Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C01: Econometrics
2015
- Enrique Leonardo Kato Vidal, 2015, "Violence in Mexico: An economic rationale of crime and its impacts," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 12, issue 2, pages 93-108, Julio-Dic.
- Jerry Hausman, 2015, "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 38, issue 2, pages 112-134.
- Robert Engle & Clive Granger, 2015, "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 39, issue 3, pages 106-135.
- Farrah Yasmin, 2015, "Twin Deficit Hypothesis: A Case of Pakistan," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 2, issue 1, pages 71-84, DOI: 10.30537/sijmb.v2i1.89.
- Karen M. Martínez Torrico & Javier Aliaga Lordemann, 2015, "Revisión de Modelos Energéticos," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 6/2015, Jun.
- Schatteles, Tiberiu, 2015, "Studiul economiei, sinteza unei aventuri," Studii Economice, Institutul National de Cercetari Economice (INCE), number 151211, Dec.
- Juan Tomas Sayago-Gomez & Gianfranco Piras & Donald Lacombe & Randall Jackson, 2015, "Impact Evaluation of Investments in the Appalachian Region: A Reappraisal," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2015-06, Aug.
- Elena-Maria Prada, 2015, "An investigation of romanians’ return intentions from Spain," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 5, pages 31-42, May.
- Corné van Walbeek & Evan Blecher & Grieve Chelwa, 2015, "Evaluating South Africa’s Tobacco Control Initative: A Synthetic Control Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 566, Dec.
- Witold Koziñski & Tomasz Œwist, 2015, "Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 65-74, August.
- Vipul Kumar Singh, 2015, "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 258-289, December, DOI: 10.1177/0972652714567997.
- Гребенников В.Ф. & Захаров Н.В., 2015, "Оценка связи между показателями осведомленности/вовлеченности и долей рынка. An estimation of connection between indicators of brand awareness/penetration and market share," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 15, issue 3, pages 87-94.
- KANTA TANNIYOM & Paponpat Taveeapiradeecharoen & Prapatchon Jariyapan, 2015, "Modeling Dependency and Conditional Volatility between Asian Economic Community (AEC) Country Exchange Rate and Inflation Using the Copula-GARCH Model," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704733, Sep.
- Teguh Sugiarto, 2015, "Svar Model To Examine The Short And Long Term Monetary Policy In Indonesia," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 4, pages 66-77, December.
- Garry F. Barrett & Stephen G. Donald & Yu-Chin Hsu, 2015, "Consistent Tests for Poverty Dominance Relations," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 15-A002, Apr.
- Sara Cruz & Aurora Teixeira, 2015, "The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal," The Annals of Regional Science, Springer;Western Regional Science Association, volume 54, issue 1, pages 143-177, January, DOI: 10.1007/s00168-014-0649-6.
- V. Ridde & I. Agier & A. Jahn & O. Mueller & J. Tiendrebéogo & M. Yé & M. De Allegri, 2015, "The impact of user fee removal policies on household out-of-pocket spending: evidence against the inverse equity hypothesis from a population based study in Burkina Faso," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 1, pages 55-64, January, DOI: 10.1007/s10198-013-0553-5.
- Maddalena Cavicchioli, 2015, "Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 3, pages 315-332, November, DOI: 10.1007/s40797-015-0015-6.
- Mehdi Abid & Rafaa Mraihi, 2015, "Disaggregate Energy Consumption Versus Economic Growth in Tunisia: Cointegration and Structural Break Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 6, issue 4, pages 1104-1122, December, DOI: 10.1007/s13132-014-0189-4.
- Mehdi Abid & Rafaa Mraihi, 2015, "Energy Consumption and Industrial Production: Evidence from Tunisia at Both Aggregated and Disaggregated Levels," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 6, issue 4, pages 1123-1137, December, DOI: 10.1007/s13132-014-0190-y.
- Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015, "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 6, pages 466-473, April, DOI: 10.1080/13504851.2014.950789.
- Francis X. Diebold, 2015, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 1-1, January, DOI: 10.1080/07350015.2014.983236.
- Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015, "Identification and Inference With Many Invalid Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 4, pages 474-484, October, DOI: 10.1080/07350015.2014.978175.
- Titus J. Galama & Hans van Kippersluis, 2015, "A Theory of Education and Health," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-031/V, Mar.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2015, "The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-042/III, Mar, revised 04 Jul 2017.
- Laurent Callot & Johannes Tang Kristensen, 2015, "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-069/III, Jun.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015, "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-131/III, Dec.
- Juan Díaz & Tomás Rau & Jorge Rivera, 2015, "A Matching Estimator Based on a Bilevel Optimization Problem," The Review of Economics and Statistics, MIT Press, volume 97, issue 4, pages 803-812, October.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & Opschoor, A. & van Dijk, H.K., 2015, "The R package MitISEM : efficient and robust simulation procedures for Bayesian inference," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 011, Jan, DOI: 10.26481/umagsb.2015011.
- Guido W. Imbens, 2015, "Matching Methods in Practice: Three Examples," Journal of Human Resources, University of Wisconsin Press, volume 50, issue 2, pages 373-419.
- MIHĂILĂ, Teodora, 2015, "Modeling The Informal Economy: A Review," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 4, pages 93-103.
- Adam Nowak & Patrick Smith, 2015, "Textual Analysis in Real Estate," Working Papers, Department of Economics, West Virginia University, number 15-34, Aug.
- Lépine, A. & Lagarde, M. & Le Nestour, A., 2015, "Free primary care in Zambia: an impact evaluation using a pooled synthetic control method," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 15/20, Sep.
- Meyer, Dietmar & Shera, Adela, 2015, "Remittances' impact on the labor supply and on the deficit of current account," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 97.
- Wagan, Shah Mehmood, 2015, "Export boost of Textile Industry of Pakistan by availing EU’s GSP Plus," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 18-27.
- Alm, Bastian, 2015, "Evaluation von Subventionen im Rahmen der regionalen Wirtschaftspolitik in Deutschland," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 1, pages 123-137.
- Vasilev, Aleksandar, 2015, "Growth and Convergence in the Central and East European Countries towards EU /1992-2002/," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 144530.
- Frondel, Manuel & Andor, Mark & Vance, Colin, 2015, "Mitigating Hypothetical Bias: Evidence on the Effects of Correctives from a Large Field Study," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112990.
- Herwartz, Helmut, 2015, "Are GARCH innovations independent - a long term assessment for the S&P 500," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113109.
- Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois, 2015, "Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113131.
2014
- Joseph Ato Forson & Jakkaphong Janrattanagul, 2014, "Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand," Contemporary Economics, Vizja University, volume 8, issue 2, June.
- Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-67, Jul.
- Stacy, Brian, 2014, "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 104744, Dec.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Gold, Oil, and Stocks," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 14.
- Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
- Bush, C. Anthony, 2014, "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-33.
- Bormann, Carsten & Schienle, Melanie & Schaumburg, Julia, 2014, "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-042.
- Mária Bohdalová & Michal Greguš, 2014, "Cointegration Analysis Of The Foreign Exchange Rate Pairs," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 147-153, July, DOI: 10.12955/cbup.v2.497.
- Laurent Callot & Johannes Tang Kristensen, 2014, "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-41, Nov.
- Akarapong Untong, 2014, "Examining the Tourism-led Growth Hypothesis: A Case Study of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 21, issue 2, pages 30-51, December.
- Vasile Alecsandru STRAT, 2014, "The Relationship Between Foreign Direct Investment And The Higher Education System In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 3, issue 1, pages 10-24, JULY.
- Mostefa BELMOKADDEM & Yassine Zakaria GHOUALI & Mohammed Seghir GUELLIL & Mohammed Abbes SAHRAOUI, 2014, "Causal Interactions Between Fdi, Electricity Consumption And Economic Growth: Evidence From Dynamic Panel Co-Integration Models," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 3, issue 2, pages 1-30, DECEMBER.
- Maurice J.G. Bun & Teresa D. Harrison, 2014, "OLS and IV estimation of regression models including endogenous interaction terms," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-02, Dec.
- Jan F. Kiviet & Qu Feng, 2014, "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-06, Nov.
- Fatih Çemrek & Hakkı Polat, 2014, "Modeling Natural Gas Prices Volatility," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 2, issue 1, pages 1-12, June, DOI: http://dx.doi.org/10.17093/aj.49750.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 05/14, Jan, DOI: 10.1920/wp.cem.2014.0514.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 22/14, May, DOI: 10.1920/wp.cem.2014.2214.
- Andres Aradillas-Lopez & Adam Rosen, 2014, "Inference in Ordered Response Games with Complete Information," CeMMAP working papers, Institute for Fiscal Studies, number 36/14, Sep, DOI: 10.1920/wp.cem.2014.3614.
- Luis Armando Galvis, 2014, "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 207, Aug, DOI: 10.32468/dtseru.207.
- Drobne Samo & Bogataj Marija, 2014, "Regions for Servicing Old People: Case study of Slovenia," Business Systems Research, Sciendo, volume 5, issue 3, pages 19-36, September, DOI: 10.2478/bsrj-2014-0017.
- Damien S. Eldridge, 2014, "A Comment On Siegfried'S First Lesson In Econometrics," Economic Inquiry, Western Economic Association International, volume 52, issue 1, pages 503-504, January.
- Francisco Blasques, 2014, "Transformed Polynomials For Nonlinear Autoregressive Models Of The Conditional Mean," Journal of Time Series Analysis, Wiley Blackwell, volume 35, issue 3, pages 218-238, May.
- Julio Humérez Quiroz, 2014, "Determinantes del crecimiento económico en Bolivia: un enfoque de demanda," Revista de Análisis del BCB, Banco Central de Bolivia, volume 20, issue 1, pages 9-40, June.
- Kugler Franziska & Schwerdt Guido & Wößmann Ludger, 2014, "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 15, issue 2, pages 105-132, June, DOI: 10.1515/pwp-2014-0013.
- José M. Fernández, 2014, "Long Run Dynamics of World Food, Crude Oil Prices and Macroeconomic Variables: A Cointegration VAR Analysis," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 14/646, Nov.
- Gianfranco Piras & Ingmar R. Prucha, 2014, "On the Finite Sample Properties of Pre-Test Estimators of Spatial Models," CESifo Working Paper Series, CESifo, number 4725.
- M. Hashem Pesaran & Qiankun Zhou, 2014, "Estimation of Time-invariant Effects in Static Panel Data Models," CESifo Working Paper Series, CESifo, number 4983.
- Jan Frederik Kiviet & Qu Feng, 2014, "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," CESifo Working Paper Series, CESifo, number 5088.
- Franziska Kugler & Guido Schwerdt & Ludger Wößmann & Franziska Pfaehler, 2014, "Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 178.
- Stanislav PERCIC, 2014, "The Impact Of The Credit Expansion Process On Social Welfare In The Area Of Central And South-Eastern Europe," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 511-518, November.
- Luis Armando Galvis, 2014, "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 12064, Aug, DOI: 10.32468/dtseru.207.
- Andrés Mauricio Gómez & Zoraida Ramirez Gutierrez, 2014, "Dinámica económica de las remesas enviadas desde Espana y Estados Unidos a Colombia entre 2005-2013: un análisis de cointegración," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
- Olga Lucía Cadena Durán & Andr�s Mauricio G�mez S�nchez, 2014, "Racionalidades y prácticas campesinas cafeteras en el departamento del Huila, Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 8, issue 2, pages 157-184.
- Braione, Manuela & Scholtes, Nicolas K., 2014, "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014059, Nov.
- Timothy B. Armstrong & Michal Kolesar, 2014, "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1961, Dec.
- Timothy B. Armstrong & Michal Kolesar, 2014, "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1961R, Dec, revised Jul 2015.
- Timothy B. Armstrong & Michal Kolesar, 2014, "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1961R2, Dec, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014, "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1961R3, Dec, revised Jun 2017.
- Daniel Cerquera & François Laisney & Hannes Ullrich, 2014, "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1419.
- Syoum Negassi & Jean-Francois Sattin, 2014, "Evaluation of Public R&D Policy: A Meta-Regression Analysis," Working Papers, University of Delaware, Department of Economics, number 14-09.
- IBOURK, Aomar & AMAGHOUSS, Jabrane, 2014, "The Performance Of Educational System In Morocco: A Spatial Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 14, issue 2.
- Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014, "Dynamic Factor Models, Cointegration and Error Correction Mechanisms," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-14, Feb.
- Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi, 2014, "Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 1, pages 32-42.
- Wang, Qunyong & Lin, Xinyu, 2014, "Does religious beliefs affect economic growth? Evidence from provincial-level panel data in China," China Economic Review, Elsevier, volume 31, issue C, pages 277-287, DOI: 10.1016/j.chieco.2014.10.006.
- Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014, "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 242-265, DOI: 10.1016/j.jedc.2014.01.009.
- Goutte, Stéphane, 2014, "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, volume 38, issue C, pages 258-269, DOI: 10.1016/j.econmod.2013.12.007.
- Herrera, Rodrigo & Schipp, Bernhard, 2014, "Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 218-238, DOI: 10.1016/j.najef.2014.06.013.
- Kline, Patrick, 2014, "A note on variance estimation for the Oaxaca estimator of average treatment effects," Economics Letters, Elsevier, volume 122, issue 3, pages 428-431, DOI: 10.1016/j.econlet.2013.12.026.
- Chevapatrakul, Thanaset, 2014, "Monetary environments and stock returns revisited: A quantile regression approach," Economics Letters, Elsevier, volume 123, issue 2, pages 122-126, DOI: 10.1016/j.econlet.2014.01.033.
- Battistin, Erich & Chesher, Andrew, 2014, "Treatment effect estimation with covariate measurement error," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 707-715, DOI: 10.1016/j.jeconom.2013.10.010.
- Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014, "Summability of stochastic processes—A generalization of integration for non-linear processes," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 331-341, DOI: 10.1016/j.jeconom.2013.08.031.
- Donald, Stephen G. & Hsu, Yu-Chin, 2014, "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 383-397, DOI: 10.1016/j.jeconom.2013.03.010.
- Armstrong, Timothy B., 2014, "Weighted KS statistics for inference on conditional moment inequalities," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 92-116, DOI: 10.1016/j.jeconom.2014.04.021.
- Brigida, Matthew, 2014, "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, volume 43, issue C, pages 48-55, DOI: 10.1016/j.eneco.2014.01.014.
- Lisi, Francesco & Nan, Fany, 2014, "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, volume 44, issue C, pages 143-159, DOI: 10.1016/j.eneco.2014.03.018.
- Cummins, Mark & Garry, Oonagh & Kearney, Claire, 2014, "Price discovery analysis of green equity indices using robust asymmetric vector autoregression," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 261-267, DOI: 10.1016/j.irfa.2014.10.006.
- Temiz, Dilek & Gökmen, Aytaç, 2014, "FDI inflow as an international business operation by MNCs and economic growth: An empirical study on Turkey," International Business Review, Elsevier, volume 23, issue 1, pages 145-154, DOI: 10.1016/j.ibusrev.2013.03.003.
- Chan, Kam Fong & Powell, John G. & Treepongkaruna, Sirimon, 2014, "Currency jumps and crises: Do developed and emerging market currencies jump together?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 132-157, DOI: 10.1016/j.pacfin.2014.08.001.
- Piras, Gianfranco & Prucha, Ingmar R., 2014, "On the finite sample properties of pre-test estimators of spatial models," Regional Science and Urban Economics, Elsevier, volume 46, issue C, pages 103-115, DOI: 10.1016/j.regsciurbeco.2014.03.002.
- Kelejian, Harry H. & Piras, Gianfranco, 2014, "Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes," Regional Science and Urban Economics, Elsevier, volume 46, issue C, pages 140-149, DOI: 10.1016/j.regsciurbeco.2014.03.001.
- Chevapatrakul, Thanaset & Tee, Kai-Hong, 2014, "The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 83-105, DOI: 10.1016/j.ribaf.2014.03.003.
- Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P., 2014, "Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion," Statistics & Probability Letters, Elsevier, volume 95, issue C, pages 132-138, DOI: 10.1016/j.spl.2014.08.015.
- Benos, Nikos & Zotou, Stefania, 2014, "Education and Economic Growth: A Meta-Regression Analysis," World Development, Elsevier, volume 64, issue C, pages 669-689, DOI: 10.1016/j.worlddev.2014.06.034.
- Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at:http://web.yonsei.ac.kr/jinseocho/research.htm," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033014.
- Kyungchul Song, 2014, "Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033015.
- Chi Wan & Zhijie Xiao, 2014, "Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033020.
- Benjamin J. Gillen & Matthew Shum & Hyungsik Roger Moon, 2014, "Demand Estimation with High-Dimensional Product Characteristics," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034020.
- Thomas Geissmann & Massimo Filippini & William Greene, 2014, "Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 16/251, May.
- Miguel Cervantes Jiménez. & Pablo López Sarabia. & Pedro Alejandro García Sámano, 2014, "Los ciclos políticos en México, 1960-2011," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 40, issue 1, pages 195-235, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/402014/Cervante.
- Simona Monteleone, 2014, "Economia sommersa: ULA irregolari in Italia dal 1980 al 2009," ECONOMIA PUBBLICA, FrancoAngeli Editore, volume 2014, issue 2, pages 91-123.
- Maria Felice Arezzo, 2014, "Il lavoro irregolare nelle regioni italiane: un?analisi econometrica dal 1995 al 2008," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2014, issue 1, pages 60-77.
- Dennis Fok & Richard Paap & Philip Hans Franses, 2014, "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, volume 2, issue 1, pages 1-25, February.
- Richard A. Ashley & Kwok Ping Tsang, 2014, "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, volume 2, issue 1, pages 1-20, March.
- Harald Oberhofer & Michael Pfaffermayr, 2014, "Two-Part Models for Fractional Responses Defined as Ratios of Integers," Econometrics, MDPI, volume 2, issue 3, pages 1-22, September.
- Frédéric Jouneau-Sion & Olivier Torrès, 2014, "In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1422.
- João Sousa Andrade & António Portugal Duarte, 2014, "Output-gaps in the PIIGS Economies: An Ingredient of a Greek Tragedy," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-06, Jan.
- Nuno Ferraz & António Portugal Duarte, 2014, "The Public Finance and the Economic Growth in the First Portuguese Republic," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-18, Sep.
- Andrés Rodríguez-Pose & Marko Stermšek, 2014, "The economics of secession. Analysing the economic impact of the collapse of the former Yugoslavia," Working Papers. Collection A: Public economics, governance and decentralization, Universidade de Vigo, GEN - Governance and Economics research Network, number 1408, Aug.
- Laurent E. Calvet & Veronika Czellar, 2014, "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers, HAL, number hal-02058272, Jun, DOI: 10.2139/ssrn.2444445.
- Valeria V. Lakshina, 2014, "The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 37/FE/2014.
- Ignacio Abásolo & Miguel Negrín & Jaime Pinilla, 2014, "Utilización y tiempos de espera: dos vertientes inseparables del análisis de la equidad en el acceso al sistema sanitario público," Hacienda Pública Española / Review of Public Economics, IEF, volume 208, issue 1, pages 11-38, March.
- Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo, 2014, "Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-10.
- Renato Balbontin, 2014, "Overseas Performance Of Chilean Pension Funds,Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 11-25.
- Juan Benjamin Duarte Duarte & Zulay Yesenia Ramirez Leon & Katherine Julieth Sierra Suarez, 2014, "Size Effect Study In The Major Stock Market Of America, Estudio Del Efecto Tamano En Los Principales Mercados Bursatiles De Latinoamerica," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 5, pages 41-50.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/14, Jan.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/14, Apr.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/14, May.
- Andres Aradillas-Lopez & Adam Rosen, 2014, "Inference in Ordered Response Games with Complete Information," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/14, Sep.
- Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014, "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp460, Nov.
- Brian M. Lucey, 2014, "Return and Volatility Spillovers in Industrial Metals," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp463, Nov.
- Erika Pesántez, 2014, "Análisis de movilidad social en el Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 8, issue 2, pages 53-68, Diciembre.
- Josué M. Polanco-Martínez, 2014, "Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 8, issue 2, pages 7-23, Diciembre.
- Matthew A. Cole & Robert J R Elliott & Toshihiro Okubo & Eric Strobl, 2014, "Natural Disasters and the Birth, Life and Death of Plants: The Case of the Kobe Earthquake," Working Papers, Department of Research, Ipag Business School, number 2014-114, Jan.
- Calhoun, Gray, 2014, "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32462, Mar.
- Osamu Nakamura, 2014, "The Role of Public Sector Investment for Economic Development in Emerging Countries: The Case of Lao PDR," Working Papers, Research Institute, International University of Japan, number EMS_2014_12, Sep.
- Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014, "Evaluating Specification Tests in the Context of Value-Added Estimation," IZA Discussion Papers, IZA Network @ LISER, number 7974, Feb.
- Imbens, Guido W., 2014, "Instrumental Variables: An Econometrician's Perspective," IZA Discussion Papers, IZA Network @ LISER, number 8048, Mar.
- Imbens, Guido W., 2014, "Matching Methods in Practice: Three Examples," IZA Discussion Papers, IZA Network @ LISER, number 8049, Mar.
- Martin Biewen, 2014, "Poverty persistence and poverty dynamics," World of Labour, LISER, pages 103-103, November.
- Muthucattu Thomas Paul & Yih Pin Tang & Markand Bhatt, 2014, "A study of the relation between inflation and exchange rates in the Fiji islands: a cointegration and vector error correction approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 4, pages 1-20, October-D.
- Roxana Hincu, 2014, "The Eu-Us Relations In An Emerging Multipolar World," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 6, issue 2a, pages 111-122, August.
- Obermeyer Andy & Wieland Bernhard & Evangelinos Christos, 2014, "Die ökonomische Bewertung kleiner Reisezeiteinsparungen / The Economic Valuation of Small Travel Time Savings," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 1, pages 44-69, February, DOI: 10.1515/jbnst-2014-0105.
- Victor Aguirregabiria & Junichi Suzuki, 2014, "Identification and counterfactuals in dynamic models of market entry and exit," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 3, pages 267-304, September, DOI: 10.1007/s11129-014-9147-5.
- Mojab, Ramin & Barakchian, Seyed Mehdi, 2014, "A Sensitivity Analysis of the Identification of Business Cycles to the Choice of the Statistical Method," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 21, pages 381-405, October.
- Fegheh Majidi, Ali, 2014, "Determinants of the Choice of Exchange Rate Regimes in OIC Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 3, pages 85-118, April.
- Jan F. KIVIET & Qu FENG, 2014, "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1413, Nov.
- Patrick M. Kline, 2014, "A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 19784, Jan.
- Guido Imbens, 2014, "Instrumental Variables: An Econometrician's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 19983, Mar.
- Arun G. Chandrasekhar & Matthew O. Jackson, 2014, "Tractable and Consistent Random Graph Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 20276, Jul.
- Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014, "Finite Population Causal Standard Errors," NBER Working Papers, National Bureau of Economic Research, Inc, number 20325, Jul.
- Anirban Basu, 2014, "Welfare Implications of Learning Through Solicitation versus Diversification in Health Care," NBER Working Papers, National Bureau of Economic Research, Inc, number 20376, Aug.
- Andrew Gelman & Guido Imbens, 2014, "Why High-order Polynomials Should not be Used in Regression Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20405, Aug.
- Campbell R. Harvey & Yan Liu & Heqing Zhu, 2014, ". . . and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20592, Oct.
- David Bernstein & Bent Nielsen, 2014, "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W06, Oct.
- Lee Adkins, 2014, "Using gretl for Principles of Econometrics, 4th Edition," Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business, number 1412, Apr.
- Roman Teodora & Manolica Adriana, 2014, "The Economics Student €" The Future Businessman. From The Awareness Of Consumers' Rights To Their Enforcement," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1057-1068, July.
- Karagoz Kadir, 2014, "Determinants Of Tourist Inflows To Romania: Evidence From Augmented Panel Gravity Model," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 347-358, July.
- Nico Gianluigi, 2014, "Implementing Fiscal Or Monetary Policy In Time Of Crisis? Running Granger Causality To Test The Phillips Curve In Some Euro Zone Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 154-164, December.
- Drago Pupavac, 2014, "Econometric Model For Forecasting Traffic On Croatian Motorways," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 10, pages 891-900.
- Ryo Kinoshita & Kosuke Oya, 2014, "Measurement of causality change between multiple time series," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-09, Feb.
- Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2014, "Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 679-707.
- Nec?ulescu Consuela & ?erbãnescu Lumini?a, 2014, "Analysis and Forecast of the Gross Domestic Product in Romania Using Econometric Methods," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 380-385, May.
- Michal Bernard Pietrzak, 2014, "Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 2, pages 111-132, June, DOI: 10.12775/EQUIL.2014.014.
- Michal Bernard Pietrzak, 2014, "Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Aggregation Problem," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 3, pages 131-151, September, DOI: 10.12775/EQUIL.2014.021.
- Michal Bernard Pietrzak, 2014, "The Modifiable Areal Unit Problem – Analysis Of Correlation And Regression," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 4, pages 113-131, December, DOI: 10.12775/EQUIL.2014.028.
- Beata Bieszk-Stolorz & Iwona Markowicz, 2014, "Influence of Unemployment Benefit on Duration of Registered Unemployment Spells," Working Papers, Institute of Economic Research, number 24/2014, Dec, revised Dec 2014.
- Michal Bernard Pietrzak, 2014, "Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem," Working Papers, Institute of Economic Research, number 7/2014, Jan, revised May 2014.
- Michal Bernard Pietrzak, 2014, "The modifiable areal unit problem - analysis of correlation and regression," Working Papers, Institute of Economic Research, number 9/2014, Jan, revised May 2014.
- Dimitris K Christopoulos & Angelos Mimis & Gregorios Siourounis, 2014, "Historical Ethnic Homelands and Income Convergence in Africa," Review of Economics and Institutions, Università di Perugia, volume 5, issue 2.
- Sara Cruz & Aurora A.C. Teixeira, 2014, "The determinants of spatial location of creative industries start-ups: Evidence from Portugal using a discrete choice model approach," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 546, Oct.
- Samà, Danilo, 2014, "Essays on economic analysis of competition law: theory and practice," MPRA Paper, University Library of Munich, Germany, number 103118.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014, "Golden Rule of Forecasting: Be conservative," MPRA Paper, University Library of Munich, Germany, number 53579, Feb.
- Francq, Christian & Zakoian, Jean-Michel, 2014, "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper, University Library of Munich, Germany, number 54250.
- Albers, Scott, 2014, "On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings," MPRA Paper, University Library of Munich, Germany, number 55632, Apr.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014, "Testing Spatial Causality in Cross-section Data," MPRA Paper, University Library of Munich, Germany, number 56678.
- Antunes, João Marques & Fuinhas, José Alberto & Marques, António Cardoso, 2014, "Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros
[Modelling the volatility of gold prices and financial stock indexes: a VAR approach]," MPRA Paper, University Library of Munich, Germany, number 57017, Jun. - Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
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