## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C0: General

/ / /

**C01: Econometrics**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Do preferences for pop music converge across countries? Empirical evidence from the Eurovision Song Contest**

*by*Budzinski, Oliver & Pannicke, Julia

**Beyond dimension two: A test for higher-order tail risk**

*by*Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie

**Automatic identification of general vector error correction models**

*by*Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

**Jumps and Information Asymmetry in the US Treasury Market**

*by*Dumitru, Ana-Maria & Urga, Giovanni

**Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients**

*by*Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur

**Structural Break Tests Robust to Regression Misspecification**

*by*Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia

**Green Microfinance and Ecosystem Services - A quantitative study on outcomes and effectiveness**

*by*Davide Forcella & Frédéric Huybrechs

**On the Treatment of a Measurement Error Regression Model**

*by*TAKU YAMAMOTO

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Estimating the gender penalty in House of Representative elections using a regression discontinuity design**

*by*Anastasopoulos, Lefteris

**Does a small cost share reflect a negligible role for energy in economic production? Testing for aggregate production functions including capital, labor, and useful exergy through a cointegration-based method**

*by*Santos, João & Domingos, Tiago & Sousa, Tânia & St. Aubyn, Miguel

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Models of Financial Return With Time-Varying Zero Probability**

*by*Sucarrat, Genaro & Grønneberg, Steffen

**ZD-GARCH model: a new way to study heteroscedasticity**

*by*Li, Dong & Ling, Shiqing & Zhu, Ke

**Sets of Models and Prices of Uncertainty**

*by*Lars P. Hansen & Thomas J. Sargent

**Discriminating between (in)valid external instruments and (in)valid exclusion restrictions**

*by*Jan F. Kiviet

**A Random Shock Is Not Random Assignment**

*by*Christoph Engel

**Testing threshold cointegration in Wagner's Law: the role of military spending**

*by*Maddalena Cavicchioli & Barbara Pistoresi

**Testing threshold cointegration in Wagner's Law: the role of military spending**

*by*Maddalena Cavicchioli & Barbara Pistoresi

**Non-Stationary Dynamic Factor Models for Large Datasets**

*by*Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo

**Dynamic Factor Models, Cointegration, and Error Correction Mechanisms**

*by*Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo

**Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue**

*by*Jean-François BRUN & Maïmouna DIAKITE

**Structural and cyclical factors of Greece’s current account balances: a note**

*by*Ioanna C. Bardakas

**Long and short-run components in explanatory variables and different panel-data estimates**

*by*Alfonso Ugarte

**Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach**

*by*Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante

**Effectiveness of Climate Policies: Empirical Methods and Evidence**

*by*Julian Dieler

**Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis**

*by*Harry H. Kelejian

**Scale effect in Turkish manufacturing industry: stochastic metafrontier analysis**

*by*Saeid Hajihassaniasl & Recep Kök

**Innovative undertakings in the Polish industry**

*by*Jan Zwolak

**Returns to Education of Colombian Economists: Analysis from the Theory of Human Capital (2009-2013)**

*by*Dustin T. G. RODRIGUEZ

**Válasz Kőrösi Gábornak**

*by*Mellár, Tamás

**A lány továbbra is szolgál..**

*by*Kőrösi, Gábor

**Using instrumental variables to establish causality**

*by*Sascha O. Becker

**Measuring the Distance between Sets of ARMA Models**

*by*Umberto Triacca

**Market Microstructure Effects on Firm Default Risk Evaluation**

*by*Flavia Barsotti & Simona Sanfelici

**Estimation of Gini Index within Pre-Specified Error Bound**

*by*Bhargab Chattopadhyay & Shyamal Krishna De

**Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables**

*by*Daniel A. Griffith & Yongwan Chun

**Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels**

*by*Masayuki Hirukawa & Mari Sakudo

**Continuous and Jump Betas: Implications for Portfolio Diversification**

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

**Removing Specification Errors from the Usual Formulation of Binary Choice Models**

*by*P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas

**Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability**

*by*Marc S. Paolella

**Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Building a Structural Model: Parameterization and Structurality**

*by*Michel Mouchart & Renzo Orsi

**Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1**

*by*Charles B. Moss & James F. Oehmke & Alexandre Lyambabaje & Andrew Schmitz

**Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series**

*by*Nunzio Cappuccio & Diego Lubian

**Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence**

*by*Ba Chu & Stephen Satchell

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta

**Computational Complexity and Parallelization in Bayesian Econometric Analysis**

*by*Nalan BaÅŸtÃ¼rk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Francesco Audrino & Yujia Hu

**Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & NeÅŸe YÄ±ldÄ±z

**Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth**

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

**A Conditional Approach to Panel Data Models with Common Shocks**

*by*Giovanni Forchini & Bin Peng

**Forecasting Value-at-Risk under Different Distributional Assumptions**

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

**Bayesian Calibration of Generalized Pools of Predictive Distributions**

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

**The Evolving Transmission of Uncertainty Shocks in the United Kingdom**

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

*by*Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk

**Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns**

*by*Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

**Evolutionary Sequential Monte Carlo Samplers for Change-Point Models**

*by*Arnaud Dufays

**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**

*by*Nalan BaÅŸtÃ¼rk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP**

*by*John Geweke

**Le componenti principali pesate geograficamente per la definizione di indicatori compositi locali**

*by*Alfredo Cartone & Paolo Postiglione

**Gold, oil, and stocks: Dynamic correlations**

*by*Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

**Stochastic dominance and the omega ratio**

*by*Fong, Wai Mun

**A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds**

*by*Wang, Zihe & Li, Johnny Siu-Hang

**Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models**

*by*Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming

**Oil reserve life and the influence of crude oil prices: An analysis of Texas reserves**

*by*Apergis, Nicholas & Ewing, Bradley T. & Payne, James E.

**Volatility linkages between energy and agricultural commodity prices**

*by*López Cabrera, Brenda & Schulz, Franziska

**Consistent tests for poverty dominance relations**

*by*Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin

**A test for changing trends with monotonic power**

*by*Wu, Jilin

**The equivalence of three latent class models and ML estimators**

*by*Tennekoon, Vidhura S.

**Asymptotic variance of Brier (skill) score in the presence of serial correlation**

*by*Lahiri, Kajal & Yang, Liu

**Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis**

*by*Amin Jan & Maran Marimuthu

**Transporte y mercado interno en Colombia: una contribución a un debate hasta ahora desconocido, 1928-1950**

*by*Sebastián Villarreal Romero & Darío A. Ortiz Navarro

**The Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange to Sovereign Wealth Funds**

*by*Dariusz Urban

**Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes**

*by*Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois

**Are GARCH innovations independent - a long term assessment for the S&P 500**

*by*Herwartz, Helmut

**Mitigating Hypothetical Bias: Evidence on the Effects of Correctives from a Large Field Study**

*by*Frondel, Manuel & Andor, Mark & Vance, Colin

**Remittances' impact on the labor supply and on the deficit of current account**

*by*Meyer, Dietmar & Shera, Adela

**Free primary care in Zambia: an impact evaluation using a pooled synthetic control method**

*by*LÃ©pine, A. & Lagarde, M. & Le Nestour, A.

**Textual Analysis in Real Estate**

*by*Adam Nowak & Patrick Smith

**A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”**

*by*Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger

**Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation**

*by*Laurent Callot & Johannes Tang Kristensen

**The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk

**Modeling Dependency and Conditional Volatility between Asian Economic Community (AEC) Country Exchange Rate and Inflation Using the Copula-GARCH Model**

*by*KANTA TANNIYOM & Paponpat Taveeapiradeecharoen & Prapatchon Jariyapan

**Factors Affecting the Financial Success of Motion Pictures: What is the Role of Star Power?**

*by*Geethanjali Selvaretnam & Jen-Yuan Yang

**Evaluating South Africaâ€™s Tobacco Control Initative: A Synthetic Control Approach**

*by*Grieve Chelwa, CornÃ© van Walbeek and Evan Blecher

**Impact Evaluation of Investments in the Appalachian Region: A Reappraisal**

*by*Juan Tomas Sayago-Gomez & Gianfranco Piras & Donald Lacombe & Randall Jackson

**Studiul economiei, sinteza unei aventuri**

*by*Schatteles, Tiberiu

**The Role of Oil Prices, Real Effective Exchange Rate and Inflation in Economic Activity of Russia: An Empirical Investigation**

*by*Izatov, Asset

**Energy Demand, Substitution and a Potential for Electrification: An econometric analysis of eight Danish subsectors**

*by*Møller, Niels Framroze

**How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model**

*by*Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Jabran, Muhammad Ali

**Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox**

*by*Albers, Scott

**On Flexible Linear Factor Stochastic Volatility Models**

*by*Malefaki, Valia

**On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015**

*by*Albers, Scott & Albers, Andrew

**Bootstrapping the portmanteau tests in weak auto-regressive moving average models**

*by*Zhu, Ke

**The Long-Run Oil-Natural Gas Price Relationship And The Shale Gas Revolution**

*by*Massimiliano Caporin & Fulvio Fontini

**Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals**

*by*James Wolter

**Efficient propensity score regression estimators of multi-valued treatment effects for the treated**

*by*Ying-Ying Lee

**Application of ß – Convergence Approach in Visegrad Four Regions**

*by*Jan Nevima & Ingrid Majerová

**Collinearity Diagnostics in gretl**

*by*Lee C. Adkins & Melissa S. Waters & R. Carter Hill

**What Can We Learn About the Effects of Food Stamps on Obesity in the Presence of Misreporting?**

*by*Lorenzo Almada & Ian M. McCarthy & Rusty Tchernis

**The Pricing of Short-Term market Risk: Evidence from Weekly Options**

*by*Torben G. Andersen & Nicola Fusari & Viktor Todorov

**Exact P-values for Network Interference**

*by*Susan Athey & Dean Eckles & Guido W. Imbens

**Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game**

*by*Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov

**Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies**

*by*Christopher A. Hennessy & Ilya A. Strebulaev

**A Practical Approach to Financial Crisis Indicators Based on Random Matrices**

*by*Antoine Kornprobst & Raphael Douady

**Dynamic Factor Models with infinite-dimensional factor space: asymptotic analysis**

*by*Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni

**On the Identification of Interdependence and Contagion of Financial Crises**

*by*Emanuele BACCHIOCCHI

**Structure-Based SVAR Identification**

*by*Emanuele BACCHIOCCHI & Riccardo "Jack" LUCCHETTI

**Single-Step Estimation of a Partially Linear Model**

*by*Daniel J. Henderson & Christopher F. Parmeter

**GMM Estimation of Affine Term Structure Models**

*by*Hlouskova, Jaroslava & Sögner, Leopold

**Inference for functions of partially identified parameters in moment inequality models**

*by*Federico Bugni & Ivan A. Canay & Xiaoxia Shi

**What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession**

*by*Hull, Isaiah

**A Two-Step Estimator for Missing Values in Probit Model Covariates**

*by*Laitila, Thomas & Wang, Lisha

**Optimum Currency Areas, Real and Nominal Convergence in the European Union**

*by*João Sousa Andrade & António Portugal Duarte

**A distinction between causal effects in structural and rubin causal models**

*by*Aliprantis, Dionissi

**Urban Agenda and Urban Sustainability Strategies. Taking Stock of Policy Implementation and Policy Discussion**

*by*Stephanie Barnebeck & Yannick Kalff

**Urban Agenda and Urban Sustainability Strategies. Taking Stock of Policy Implementation and Policy Discussion**

*by*Stephanie Barnebeck & Yannick Kalff

**Informatics, Data Mining, Econometrics and Financial Economics: A Connection**

*by*Chang, C-L. & McAleer, M.J. & Wong, W-K.

**An asymptotic test for the Conditional Value-at-Risk**

*by*Vékás, Péter

**Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis**

*by*Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo

**Relación entre exportaciones y tasa de cambio real en Colombia entre 1995 y 2014**

*by*Danna Jhuliet Ramírez Buitrago & Harold Iván Huérfano Ochoa

**Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity**

*by*Guido M. Kuersteiner & Ingmar R. Prucha

**To Pool or not to Pool: Revisited**

*by*M. Hashem Pesaran & Qiankun Zhou

**Gold, Oil, and Stocks: Dynamic Correlations**

*by*Jozef Baruník & Evžen Kocenda & Lukáš Vácha

**Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation**

*by*Kajal Lahiri & Liu Yang

**The path from cause to effect: mastering 'metrics**

*by*Joshua D. Angrist & Jörn-Steffen Pischke

**Closed Form Solutions for the Generalized Extreme Value Distribution**

*by*Walter Beckert & Yuya Takahashi

**Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation**

*by*Laurent Callot & Johannes Tang Kristensen

**Export boost of Textile Industry of Pakistan by availing EU’s GSP Plus**

*by*Wagan, Shah Mehmood

**Modeling The Informal Economy: A Review**

*by*MIHĂILĂ, Teodora

**A Matching Estimator Based on a Bilevel Optimization Problem**

*by*Juan DÃaz & TomÃ¡s Rau & Jorge Rivera

**Svar Model To Examine The Short And Long Term Monetary Policy In Indonesia**

*by*Teguh Sugiarto

**Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland**

*by*Witold Koziñski & Tomasz Œwist

**An investigation of romanians’ return intentions from Spain**

*by*Elena-Maria Prada

**Twin Deficit Hypothesis: A Case of Pakistan**

*by*Yasmin, Farrah

**Co-integration and error correction: Representation, estimation, and testing**

*by*Engle, Robert & Granger, Clive

**Specification tests in econometrics**

*by*Hausman, Jerry

**Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models**

*by*Marcin Owczarczuk

**Influence Of Unemployment Benefit On Duration Of Registered Unemployment Spells**

*by*Beata Bieszk-Stolorz & Iwona Markowicz

**Aplicación de las técnicas multivariantes al sector bancario español: el caso de las entidades afectadas por la restructuración (2008-2009) || Application of Multivariate Techniques?to Spanish Banking Sector: The Case of Entities Affected by Restructuring (2008-2009)**

*by*Somoza López, Antonio

**The long-term causality. A comparative study for some EU countries**

*by*Ioana Viașu

**Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong**

*by*Tai-Yuen HON

**Export boost of textile industry of Pakistan by availing EU’s GSP Plus**

*by*Shah Mehmood WAGAN

**The Insecure Future of the World Economic Growth**

*by*Ron W. NIELSEN

**Mathematics of Predicting Growth**

*by*Ron W. NIELSEN

**Household demand for food away from home (fafh) in Nigeria: the role of education**

*by*Kolawole Ogundari & Adegoke Oluwatosin Aladejimokun & Sadiat Funmilayo Arifalo

**The Determinants of Gini Coefficient in Iran Based on Bayesian Model Averaging**

*by*Mohsen Mehrara & Mojtaba Mohammadian

**Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification**

*by*Ying-Ying Lee

**How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?**

*by*Duo Qin & Sophie van Huellen & Qing-Chao Wang

**Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality**

*by*Thibault Vatter & Hau-Tieng Wu & ValÃ©rie Chavez-Demoulin & Bin Yu

**Bootstrap Tests for Overidentification in Linear Regression Models**

*by*Russell Davidson & James G. MacKinnon

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

**Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables**

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

**Counterfactual Distributions in Bivariate Modelsâ€”A Conditional Quantile Approach**

*by*Javier Alejo & NicolÃ¡s Badaracco

**Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individualsâ€™ Position Is Geo-Masked for Confidentiality**

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benfordâ€™s Law a Universal Behavioral Theory?**

*by*Sofia B. Villas-Boas & Qiuzi Fu & George Judge

**A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models**

*by*Masamune Iwasawa

**On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study**

*by*Antonio F. Galvao & Gabriel Montes-Rojas

**A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index**

*by*Jose Olmo

**Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting**

*by*Stanislav Anatolyev & Stanislav Khrapov

**A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts**

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

**A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise**

*by*Yang Zu

**New Graphical Methods and Test Statistics for Testing Composite Normality**

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

**Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects**

*by*Guangjie Li

**A New Approach to Model Verification, Falsification and Selection**

*by*Andrew J. Buck & George M. Lady

**Bayesian Approach to Disentangling Technical and Environmental Productivity**

*by*Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

**Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**A Jackknife Correction to a Test for Cointegration Rank**

*by*Marcus J. Chambers

**The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms**

*by*Ghassen El Montasser

**The SAR Model for Very Large Datasets: A Reduced Rank Approach**

*by*Sandy Burden & Noel Cressie & David G. Steel

**Selection Criteria in Regime Switching Conditional Volatility Models**

*by*Thomas Chuffart

**Nonparametric Regression Estimation for Multivariate Null Recurrent Processes**

*by*Biqing Cai & Dag TjÃ¸stheim

**Detecting Location Shifts during Model Selection by Step-Indicator Saturation**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

**A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models**

*by*Umberto Triacca

**Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States**

*by*Hassan Mohammadi & Yuting Tan

**Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data**

*by*Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

**Information Recovery in a Dynamic Statistical Markov Model**

*by*Douglas J. Miller & George Judge

**Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems**

*by*George Judge

**Finding Starting-Values for the Estimation of Vector STAR Models**

*by*Frauke Schleer

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

**Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity**

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

**Two-Step Lasso Estimation of the Spatial Weights Matrix**

*by*Achim Ahrens & Arnab Bhattacharjee

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term**

*by*Osman DoÄŸan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis**

*by*Muhammad Irfan Malik & Atiq-ur-Rehman,

**Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model**

*by*Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M.

**Oil prices, US stock return, and the dependence between their quantiles**

*by*Sim, Nicholas & Zhou, Hongtao

**Monetary environments and stock returns: International evidence based on the quantile regression technique**

*by*Chevapatrakul, Thanaset

**Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data**

*by*Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo

**Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach**

*by*Yu, Lean & Li, Jingjing & Tang, Ling & Wang, Shuai

**Two-step estimation of the volatility functions in diffusion models with empirical applications**

*by*Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia

**It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model**

*by*Grassi, Stefano & Santucci de Magistris, Paolo

**Statistical inference for panel dynamic simultaneous equations models**

*by*Hsiao, Cheng & Zhou, Qiankun

**A bootstrapped spectral test for adequacy in weak ARMA models**

*by*Zhu, Ke & Li, Wai Keung

**Some new asymptotic theory for least squares series: Pointwise and uniform results**

*by*Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo

**Oracle inequalities for high dimensional vector autoregressions**

*by*Kock, Anders Bredahl & Callot, Laurent

**Dynamic factor models with infinite-dimensional factor spaces: One-sided representations**

*by*Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo

**Through the looking glass: Indirect inference via simple equilibria**

*by*Calvet, Laurent E. & Czellar, Veronika

**Specification tests for partially identified models defined by moment inequalities**

*by*Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia

**Artificial Neural Networks for Spot Electricity Price Forecasting: A Review**

*by*S. Vijayalakshmi & G. P. Girish

**Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods**

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**Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem**

*by*Michal Bernard Pietrzak

**Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index**

*by*Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove

**Martingale unobserved component models**

*by*Neil Shephard

**The Restricted Least Squares Stein-Rule in gretl**

*by*Lee C. Adkins

**Martingale unobserved component models**

*by*Neil Shephard

**Endogenous Stratification in Randomized Experiments**

*by*Alberto Abadie & Matthew M. Chingos & Martin R. West

**Why ask Why? Forward Causal Inference and Reverse Causal Questions**

*by*Andrew Gelman & Guido Imbens

**Unobservable Selection and Coefficient Stability: Theory and Validation**

*by*Emily Oster

**Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets**

*by*Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya

**Behavioral Law and Economics: Empirical Methods**

*by*Christoph Engel

**Pauvreté monétaire versus non-monétaire au Burundi**

*by*Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko

**An Empirical Analysis of Inflation-Growth Nexus in Developing Countries: The Case of Sri Lanka**

*by*Nawalage S. Cooray

**Inference in ordered response games with complete information**

*by*Andres Aradillas-Lopez & Adam Rosen

**Estimating demand for differentiated products with error in market shares**

*by*Amit Gandhi & Zhentong Lu & Xiaoxia Shi

**Specification tests for partially identified models defined by moment inequalities**

*by*Federico Bugni & Ivan A. Canay & Xiaoxia Shi

**A simple but efficient approach to the analysis of multilevel data**

*by*Bache, Stefan Holst Milton & Kristensen, Troels

**The Dutch Disease in the Portuguese Economy**

*by*João Sousa Andrade & António Portugal Duarte

**Through the Looking Glass: Indirect Inference via Simple Equilibria**

*by*Calvet , Laurent & Czellar, Veronika

**On the economic effects of public infrastructure investment:A survey of the international evidence**

*by*Alfredo Marvão Pereira & Jorge M. Andraz

**Multiscale Adaptive Inference on Conditional Moment Inequalities**

*by*Timothy B. Armstrong & Hock Peng Chan

**Multiscale Adaptive Inference on Conditional Moment Inequalities**

*by*Timothy B. Armstrong & Hock Peng Chan

**Multiscale Adaptive Inference on Conditional Moment Inequalities**

*by*Timothy B. Armstrong & Hock Peng Chan

**Co-summability from linear to non-linear cointegration**

*by*Gonzalo, Jesús & Berenguer Rico, Vanessa

**El sentido de la causalidad entre inversión en capital físico y crecimiento económico una evaluación empírica para la economía colombiana 1970-2010**

*by*Julián Enrique López Siabato

**Crecimiento económico y desempleo: Retos a largo plazo**

*by*Mauricio SANTAMARIA SALAMANCA & Gabriel PIRAQUIVE GALEANO & Gustavo HERNANDEZ DIAZ & Norberto ROJAS DELGADILLO

**Testing and Estimating Models Using Indirect Inference**

*by*Le, Vo Phuong Mai & Meenagh, David

**Likelihood inference in non-linear term structure models: the importance of the lower bound**

*by*Andreasen, Martin & Meldrum, Andrew

**Nets: Network Estimation for Time Series**

*by*Matteo Barigozzi & Christian Brownlees

**Demand factors that influence financial inclusion in Mexico: analysis of the barriers based on the ENIF survey**

*by*Carmen Hoyo & Ximena Pena & David Tuesta

**Factores de demanda que influyen en la Inclusion Financiera en Mexico. Analisis de las barreras a partir de la ENIF**

*by*Carmen Hoyo & Ximena Pena & David Tuesta

**Lassoing the Determinants of Retirement**

*by*Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen

**Oracle inequalities for high-dimensional panel data models**

*by*Anders Bredahl Kock

**Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns**

*by*Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi

**Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets**

*by*Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya

**Taxation, Efficiency and Economic Growth**

*by*Jorgenson, Dale W. & Yun, Kun-Young

**Bridges Over Water:Understanding Transboundary Water Conflict, Negotiation and Cooperation**

*by*Ariel Dinar & Shlomi Dinar & Stephen McCaffrey & Daene McKinney

**The effect of foreign direct investment on unemployment in Bulgaria**

*by*Rosen Nikolaev & Viktoria Stancheva

**Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution**

*by*Stavros Stavroyiannis & Leonidas Zarangas

**Purposes and limitations of econometric analysis according to recent approaches**

*by*Siro Lombardini

**A Real Economic Activity Indicator for Turkey**

*by*S. Boragan Aruoba & Cagri Sarikaya

**Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis**

*by*Bulent Guloglu & Saban Nazlioglu

**Non-linear Regression used in Economic Analysis**

*by*Gabriela Victoria ANGHELACHE & Constantin ANGHELACHE & Andreea Gabriela BALTAC & Ligia PRODAN

**Non-parametrical Estimation of the Regression used in Economic Analyses**

*by*Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Liviu BEGU & Georgeta BARDASU

**Comparative analysis of the degree of international capital mobility in Tunisia and Morocco: revised Feldstein Horioka approach**

*by*Sarra Ben Slimane & Moez Ben Tahar & Zied Essid

**Crecimiento, empleo y productividad en la industria manufacturera mexicana**

*by*Liquitaya Briceño, José D.

**Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)**

*by*Penikas, Henry & Savelyeva, Alina

**Sample selection bias as a specification error**

*by*Heckman, James

**Marital wage gap**

*by*Aistov, Andrey

**Econometric analysis of the effect of marital status change on wages in Russia**

*by*Rodionova, Lilia

**Econometric modeling risk of consumer loans**

*by*Nivorozhkina, Ludmila & Ovcharova, Lilia & Sinyavskaya, Tatiana

**Human capital estimation in professional football**

*by*Polyakov, Konstantin & Zhukova, Ludmila

**The use of econometric models for long-term policies: A critical view**

*by*Luigi Spaventa

**Export-led growth in Tunisia: A wavelet filtering based analysis**

*by*Hamrita Mohamed Essaied

**Remittance and economic development: Evidence from Bangladesh using unrestricted error correction model and Engle-Granger cointegration approach**

*by*Shafiun N. Shimul

**Migration in the EU- Between Brain Drain and Cheap Workforce Transfer**

*by*Burciu Andreea & Ardelean Andreea

**The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflation. The rapid increase in the average salary both before and after the emergence of the economic and financial crisis is the reason for this study. This paper is focused on the evolution of nominal and real net salary earnings at the level of the national economy, on economic activities and on development regions and the influence of salary earnings on the inflation rate and on the unemployment rate. The relationships between the salary earnings, the inflation rate and the unemployment rate are studied by means of multifactorial linear regression models. For the analysis of the correlations we took into account a 13-year period, 20002012, and for the evolution of the two studied indicators, the analysed period is 2007 – 2012. For the econometric modelling we used a software package called Eviews**

*by*Nec?ulescu Consuela & ?erbãnescu Lumini?a

**A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison**

*by*Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan

**Semiparametric Efficiency Bounds for Microeconometric Models: A Survey**

*by*Severini, Thomas A. & Tripathi, Gautam

**Inference in the Presence of Weak Instruments: A Selected Survey**

*by*Poskitt, D. S. & Skeels, C. L.

**On The Economic Effects Of Public Infrastructure Investment: A Survey Of The International Evidence**

*by*ALFREDO M. PEREIRA & JORGE M. ANDRAZ

**Construcción del Índice de Cohesión Social para México: Una propuesta mediante un análisis de componentes principales**

*by*Juan Bacilio Guerrero & Juan Alberto Acosta

**Is Financial Development a Factor to the Leading Growth Profile of the South African Economy? Measuring and Uncovering the Hidden Secret**

*by*Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof

**Impact Of Education On Economic Growth In Mexico, 1990-2008, Impacto De La Educacion En El Crecimiento Economico En Mexico, 1990-2008**

*by*Juan M. Ocegueda Hernandez & Juan A. Meza Fregoso & C. Domingo Coronado GarcÃa

**The Economic Impact Of International Migration On Economic Growth In Mexico, El Efecto Economico De La Migracion Internacional En El Crecimiento Economico De Mexico**

*by*Martina Rodriguez Dominguez & Emilio Hernandez Gomez

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-SantaulÃ ria & Carlos Vladimir RodrÃguez-Caballero

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments**

*by*Fei Jin & Lung-fei Lee

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*SÃ¸ren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**The financial market effect of FOMC minutes**

*by*Rosa, Carlo

**Linguistic Diversity and Preferences: Econometric Evidence from European Cities**

*by*Laura Onofri & Paulo A.L.D. Nunes & Jasone Cenoz & Durk Gorter

**Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables**

*by*Naifar, Nader & Al Dohaiman, Mohammed Saleh

**Unobserved heterogeneity and risk in wage variance: Does more schooling reduce earnings risk?**

*by*Mazza, Jacopo & van Ophem, Hans & Hartog, Joop

**Estimating non-linear serial and cross-interdependence between financial assets**

*by*Righi, Marcelo Brutti & Ceretta, Paulo Sergio

**Explaining the “unpredictable”: An empirical analysis of U.S. patent infringement awards**

*by*Mazzeo, Michael J. & Hillel, Jonathan & Zyontz, Samantha

**Energy as a driver of growth in oil exporting countries?**

*by*Damette, Olivier & Seghir, Majda

**Biofuel-related price transmission literature: A review**

*by*Serra, Teresa & Zilberman, David

**Fitting semiparametric Markov regime-switching models to electricity spot prices**

*by*Eichler, M. & Türk, D.

**Fuel demand in Brazil in a dynamic panel data approach**

*by*Santos, Gervásio F.

**A check for finite order VAR representations of DSGE models**

*by*Franchi, Massimo & Vidotto, Anna

**Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points**

*by*Wang, Shin-Huei & Vasilakis, Chrysovalantis

**Modelos de predicción de la fragilidad empresarial: aplicación al caso colombiano para el año 2011**

*by*Pérez G., Jorge Iván & González C., Karen Lorena & Lopera C., Mauricio

**El problema de la consultoría está en la t**

*by*Julio César Alonso & Beatriz Eugenia Gallo

**La brecha del producto y el producto potencial en Venezuela: una estimación SVAR**

*by*Pedro Alexander Harmath Fernández & José U. Mora Mora & Rafael Alexis Acevedo Rueda

**Latest Challenges In Efficiency Convergence In Balkan And Baltic Countries**

*by*Mihăiță-Cosmin M. Popovici

**Impact Of The Inflation On The Exchange Rate And On The Average Salary**

*by*Consuela I. NECȘULESCU & Luminița L. ȘERBĂNESCU

**Agglomerationsvorteile in der Wissensgesellschaft: Empirische Evidenz für deutsche Gemeinden**

*by*Oliver Falck & Stephan Heblich & Anne Otto

**Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models**

*by*Brian M. Lucey & Fergal A. O’Connor

**Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models**

*by*Morteza Haghiri

**Considerations on the stochastic approach in economics**

*by*Ion Smeureanu & Gheorghe Ruxanda

**Determinants of Firm Innovation - Evidence from German Panel Data**

*by*Stefan Kipar

**Türkiye’de Reel Döviz Kurunun Doğrusal Olmayan Ekonometrik Modeller ile İncelenmesi:Band-TAR ve STAR Modelleri**

*by*Ozgur Omer ERSİN

**En busca de un buen marco de referencia predictivo para la inflación en Chile**

*by*Pincheira, Pablo & García, Álvaro

**Considerations on partially identified regression models**

*by*Cerquera, Daniel & Laisney, François & Ullrich, Hannes

**Explaining Variations in Breast Cancer Screening Across European Countries**

*by*Wübker, Ansgar

**Polynomics telecommunication regulation index 2012**

*by*Zenhaeuserna, Patrick & Schneiderb, Yves

**Empirical analysis of regional economic performance in Russia: Human capital perspective**

*by*Kufenko, Vadim

**Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall**

*by*Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

**Continuous Empirical Characteristic Function Estimation of GARCH Models**

*by*Dinghai Xu

**GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study**

*by*Pierre Chausse & Dinghai Xu

**Monte Carlo likelihood inference in multivariate model-based geostatistics**

*by*Marco Minozzo & Clarissa Ferrari

**Demandas de turismo Argentina y Brasileña en Uruguay**

*by*Silvia Altmark & Gabriela Mordecki & Florencia Santiñaque & W. Adrián Risso

**Considerations on partially identified regression models**

*by*Daniel Cerquera & François Laisney & Hannes Ullrich

**A New Structural Break Model with Application to Canadian Inflation Forecasting**

*by*John M Maheu & Yong Song

**Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean**

*by*Francisco Blasques

**Composite Valuation of Immaterial Damage in Flooding: Value of Statistical Life, Value of Statistical Evacuation and Value of Statistical Injury**

*by*Marija Bockarjova & Piet Rietveld & Erik T. Verhoef

**Scale, Scope and Cognition: Context Analysis of Multiple Stated Choice Experiments on the Values of Life and Limb**

*by*Marija Bockarjova & Piet Rietveld & Erik T. Verhoef

**Identification of treatment effects in a triangular system of equations**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz

**Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi**

*by*S. Boragan Aruoba & Cagri Sarikaya

**Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models**

*by*Stephen G. Donald & Yu-Chin Hsu

**Improving the Power of Tests of Stochastic Dominance**

*by*Stephen G. Donald & Yu-Chin Hsu

**Explaining Variations in Breast Cancer Screening Across European Countries**

*by*Ansgar Wübker

**Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models**

*by*Martin Burda & John M. Maheu

**Plot and Household-Level Determinants of Sustainable Agricultural Practices in Rural Tanzania**

*by*Kassie, Menale & Jaleta, Moti & Shiferaw, Bekele & Mmbando, Frank & Muricho, Geoffrey

**Optimal Dynamic Contracting**

*by*Marco Battaglini & Rohit Lamba

**One-Sided Uncertainty And Delay In Reputational Bargaining**

*by*Dilip Abreu & David Pearce & Ennio Stacchetti

**Games in Preference Form and Preference Rationalizability**

*by*Stephen Morris & Satoru Takahashi

**La brecha del producto y el producto potencial en Venezuela: una estimación SVAR**

*by*Acevedo Rueda, Rafael Alexis & Mora Mora, José U. & Harmath Fernández, Pedro Alexander

**Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors**

*by*Matkovskyy, Roman

**Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»**

*by*Matkovskyy, Roman

**Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012**

*by*Panait, Iulian & Constantinescu, Alexandru

**Simplifying the estimation of difference in differences treatment effects with Stata**

*by*Villa, Juan M.

**Exchange rate modelling for Lithuania and Switzerland**

*by*Rimgailaite, Ramune

**Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH**

*by*Ari, Yakup

**Assessing Impact of Health Oriented Aid on Infant Mortality Rates**

*by*Yousuf, Ahmed Sadek

**Terrorism & Its Impact On Foreign Flows: Lessons From Pakistan**

*by*Iqbal, Javed & Mehmood, Sultan

**A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises**

*by*Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

**On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility**

*by*Bentes, Sonia R & Menezes, Rui

**The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model**

*by*Matkovskyy, Roman

**The comparison of optimization algorithms on unit root testing with smooth transition**

*by*Omay, Tolga

**Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models**

*by*Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

**Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets**

*by*Ardliansyah, Rifqi

**New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion**

*by*Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung

**Efficient Estimation of Approximate Factor Models**

*by*Bai, Jushan & Liao, Yuan

**Prediction for the 2012 United States Presidential Election using Multiple Regression Model**

*by*Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan

**Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values**

*by*Leeb, Hannes & Pötscher, Benedikt M.

**The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs**

*by*Tanner, Reto & Bolduc, Denis

**Strategie di prezzo e profittabilità nel mercato degli oli extra-vergine di oliva:un modello di analisi attraverso gli scanner data**

*by*Stasi, Antonio & Diotallevi, Francesco & Marchini, Andrea

**Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models**

*by*Bildirici, Melike & Ersin, Özgür

**On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments**

*by*Doko Tchatoka, Firmin

**Skew mixture models for loss distributions: a Bayesian approach**

*by*Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

**Attitude Differentiates The Brand Selection (From the view of Generation Y people)**

*by*Alvi, Mohsin

**New Evidence on Linear Regression and Treatment Effect Heterogeneity**

*by*Słoczyński, Tymon

**Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah**

*by*Lau, Evan & Hamzah, Siti Nur Zahara

**The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]**

*by*Alvi, Mohsin

**Endogeneity in ultrahigh dimension**

*by*Fan, Jianqing & Liao, Yuan

**Indirect estimation of GARCH models with alpha-stable innovations**

*by*Parrini, Alessandro

**Jackknife bias reduction in autoregressive models with a unit root**

*by*Chambers, Marcus J. & Kyriacou, Maria

**Investigating the Impact of the Greek Electricity Market Reforms on its Day-Ahead Market Prices**

*by*Kalantzis, Fotis & Sakellaris, Kostis

**Backward and forward closed solutions of multivariate ARMA models**

*by*Ludlow-Wiechers, Jorge

**Identifying observed factors in approximate factor models: estimation and hypothesis testing**

*by*Chen, Liang

**The formulation and estimation of random effects panel data models of trade**

*by*Matyas, Laszlo & Hornok, Cecilia & Pus, Daria

**An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria**

*by*Okpara, Godwin Chigozie

**On whether foreign direct investment catalyzes economic development in Nigeria**

*by*OKPARA, GODWIN CHIGOZIE

**Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests**

*by*Francis X. Diebold

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Neil Shephard & Kevin Sheppard

**Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices**

*by*Neil Shephard & Dacheng Xiu

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Per A. Mykland & Neil Shephard & Kevin Sheppard

**Robust Standard Errors in Small Samples: Some Practical Advice**

*by*Guido W. Imbens & Michal Kolesar

**Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests**

*by*Francis X. Diebold

**Continuous-Time Linear Models**

*by*John H. Cochrane

**Almost periodically correlated time series in business fluctuations analysis**

*by*Łukasz Lenart & Mateusz Pipień

**The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation**

*by*Jan F. KIVIET & Milan PLEUS

**Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data**

*by*Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth

**London or New York: where and when does the gold price originate?**

*by*Brian Lucey & Charles Larkin

**Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series**

*by*Mantalos, Panagiotis & Karagrigoriou, Alex

**Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation**

*by*Mantalos, Panagiotis

**From Boom to Bust and Back Again: A dynamic analysis of IT services**

*by*Maican, Florin G.

**A Note on the Asymptotic Variance of Sample Roots**

*by*Timothy Halliday

**The Importance of a Good Indicator for Global Excess Demand**

*by*João Sousa Andrade & António Portugal Duarte

**Demographic Pressure in the European Union**

*by*Marga Peeters & Loek Groot

**Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations**

*by*Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni

**Does poverty trap rural Malagasy households?**

*by*Frédéric Gaspart & Anne-Claire Thomas

**Now-casting and the real-time data flow**

*by*Banbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia

**Total tourist arrival forecast: aggregation vs. disaggregation**

*by*WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung

**Estimación del potencial de valorización del suelo en Barranquilla en el periodo 2001-2011. Estimación de efectos fijos en datos de panel**

*by*Dann Payares Ayola

**On the economic effects of public infrastructure investment: A survey of the international evidence**

*by*Alfredo Pereira & Jorge Andraz

**A comparison of Spillover Effects before, during and after the 2008 Financial Crisis**

*by*Alethea Rea & William Rea & Marco Reale & Carl Scarrott

**An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk**

*by*Serafín Martínez-Jaramillo & Biliana Alexandrova-Kabadjova & Bernardo Bravo-Benítez & Juan Pablo Solórzano-Margain

**Marginal quantiles for stationary processes**

*by*Yves Dominicy & Siegfried Hörmann & David Veredas & Hiroaki Ogata

**Short-run forecasting of the euro-dollar exchange rate with economic fundamentals**

*by*Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros

**Short-run forecasting of the euro-dollar exchange rate with economic fundamentals**

*by*Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros

**Oracle Inequalities for High Dimensional Vector Autoregressions**

*by*Anders Bredahl Kock & Laurent A.F. Callot

**The Importance of a Good Indicator for Global Exciess Demand**

*by*João Sousa Andrade & António Portugal Duarte

**An Area-Wide Real-Time Database for the Euro Area**

*by*Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno

**Identification With Imperfect Instruments**

*by*Aviv Nevo & Adam M. Rosen

**Verification Of Decisions Correctness Using Econometric Methods**

*by*ALBICI MIHAELA & TESELIOS DELIA

**Neighborhood quality determinants. Empirical evidence from the American Housing Survey**

*by*Alexandrina-Ioana Scorbureanu & IOn Scorbureanu

**Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data**

*by*Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi

**The Contribution of Econometrics to the Management of the Enterprise**

*by*Bourbonnais, Régis & Maftei, Mara Magda

**Seasonal Unit Root: An Application to Turkish Industrial Production Series**

*by*Pinar Gürel, Sinem & Tiryakioglu, Murad

**Optimization of portfolio management based on vector autoregression models and multivariate volatility models**

*by*Habrov, Vladimir

**Informal employment and happiness: Model with endogenous regressors**

*by*Aistov, Andrey & Larin, Alexander & Leonova, Lyudmila

**The Impact Of Previous Job Experience On Employment Odds In Szczecin**

*by*Beata Bieszk-Stolorz & Iwona Markowicz

**Difference Test Between Two Environments - Econometric Method of Substantiating the Decision**

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