Research classified by Journal of Economic Literature (JEL) codes

2017

• Cem Saatçýoðlu & Ülkü Bildirici, 2017, "Ýnovasyon Göstergeleri Bakýmýndan Türkiye’nin OECD Ülkeleri Arasýndaki Yeri: Ekonometrik Bir Uygulama," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 5, issue 4, pages 44-56.
• Liu, Ping & James Hueng, C., 2017, "Measuring real business condition in China," China Economic Review, Elsevier, volume 46, issue C, pages 261-274, DOI: 10.1016/j.chieco.2017.10.004.
• Rao, Yao & McCabe, Brendan, 2017, "Is MORE LESS? The role of data augmentation in testing for structural breaks," Economics Letters, Elsevier, volume 155, issue C, pages 131-134, DOI: 10.1016/j.econlet.2017.03.033.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2017, "A suggestion for constructing a large time-varying conditional covariance matrix," Economics Letters, Elsevier, volume 156, issue C, pages 110-113, DOI: 10.1016/j.econlet.2017.04.020.
• Potiron, Yoann & Mykland, Per A., 2017, "Estimation of integrated quadratic covariation with endogenous sampling times," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 20-41, DOI: 10.1016/j.jeconom.2016.10.004.
• Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo, 2017, "Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 74-92, DOI: 10.1016/j.jeconom.2017.04.002.
• Hu, Yingyao, 2017, "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 154-168, DOI: 10.1016/j.jeconom.2017.06.002.
• Shephard, Neil & Xiu, Dacheng, 2017, "Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 19-42, DOI: 10.1016/j.jeconom.2017.04.003.
• Kiviet, Jan F. & Pleus, Milan, 2017, "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 1-21, DOI: 10.1016/j.ecosta.2017.01.001.
• Caporin, Massimiliano & Fontini, Fulvio, 2017, "The long-run oil–natural gas price relationship and the shale gas revolution," Energy Economics, Elsevier, volume 64, issue C, pages 511-519, DOI: 10.1016/j.eneco.2016.07.024.
• Kelebe, Haftu Etsay & Ayimut, Kiros Meles & Berhe, Gebresilasse Hailu & Hintsa, Kidane, 2017, "Determinants for adoption decision of small scale biogas technology by rural households in Tigray, Ethiopia," Energy Economics, Elsevier, volume 66, issue C, pages 272-278, DOI: 10.1016/j.eneco.2017.06.022.
• Espinasa, Ramon & ter Horst, Enrique & Reyes, Sergio Guerra & Manzano, Osmel & Molina, German & Rigobon, Roberto, 2017, "A micro-based model for world oil market," Energy Economics, Elsevier, volume 66, issue C, pages 431-449, DOI: 10.1016/j.eneco.2017.06.019.
• Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2017, "The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective," Energy Economics, Elsevier, volume 67, issue C, pages 98-110, DOI: 10.1016/j.eneco.2017.08.006.
• Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B., 2017, "Market liquidity and stock returns in the Norwegian stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 272-276, DOI: 10.1016/j.frl.2016.12.033.
• Hu, Wei & Yoshioka-Kobayashi, Tohru & Watanabe, Toshiya, 2017, "Impact of patent litigation on the subsequent patenting behavior of the plaintiff small and medium enterprises in Japan," International Review of Law and Economics, Elsevier, volume 51, issue C, pages 23-28, DOI: 10.1016/j.irle.2017.06.002.
• Christopoulos, Dimitris & McAdam, Peter, 2017, "Do financial reforms help stabilize inequality?," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 45-61, DOI: 10.1016/j.jimonfin.2016.05.003.
• Hussain Shahzad, Syed Jawad & Raza, Naveed & Shahbaz, Muhammad & Ali, Azwadi, 2017, "Dependence of stock markets with gold and bonds under bullish and bearish market states," Resources Policy, Elsevier, volume 52, issue C, pages 308-319, DOI: 10.1016/j.resourpol.2017.04.006.
• McGregor, Thomas, 2017, "Commodity price shocks, growth and structural transformation in low-income countries," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 285-303, DOI: 10.1016/j.qref.2017.01.006.
• Fabozzi, Frank J. & Xiao, Keli, 2017, "Explosive rents: The real estate market dynamics in exuberance," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 100-107, DOI: 10.1016/j.qref.2017.07.006.
• Laura Onofri & Francesc Maynou, 2017, "An Empirical Test for Costs Subadditivity in the Fishery Sector," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/10, Nov.
• Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph, 2017, "Identification and inference on regressions with missing covariate data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62524, Feb.
• Kaier, K. & Reinecke, H. & Naci, Huseyin & Frankenstein, L. & Bode, M. & Vach, W. & Hehn, P. & Zirlik, A. & Zehender, M. & Reinöhl, J., 2017, "The impact of post-procedural complications on reimbursement, length of stay and mechanical ventilation among patients undergoing transcatheter aortic valve implantation in Germany," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69807, Feb.
• Angrist, Joshua D. & Pischke, Jorn-Steffen, 2017, "Undergraduate econometrics instruction: through our classes, darkly," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 80663, May.
• Felipe de Souza Bastos & Guilherme Irffi & Ivan Castelar, 2017, "A balança comercial é uma restrição ao crescimento econômico dos estados brasileiros? Uma análise para o período de 1991 a 2009," Brazilian Journal of Political Economy, FGV EAESP, volume 37, issue 1, pages 226-242, February, DOI: 10.1590/0101-31572016v37n01a12.
• K. Bojare & I. Romanova, 2017, "The Factors Affecting the Profitability of Banks: The Case of Latvia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 78-95.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• Jan Abrell & Mirjam Kosch & Sebastian Rausch, 2017, "The Economic Cost of Carbon Abatement with Renewable Energy Policies," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 17/273, Jun.
• M. Hakan Eratalay & Evgenii Vladimirov, 2017, "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2017/01, Jan.
• João Sousa Andrade & António Portugal Duarte, 2017, "Dutch Disease in Central and Eastern European Countries," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-03, Feb.
• Christel Protière & Olivier Chanel & Emmanuelle Mouret-Fourme & Claire Julian-Reynier & Catherine Noguès & Isabelle Coupier, 2017, "How Can Contingent Valuation Inform the Bioethics Debate? Evidence from a Survey on Hereditary Cancers in France," Post-Print, HAL, number hal-01589998, May, DOI: 10.3917/reco.683.0379.
• Sandrine Kablan & Ouidad Yousfi & Mohamed Ali Chatti, 2017, "Activity diversification and performance of Islamic banks in Malaysia," Working Papers, HAL, number hal-01527699, May.
• Takami, Norikazu, 2017, "History of Econometrics of the First Half of the Twentieth Century: A Survey and Bibliometric Analysis," Economic Review, Hitotsubashi University, volume 68, issue 3, pages 264-279, July, DOI: 10.15057/28705.
• KOGURE, Katsuo & 小暮, 克夫, 2017, "Some Remarks on the Causal Inference for Historical Persistence," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-44, Sep.
• Juan Carlos Lezama Palomino & Miguel Angel Laverde Sarmiento & Carlos Arturo Gómez Restrepo, 2017, "The Stock Market And Its Impact On The Economy: A Colombian Case Study 2001-2013, El Mercado De Valores Y Su Influencia En La Economia: Estudio Del Caso Colombiano 2001-2013," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 29-39.
• Linda Karlina Sari & Noer Azam Achsani & Bagus Sartono, 2017, "Volatility Transmission of the Main Global Stock Return Towards Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 229-256, October, DOI: https://doi.org/10.21098/bemp.v20i2.
• Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017, "Double/debiased machine learning for treatment and structural parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/17, Jun.
• Jerry Hausman & Maxim L. Pinkovskiy, 2017, "Estimating dynamic panel models: backing out the Nickell Bias," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP53/17, Nov.
• Salvador Cruz Aké & Nora Gavira Durón & Reyna Susana García Ruíz, 2017, "Eficiencia de los modelos Poisson y Logístico en la asignación de probabilidades de incumplimiento a empresas mineras mexicanas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 1, pages 1-21, Enero-Mar.
• Ravi Kanbur & Andy Snell, 2017, "Inequality indices as tests for fairness," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 432, Apr.
• Nzomo Tcheunta, Joseph & Dombou-Tagne, Dany Rostand, 2017, "Stock markets, volatility and economic growth: evidence from Cameroon, Ivory Coast and Nigeri," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 145-175, Primer se.
• Kanbur, Ravi & Snell, Andy, 2017, "Inequality Indices as Tests of Fairness," IZA Discussion Papers, IZA Network @ LISER, number 10721, Apr.
• Sergio Pinheiro Firpo, 2017, "Identifying and measuring economic discrimination," World of Labour, LISER, pages 347-347, March.
• Kirtti Ranjan Paltasingh & Phanindra Goyari & Kiril Tochkov, 2017, "Rice Ecosystems and Adoption of Modern Rice Varieties in Odisha, East India: Intensity, Determinants and Policy Implications," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 197-213, July-Sept.
• Osaretin Kayode Omoregie & Fredrick Ikpesu, 2017, "Dynamic interaction between savings, investment and economic growth in Nigeria: A Vector autoregressive (VAR) approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 267-280, July-Sept.
• Hu, Yingyao, 2017, "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics
  [The Econometrics of Unobservables]," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64578, revised 2021.
• Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017, "The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Journal of Statistical Software, Foundation for Open Access Statistics, volume 79, issue i01, DOI: http://hdl.handle.net/10.18637/jss..
• Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017, "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, volume 28, issue 5, pages 989-1010, November, DOI: 10.1007/s11079-017-9468-6.
• Jцrg Breitung & Christoph Wigger, 2017, "Alternative GMM estimators for spatial regression models," Working Paper Series in Economics, University of Cologne, Department of Economics, number 89, Jan.
• Vincze, János, 2017, "Információ és tudás. A big data egyes hatásai a közgazdaságtanra
  [Information and knowledge: some effects of big data on economics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1148-1159, DOI: 10.18414/KSZ.2017.11.1148.
• Abdulkadir Wahab AMAN & Zeynep KAPLAN, 2017, "The distribution and determinants of Turkey’s FDI positions in Africa," Turkish Economic Review, KSP Journals, volume 4, issue 4, pages 400-413, December.
• Schlicht, Ekkehart, 2017, "Season. Mathematica Packages for Seasonal Adjustment," Discussion Papers in Economics, University of Munich, Department of Economics, number 32331.
• Schlicht, Ekkehart, 2017, "Season. Mathematica Packages for Seasonal Adjustment," Software in Economics, University of Munich, Department of Economics, number 32331, revised .
• Md Sharif Hossain, & Md.Thasinul Abedin, 2017, "Socio-economy and stock market volatility," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 5, issue 4, pages 1-11, August.
• Cheng Hsiao & Qiankun Zhou, 2017, "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Departmental Working Papers, Department of Economics, Louisiana State University, number 2017-11, Sep.
• M. Hashem Pesaran & Qiankun Zhou, 2017, "To Pool or not to Pool: Revisited," Departmental Working Papers, Department of Economics, Louisiana State University, number 2017-13, Oct.
• Marianne Sensier & Fiona Devine, 2017, "Social Mobility and Brexit: A Closer Look At England's 'Left Behind' Communities," Economics Discussion Paper Series, Economics, The University of Manchester, number 1709.
• Christoph Engel, 2017, "Empirical Methods for the Law," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2017_07, Apr.
• François Gardes, 2017, "Angus Deaton, prix à la mémoire d'Alfred Nobel 2015 : un maître de l'économie appliquée," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17025, May, DOI: 10.3917/redp.273.0287.
• Okay Gunes, 2017, "Hedonic Recommendations: An Econometric Application on Big Data," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17061, Dec.
• Bernard Fingleton, 2017, "Dynamic Spatial Econometrics Models. A Critical Review," Scienze Regionali, Società editrice il Mulino, issue 1, pages 7-30.
• Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017, "Estimating Global Bank Network Connectedness," NBER Working Papers, National Bureau of Economic Research, Inc, number 23140, Feb.
• Jon Kleinberg & Himabindu Lakkaraju & Jure Leskovec & Jens Ludwig & Sendhil Mullainathan, 2017, "Human Decisions and Machine Predictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23180, Feb.
• Sydney C. Ludvigson & Sai Ma & Serena Ng, 2017, "Shock Restricted Structural Vector-Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23225, Mar.
• Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017, "Double/Debiased Machine Learning for Treatment and Structural Parameters," NBER Working Papers, National Bureau of Economic Research, Inc, number 23564, Jun.
• Sanja Franc & Velibor Peulić, 2017, "Examining Slovenian trade flow sustainability: empirical evidence from the period of the EU membership," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 3, pages 25-34, December.
• Nepal Rastra Bank, 2017, "Elasticity and Buoyancy of Taxation in Nepal: A Revisit of the Empirical Evidence," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 1, pages 19-32, April.
• Samuele Centorrino & Frederique Feve & Jean-Pierre Florens, 2017, "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 17-06.
• Bob Walrave & A Georges L Romme & Kim E van Oorschot & Fred Langerak, 2017, "Managerial attention to exploitation versus exploration: toward a dynamic perspective on ambidexterity," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 26, issue 6, pages 1145-1160.
• Jitoreanu Doina & Chirilă Viorica, 2017, "The Statistical Analysis of the Relationship Between Poverty and Public Expenses in the European Union Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 576-582, December.
• Gómez-Déniz, Emilio & Pérez-Rodríguez, Jorge V., 2017, "Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 3-23, Junio.
• F. Della Marra, 2017, "A forecasting performance comparison of dynamic factor models based on static and dynamic methods," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2017-ME01.
• Juan Manuel del Pozo Segura, 2017, "Has the Gender Wage Gap been Reduced during the 'Peruvian Growth Miracle?' A Distributional Approach," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-442.
• Sunday Osahon Igbinedion & Ikponwosa Ebomoyi, 2017, "Socio-Economic Determinants of Crime: Further Evidence from Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 101-114.
• Omorodion Omoregbe & Eniola Yemi Taiwo, 2017, "Production Facilities Maintenance Practices and Sustainable Competitive Advantage in the Paint Manufacturing Industry, Benin City, Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 209-222.
• Kahia, Montassar, 2017, "The key factors of export intensity in Tunisia: A Logistic regression with random effect model," MPRA Paper, University Library of Munich, Germany, number 77278.
• Shahzad, Syed Jawad Hussain & Raza, Naveed & Shahbaz, Muhammad & Ali, Azwadi, 2017, "Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States," MPRA Paper, University Library of Munich, Germany, number 78595, Apr, revised 15 Apr 2017.
• Senarathne, Chamil W & Jayasinghe, Prabhath, 2017, "Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk," MPRA Paper, University Library of Munich, Germany, number 78771, Mar, revised 04 Apr 2017.
• Hui, Yongchang & Wong, Wing-Keung & BAI, ZHIDONG & Zhu, Zhen-Zhen, 2017, "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application," MPRA Paper, University Library of Munich, Germany, number 79692, Jun.
• Yang, Bill Huajian, 2017, "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper, University Library of Munich, Germany, number 79934, Sep.
• Clarke, Damian & Matta, Benjamín, 2017, "Practical Considerations for Questionable IVs," MPRA Paper, University Library of Munich, Germany, number 79991, Jun.
• Mabrouki, Mohamed, 2017, "Analyse empirique de la relation entre les décisions de renouvellement des brevets et les montants d’annuités
  [Empirical analysis of the relationship between patent renewal decisions and the amounts of annuities]," MPRA Paper, University Library of Munich, Germany, number 80484, Jan.
• Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2017, "Technology and Business Cycles: A Schumpeterian Investigation for the USA," MPRA Paper, University Library of Munich, Germany, number 80636.
• Ferman, Bruno & Ponczek, Vladimir, 2017, "Should we drop covariate cells with attrition problems?," MPRA Paper, University Library of Munich, Germany, number 80686, Aug.
• EZZAHID, Elhadj & ELOUAOURTI, Zakaria, 2017, "Financial development and total factors productivity channel: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 81764.
• Iheonu, Chimere & Ihedimma, Godfrey & Onwuanaku, Chigozie, 2017, "Institutional Quality and Economic Performance in West Africa," MPRA Paper, University Library of Munich, Germany, number 82212, Jun.
• Raihan, Tasneem, 2017, "Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty," MPRA Paper, University Library of Munich, Germany, number 82343, Oct.
• Arikan, Cengiz & Yalcin, Yeliz, 2017, "Do The Countries’ Monetary Policies Have Spatial Impact?," MPRA Paper, University Library of Munich, Germany, number 83407, Dec.
• Asmerom Kidane & Aloyce Hepelwa & Kenneth Mdadila & Ernest Ngeh & Teh Wei Hu, 2017, "The demand for cigarette in Tanzania: A temporal approach," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 45, pages 136-143.
• Amjad Naveed & Amber Naz & Nisar Ahmad, 2017, "Wage Convergence across European Regions : Do International Borders Matter?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 1, pages 35-64.
• Karina Córdova & Alejandra Criollo & Sharon Macas, 2017, "¿Importa el nivel de desarrollo en la determinación de la propensión marginal a importar? Una comparación empírica entre Ecuador, Chile y Estados Unidos," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 39-47.
• Abbas Memarzadeh & Nasser Khiabani, 2017, "Investigating Dynamic Effects of Structural Shocks in Global Oil Market on Iran’s Public and Private Sector Expenditure: Structural Dynamic Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 2, pages 169-194.
• Ricardo Candéa Sá Barreto & Eli Izidro dos Santos & Ícaro Célio Santos de Carvalho, 2017, "Uma análise espacial da pobreza multidimensional nos bairros de Fortaleza – Ceará," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 11, issue 3, pages 336-357.
• Felipe Flores Vichi & Arlette Cruz Gómez & José Alfredo Jauregui Díaz, 2017, "Los factores de conversión y los recursos de la vivienda de interés social en la determinación de la calidad de vida," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 12, issue 2, pages 49-83.
• Özgür ERSİN & Melike BİLDİRİCİ, 2017, "A Nonlinear Analysis of Monetary Policy with Dominance Indices in Turkey: MS-VAR Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 22-46, December.
• Selcuk Bayraci, 2017, "Application of profit-based credit scoring models using R," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 4, pages 3-28, December.
• Daniela-Emanuela Danacica, 2017, "Methodological and Applicative Problems of using Pearson Correlation Coefficient in the Analysis of Socio-Economic Variables," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 148-163, February.
• Leopoldo Catania & Stefano Grassi, 2017, "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper, Tor Vergata University, CEIS, number 417, Dec, revised 11 Dec 2017.
• Taku Yamamoto & Hiroaki Chigira, 2017, "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808110, Oct.
• Agata Szyma?ska, 2017, "Effects of Fiscal Policy Shocks on the Economy: Evidence from Selected CEE Countries," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5908263, Oct.
• Lucie Kureková & Pavlína Hejduková, 2017, "Inter-Regional Migration In Cz And Sk: The Empirical Study Of Panel Data At Nuts3 Level," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507339, Apr.
• Bertille Antoine & Prosper Dovonon, 2017, "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp17-15, Sep.
• Yağmur SAĞLAM & Hüseyin Avni EGELİ & Pınar EGELİ, 2017, "Gelişmiş ve Gelişmekte Olan Ülkelerde Ar&Ge Harcamaları ve Ekonomik Büyüme Arasındaki İlişki: Panel Veri Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(31).
• Mehmet BÖLÜKBAŞ & Osman PEKER, 2017, "Ticari Dışa Açıklık ve Dış Ticaret Hadleri Dış Borçlanma Üzerinde Etkili mi? Türkiye İçin Bir Analiz," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
• Rafael Saulo Marques Ribeiro & Gilberto Tadeu Lima, 2017, "Government Expenditure Ceiling and Public Debt Dynamics in a Demand-led Macromodel," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_35, Dec.
• Nikolaos D. Geomelos & Evangelos Xideas, 2017, "Econometric estimation of second-hand shipping markets using panel data analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 1, pages 7-21, January-M.
• Carl H. Korkpoe & Peterson Owusu Junior, 2018, "Behaviour of Johannesburg Stock Exchange All Share Index Returns - An Asymmetric GARCH and News Impact Effects Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 68, issue 1, pages 26-42, January-M.
• Anurag N. Banerjee & Nilanjan Banik & Ashvika Dalmia, 2017, "Demand for household sanitation in India using NFHS-3 data," Empirical Economics, Springer, volume 53, issue 1, pages 307-327, August, DOI: 10.1007/s00181-017-1250-5.
• Flora Pandya & Suresh Maind, 2017, "Panel data analysis: convergence of Indian states with infrastructure," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 19, issue 1, pages 181-195, April, DOI: 10.1007/s40847-017-0033-3.
• Talita Greyling & Stephanié Rossouw, 2017, "Non-Economic Quality of Life and Population Density in South Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 134, issue 3, pages 1051-1075, December, DOI: 10.1007/s11205-016-1468-1.
• Maddalena Cavicchioli, 2017, "Estimation and asymptotic covariance matrix for stochastic volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 437-452, August, DOI: 10.1007/s10260-016-0373-8.
• Denis Surzhko, 2017, "Bayesian Approach to PD Calibration and Stress-testing in Low Default Portfolios," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 2, pages 1-6.
• Panagiotis Mantalos, 2017, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1274282-127, January, DOI: 10.1080/23322039.2016.1274282.
• Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017, "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-050/III, May.
• Francisco (F.) Blasques & Andre (A.) Lucas & Andries van Vlodrop, 2017, "Finite Sample Optimality of Score-Driven Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-111/III, Nov.
• Gloria Gonzalez-Rivera & Wei Lin, 2017, "Extreme Returns and Intensity of Trading," Working Papers, University of California at Riverside, Department of Economics, number 201801, Dec.
• Raja Ben Hajria & Salah Khardani & Hamdi Raïssi, 2017, "Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests," Working Papers, Escuela de Negocios y Economía, Pontificia Universidad Católica de Valparaíso, number 2017-03, Nov.
• Ibrahim Abidemi Odusanya & Bukunmi Agboola, 2017, "Income, Income Inequality and Health: Evidence from Nigeria," Business & Management Compass, University of Economics Varna, issue 4, pages 345-361.
• Kutu Adebayo Augustine & Ngalawa Harold, 2017, "Monetary Policy and Industrial Output in the BRICS Countries: A Markov-Switching Model," Folia Oeconomica Stetinensia, Paradigm, volume 17, issue 2, pages 35-55, December, DOI: 10.1515/foli-2017-0017.
• Barańska Anna, 2017, "Compensation for Real Properties Acquired for Roads in Different Procedures - Comparative Analysis," Real Estate Management and Valuation, Paradigm, volume 25, issue 4, pages 40-49, December, DOI: 10.1515/remav-2017-0028.
• Bilas Vlatka & Bosnjak Mile & Novak Ivan, 2017, "Examining the Relationship between Financial Development and International Trade in Croatia," South East European Journal of Economics and Business, Paradigm, volume 12, issue 1, pages 80-88, April, DOI: 10.1515/jeb-2017-0009.
• Neagu Mădălin-Ioan & Teodoru Mircea Constantin, 2017, "Testing the Engel's law in the consumption pattern of Romanian population," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 27, issue 3, pages 33-53, September, DOI: 10.1515/sues-2017-0011.
• Yu‐Chin Hsu, 2017, "Consistent tests for conditional treatment effects," Econometrics Journal, Royal Economic Society, volume 20, issue 1, pages 1-22, February.
• Roman Liesenfeld & Jean‐François Richard & Jan Vogler, 2017, "Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 600-620, April.
• Iwata, Kazumasa & Jean, Sébastien & Kastrop, Christian & Loewald, Chris & Véron, Nicolas, 2017, "T20 resilience and inclusive growth," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-94.
• Pédussel Wu, Jennifer & Qari, Salmai & Banach, Clark & Azarhoushang, Behzad, 2017, "A database for investigating foreign direct investment and regional trade," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 94/2017.
• Kim, Yong-seong & Kim, Taebong, 2017, "The Effects of Institutions on the Labour Market Outcomes: Cross-country Analysis," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 39, issue 4, pages 69-94, DOI: 10.23895/kdijep.2017.39.4.69.
• Eilers, Lea, 2017, "Is my rental price overestimated? A small area index for Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 734, DOI: 10.4419/86788854.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2017, "Tail event driven networks of SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-004.
• Trimborn, Simon & Li, Mingyang & Härdle, Wolfgang Karl, 2017, "Investing with cryptocurrencies - A liquidity constrained investment approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-014.

2016

• Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
• Hammed Adetola Adefeso, 2016, "Productive Government Expenditure and Economic Performance in sub-Saharan Africa: An Empirical Investigation," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 19, issue 2, pages 1-18, November.
• Dumitru, Ana-Maria & Urga, Giovanni, 2016, "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130148.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-33.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-41, DOI: 10.5018/economics-ejournal.ja.2016-.
• Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie, 2016, "Beyond dimension two: A test for higher-order tail risk," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 80, DOI: 10.5445/IR/1000051814.
• Härdle, Wolfgang Karl & Fai, Phoon-kok & Lee, David Kuo Chuen, 2016, "Credit rating score analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-046.
• Budzinski, Oliver & Pannicke, Julia, 2016, "Do preferences for pop music converge across countries? Empirical evidence from the Eurovision Song Contest," Ilmenau Economics Discussion Papers, Ilmenau University of Technology, Institute of Economics, number 101.
• Stammann, Amrei & Heiß, Florian & McFadden, Daniel, 2016, "Estimating Fixed Effects Logit Models with Large Panel Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145837.
• Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2016, "Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-20, Jun.
• Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan, 2016, "Intrinsic Liquidity in Conditional Volatility Models," Annals of Economics and Statistics, GENES, issue 123-124, pages 225-245, DOI: 10.15609/annaeconstat2009.123-124.0.
• Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016, "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Annals of Economics and Statistics, GENES, issue 123-124, pages 247-269, DOI: 10.15609/annaeconstat2009.123-124.0.
• Ogundari, Kolawole & Awokuse, Titus, undated, "Assessing the Contribution of Agricultural Productivity to Food Security levels in Sub-Saharan African countries," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235730, DOI: 10.22004/ag.econ.235730.
• Dariusz Urban, 2016, "The Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange to Sovereign Wealth Funds," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 2, pages 333-350, June.
• Esin Firuzan & Berhan Çoban, 2016, "Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 1, pages 35-44, June, DOI: http://dx.doi.org/10.17093/aj.2016..
• Henrik Jacobsen Kleven, 2016, "Bunching," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 435-464, October.
• Jushan Bai & Peng Wang, 2016, "Econometric Analysis of Large Factor Models," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 53-80, October.
• Susan Athey & Guido Imbens, 2016, "The State of Applied Econometrics - Causality and Policy Evaluation," Papers, arXiv.org, number 1607.00699, Jul.
• David M. Kaplan & Yixiao Sun, 2016, "Smoothed estimating equations for instrumental variables quantile regression," Papers, arXiv.org, number 1609.09033, Sep.
• Talita Greyling & Stephanié Rossouw, 2016, "Non-Economic Quality of Life and Population Density in South Africa," Working Papers, Auckland University of Technology, Department of Economics, number 2016-03, Mar.
• Juan José Barrios, 2016, "Association between feelings about competition and self-reported happiness: do racial differences matter? Evidence from the World Value Surveys," Documentos de Investigación, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales, number 108, Aug.
• Alfonso Ugarte, 2016, "Long and short-run components in explanatory variables and different panel-data estimates," Working Papers, BBVA Bank, Economic Research Department, number 16/10, May.
• Ke Zhu, 2016, "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 2, pages 463-485, March.
• Pentti Saikkonen & Rickard Sandberg, 2016, "Testing for a Unit Root in Noncausal Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 99-125, January.
• Dimitris K Christopoulos & Gregorios Siourounis & Irene Vlachaki, 2016, "Democratic Reforms, Foreign Aid and Production Inefficiency," Manchester School, University of Manchester, volume 84, issue 3, pages 363-389, June.
• Ioanna C. Bardakas, 2016, "Structural and cyclical factors of Greece’s current account balances: a note," Working Papers, Bank of Greece, number 206, Apr.
• F. Lilla, 2016, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1084, Nov.
• Fossati Sebastian, 2016, "Dating US business cycles with macro factors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 529-547, December, DOI: 10.1515/snde-2015-0037.
• Jean-François BRUN & Maïmouna DIAKITE, 2016, "Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue," Working Papers, CERDI, number 201610, Jun.
• Branko Uroševic & Mikica Drenovak & Vladimir Rankovic & Ranko Jelic & Milos Ivanovic, 2016, "Market Risk Management in a Post-Basel II Regulatory Environment," CESifo Working Paper Series, CESifo, number 6293.
• Julian Dieler, 2016, "Effectiveness of Climate Policies: Empirical Methods and Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 68, September.
• Gabriel Felbermayr & Erdal Yalcin & Alexander-Nikolai Sandkamp & Philipp Lang, 2015, "Beschäftigungseffekte der Exportkreditgarantien des Bundes und globale Wertschöpfungsketten," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 68, October.
• Neda Popovska-Kamnar & Miso Nikolov & Artan Sulejmani, 2016, "Determinants Of The International Reserves In The Republic Of Macedonia," Journal Articles, Center For Economic Analyses, pages 51-61, December.
• Andres Mauricio Gómez Sánchez & Juliana Isabel Sarmiento Castillo & Claudia Liceth Fajardo Hoyos, 2016, "Indicador global adelantado de corto y largo plazo para la economía del Cauca 1960-2014," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 35, issue 62, pages 209-244.
• Rafael Vergara Varela, 2016, "El Plan de Ordenamiento Territorial (POT) de Cali, una aproximación," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 35, issue 62, pages 169-207.
• Sebastián Villarreal Romero & Dar�o A. Ortiz Navarro, 2016, "Transporte y mercado interno en Colombia: una contribución a un debate hasta ahora desconocido, 1928-1950," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, volume 3, issue 1, pages 83-107.
• GAO, Zhengyuan & HAFNER, Christian, 2016, "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016014, May.
• Jérémy L'Hour, 2016, "Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection," Working Papers, Center for Research in Economics and Statistics, number 2016-23, Jun.
• Manuel A. Zambrano-Monserrate, 2016, "Formación de los precios de alquiler de viviendas en Machala (Ecuador): análisis mediante el método de precios hedónicos," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 109, pages 12-22, Enero.
• Dustin T. G. RODRIGUEZ, 2016, "Returns to Education of Colombian Economists: Analysis from the Theory of Human Capital (2009-2013)," Journal of Economic and Social Thought, EconSciences Journals, volume 3, issue 1, pages 139-149, March.
• Mehmet BÖLÜKBAÞ, 2016, "The Effects of Economic Policies in Turkey: An Application for the Period After 2000," Journal of Social and Administrative Sciences, EconSciences Journals, volume 3, issue 4, pages 315-322, December.
• Yinghao LUO, 2016, "Nonlinear Trend and Purchasing Power Parity," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 490-497, September.
• Antonis Michis, 2016, "Mean Squared Prediction Error Reduction With Instrumental Variables," Working Papers, Central Bank of Cyprus, number 2016-5, Jul.
• Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA, 2016, "Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 85-102.
• Anurag N Banerjee & Nilanjan Banik & Ashvika Dalmia, 2016, "Demand for household sanitation in India using NFHS-3 data," CEMAP Working Papers, Durham University Business School, number 2016_05, Oct.
• Amin Jan & Maran Marimuthu, 2016, "Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 1, pages 332-346.
• Cavicchioli, Maddalena & Pistoresi, Barbara, 2016, "Testing threshold cointegration in Wagner's Law: The role of military spending," Economic Modelling, Elsevier, volume 59, issue C, pages 23-31, DOI: 10.1016/j.econmod.2016.06.011.
• Lahiri, Kajal & Yang, Liu, 2016, "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, volume 141, issue C, pages 125-129, DOI: 10.1016/j.econlet.2015.09.022.
• Tennekoon, Vidhura S., 2016, "The equivalence of three latent class models and ML estimators," Economics Letters, Elsevier, volume 141, issue C, pages 147-150, DOI: 10.1016/j.econlet.2016.02.028.
• Wu, Jilin, 2016, "A test for changing trends with monotonic power," Economics Letters, Elsevier, volume 141, issue C, pages 15-19, DOI: 10.1016/j.econlet.2016.01.006.
• Engel, Christoph, 2016, "A random shock is not random assignment," Economics Letters, Elsevier, volume 145, issue C, pages 45-47, DOI: 10.1016/j.econlet.2016.05.022.
• Wu, Jilin, 2016, "Detecting structural changes under nonstationary volatility," Economics Letters, Elsevier, volume 146, issue C, pages 151-154, DOI: 10.1016/j.econlet.2016.07.039.
• Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin, 2016, "Consistent tests for poverty dominance relations," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 360-373, DOI: 10.1016/j.jeconom.2015.12.007.
• Armstrong, Timothy B. & Chan, Hock Peng, 2016, "Multiscale adaptive inference on conditional moment inequalities," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 24-43, DOI: 10.1016/j.jeconom.2016.04.001.
• Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016, "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 57-75, DOI: 10.1016/j.jeconom.2016.01.010.
• Mykland, Per A. & Zhang, Lan, 2016, "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 242-262, DOI: 10.1016/j.jeconom.2016.05.005.
• Kock, Anders Bredahl, 2016, "Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 71-85, DOI: 10.1016/j.jeconom.2016.06.001.
• López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.