Research classified by Journal of Economic Literature (JEL) codes

2012

• Pincheira, Pablo & García, Álvaro, 2012, "En busca de un buen marco de referencia predictivo para la inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 313, pages 85-123, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Monalisa Sen & Anil K. Bera & Yu-Hsien Kao, 2012, "A Hausman Test for Spatial Regression Model," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029023.
• Dinghai Xu & Yuying Li, 2012, "Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 7, issue 1, pages 22-43, March.
• Luisa Corrado & Roberta Distante, 2012, "Obesity is Contagious! Evidence from US Data," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, November.
• Christian Zimmermann, 2012, "Academic rankings with RePEc," Working Papers, Federal Reserve Bank of St. Louis, number 2012-023, DOI: 10.20955/wp.2012.023.
• �lexey Vedev & Yuri Danilov, 2012, "Russia's Financial Markets Development Forecast till 2020," Research Paper Series, Gaidar Institute for Economic Policy, issue 160P.
• João Sousa Andrade & António Portugal Duarte, 2012, "The Importance of a Good Indicator for Global Excess Demand," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-15, Oct.
• Timothy Halliday, 2012, "A Note on the Asymptotic Variance of Sample Roots," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201209, Jun.
• Dominique Guegan & Philippe de Peretti, 2012, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721327, Jul.
• Y. Boubacar Mainassara & M. Carbon & Christian Francq, 2012, "Computing and estimating information matrices of weak ARMA models," Post-Print, HAL, number hal-05417544, Feb, DOI: 10.1016/j.csda.2011.07.006.
• Stéphane Goutte, 2012, "Conditional Markov regime switching model applied to economic modelling," Working Papers, HAL, number hal-00747479, Oct.
• Maican, Florin G., 2012, "From Boom to Bust and Back Again: A dynamic analysis of IT services," Working Papers in Economics, University of Gothenburg, Department of Economics, number 543, Sep.
• Mantalos, Panagiotis, 2012, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers, Örebro University, School of Business, number 2012:2, Feb.
• Mantalos, Panagiotis & Karagrigoriou, Alex, 2012, "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers, Örebro University, School of Business, number 2012:4, Mar.
• Antonina Modica-Milo & Juan Samuel Baixauli Soler & Susana Alvarez Diez, 2012, "Indicator Of Financial Health Proposal And Its Impact On Probability Of Default, Propuesta De Un Indicador De Salud Financiera Y Su Efecto En La Prediccion Del Fracaso Empresarial," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 5, issue 3, pages 19-40.
• João Sousa Andrade & António Portugal Duarte, 2012, "The Importance of a Good Indicator for Global Exciess Demand," Book Chapters, Institute of Economic Sciences, chapter 1, in: Paulino Teixeira & António Portugal Duarte & Srdjan Redzepagic & Dejan Eric, "European Integration Process in Western Balkan Countries".
• Ozgur Omer ERSİN, 2012, "Türkiye’de Reel Döviz Kurunun Doğrusal Olmayan Ekonometrik Modeller ile İncelenmesi:Band-TAR ve STAR Modelleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 319, pages 89-122.
• Brian Lucey & Charles Larkin, 2012, "London or New York: where and when does the gold price originate?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp410, Sep.
• Yannira Chávez & Paúl Medina, 2012, "Diferencia de gastos según tamaño y composición familiar: una aplicación para Ecuador usando escalas de equivalencia," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 4, issue 2, pages 7-24, Diciembre.
• Felipe Andrés Lozano-Rojas, 2012, "Human Capital Contracts in Chile: An Exercise Based on Income Data on chilean HE Graduates," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 49, issue 2, pages 185-215, November.
• Paredes-Gómez, Angélica & Flores-Ortega, Miguel, 2012, "Análisis del comportamiento de la estructura de capital de empresas mexicanas del sector 7 siderúrgico en el periodo 2001-2011," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 36, pages 45-72, cuarto tr.
• Khandokar Mohammad Istiak, 2012, "Foreign Aid to Bangladesh: Some Iconoclastic Issues," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 331-343, January-J.
• R. Pace & Shuang Zhu, 2012, "Separable spatial modeling of spillovers and disturbances," Journal of Geographical Systems, Springer, volume 14, issue 1, pages 75-90, January, DOI: 10.1007/s10109-011-0155-7.
• Linda Gerkman, 2012, "Empirical spatial econometric modelling of small scale neighbourhood," Journal of Geographical Systems, Springer, volume 14, issue 3, pages 283-298, July, DOI: 10.1007/s10109-011-0147-7.
• Oliver Rutz & Randolph Bucklin, 2012, "Does banner advertising affect browsing for brands? clickstream choice model says yes, for some," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 2, pages 231-257, June, DOI: 10.1007/s11129-011-9114-3.
• Eva Österbacka & Joachim Merz & Cathleen D. Zick, 2012, "Human capital investments in children –A comparative analysis of the role of parent-child shared time in selected countries," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 9, issue 1, pages 120-143, November.
• Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth, 2012, "Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/12, May.
• Jan F. KIVIET & Milan PLEUS, 2012, "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1208, Aug.
• Łukasz Lenart & Mateusz Pipień, 2012, "Almost periodically correlated time series in business fluctuations analysis," NBP Working Papers, Narodowy Bank Polski, number 107.
• John H. Cochrane, 2012, "Continuous-Time Linear Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18181, Jun.
• Francis X. Diebold, 2012, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 18391, Sep.
• Guido W. Imbens & Michal Kolesár, 2012, "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 18478, Oct.
• Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012, "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 1, issue 1, pages 42-53, January.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W02, Feb.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W04, Apr.
• Bent Nielsen & Andrew Whitby, 2012, "A Joint Chow Test for Structural Instability," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W07, Jun.
• David S. Lee & Alexandre Mas, 2012, "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961--1999," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 127, issue 1, pages 333-378.
• Teselios Delia & Vilcu Anca & Albici Mihaela, 2012, "Increasing the Efficiency of Decision-Making Process with the Help of Econometrics," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1211-1214, May.
• Pintilescu Carmen, 2012, "Modelling the Disposable Income for the North-East Region of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 301-304, Decembre.
• Albici Mihaela & Teselios Delia & ntonescu Eugenia, 2012, "Difference Test Between Two Environments - Econometric Method of Substantiating the Decision," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 574-578, Decembre.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 604, Apr.
• Francis X. Diebold, 2012, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-035, Sep.
• Beata Bieszk-Stolorz & Iwona Markowicz, 2012, "The Impact Of Previous Job Experience On Employment Odds In Szczecin," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 7, issue 4, pages 63-75, December, DOI: 10.12775/EQUIL.2012.027.
• Okpara, Godwin Chigozie, 2012, "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper, University Library of Munich, Germany, number 36319, Jan, revised 27 Jan 2012.
• Okpara, Godwin Chigozie, 2012, "An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 36676, Feb, revised 14 Feb 2012.
• Matyas, Laszlo & Hornok, Cecilia & Pus, Daria, 2012, "The formulation and estimation of random effects panel data models of trade," MPRA Paper, University Library of Munich, Germany, number 36789, Feb.
• Chen, Liang, 2012, "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper, University Library of Munich, Germany, number 37514, Mar.
• Ludlow-Wiechers, Jorge, 2012, "Backward and forward closed solutions of multivariate ARMA models," MPRA Paper, University Library of Munich, Germany, number 37635, Mar.
• Kalantzis, Fotis & Sakellaris, Kostis, 2012, "Investigating the Impact of the Greek Electricity Market Reforms on its Day-Ahead Market Prices," MPRA Paper, University Library of Munich, Germany, number 37794, Apr.
• Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.
• Parrini, Alessandro, 2012, "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper, University Library of Munich, Germany, number 38544, Apr.
• Fan, Jianqing & Liao, Yuan, 2012, "Endogeneity in ultrahigh dimension," MPRA Paper, University Library of Munich, Germany, number 38698.
• Alvi, Mohsin, 2012, "The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]," MPRA Paper, University Library of Munich, Germany, number 39065, Jun.
• Lau, Evan & Hamzah, Siti Nur Zahara, 2012, "Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah," MPRA Paper, University Library of Munich, Germany, number 39297, May.
• Słoczyński, Tymon, 2012, "New Evidence on Linear Regression and Treatment Effect Heterogeneity," MPRA Paper, University Library of Munich, Germany, number 39524, Jun.
• Alvi, Mohsin, 2012, "Attitude Differentiates The Brand Selection (From the view of Generation Y people)," MPRA Paper, University Library of Munich, Germany, number 39592, Jun.
• Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella, 2012, "Skew mixture models for loss distributions: a Bayesian approach," MPRA Paper, University Library of Munich, Germany, number 39826.
• Doko Tchatoka, Firmin, 2012, "On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments," MPRA Paper, University Library of Munich, Germany, number 40184, Jul.
• Bildirici, Melike & Ersin, Özgür, 2012, "Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models," MPRA Paper, University Library of Munich, Germany, number 40330, Jan, revised May 2012.
• Stasi, Antonio & Diotallevi, Francesco & Marchini, Andrea, 2012, "Strategie di prezzo e profittabilità nel mercato degli oli extra-vergine di oliva:un modello di analisi attraverso gli scanner data
  [Big And Small Producers, Private Label And Gdo’S Price Strategies For Extra-Virgin Olive Oil]," MPRA Paper, University Library of Munich, Germany, number 40449.
• Bildirici, Melike, 2012, "Economic Growth and Electricity Consumption in Africa and Asia: MS-VAR and MS-GRANGER Causality Analysis," MPRA Paper, University Library of Munich, Germany, number 40515, Jan.
• Tanner, Reto & Bolduc, Denis, 2012, "The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs," MPRA Paper, University Library of Munich, Germany, number 41452, Jul.
• Leeb, Hannes & Pötscher, Benedikt M., 2012, "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper, University Library of Munich, Germany, number 41459.
• Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012, "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper, University Library of Munich, Germany, number 41486, Aug.
• Bai, Jushan & Liao, Yuan, 2012, "Efficient Estimation of Approximate Factor Models," MPRA Paper, University Library of Munich, Germany, number 41558, Sep.
• Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012, "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper, University Library of Munich, Germany, number 41872, Aug.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012, "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper, University Library of Munich, Germany, number 42062, Oct.
• Omay, Tolga, 2012, "The comparison of optimization algorithms on unit root testing with smooth transition," MPRA Paper, University Library of Munich, Germany, number 42129, Oct.
• Matkovskyy, Roman, 2012, "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper, University Library of Munich, Germany, number 42173, Apr.
• Bentes, Sonia R & Menezes, Rui, 2012, "On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility," MPRA Paper, University Library of Munich, Germany, number 42193, Oct.
• Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing, 2012, "A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises," MPRA Paper, University Library of Munich, Germany, number 42535, Oct.
• Iqbal, Javed & Mehmood, Sultan, 2012, "Terrorism & Its Impact On Foreign Flows: Lessons From Pakistan," MPRA Paper, University Library of Munich, Germany, number 42910, Nov, revised 04 Dec 2012.
• Yousuf, Ahmed Sadek, 2012, "Assessing Impact of Health Oriented Aid on Infant Mortality Rates," MPRA Paper, University Library of Munich, Germany, number 43212, Oct, revised 10 Dec 2012.
• Ari, Yakup, 2012, "Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH," MPRA Paper, University Library of Munich, Germany, number 43330, May.
• Rimgailaite, Ramune, 2012, "Exchange rate modelling for Lithuania and Switzerland," MPRA Paper, University Library of Munich, Germany, number 43451, Sep.
• Villa, Juan M., 2012, "Simplifying the estimation of difference in differences treatment effects with Stata," MPRA Paper, University Library of Munich, Germany, number 43943, Nov.
• Panait, Iulian & Constantinescu, Alexandru, 2012, "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper, University Library of Munich, Germany, number 44249, Aug.
• Matkovskyy, Roman, 2012, "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
  [Forecasting the Responses of Ukraine to Economic Shocks in the Neighbour-Countries: Global Vector Autoregres," MPRA Paper, University Library of Munich, Germany, number 44717, Jan, revised Nov 2012.
• Matkovskyy, Roman, 2012, "Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
  [Forecasting Economic Development of Ukraine based on BVAR models with different priors]," MPRA Paper, University Library of Munich, Germany, number 44725, Jan, revised Nov 2012.
• Acevedo Rueda, Rafael Alexis & Mora Mora, José U. & Harmath Fernández, Pedro Alexander, 2012, "La brecha del producto y el producto potencial en Venezuela: una estimación SVAR
  [Output Gap and Potential GDP in Venezuela: A SVAR Estimation]," MPRA Paper, University Library of Munich, Germany, number 58691, revised 2013.
• Michaelides, Panayotis G. & Belegri-Roboli, Athena & Markaki, Maria, 2012, "A non-linear Leontief–type input-output model," MPRA Paper, University Library of Munich, Germany, number 74447.
• Marco Battaglini & Uliana Makarov, 2012, "Cheap Talk with Multiple Audiences: an Experimental Analysis," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1417, Jul.
• Stephen Morris & Satoru Takahashi, 2012, "Games in Preference Form and Preference Rationalizability," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1420, Sep.
• Dilip Abreu & David Pearce & Ennio Stacchetti, 2012, "One-Sided Uncertainty And Delay In Reputational Bargaining," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1430, Oct.
• Marco Battaglini & Rohit Lamba, 2012, "Optimal Dynamic Contracting," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1431, Oct.
• Kassie, Menale & Jaleta, Moti & Shiferaw, Bekele & Mmbando, Frank & Muricho, Geoffrey, 2012, "Plot and Household-Level Determinants of Sustainable Agricultural Practices in Rural Tanzania," RFF Working Paper Series, Resources for the Future, number dp-12-02-efd, Jan.
• Martin Burda & John M. Maheu, 2012, "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 46_12, Jun.
• Andrey Aistov & Alexander Larin & Lyudmila Leonova, 2012, "Informal employment and happiness: Model with endogenous regressors," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 26, issue 2, pages 17-36.
• Vladimir Habrov, 2012, "Optimization of portfolio management based on vector autoregression models and multivariate volatility models," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 35-62.
• Sinem Pinar Gürel & Murad Tiryakioglu, 2012, "Seasonal Unit Root: An Application to Turkish Industrial Production Series," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 4, pages 1-77.
• Bourbonnais, Régis & Maftei, Mara Magda, 2012, "The Contribution of Econometrics to the Management of the Enterprise," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 144-155, March.
• Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012, "Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 83-103, December.
• Alexandrina-Ioana Scorbureanu & IOn Scorbureanu, 2012, "Neighborhood quality determinants. Empirical evidence from the American Housing Survey," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 3, issue 1, pages 153-161, July.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Improving the Power of Tests of Stochastic Dominance," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A015, Dec, revised Jun 2013.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A016, Dec.
• Henryk Gurgul & Łukasz Lach & Roland Mestel, 2012, "The relationship between budgetary expenditure and economic growth in Poland," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 20, issue 1, pages 161-182, March, DOI: 10.1007/s10100-010-0186-z.
• Gregor Weiß, 2012, "Analysing contagion and bailout effects with copulae," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 1-32, January, DOI: 10.1007/s12197-009-9099-x.
• Stephanié Rossouw & Gail Pacheco, 2012, "Measuring Non-Economic Quality of Life on a Sub-National Level: A Case Study of New Zealand," Journal of Happiness Studies, Springer, volume 13, issue 3, pages 439-454, June, DOI: 10.1007/s10902-011-9272-8.
• Qian Chen & David Giles, 2012, "Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, volume 53, issue 2, pages 409-426, May, DOI: 10.1007/s00362-010-0348-z.
• Ali Alichi & Rabah Arezki, 2012, "An alternative explanation for the resource curse: the income effect channel," Applied Economics, Taylor & Francis Journals, volume 44, issue 22, pages 2881-2894, August, DOI: 10.1080/00036846.2011.568400.
• Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesár, 2012, "Clustering, Spatial Correlations, and Randomization Inference," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 578-591, June, DOI: 10.1080/01621459.2012.682524.
• Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2012, "Integer-valued L�vy processes and low latency financial econometrics," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 4, pages 587-605, January, DOI: 10.1080/14697688.2012.664935.
• André Jordaan & Joel Eita, 2012, "Determinants of South Africa's exports of leather products," Agrekon, Taylor & Francis Journals, volume 51, issue 2, pages 38-52, DOI: 10.1080/03031853.2012.695137.
• S. Boragan Aruoba & Cagri Sarikaya, 2012, "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1219.
• Albici Mihaela & Teselios Delia, 2012, "Verification Of Decisions Correctness Using Econometric Methods," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, volume 0, pages 248-254, November.
• Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz, 2012, "Identification of treatment effects in a triangular system of equations," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 130910, Oct, revised Oct 2012.
• Marija Bockarjova & Piet Rietveld & Erik T. Verhoef, 2012, "Scale, Scope and Cognition: Context Analysis of Multiple Stated Choice Experiments on the Values of Life and Limb," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-046/3, Apr.
• Marija Bockarjova & Piet Rietveld & Erik T. Verhoef, 2012, "Composite Valuation of Immaterial Damage in Flooding: Value of Statistical Life, Value of Statistical Evacuation and Value of Statistical Injury," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-047/3, Apr.
• Francisco Blasques, 2012, "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-133/III, Dec.
• John M Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers, University of Toronto, Department of Economics, number tecipa-448, Mar.
• Aviv Nevo & Adam M. Rosen, 2012, "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 659-671, August.
• Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012, "An Area-Wide Real-Time Database for the Euro Area," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1000-1013, November.
• Juan Díaz & Tomás Rau & Jorge Rivera, 2012, "A matching estimator based on a bi-level optimization problem," Working Papers, University of Chile, Department of Economics, number wp351, Mar.
• Daniel Cerquera & François Laisney & Hannes Ullrich, 2012, "Considerations on partially identified regression models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2012-07.
• Silvia Altmark & Gabriela Mordecki & Florencia Santiñaque & W. Adrián Risso, 2012, "Demandas de turismo Argentina y Brasileña en Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 12-12, Oct.
• Machin, S. & Marie, O. & Vujic, S., 2012, "Youth crime and education expansion," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 036, Jan, DOI: 10.26481/umamet.2012036.
• Marco Minozzo & Clarissa Ferrari, 2012, "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers, University of Verona, Department of Economics, number 33/2012, Nov.
• Pierre Chausse & Dinghai Xu, 2012, "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers, University of Waterloo, Department of Economics, number 1203, May, revised May 2012.
• Dinghai Xu, 2012, "Continuous Empirical Characteristic Function Estimation of GARCH Models," Working Papers, University of Waterloo, Department of Economics, number 1204, May, revised May 2012.
• Lie-Jane Kao & Cheng-Few Lee, 2012, "Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 06, pages 1215-1235, DOI: 10.1142/S0219622012500332.
• Silvia Centanni & Marco Minozzo, 2012, "Monte Carlo Derivative Pricing With Partial Information In A Class Of Doubly Stochastic Poisson Processes With Marks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-22, DOI: 10.1142/S0219024912500185.
• Cheng Hsiao, 2012, "The Creative Tension Between Statistics And Economics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 03, pages 1-11, DOI: 10.1142/S0217590812500178.

2011

• Stefano Grassi & Tommaso Proietti, 2011, "Bayesian stochastic model specification search for seasonal and calendar effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-08, Feb.
• Peter Christoffersen & Hugues Langlois, 2011, "The Joint Dynamics of Equity Market Factors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-45, Sep.
• Akarapong Untong & Vicente Ramos & Javier Rey-Maquieira & Mingsarn Kaosa-ard, 2011, "Impacts of Crisis Events on International Tourism Demand in Thailand (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 2, pages 45-64, December.
• Constant, Labintan Adeniyi, 2011, "Empirical Analysis of Agricultural Productivity: Growth in Benin and Mainly Factors which Influence Growth," 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia, Australian Agricultural and Resource Economics Society, number 100538, DOI: 10.22004/ag.econ.100538.
• Castillo, Juan Sebastián & García, María del Carmen, 2011, "Del distrito industrial al distrito rural: implicaciones teóricas para el desarrollo territorial," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 11, issue 02, pages 1-26, December, DOI: 10.22004/ag.econ.120196.
• Peralta, Maria Alexandra & Swinton, Scott M. & Maredia, Mywish K., 2011, "Accounting for selection bias in impact analysis of a rural development program: An application using propensity score matching," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126398, DOI: 10.22004/ag.econ.126398.
• Elie BOURI, 2011, "An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 259-271, December.
• Hedibert F. Lopes & Justin L. Tobias, 2011, "Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 107-131, September.
• Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011, "Quantile Regression with Censoring and Endogeneity," Papers, arXiv.org, number 1104.4580, Apr, revised Mar 2014.
• Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2011, "Reconsideration of Dimensions and Curve Fitting Practice in Economics Elaborating on Georgescu-Roegen’s Economic Methodology," UHE Working papers, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica, number 2011_05, Feb.
• Beatriz Larraz, 2011, "An Expert System for Online Residential Properties Valuation," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 69-82, April.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 96-108.
• Sheheryar Malik & Pitt, M. K., 2011, "Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering," Working papers, Banque de France, number 318.
• Idier, J., 2011, "Les modèles fractals en finance," Bulletin de la Banque de France, Banque de France, issue 183, pages 80-86.
• Karen Croxson & J. James Reade, 2011, "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers, Department of Economics, University of Birmingham, number 11-01, Jan.
• J. James Reade, 2011, "Modelling Monetary and Fiscal Policy in the US: A Cointegration Approach," Discussion Papers, Department of Economics, University of Birmingham, number 11-02, Jan.
• Karen Croxson & J. James Reade, 2011, "Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices," Discussion Papers, Department of Economics, University of Birmingham, number 11-19, Dec.
• Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011, "Efficient Estimation of an Additive Quantile Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 38, issue 1, pages 46-62, March, DOI: j.1467-9469.2010.00706.x.
• Paulo Sérgio Ceretta & Fernanda Galvão de Barba & Kelmara Mendes Vieira & Fernando Casarin, 2011, "Intraday volatility forecasting: analysis of alternative distributions," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 2, pages 209-226.
• Conniffe, Denis & Kelly, Robert, 2011, "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers, Central Bank of Ireland, number 4/RT/11, Mar.
• H�ctor Z�rate & Katherine S�nchez & Margarita Mar�n, 2011, "Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas," Borradores de Economia, Banco de la Republica, number 8327, Apr.
• Jhon James Mora & Maria Paola Ulloa, 2011, "El efecto de la educación sobre la calidad del empleo en Colombia," Borradores de Economía y Finanzas, Universidad Icesi, number 7999, Feb.
• Jhon James Mora & Cecilia Albert Verdú & Carlos G. Gonzalez, 2011, "Análisis de la evolución y caracterización de la demanda de educación universitaria en Colombia," Borradores de Economía y Finanzas, Universidad Icesi, number 9451, Nov.
• Carlos Giovanni González Espitia, 2011, "Econometría para la evaluación de políticas públicas con Stata: introducción y análisis de datos," Documentos de Políticas Públicas, Universidad Icesi, number 7814, Jan.
• Observatorio de Políticas Públicas & Ximena Duenas Herrera & Silvana Godoy Mateus & Juan Pablo Milanese, 2011, "Factores y Mapas de Riesgo Electoral. Alcaldía de Cali 2003 y 2007," Documentos de Políticas Públicas, Universidad Icesi, number 9082, Oct.
• Johny Marino Reyes Ingrid Paola Hurtado, 2011, "Colombia: El Traspaso Del Tipo De Cambio A Los Precios. Entre Dos Sistemas Monetarios," Revista Isocuanta, Universidad Santo Tomás, volume 0, issue 0, pages 1-14.
• Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011, "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers, Center for Research in Economics and Statistics, number 2011-05.
• Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011, "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1115, Jun.
• Morck, Randall & Yeung, Bernard, 2011, "Economics, History, and Causation," Business History Review, Cambridge University Press, volume 85, issue 1, pages 39-63, April.
• Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011, "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1797, Apr.
• Teodor HADA, 2011, "Aspects Regarding the Leasing Cost," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 61-68.
• Timm Bönke & Carsten Schröder & Katharina Schulte, 2011, "Zur Entwicklung der Einkommensverteilung unter älteren Menschen in Deutschland seit der Wiedervereinigung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 80, issue 2, pages 81-99, DOI: 10.3790/vjh.80.2.81.
• Doucouliagos, Hristos (Chris), 2011, "How large is large? Preliminary and relative guidelines for interpreting partial correlations in economics," Working Papers, Deakin University, Department of Economics, number eco_2011_5, Jan.
• Barbara Rossi, 2011, "Advances in Forecasting Under Instability," Working Papers, Duke University, Department of Economics, number 11-20.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011, "One-Sided Representations of Generalized Dynamic Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-019, Aug.
• Kairat T. Mynbaev, 2011, "Regressions with asymptotically collinear regressors," Econometrics Journal, Royal Economic Society, volume 14, issue 2, pages 304-320, July.
• Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011, "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, volume 17, issue 3, pages 483-501, June.
• Arpino, Bruno & Mealli, Fabrizia, 2011, "The specification of the propensity score in multilevel observational studies," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 4, pages 1770-1780, April.
• Chevallier, Julien, 2011, "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, volume 28, issue 6, pages 2634-2656, DOI: 10.1016/j.econmod.2011.08.003.
• Donald, Stephen G. & Hsu, Yu-Chin, 2011, "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, volume 113, issue 3, pages 241-243, DOI: 10.1016/j.econlet.2011.07.018.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 149-169, June.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011, "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 278-293, June.
• Breitung, Jörg & Eickmeier, Sandra, 2011, "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, volume 163, issue 1, pages 71-84, July.
• Malik, Sheheryar & Pitt, Michael K., 2011, "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 190-209, DOI: 10.1016/j.jeconom.2011.07.006.
• Serinaldi, Francesco, 2011, "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, volume 33, issue 6, pages 1216-1226, DOI: 10.1016/j.eneco.2011.05.001.
• Vignes, Annick & Etienne, Jean-Michel, 2011, "Price formation on the Marseille fish market: Evidence from a network analysis," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 50-67, DOI: 10.1016/j.jebo.2011.07.003.
• Meyer-ter-Vehn, Moritz & Morris, Stephen, 2011, "The robustness of robust implementation," Journal of Economic Theory, Elsevier, volume 146, issue 5, pages 2093-2104, September.
• Yamada, Ken, 2011, "Labor supply responses to the 1990s Japanese tax reforms," Labour Economics, Elsevier, volume 18, issue 4, pages 539-546, August.
• Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2011, "Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 82, issue 2, pages 213-219, DOI: 10.1016/j.matcom.2011.03.007.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011, "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1106, revised Mar 2011.
• Gómez-López, Claudia S. & Barrón Arreola, Karla S. & Moreno Moreno, Luis, 2011, "Crecimiento económico y medio ambiente en México," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 547-582, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Atiq-ur-Rehman, 2011, "Impact of Model Specification Decisions on Unit Root Tests," International Econometric Review (IER), Economic Research Association, volume 3, issue 2, pages 22-33, September.
• Vladimír Benáček & Eva Michalíková, 2011, "The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/06, Feb, revised Feb 2011.
• Marko Melolinna, 2011, "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, volume 24, issue 1, pages 33-54, Spring.
• Arne Henningsen & Géraldine Henningsen, 2011, "Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2011/9, Jun.
• João Sousa Andrade & António Portugal Duarte, 2011, "The Portuguese Public Finances and the Spanish Horse," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-21, Dec.
• Dominique Guegan & Philippe de Peretti, 2011, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00560221, Oct.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of structural changes in conditional distributions with unknown changepoints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00611932, Jul.
• Alberto Holly & Alain Monfort & Michael Rockinger, 2011, "Fourth order pseudo maximum likelihood methods," Post-Print, HAL, number hal-00815562, Apr, DOI: 10.1016/j.jeconom.2011.01.004.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print, HAL, number hal-00815564, Apr, DOI: 10.1016/j.jeconom.2010.07.009.