnings risk?
    by Mazza, Jacopo & van Ophem, Hans & Hartog, Joop
  • 2013 Estimating non-linear serial and cross-interdependence between financial assets
    by Righi, Marcelo Brutti & Ceretta, Paulo Sergio
  • 2013 Explaining the “unpredictable”: An empirical analysis of U.S. patent infringement awards
    by Mazzeo, Michael J. & Hillel, Jonathan & Zyontz, Samantha
  • 2013 Energy as a driver of growth in oil exporting countries?
    by Damette, Olivier & Seghir, Majda
  • 2013 Biofuel-related price transmission literature: A review
    by Serra, Teresa & Zilberman, David
  • 2013 Fitting semiparametric Markov regime-switching models to electricity spot prices
    by Eichler, M. & Türk, D.
  • 2013 Fuel demand in Brazil in a dynamic panel data approach
    by Santos, Gervásio F.
  • 2013 A check for finite order VAR representations of DSGE models
    by Franchi, Massimo & Vidotto, Anna
  • 2013 Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
    by Wang, Shin-Huei & Vasilakis, Chrysovalantis
  • 2013 El problema de la consultoría está en la t
    by Julio César Alonso & Beatriz Eugenia Gallo
  • 2013 La brecha del producto y el producto potencial en Venezuela: una estimación SVAR
    by Pedro Alexander Harmath Fernández & José U. Mora Mora & Rafael Alexis Acevedo Rueda
  • 2013 Latest Challenges In Efficiency Convergence In Balkan And Baltic Countries
    by Mihăiță-Cosmin M. Popovici
  • 2013 Impact Of The Inflation On The Exchange Rate And On The Average Salary
    by Consuela I. NECȘULESCU & Luminița L. ȘERBĂNESCU
  • 2013 Agglomerationsvorteile in der Wissensgesellschaft: Empirische Evidenz für deutsche Gemeinden
    by Oliver Falck & Stephan Heblich & Anne Otto
  • 2013 Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models
    by Brian M. Lucey & Fergal A. O’Connor
  • 2013 Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models
    by Morteza Haghiri
  • 2013 Considerations on the stochastic approach in economics
    by Ion Smeureanu & Gheorghe Ruxanda
  • 2012 The Contribution of Econometrics to the Management of the Enterprise
    by Bourbonnais, Régis & Maftei, Magda Mara
  • 2012 Determinants of Firm Innovation - Evidence from German Panel Data
    by Stefan Kipar
  • 2012 Türkiye’de Reel Döviz Kurunun Doğrusal Olmayan Ekonometrik Modeller ile İncelenmesi:Band-TAR ve STAR Modelleri
    by Ozgur Omer ERSİN
  • 2012 En busca de un buen marco de referencia predictivo para la inflación en Chile
    by Pincheira, Pablo & García, Álvaro
  • 2012 Considerations on partially identified regression models
    by Cerquera, Daniel & Laisney, François & Ullrich, Hannes
  • 2012 Polynomics telecommunication regulation index 2012
    by Zenhaeuserna, Patrick & Schneiderb, Yves
  • 2012 Empirical analysis of regional economic performance in Russia: Human capital perspective
    by Kufenko, Vadim
  • 2012 Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
    by Mehmke, Fabian & Cremers, Heinz & Packham, Natalie
  • 2012 Continuous Empirical Characteristic Function Estimation of GARCH Models
    by Dinghai Xu
  • 2012 GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study
    by Pierre Chausse & Dinghai Xu
  • 2012 Demandas de turismo Argentina y Brasileña en Uruguay
    by Silvia Altmark & Gabriela Mordecki & Florencia Santiñaque & W. Adrián Risso
  • 2012 Considerations on partially identified regression models
    by Daniel Cerquera & François Laisney & Hannes Ullrich
  • 2012 A New Structural Break Model with Application to Canadian Inflation Forecasting
    by John M Maheu & Yong Song
  • 2012 Identification of treatment effects in a triangular system of equations
    by Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz
  • 2012 Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi
    by S. Boragan Aruoba & Cagri Sarikaya
  • 2012 Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models
    by Stephen G. Donald & Yu-Chin Hsu
  • 2012 Improving the Power of Tests of Stochastic Dominance
    by Stephen G. Donald & Yu-Chin Hsu
  • 2012 Explaining Variations in Breast Cancer Screening Across European Countries
    by Ansgar Wübker
  • 2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John M. Maheu
  • 2012 Plot and Household-Level Determinants of Sustainable Agricultural Practices in Rural Tanzania
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