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Research classified by Journal of Economic Literature (JEL) codes

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

Most recent items first, undated at the end.
  • 2018 Estimating Equilibrium Real Exchange Rate And Misalignment In An Oil Exporting Country: Libya's Experience
    by Abulhamid Ben-Naser & Keshab Bhattarai & Mohamed M Elheddad

  • 2018 Pythagorean generalization of testing the equality of two symmetric positive definite matrices
    by Cho, Jin Seo & Phillips, Peter C.B.

  • 2018 Nonlinear Dynamics in Exchange Rate Pass-Through and Inflation Persistence: The Case of Turkish Economy
    by Muhsin Ciftci & Muhammed Hasan Yilmaz

  • 2017 T20 resilience and inclusive growth
    by Iwata, Kazumasa & Jean, Sébastien & Kastrop, Christian & Loewald, Chris & Véron, Nicolas

  • 2017 Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests
    by Raja Ben Hajria & Salah Khardani & Hamdi Raïssi

  • 2017 Finite Sample Optimality of Score-Driven Volatility Models
    by Francisco (F.) Blasques & Andre (A.) Lucas & Andries van Vlodrop

  • 2017 Smooth Transition Spatial Autoregressive Models
    by Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen

  • 2017 Inter-Regional Migration In Cz And Sk: The Empirical Study Of Panel Data At Nuts3 Level
    by Lucie Kureková & Pavlína Hejduková

  • 2017 Forecasting Mortality: Some Recent Developments
    by Taku Yamamoto & Hiroaki Chigira

  • 2017 Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty
    by Raihan, Tasneem

  • 2017 Institutional Quality and Economic Performance in West Africa
    by Iheonu, Chimere & Ihedimma, Godfrey & Onwuanaku, Chigozie

  • 2017 Financial development and total factors productivity channel: Evidence from Africa
    by EZZAHID, Elhadj & ELOUAOURTI, Zakaria

  • 2017 Should we drop covariate cells with attrition problems?
    by Ferman, Bruno & Ponczek, Vladimir

  • 2017 Technology and Business Cycles: A Schumpeterian Investigation for the USA
    by Konstantakis, Konstantinos N. & Michaelides, Panayotis G.

  • 2017 Analyse empirique de la relation entre les décisions de renouvellement des brevets et les montants d’annuités
    by Mabrouki, Mohamed

  • 2017 Practical Considerations for Questionable IVs
    by Clarke, Damian & Matta, Benjamín

  • 2017 Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure
    by Yang, Bill Huajian

  • 2017 A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application
    by Hui, Yongchang & Wong, Wing-Keung & BAI, ZHIDONG & Zhu, Zhen-Zhen

  • 2017 Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk
    by Senarathne, Chamil W & Jayasinghe, Prabhath

  • 2017 Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States
    by Shahzad, Syed Jawad Hussain & Raza, Naveed & Shahbaz, Muhammad & Ali, Azwadi

  • 2017 The key factors of export intensity in Tunisia: A Logistic regression with random effect model
    by Kahia, Montassar

  • 2017 A forecasting performance comparison of dynamic factor models based on static and dynamic methods
    by F. Della Marra

  • 2017 Double/Debiased Machine Learning for Treatment and Structural Parameters
    by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins

  • 2017 Shock Restricted Structural Vector-Autoregressions
    by Sydney C. Ludvigson & Sai Ma & Serena Ng

  • 2017 Human Decisions and Machine Predictions
    by Jon Kleinberg & Himabindu Lakkaraju & Jure Leskovec & Jens Ludwig & Sendhil Mullainathan

  • 2017 Estimating Global Bank Network Connectedness
    by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz

  • 2017 Angus Deaton, prix à la mémoire d'Alfred Nobel 2015 : un maître de l'économie appliquée
    by François Gardes

  • 2017 Empirical Methods for the Law
    by Christoph Engel

  • 2017 Season. Mathematica Packages for Seasonal Adjustment
    by Schlicht, Ekkehart

  • 2017 Alternative GMM estimators for spatial regression models
    by Jörg Breitung & Christoph Wigger

  • 2017 Inequality Indices as Tests of Fairness
    by Kanbur, Ravi & Snell, Andy

  • 2017 Inequality indices as tests for fairness
    by Ravi Kanbur & Andy Snell

  • 2017 Investing with cryptocurrencies - A liquidity constrained investment approach
    by Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle

  • 2017 Tail event driven networks of SIFIs
    by Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & Yarema Okhrin &

  • 2017 Some Remarks on the Causal Inference for Historical Persistence
    by KOGURE, Katsuo

  • 2017 Measurement of Validity of Corruption Indices
    by Anastasiia Shukhova & Yulii Nisnevich

  • 2017 Dutch Disease in Central and Eastern European Countries
    by João Sousa Andrade & António Portugal Duarte

  • 2017 Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?
    by M. Hakan Eratalay & Evgenii Vladimirov

  • 2017 The Economic Cost of Carbon Abatement with Renewable Energy Policies
    by Jan Abrell & Mirjam Kosch & Sebastian Rausch

  • 2017 Undergraduate econometrics instruction: through our classes, darkly
    by Angrist, Joshua D. & Pischke, Jorn-Steffen

  • 2017 Identification and inference on regressions with missing covariate data
    by Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph

  • 2017 An Empirical Test for Costs Subadditivity in the Fishery Sector
    by Laura Onofri & Francesc Maynou

  • 2017 A Simple R-Estimation Method for Semiparametric Duration Models
    by Marc Hallin & Davide La Vecchia

  • 2017 Discovering pervasive and non-pervasive common cycles
    by Espasa Terrades, Antoni & Carlomagno Real, Guillermo

  • 2017 Inequality Indices as Tests of Fairness
    by Kanbur, Ravi & Snell, Andy

  • 2017 Evaluación de pronósticos de modelos lineales y no lineales de la tasa de cambio de Colombia
    by Andrés González

  • 2017 High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed
    by F. Lilla

  • 2017 Testing the Engel's law in the consumption pattern of Romanian population
    by Neagu Mădălin-Ioan & Teodoru Mircea Constantin

  • 2017 Examining the Relationship between Financial Development and International Trade in Croatia
    by Bilas Vlatka & Bosnjak Mile & Novak Ivan

  • 2017 Estimation and asymptotic covariance matrix for stochastic volatility models
    by Maddalena Cavicchioli

  • 2017 Panel data analysis: convergence of Indian states with infrastructure
    by Flora Pandya & Suresh Maind

  • 2017 Demand for household sanitation in India using NFHS-3 data
    by Anurag N. Banerjee & Nilanjan Banik & Ashvika Dalmia

  • 2017 Econometric estimation of second-hand shipping markets using panel data analysis
    by Nikolaos D. Geomelos & Evangelos Xideas

  • 2017 Ticari Dışa Açıklık ve Dış Ticaret Hadleri Dış Borçlanma Üzerinde Etkili mi? Türkiye İçin Bir Analiz
    by Mehmet BÖLÜKBAŞ & Osman PEKER

  • 2017 Gelişmiş ve Gelişmekte Olan Ülkelerde Ar&Ge Harcamaları ve Ekonomik Büyüme Arasındaki İlişki: Panel Veri Analizi
    by Yağmur SAĞLAM & Hüseyin Avni EGELİ & Pınar EGELİ

  • 2017 Methodological and Applicative Problems of using Pearson Correlation Coefficient in the Analysis of Socio-Economic Variables
    by Daniela-Emanuela Danacica

  • 2017 Application of profit-based credit scoring models using R
    by Selcuk Bayraci

  • 2017 Investigating Dynamic Effects of Structural Shocks in Global Oil Market on Iran’s Public and Private Sector Expenditure: Structural Dynamic Model Approach
    by Memarzadeh, Abbas & Khiabani , Nasser

  • 2017 Wage Convergence across European Regions : Do International Borders Matter?
    by Naveed, Amjad & Naz, Amber & Ahmad, Nisar

  • 2017 The demand for cigarette in Tanzania: A temporal approach
    by Kidane, Asmerom & Hepelwa, Aloyce & Mdadila, Kenneth & Ngeh, Ernest & Hu, Teh Wei

  • 2017 Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial
    by Gómez-Déniz, Emilio & Pérez-Rodríguez, Jorge V.

  • 2017 Análisis del comportamiento del Modelo de Crecimiento de Gompertz en la predicción del crecimiento de la economía de Argentina, Bolivia, Chile y Perú/Study of Economic Growth of four Latin American Economies through the Gompertz?s Growth Model

  • 2017 Információ és tudás. A big data egyes hatásai a közgazdaságtanra
    by Vincze, János

  • 2017 The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective
    by Dimitris A. Georgoutsos & Georgios P. Kouretas

  • 2017 Dynamic interaction between savings, investment and economic growth in Nigeria: A Vector autoregressive (VAR) approach
    by Osaretin Kayode Omoregie & Fredrick Ikpesu

  • 2017 Rice Ecosystems and Adoption of Modern Rice Varieties in Odisha, East India: Intensity, Determinants and Policy Implications
    by Kirtti Ranjan Paltasingh & Phanindra Goyari & Kiril Tochkov

  • 2017 Identifying and measuring economic discrimination
    by Sergio Pinheiro Firpo

  • 2017 Stock markets, volatility and economic growth: evidence from Cameroon, Ivory Coast and Nigeri
    by Nzomo Tcheunta, Joseph & Dombou-Tagne, Dany Rostand

  • 2017 The Stock Market And Its Impact On The Economy: A Colombian Case Study 2001-2013, El Mercado De Valores Y Su Influencia En La Economia: Estudio Del Caso Colombiano 2001-2013
    by Juan Carlos Lezama Palomino & Miguel Angel Laverde Sarmiento & Carlos Arturo Gómez Restrepo

  • 2017 Demanda de energía eléctrica en Bolivia: un modelo SARIMA-GARCH & ARN. Demand of electric energy in Bolivia: a model SARIMA-GARCH & ARN
    by Edward E. Herman Pinaya & Alcides V. Oxa Gerónimo & Rolly R. Vásquez Macedo

  • 2017 A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators
    by Jochen Heberle & Cristina Sattarhoff

  • 2017 Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models
    by P.A.V.B. Swamy & Jatinder S. Mehta & I-Lok Chang

  • 2017 Acknowledgement to Reviewers of Econometrics in 2016
    by Econometrics Editorial Office

  • 2017 Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation
    by Ragnar Nymoen

  • 2017 Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses
    by Seong Yeon Chang & Pierre Perron

  • 2017 Consistency of Trend Break Point Estimator with Underspecified Break Number
    by Jingjing Yang

  • 2017 Regime Switching Vine Copula Models for Global Equity and Volatility Indices
    by Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber

  • 2017 A Simple Test for Causality in Volatility
    by Chia-Lin Chang & Michael McAleer

  • 2017 Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
    by Jan Kiviet & Milan Pleus & Rutger Poldermans

  • 2017 Goodness-of-Fit Tests for Copulas of Multivariate Time Series
    by Bruno Rémillard

  • 2017 Testing for a Structural Break in a Spatial Panel Model
    by Aparna Sengupta

  • 2017 Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries
    by Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes

  • 2017 A Note on Identification of Bivariate Copulas for Discrete Count Data
    by Pravin Trivedi & David Zimmer

  • 2017 Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression
    by Luis J. Álvarez

  • 2017 Explosive rents: The real estate market dynamics in exuberance
    by Fabozzi, Frank J. & Xiao, Keli

  • 2017 Commodity price shocks, growth and structural transformation in low-income countries
    by McGregor, Thomas

  • 2017 Do financial reforms help stabilize inequality?
    by Christopoulos, Dimitris & McAdam, Peter

  • 2017 Market liquidity and stock returns in the Norwegian stock market
    by Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B.

  • 2017 The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective
    by Geng, Jiang-Bo & Ji, Qiang & Fan, Ying

  • 2017 A micro-based model for world oil market
    by Espinasa, Ramon & ter Horst, Enrique & Reyes, Sergio Guerra & Manzano, Osmel & Molina, German & Rigobon, Roberto

  • 2017 Determinants for adoption decision of small scale biogas technology by rural households in Tigray, Ethiopia
    by Kelebe, Haftu Etsay & Ayimut, Kiros Meles & Berhe, Gebresilasse Hailu & Hintsa, Kidane

  • 2017 The long-run oil–natural gas price relationship and the shale gas revolution
    by Caporin, Massimiliano & Fontini, Fulvio

  • 2017 The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation
    by Kiviet, Jan F. & Pleus, Milan

  • 2017 Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading
    by Shephard, Neil & Xiu, Dacheng

  • 2017 The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics
    by Hu, Yingyao

  • 2017 Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
    by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo

  • 2017 Estimation of integrated quadratic covariation with endogenous sampling times
    by Potiron, Yoann & Mykland, Per A.

  • 2017 A suggestion for constructing a large time-varying conditional covariance matrix
    by Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S.

  • 2017 Is MORE LESS? The role of data augmentation in testing for structural breaks
    by Rao, Yao & McCabe, Brendan

  • 2017 Measuring real business condition in China
    by Liu, Ping & James Hueng, C.

  • 2017 An Econometric Model for the Oil Dependence of the Russian Economy
    by Theodosios Perifanis & Athanasios Dagoumas

  • 2017 Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
    by Adithi Ramesh & C. B Senthil Kumar

  • 2017 Integración Espacial Del Mercado Del Café Instantáneo Y Molido En Las Tres Principales Ciudades De Colombia
    by Julio César ALONSO & Daniela ESTRADA & Andrés Mauricio ARCILA

  • 2017 An Empirical Analysis Of Growth Determinants In India And South Korea: Possible Lessons For India
    by Gulshan Farooq BHAT & Dr. Sandeep Kaur BHATIA

  • 2017 Long Run Multiple Causality Measure on Economic Growth
    by Ciprian ȘIPOȘ & Ioana VIAȘU

  • 2017 Efectos del desarrollo financiero sobre el crecimiento económico de Colombia y Chile, 1982-2014
    by Armando Lenin Támara Ayús & Lina María Eusse Ossa & Andrés Castellón Pérez

  • 2017 The Effect of Increased Schooling in the Colombian Labor Market Between 2008 and 2016
    by Tomás Aristizábal Lopera & Esteban Ángel López

  • 2017 The Rural Roads Impact on Education Performance in Antioquia (Colombia): an ordered probit model
    by Guillermo David Hincapie & Ivan Montoya Gomez & John Jaime Bustamante

  • 2017 La línea de pobreza subjetiva para Tunja, Colombia 2015
    by Eliana Marcela Tobasura Jiménez & Julián Augusto Casas Herrera

  • 2017 Pobreza y violencia en la Región Caribe colombiana: un enfoque espacial
    by José Manuel Tapias Ortega

  • 2017 Determinantes de las relaciones reales de intercambio de España con Alemania (1970-2010). Un análisis econométrico de la ventaja absoluta de costo intrasectorial
    by Fahd Boundi Chrak

  • 2017 How Can Contingent Valuation Inform the Bioethics Debate? Evidence from a Survey on Hereditary Cancers in France
    by Christel Protière & Olivier Chanel & Catherine Nogues & Isabelle Coupier & Emmanuelle Mouret-Fourme & Claire Julian-Reynier

  • 2017 Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions
    by Kiviet Jan F.

  • 2017 Additive Nonparametric Instrumental Regressions: A Guide to Implementation
    by Centorrino Samuele & Feve Frederique & Florens Jean-Pierre

  • 2017 Effective Policies for Transportation and Pollution Reduction on North America’s International Borders
    by Fernandez Linda & Das Monica

  • 2017 Pobreza y violencia en la Región Caribe colombiana: un enfoque espacial
    by José Manuel Tapias Ortega

  • 2017 The State of Applied Econometrics: Causality and Policy Evaluation
    by Susan Athey & Guido W. Imbens

  • 2017 Undergraduate Econometrics Instruction: Through Our Classes, Darkly
    by Joshua D. Angrist & Jörn-Steffen Pischke

  • 2017 Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory
    by James L. Powell

  • 2017 Mr Malinvaud and Econometrics
    by Pascal Mazodier

  • 2017 Introduction
    by Jacques Mairesse & Alain Monfort & Pierre Picard & Alain Trognon

  • 2016 Measuring economic potential via the gravity model of trade
    by Nikkin Beronilla & Patrocinio Jude Esguerra & Jamir Ocampo

  • 2016 Estimating Fixed Effects Logit Models with Large Panel Data
    by Stammann, Amrei & Heiß, Florian & McFadden, Daniel

  • 2016 Do preferences for pop music converge across countries? Empirical evidence from the Eurovision Song Contest
    by Budzinski, Oliver & Pannicke, Julia

  • 2016 Beyond dimension two: A test for higher-order tail risk
    by Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie

  • 2016 Automatic identification of general vector error correction models
    by Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

  • 2016 Jumps and Information Asymmetry in the US Treasury Market
    by Dumitru, Ana-Maria & Urga, Giovanni

  • 2016 Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices

  • 2016 Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients
    by Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur

  • 2016 Structural Break Tests Robust to Regression Misspecification
    by Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia

  • 2016 Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes
    by Aiste Ruseckaite & Dennis Fok & Peter Goos

  • 2016 Latent Instrumental Variables: A Critical Review
    by Irene Hueter

  • 2016 Green Microfinance and Ecosystem Services - A quantitative study on outcomes and effectiveness
    by Davide Forcella & Frédéric Huybrechs

  • 2016 Relationship Between Foreign Direct Investment And Economic Growth In Turkey After The Global Financial Crisis
    by Mustafa Göktu? Kaya & Perihan Hazel Kaya

  • 2016 Macroeconomic determinants of economic growth in Botswana: The Keynesian approach
    by Teboho Jeremiah Mosikari & Diteboho Lawrance Xaba & Johannes Tshepiso Tsoku

  • 2016 On the Treatment of a Measurement Error Regression Model

  • 2016 Non-Economic Quality of Life and Population Density in South Africa
    by Dr. Talita Greyling & Dr. Stephanié Rossouw

  • 2016 Productivity Change Analysis of Polish Dairy Farms After Poland’s Accession to the EU – An Output Growth Decomposition Approach
    by Makieła, Kamil & Marzec, Jerzy & Pisulewski, Andrzej

  • 2016 Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons
    by MAO TAKONGMO, Charles Olivier

  • 2016 Türkiye'de Yüksek Öğretim ve Ekonomik Büyüme
    by Turan, Güngör

  • 2016 Choice of the Group Increases Intra-Cooperation
    by Babkina, Tatiana & Myagkov, Mikhail & Lukinova, Evgeniya & Peshkovskaya, Anastasiya & Menshikova, Olga & Berkman, Elliot T.

  • 2016 Determinantes del Desempleo en la República Dominicana: Dinámica Temporal y Microsimulaciones
    by Ramírez, Nerys F.

  • 2016 Negative binomial quasi-likelihood inference for general integer-valued time series models
    by Aknouche, Abdelhakim & Bendjeddou, Sara

  • 2016 A General framework for modelling mortality to better estimate its relationship with interest rate risks
    by Apicella, Giovanna & Dacorogna, Michel M

  • 2016 A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications
    by Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen

  • 2016 A real-time measure of business conditions in Malta
    by Ellul, Reuben

  • 2016 Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective
    by Fourie, Justin & Pretorius, Theuns & Harvey, Rhett & Henrico, Van Niekerk & Phiri, Andrew

  • 2016 Emergence of a urban traffic macroscopic fundamental diagram
    by Ranjan, Abhishek & Fosgerau, Mogens & Jenelius, Erik

  • 2016 The impact of (co-) ownership of renewable energy production facilities on demand flexibility
    by Roth, Lucas & Lowitzsch, Jens & Yildiz, Özgür & Hashani, Alban

  • 2016 Bounds of Herfindahl-Hirschman index of banks in the European Union
    by Tóth, József

  • 2016 Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects
    by Abonazel, Mohamed R.

  • 2016 Estimating the gender penalty in House of Representative elections using a regression discontinuity design
    by Anastasopoulos, Lefteris

  • 2016 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

  • 2016 Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects
    by Abonazel, Mohamed R.

  • 2016 Models of Financial Return With Time-Varying Zero Probability
    by Sucarrat, Genaro & Grønneberg, Steffen

  • 2016 ZD-GARCH model: a new way to study heteroscedasticity
    by Li, Dong & Ling, Shiqing & Zhu, Ke

  • 2016 Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis
    by Nikolay Doudchenko & Guido W. Imbens

  • 2016 Sets of Models and Prices of Uncertainty
    by Lars P. Hansen & Thomas J. Sargent

  • 2016 Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
    by Jan F. Kiviet

  • 2016 A Random Shock Is Not Random Assignment
    by Christoph Engel

  • 2016 Eigenvalue Ratio Estimators for the Number of Dynamic Factors
    by Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni

  • 2016 Testing threshold cointegration in Wagner's Law: the role of military spending
    by Maddalena Cavicchioli & Barbara Pistoresi

  • 2016 Testing threshold cointegration in Wagner's Law: the role of military spending
    by Maddalena Cavicchioli & Barbara Pistoresi

  • 2016 A real-time measure of business conditions in Malta
    by Rueben Ellul

  • 2016 Property price misalignment with fundamentals in Malta
    by Brian Micallef

  • 2016 Credit Rating Score Analysis
    by Wolfgang Karl Härdle & Phoon Kok Fai & David Lee Kuo Chuen

  • 2016 PanJen: A test for functional form with continuous variables
    by Cathrine Ulla Jensen & Toke Emil Panduro

  • 2016 Non-Stationary Dynamic Factor Models for Large Datasets
    by Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo

  • 2016 Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
    by Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo

  • 2016 Demand for household sanitation in India using NFHS-3 data
    by Anurag N Banerjee & Nilanjan Banik & Ashvika Dalmia

  • 2016 Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection
    by Jérémy L'Hour

  • 2016 Looking Backward and Looking Forward
    by GAO, Zhengyuan & HAFNER, Christian M,

  • 2016 Market Risk Management in a Post-Basel II Regulatory Environment
    by Branko Uroševic & Mikica Drenovak & Vladimir Rankovic & Ranko Jelic & Milos Ivanovic

  • 2016 Tax Potential and Tax Effort: An Empirical Estimation for Non-resource Tax Revenue and VAT’s Revenue
    by Jean-François BRUN & Maïmouna DIAKITE

  • 2016 High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models
    by F. Lilla

  • 2016 Structural and cyclical factors of Greece’s current account balances: a note
    by Ioanna C. Bardakas

  • 2016 Long and short-run components in explanatory variables and different panel-data estimates
    by Alfonso Ugarte

  • 2016 Non-Economic Quality of Life and Population Density in South Africa
    by Talita Greyling & Stephanié Rossouw

  • 2016 Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach
    by Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante

  • 2016 Effectiveness of Climate Policies: Empirical Methods and Evidence
    by Julian Dieler

  • 2016 Automatic identification of general vector error correction models
    by Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

  • 2016 The Efficiency of OLS Estimators of Structural Parameters in a Simple Linear Regression Model in the Calibration of the Averages Scheme
    by Kowal Robert

  • 2016 An Analysis of Conditional Dependencies of Covariance Matrices for Economic Processes in Selected EU Countries
    by Janiga-Ćmiel Anna

  • 2016 Characteristics and Properties of a Simple Linear Regression Model
    by Kowal Robert

  • 2016 The Profitability of the Strategy Linking Fundamental, Portfolio and Technical Analysis on the Polish Capital Market
    by Flotyński Marcin

  • 2016 Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large
    by Cheng Hsiao & Qiankun Zhou

  • 2016 Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis
    by Harry H. Kelejian

  • 2016 Scale effect in Turkish manufacturing industry: stochastic metafrontier analysis
    by Saeid Hajihassaniasl & Recep Kök

  • 2016 A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence
    by Harry H. Kelejian & Gianfranco Piras

  • 2016 Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia

  • 2016 La Evasión Fiscal del IVA en México 2004-2013
    by Delfín Ortega, Odette Virginia & Hernánez Barriga, Plinio & Ramírez Sepúlveda, Noemí

  • 2016 Estimación de la volatilidad del tipo de cambio en México y Brasil. Un enfoque con modelos Markov Switching Garch
    by Caballero Martínez, Rolando & Caballero Claure, Benigno

  • 2016 Determinants of South Africa's Exports of Agriculture, Forestry and Fishing Products to SADC: A Gravity Model Approach - Le determinanti delle esportazioni di prodotti agri coli, della silvicoltura e della pesca dal Sud Africa verso i paesi della Comunità di Sviluppo del l’Africa Meridionale
    by MOSIKARI, Teboho Jeremiah & EITA, Joel Hinaunye

  • 2016 Does India have a stable demand for money function after reforms? A macroeconometric analysis
    by Nitin, Arora & Asghar, OsatiEraghi

  • 2016 Textile Industry Crisis in Pakistan
    by Aramish Altaf Alvi & Uzma Shahid

  • 2016 Innovative undertakings in the Polish industry
    by Jan Zwolak

  • 2016 A Nonlinear Approach to Tunisian Inflation Rate
    by Thouraya Boujelbène Dammak & Kamel Helali

  • 2016 The Factors of Growth of Small Family Businesses. A Robust Estimation of the Behavioural Consistency in Panel Data Models
    by Vladimír Benáček & Eva Michalíková

  • 2016 Nonlinear Trend and Purchasing Power Parity
    by Yinghao LUO

  • 2016 The Effects of Economic Policies in Turkey: An Application for the Period After 2000
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  • 2016 Meta-regression analysis: Producing credible estimates from diverse evidence
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  • 2016 Using instrumental variables to establish causality
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  • 2016 Performance Of Chilean Pension Funds Investments Abroad 2010-2014
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  • 2016 Fixed- b Inference for Testing Structural Change in a Time Series Regression
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  • 2016 The Status of Bridge Principles in Applied Econometrics
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  • 2016 Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models
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  • 2016 Generalized Information Matrix Tests for Detecting Model Misspecification
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  • 2016 Panel Cointegration Testing in the Presence of Linear Time Trends
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  • 2016 Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
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  • 2016 Pair-Copula Constructions for Financial Applications: A Review
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  • 2016 Social Networks and Choice Set Formation in Discrete Choice Models
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  • 2016 Editorial Announcement
    by Kerry Patterson

  • 2016 Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters
    by Wen Xu

  • 2016 Econometric Information Recovery in Behavioral Networks
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  • 2016 Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited
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  • 2016 Nonparametric Regression with Common Shocks
    by Eduardo A. Souza-Rodrigues

  • 2016 Special Issues of Econometrics: Celebrated Econometricians
    by Econometrics Editorial Office

  • 2016 Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets
    by Xin Zhang & Donggyu Kim & Yazhen Wang

  • 2016 Econometrics Best Paper Award 2016
    by Kerry Patterson

  • 2016 Measuring the Distance between Sets of ARMA Models
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  • 2016 Market Microstructure Effects on Firm Default Risk Evaluation
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  • 2016 Estimation of Gini Index within Pre-Specified Error Bound
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  • 2016 Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables
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  • 2016 Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels
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  • 2016 Continuous and Jump Betas: Implications for Portfolio Diversification
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  • 2016 Removing Specification Errors from the Usual Formulation of Binary Choice Models
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  • 2016 Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability
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  • 2016 Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
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  • 2016 Building a Structural Model: Parameterization and Structurality
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  • 2016 Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1
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  • 2016 Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series
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  • 2016 Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence
    by Ba Chu & Stephen Satchell

  • 2016 A Method for Measuring Treatment Effects on the Treated without Randomization
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  • 2016 Computational Complexity and Parallelization in Bayesian Econometric Analysis
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  • 2016 Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
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  • 2016 Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models
    by Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız

  • 2016 Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth
    by Mustafa Koroglu & Yiguo Sun

  • 2016 Acknowledgement to Reviewers of Econometrics in 2015
    by Econometrics Editorial Office

  • 2016 A Conditional Approach to Panel Data Models with Common Shocks
    by Giovanni Forchini & Bin Peng

  • 2016 Forecasting Value-at-Risk under Different Distributional Assumptions
    by Manuela Braione & Nicolas K. Scholtes

  • 2016 Spatial Econometrics: A Rapidly Evolving Discipline
    by Giuseppe Arbia

  • 2016 Bayesian Calibration of Generalized Pools of Predictive Distributions
    by Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

  • 2016 The Evolving Transmission of Uncertainty Shocks in the United Kingdom
    by Haroon Mumtaz

  • 2016 Timing Foreign Exchange Markets
    by Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

  • 2016 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

  • 2016 Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns
    by Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

  • 2016 Evolutionary Sequential Monte Carlo Samplers for Change-Point Models
    by Arnaud Dufays

  • 2016 Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
    by Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

  • 2016 Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP
    by John Geweke

  • 2016 Modelli spaziali di regressione quantilica per l’analisi della convergenza economica regionale
    by Alfredo Cartone & Paolo Postiglione

  • 2016 L’eterogeneità spaziale nello sviluppo locale in Italia: un’analisi basata sulla costruzione di un indicatore sintetico
    by M. Simona Andreano & Roberto Benedetti & Andrea Mazzitelli

  • 2016 Le componenti principali pesate geograficamente per la definizione di indicatori compositi locali
    by Alfredo Cartone & Paolo Postiglione

  • 2016 Gold, oil, and stocks: Dynamic correlations
    by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

  • 2016 Stochastic dominance and the omega ratio
    by Fong, Wai Mun

  • 2016 A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
    by Wang, Zihe & Li, Johnny Siu-Hang

  • 2016 Economic growth, fossil fuel and non-fossil consumption: A Pooled Mean Group analysis using proxies for capital
    by Asafu-Adjaye, John & Byrne, Dominic & Alvarez, Maximiliano

  • 2016 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

  • 2016 Oil reserve life and the influence of crude oil prices: An analysis of Texas reserves
    by Apergis, Nicholas & Ewing, Bradley T. & Payne, James E.

  • 2016 Volatility linkages between energy and agricultural commodity prices
    by López Cabrera, Brenda & Schulz, Franziska

  • 2016 Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
    by Kock, Anders Bredahl

  • 2016 Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
    by Mykland, Per A. & Zhang, Lan

  • 2016 Consistent tests for poverty dominance relations
    by Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin

  • 2016 Detecting structural changes under nonstationary volatility
    by Wu, Jilin

  • 2016 A random shock is not random assignment
    by Engel, Christoph

  • 2016 A test for changing trends with monotonic power
    by Wu, Jilin

  • 2016 The equivalence of three latent class models and ML estimators
    by Tennekoon, Vidhura S.

  • 2016 Asymptotic variance of Brier (skill) score in the presence of serial correlation
    by Lahiri, Kajal & Yang, Liu

  • 2016 Testing threshold cointegration in Wagner's Law: The role of military spending
    by Cavicchioli, Maddalena & Pistoresi, Barbara

  • 2016 Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis
    by Amin Jan & Maran Marimuthu

  • 2016 Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks
    by Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA

  • 2016 Formación de los precios de alquiler de viviendas en Machala (Ecuador): análisis mediante el método de precios hedónicos
    by Manuel A. Zambrano-Monserrate

  • 2016 Transporte y mercado interno en Colombia: una contribución a un debate hasta ahora desconocido, 1928-1950
    by Sebastián Villarreal Romero & Darío A. Ortiz Navarro

  • 2016 El Plan de Ordenamiento Territorial (POT) de Cali, una aproximación
    by Rafael Vergara Varela

  • 2016 Indicador global adelantado de corto y largo plazo para la economía del Cauca 1960-2014
    by Andres Mauricio Gómez Sánchez & Juliana Isabel Sarmiento Castillo & Claudia Liceth Fajardo Hoyos

  • 2016 Determinants Of The International Reserves In The Republic Of Macedonia
    by Neda Popovska-Kamnar & Miso Nikolov & Artan Sulejmani

  • 2016 Dating US business cycles with macro factors
    by Fossati Sebastian

  • 2016 Econometric Analysis of Large Factor Models
    by Jushan Bai & Peng Wang

  • 2016 Bunching
    by Henrik Jacobsen Kleven

  • 2016 Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break
    by Esin Firuzan & Berhan Çoban

  • 2016 The Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange to Sovereign Wealth Funds
    by Dariusz Urban

  • 2016 Gauging Liquidity Risk in Emerging Market Bond Index Funds
    by Serge Darolles & Jérémy Dudek & Gaëlle Le Fol

  • 2016 Intrinsic Liquidity in Conditional Volatility Models
    by Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan

  • 2015 Revisión de Modelos Energéticos
    by Martínez Torrico, Karen M. & Aliaga Lordemann, Javier

  • 2015 Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes
    by Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois

  • 2015 Are GARCH innovations independent - a long term assessment for the S&P 500
    by Herwartz, Helmut

  • 2015 Mitigating Hypothetical Bias: Evidence on the Effects of Correctives from a Large Field Study
    by Frondel, Manuel & Andor, Mark & Vance, Colin

  • 2015 Growth and Convergence in the Central and East European Countries towards EU /1992-2002/
    by Vasilev, Aleksandar

  • 2015 Remittances' impact on the labor supply and on the deficit of current account
    by Meyer, Dietmar & Shera, Adela

  • 2015 Free primary care in Zambia: an impact evaluation using a pooled synthetic control method
    by Lépine, A. & Lagarde, M. & Le Nestour, A.

  • 2015 Textual Analysis in Real Estate
    by Adam Nowak & Patrick Smith

  • 2015 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

  • 2015 Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
    by Laurent Callot & Johannes Tang Kristensen

  • 2015 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

  • 2015 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

  • 2015 Factors Affecting the Financial Success of Motion Pictures: What is the Role of Star Power?
    by Geethanjali Selvaretnam & Jen-Yuan Yang

  • 2015 Evaluating South Africa’s Tobacco Control Initative: A Synthetic Control Approach
    by Grieve Chelwa, Corné van Walbeek and Evan Blecher

  • 2015 Impact Evaluation of Investments in the Appalachian Region: A Reappraisal
    by Juan Tomas Sayago-Gomez & Gianfranco Piras & Donald Lacombe & Randall Jackson

  • 2015 Studiul economiei, sinteza unei aventuri
    by Schatteles, Tiberiu

  • 2015 The Role of Oil Prices, Real Effective Exchange Rate and Inflation in Economic Activity of Russia: An Empirical Investigation
    by Izatov, Asset

  • 2015 Energy Demand, Substitution and a Potential for Electrification: An econometric analysis of eight Danish subsectors
    by Møller, Niels Framroze

  • 2015 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

  • 2015 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.

  • 2015 An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox
    by Albers, Scott

  • 2015 On Flexible Linear Factor Stochastic Volatility Models
    by Malefaki, Valia

  • 2015 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

  • 2015 Bootstrapping the portmanteau tests in weak auto-regressive moving average models
    by Zhu, Ke

  • 2015 The Long-Run Oil-Natural Gas Price Relationship And The Shale Gas Revolution
    by Massimiliano Caporin & Fulvio Fontini

  • 2015 Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals
    by James Wolter

  • 2015 Efficient propensity score regression estimators of multi-valued treatment effects for the treated
    by Ying-Ying Lee

  • 2015 Application of ß – Convergence Approach in Visegrad Four Regions
    by Jan Nevima & Ingrid Majerová

  • 2015 Collinearity Diagnostics in gretl
    by Lee C. Adkins & Melissa S. Waters & R. Carter Hill

  • 2015 Cumulated sum of squares statistics for non-linear and non-stationary regressions
    by Vanessa Berenguer-Rico & Bent Nielsen

  • 2015 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

  • 2015 The Pricing of Short-Term market Risk: Evidence from Weekly Options
    by Torben G. Andersen & Nicola Fusari & Viktor Todorov

  • 2015 Exact P-values for Network Interference
    by Susan Athey & Dean Eckles & Guido W. Imbens

  • 2015 Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
    by Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov

  • 2015 Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies
    by Christopher A. Hennessy & Ilya A. Strebulaev

  • 2015 A Practical Approach to Financial Crisis Indicators Based on Random Matrices
    by Antoine Kornprobst & Raphael Douady

  • 2015 On the Identification of Interdependence and Contagion of Financial Crises
    by Emanuele BACCHIOCCHI

  • 2015 Structure-Based SVAR Identification
    by Emanuele BACCHIOCCHI & Riccardo "Jack" LUCCHETTI

  • 2015 Single-Step Estimation of a Partially Linear Model
    by Daniel J. Henderson & Christopher F. Parmeter

  • 2015 Entrepreneurial Human and Social Capital in Small Businesses in Vietnam - An Extended Analysis -
    by Souksavanh VIXATHEP & Nobuaki MATSUNAGA

  • 2015 GMM Estimation of Affine Term Structure Models
    by Hlouskova, Jaroslava & Sögner, Leopold

  • 2015 Inference for functions of partially identified parameters in moment inequality models
    by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi

  • 2015 What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession
    by Hull, Isaiah

  • 2015 A Two-Step Estimator for Missing Values in Probit Model Covariates
    by Laitila, Thomas & Wang, Lisha

  • 2015 Optimum Currency Areas, Real and Nominal Convergence in the European Union
    by João Sousa Andrade & António Portugal Duarte

  • 2015 A distinction between causal effects in structural and rubin causal models
    by Aliprantis, Dionissi

  • 2015 Urban Agenda and Urban Sustainability Strategies. Taking Stock of Policy Implementation and Policy Discussion
    by Stephanie Barnebeck & Yannick Kalff

  • 2015 Urban Agenda and Urban Sustainability Strategies. Taking Stock of Policy Implementation and Policy Discussion
    by Stephanie Barnebeck & Yannick Kalff

  • 2015 Informatics, Data Mining, Econometrics and Financial Economics: A Connection
    by Chang, C-L. & McAleer, M.J. & Wong, W-K.

  • 2015 An asymptotic test for the Conditional Value-at-Risk
    by Vékás, Péter

  • 2015 Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis
    by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo

  • 2015 Relación entre exportaciones y tasa de cambio real en Colombia entre 1995 y 2014
    by Danna Jhuliet Ramírez Buitrago & Harold Iván Huérfano Ochoa

  • 2015 Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
    by Guido M. Kuersteiner & Ingmar R. Prucha

  • 2015 To Pool or not to Pool: Revisited
    by M. Hashem Pesaran & Qiankun Zhou

  • 2015 Gold, Oil, and Stocks: Dynamic Correlations
    by Jozef Baruník & Evžen Kocenda & Lukáš Vácha

  • 2015 Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
    by Kajal Lahiri & Liu Yang

  • 2015 The path from cause to effect: mastering 'metrics
    by Joshua D. Angrist & Jörn-Steffen Pischke

  • 2015 Closed Form Solutions for the Generalized Extreme Value Distribution
    by Walter Beckert & Yuya Takahashi

  • 2015 Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
    by Laurent Callot & Johannes Tang Kristensen

  • 2015 Export boost of Textile Industry of Pakistan by availing EU’s GSP Plus
    by Wagan, Shah Mehmood

  • 2015 Modeling The Informal Economy: A Review
    by MIHĂILĂ, Teodora

  • 2015 A Matching Estimator Based on a Bilevel Optimization Problem
    by Juan Díaz & Tomás Rau & Jorge Rivera

  • 2015 Svar Model To Examine The Short And Long Term Monetary Policy In Indonesia
    by Teguh Sugiarto

  • 2015 Оценка связи между показателями осведомленности/вовлеченности и долей рынка. An estimation of connection between indicators of brand awareness/penetration and market share
    by Гребенников В.Ф. & Захаров Н.В.

  • 2015 Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland
    by Witold Koziñski & Tomasz Œwist

  • 2015 An investigation of romanians’ return intentions from Spain
    by Elena-Maria Prada

  • 2015 Twin Deficit Hypothesis: A Case of Pakistan
    by Yasmin, Farrah

  • 2015 Co-integration and error correction: Representation, estimation, and testing
    by Engle, Robert & Granger, Clive

  • 2015 Specification tests in econometrics
    by Hausman, Jerry

  • 2015 Violence in Mexico: An economic rationale of crime and its impacts
    by Enrique Leonardo Kato Vidal

  • 2015 Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models
    by Marcin Owczarczuk

  • 2015 Influence Of Unemployment Benefit On Duration Of Registered Unemployment Spells
    by Beata Bieszk-Stolorz & Iwona Markowicz

  • 2015 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

  • 2015 Statistical-Based Insights in the Migration Process
    by Mihaela Grecu & Emilia Titan

  • 2015 Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates
    by Abel Rodríguez & Enrique ter Horst & Samuel Malone

  • 2015 Sociological Analysis of Economic Inequalities: Methodological Aspects
    by Aleksandar Stoyanov

  • 2015 The long-term causality. A comparative study for some EU countries
    by Ioana Viașu

  • 2015 The impact and determinants of donor support in Cross River State - Nigeria
    by Christopher A. Otu

  • 2015 Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong
    by Tai-Yuen HON

  • 2015 Export boost of textile industry of Pakistan by availing EU’s GSP Plus
    by Shah Mehmood WAGAN

  • 2015 The Insecure Future of the World Economic Growth
    by Ron W. NIELSEN

  • 2015 Mathematics of Predicting Growth
    by Ron W. NIELSEN

  • 2015 Household demand for food away from home (fafh) in Nigeria: the role of education
    by Kolawole Ogundari & Adegoke Oluwatosin Aladejimokun & Sadiat Funmilayo Arifalo

  • 2015 Agricultura, Crecimiento y Política Económica. Evidencia del caso Argentino 1895-2009
    by Carolina Tarayre & Fernando Delbianco

  • 2015 The Determinants of Gini Coefficient in Iran Based on Bayesian Model Averaging
    by Mohsen Mehrara & Mojtaba Mohammadian

  • 2015 Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification
    by Ying-Ying Lee

  • 2015 How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?
    by Duo Qin & Sophie van Huellen & Qing-Chao Wang

  • 2015 Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality
    by Thibault Vatter & Hau-Tieng Wu & Valérie Chavez-Demoulin & Bin Yu

  • 2015 Bootstrap Tests for Overidentification in Linear Regression Models
    by Russell Davidson & James G. MacKinnon

  • 2015 Forecast Combination under Heavy-Tailed Errors
    by Gang Cheng & Sicong Wang & Yuhong Yang

  • 2015 Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables
    by Ming He & Kuan-Pin Lin

  • 2015 Forecasting Interest Rates Using Geostatistical Techniques
    by Giuseppe Arbia & Michele Di Marcantonio

  • 2015 Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach
    by Javier Alejo & Nicolás Badaracco

  • 2015 Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality
    by Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

  • 2015 Is Benford’s Law a Universal Behavioral Theory?
    by Sofia B. Villas-Boas & Qiuzi Fu & George Judge

  • 2015 A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models
    by Masamune Iwasawa

  • 2015 On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
    by Antonio F. Galvao & Gabriel Montes-Rojas

  • 2015 A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index
    by Jose Olmo

  • 2015 Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
    by Stanislav Anatolyev & Stanislav Khrapov

  • 2015 A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
    by Hossein Hassani & Emmanuel Sirimal Silva

  • 2015 A Spectral Model of Turnover Reduction
    by Zura Kakushadze

  • 2015 A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise
    by Yang Zu

  • 2015 New Graphical Methods and Test Statistics for Testing Composite Normality
    by Marc S. Paolella

  • 2015 Efficient Estimation in Heteroscedastic Varying Coefficient Models
    by Chuanhua Wei & Lijie Wan

  • 2015 Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects
    by Guangjie Li

  • 2015 A New Approach to Model Verification, Falsification and Selection
    by Andrew J. Buck & George M. Lady

  • 2015 Bayesian Approach to Disentangling Technical and Environmental Productivity
    by Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

  • 2015 Strategic Interaction Model with Censored Strategies
    by Nazgul Jenish

  • 2015 Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
    by Shew Fan Liu & Zhenlin Yang

  • 2015 A Jackknife Correction to a Test for Cointegration Rank
    by Marcus J. Chambers

  • 2015 The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms
    by Ghassen El Montasser

  • 2015 The SAR Model for Very Large Datasets: A Reduced Rank Approach
    by Sandy Burden & Noel Cressie & David G. Steel

  • 2015 Selection Criteria in Regime Switching Conditional Volatility Models
    by Thomas Chuffart

  • 2015 Nonparametric Regression Estimation for Multivariate Null Recurrent Processes
    by Biqing Cai & Dag Tjøstheim

  • 2015 Detecting Location Shifts during Model Selection by Step-Indicator Saturation
    by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

  • 2015 A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models
    by Umberto Triacca

  • 2015 Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States
    by Hassan Mohammadi & Yuting Tan

  • 2015 Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data
    by Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

  • 2015 Information Recovery in a Dynamic Statistical Markov Model
    by Douglas J. Miller & George Judge

  • 2015 Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems
    by George Judge

  • 2015 Finding Starting-Values for the Estimation of Vector STAR Models
    by Frauke Schleer

  • 2015 On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    by P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

  • 2015 Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity
    by Isao Ishida & Virmantas Kvedaras

  • 2015 A Joint Chow Test for Structural Instability
    by Bent Nielsen & Andrew Whitby

  • 2015 Two-Step Lasso Estimation of the Spatial Weights Matrix
    by Achim Ahrens & Arnab Bhattacharjee

  • 2015 Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
    by Osman Doğan

  • 2015 Acknowledgement to Reviewers of Econometrics in 2014
    by Econometrics Editorial Office

  • 2015 La collaborazione nel settore dell’artigianato artistico in Campania: il caso dell’oreficeria
    by Alfredo Del Monte & Alessandro De Iudicibus & Sara Moccia & Luca Pennacchio

  • 2015 Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis
    by Muhammad Irfan Malik & Atiq-ur-Rehman

  • 2015 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.

  • 2015 Oil prices, US stock return, and the dependence between their quantiles
    by Sim, Nicholas & Zhou, Hongtao

  • 2015 Monetary environments and stock returns: International evidence based on the quantile regression technique
    by Chevapatrakul, Thanaset

  • 2015 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

  • 2015 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

  • 2015 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

  • 2015 It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model
    by Grassi, Stefano & Santucci de Magistris, Paolo

  • 2015 Statistical inference for panel dynamic simultaneous equations models
    by Hsiao, Cheng & Zhou, Qiankun

  • 2015 A bootstrapped spectral test for adequacy in weak ARMA models
    by Zhu, Ke & Li, Wai Keung

  • 2015 Some new asymptotic theory for least squares series: Pointwise and uniform results
    by Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo

  • 2015 Oracle inequalities for high dimensional vector autoregressions
    by Kock, Anders Bredahl & Callot, Laurent

  • 2015 Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
    by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo

  • 2015 Through the looking glass: Indirect inference via simple equilibria
    by Calvet, Laurent E. & Czellar, Veronika

  • 2015 Specification tests for partially identified models defined by moment inequalities
    by Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia

  • 2015 Artificial Neural Networks for Spot Electricity Price Forecasting: A Review
    by S. Vijayalakshmi & G. P. Girish

  • 2015 Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods
    by Anthony N. Rezitis

  • 2015 Renewable Energy Certifi cate Trading through Power Exchanges in India
    by G. P. Girish & P. Sashikala & Bharath Supra & Anitha Acharya

  • 2015 The Relationship between Energy Consumption and Economic Growth in South and Southeast Asian Countries: A Panel Vector Autoregression Approach and Causality Analysis
    by Anthony N. Rezitis & Shaikh Mostak Ahammad

  • 2015 Role of Energy Exchanges for Power Trading in India
    by G. P. Girish & S. Vijayalakshmi

  • 2015 Linking Historical Oil Price Volatility and Growth: Investment and Trade Dynamics
    by Olukorede Abiona

  • 2015 Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos
    by Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Suárez & Víctor Alfonso Rueda Ortiz

  • 2015 La eficiencia del gasto público en educación en Colombia
    by Luis Armando Galvis-Aponte

  • 2015 Analisis de la vulnerabilidad laboral y los determinantes del trabajo decente. El caso de Ecuador 2008-2011
    by Alejandra Villacis & Marcos Reis

  • 2015 Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo
    by Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z

  • 2015 Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo
    by Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z

  • 2015 Proyección de demanda: ¡este problema no es normal!
    by Julio César Alonso Cifuentes & Beatriz Eugenia Gallo Córdoba

  • 2015 L'impact de la taxation sur les ventes de cigarettes en France. Une approche économétrique
    by Vincent Fromentin

  • 2015 A review of the Granger-causality fallacy
    by Mariusz Maziarz

  • 2015 Cointegration Approach – Application Opportunities
    by Nedialko Nestorov

  • 2015 The Research Effects Of Law Changes At Air Transportation On Air Passanger Carries For Turkey
    by Hülya Şen & Hakkı Polat

  • 2015 The Evaluation Of The Development Agency Regions In Turkey In Terms Of Some Socioeconomic Indicator With Factor Analyses
    by Hasan Bulut & Yüksel Öner

  • 2015 Determining The Relationship Between Happiness And Human Development: Multivariate Statistical Approach
    by Dilek Murat & Sevda Gürsakal

  • 2015 ASEAN Long-Run Tourism Elasticity Demand in Thailand
    by Akarapong Untong

  • 2015-04 Evaluation von Subventionen im Rahmen der regionalen Wirtschaftspolitik in Deutschland
    by Alm, Bastian

  • 2015(XXV) The relationship between the education system and the inflows of FDI for the Central and East European EU new member states
    by Vasile Alecsandru STRAT

  • 2015(XXV) The factors responsible with corporate reputation: A structural equation modelling approach
    by Mihaela Cornelia SANDU

  • 2014 Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data
    by Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato

  • 2014 Linear-time accurate lattice algorithms for tail conditional expectation
    by Chen, Bryant & Hsu, William W.Y. & Ho, Jan-Ming & Kao, Ming-Yang

  • 2014 The topology of macro financial flows: An application of stochastic flow diagrams
    by Calkin, Neil J. Calkin & López de Prado, Marcos

  • 2014 Stochastic flow diagrams
    by Calkin, Neil J. & López de Prado, Marcos

  • 2014 Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID
    by Bush, C. Anthony

  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

  • 2014 Gold, Oil, and Stocks
    by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

  • 2014 Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables
    by Stacy, Brian

  • 2014 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

  • 2014 Quality of Life and Tourism-Related Perceptions among Residents: Evidence from Lake Engure Area, Latvia
    by Guido Sechi & Zaiga Krisjane & Maris Berzins & Daina Vinklere

  • 2014 Institutions, Civil Society, Trust and Quality of Life: A Social Capital- And Social Identity-Based Approach. Evidence from the Russian Federation
    by Guido Sechi & Alexander Tatarko & Jurgis Skilters

  • 2014 A variance spillover analysis without covariances: what do we miss?
    by Fengler, Matthias R. & Gisler, Katja I. M.

  • 2014 Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy
    by Laurent Callot & Johannes Tang Kristensen

  • 2014 On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk

  • 2014 Bayesian D-Optimal Choice Designs for Mixtures
    by Aiste Ruseckaite & Peter Goos & Dennis Fok

  • 2014 The impacts of alternative policy instruments on environmental performance. A firm level study of temporary and persistent effects
    by Brita Bye & Marit E. Klemetsen

  • 2014 Inverse Probability Weighted Estimation of Local Average Treatment Effects: Higher Order MSE Expansion
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

  • 2014 Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

  • 2014 Public Debt and Growth in Greece. An Empirical Approach
    by Angelos Markou & Maria Karamitrou

  • 2014 OLS and IV estimation of regression models including endogenous interaction terms
    by Bun, Maurice J.G. & Harrison, Teresa D.

  • 2014 Testing the Effect of the Conflict in Georgia in 2008 on Energy Market
    by Izatov, Asset

  • 2014 The Modi ed R a Robust Measure of Association for Time Series
    by Rehman, Atiq-ur- & Malik, Muhammad Irfan

  • 2014 Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis
    by Malik, Muhammad Irfan & Rehman, Atiq-ur-

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis
    by Karkowska, Renata

  • 2014 Macro Stress-Testing Credit Risk in Romanian Banking System
    by Ruja, Catalin

  • 2014 Exchange Rate, Market Size and Human Capital Nexus Foreign Direct Investment – A Bound Testing Approach for Pakistan
    by Chaudhry, Naveed Iqbal & Mehmood, Mian Saqib & Mehmood, Asif & Mujtaba, Bahaudin G.

  • 2014 Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand
    by Forson, Joseph Ato & Janrattanagul, Jakkaphong

  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2014 Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros
    by Antunes, João Marques & Fuinhas, José Alberto & Marques, António Cardoso

  • 2014 Testing Spatial Causality in Cross-section Data
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

  • 2014 On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings
    by Albers, Scott

  • 2014 Estimating multivariate GARCH and stochastic correlation models equation by equation
    by Francq, Christian & Zakoian, Jean-Michel

  • 2014 Golden Rule of Forecasting: Be conservative
    by Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

  • 2014 The determinants of spatial location of creative industries start-ups: Evidence from Portugal using a discrete choice model approach
    by Sara Cruz & Aurora A.C. Teixeira

  • 2014 The modifiable areal unit problem - analysis of correlation and regression
    by Michal Bernard Pietrzak

  • 2014 Redefining the Modifiable Areal Unit Problem within spatial econometrics, the case of the aggregation problem
    by Michal Bernard Pietrzak

  • 2014 Influence of Unemployment Benefit on Duration of Registered Unemployment Spells
    by Beata Bieszk-Stolorz & Iwona Markowicz

  • 2014 Measurement of causality change between multiple time series
    by Ryo Kinoshita & Kosuke Oya

  • 2014 Using gretl for Principles of Econometrics, 4th Edition
    by Lee Adkins

  • 2014 . . . and the Cross-Section of Expected Returns
    by Campbell R. Harvey & Yan Liu & Heqing Zhu

  • 2014 Why High-order Polynomials Should not be Used in Regression Discontinuity Designs
    by Andrew Gelman & Guido Imbens

  • 2014 Welfare Implications of Learning Through Solicitation versus Diversification in Health Care
    by Anirban Basu

  • 2014 Finite Population Causal Standard Errors
    by Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge

  • 2014 Tractable and Consistent Random Graph Models
    by Arun G. Chandrasekhar & Matthew O. Jackson

  • 2014 Instrumental Variables: An Econometrician's Perspective
    by Guido Imbens

  • 2014 A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects
    by Patrick M. Kline

  • 2014 Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity
    by Jan F. KIVIET & Qu FENG

  • 2014 Matching Methods in Practice: Three Examples
    by Imbens, Guido W.

  • 2014 Instrumental Variables: An Econometrician's Perspective
    by Imbens, Guido W.

  • 2014 Evaluating Specification Tests in the Context of Value-Added Estimation
    by Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M.

  • 2014 The Role of Public Sector Investment for Economic Development in Emerging Countries: The Case of Lao PDR
    by Osamu Nakamura

  • 2014 Out-Of-Sample Comparisons of Overfit Models
    by Calhoun, Gray

  • 2014 Return and Volatility Spillovers in Industrial Metals
    by Brian M. Lucey

  • 2014 Which Precious Metals Spill Over on Which, When and Why? – Some Evidence
    by Jonathan A. Batten & Cetin Ciner & Brian M. Lucey

  • 2014 Beyond dimension two: A test for higher-order tail risk
    by Carsten Bormann & Melanie Schienle & Julia Schaumburg &

  • 2014 The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?
    by Valeria V. Lakshina

  • 2014 The economics of secession. Analysing the economic impact of the collapse of the former Yugoslavia
    by Andrés Rodríguez-Pose & Marko Stermšek

  • 2014 The Public Finance and the Economic Growth in the First Portuguese Republic
    by Nuno Ferraz & António Portugal Duarte

  • 2014 Output-gaps in the PIIGS Economies: An Ingredient of a Greek Tragedy
    by João Sousa Andrade & António Portugal Duarte

  • 2014 In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors
    by Frédéric Jouneau-Sion & Olivier Torrès

  • 2014 Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector
    by Thomas Geissmann & Massimo Filippini & William Greene

  • 2014 Dynamic Factor Models, Cointegration and Error Correction Mechanisms
    by Matteo Barigozzi & Marco Lippi & Matteo Luciani

  • 2014 Evaluation of Public R&D Policy: A Meta-Regression Analysis

  • 2014 A Note on Regressions with Interval Data on a Regressor
    by Daniel Cerquera & François Laisney & Hannes Ullrich

  • 2014 A Simple Adjustment for Bandwidth Snooping
    by Timothy B. Armstrong & Michal Kolesar

  • 2014 A Simple Adjustment for Bandwidth Snooping
    by Timothy B. Armstrong & Michal Kolesar

  • 2014 A Simple Adjustment for Bandwidth Snooping
    by Timothy B. Armstrong & Michal Kolesar

  • 2014 A Simple Adjustment for Bandwidth Snooping
    by Timothy B. Armstrong & Michal Kolesar

  • 2014 Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
    by Braione, Manuela & Scholtes, Nicolas K.

  • 2014 Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación
    by Luis Armando Galvis

  • 2014 Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik
    by Franziska Kugler & Guido Schwerdt & Ludger Wößmann

  • 2014 Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity
    by Jan Frederik Kiviet & Qu Feng

  • 2014 Estimation of Time-invariant Effects in Static Panel Data Models
    by M. Hashem Pesaran & Qiankun Zhou

  • 2014 On the Finite Sample Properties of Pre-Test Estimators of Spatial Models
    by Gianfranco Piras & Ingmar R. Prucha

  • 2014 Long Run Dynamics of World Food, Crude Oil Prices and Macroeconomic Variables: A Cointegration VAR Analysis
    by José M. Fernández

  • 2014 Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy
    by Laurent Callot & Johannes Tang Kristensen

  • 2014 Uncertainty within Economic Models
    by Lars Peter Hansen & Thomas J Sargent

  • 2014 Econometric Methods and Their Applications in Finance, Macro and Related Fields

  • 2014 Phillips Curve In Romania In Conditions Of Near Rationality
    by NEAGOE, Daniel

  • 2014 Investigating The Determinants Of Long-Run Sovereign Rating
    by MIRICESCU, Emilian - Constantin

  • 2014 “Mathiness” ve İstatistik, Ulusal Gelir Hesapları, Matematik ve Ekonometri Konusunda Keynes
    by Ercan Uygur

  • 2014 Forecasting the trend of international scientific collaboration
    by S. Varun Shrivats & Sujit Bhattacharya

  • 2014 Decyzje konsumentów na rynku edukacji wyższej na przykładzie wyboru wykładowców przez studentów Szkoły Głównej Handlowej w Warszawie
    by Jakub Ziółkowski

  • 2014 Stock Market's Reactions to Revelation of Tax Evasion: An Empirical Assessment
    by Andreas Brunhart

  • 2014 Towards a Framework for Evaluating Sustainable Society Index
    by Milica Maricic & Marija Jankovic & Veljko Jeremic

  • 2014 Effects of Trade on Growth in Nigeria’s Open Economy: Econometric Analysis - Effetti del commercio internazionale sulla crescita della Nigeria: un’analisi econometrica
    by Tombofa, Stephen S. & Karimo, Tamarauntari M.

  • 2014 The Impact of Exchange Rate Movements on Trade Balance in Nigeria’s Open-Economy - L’impatto delle variazioni dei tassi di cambio sulla bilancia commerciale della Nigeria
    by Obudah, Bodiseowei C. & Tombofa, Steve S.

  • 2014 Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models
    by Lakshina, Valeriya

  • 2014 A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    by Newey, Whitney & West, Kenneth

  • 2014 Autocovariance and Linear Transformations of Markov Switching VARMA Processes
    by Maddalena Cavicchioli

  • 2014 Historical Ethnic Homelands and Income Convergence in Africa
    by Dimitris K Christopoulos & Angelos Mimis & Gregorios Siourounis

  • 2014 The Modifiable Areal Unit Problem – Analysis Of Correlation And Regression
    by Michal Bernard Pietrzak

  • 2014 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Aggregation Problem
    by Michal Bernard Pietrzak

  • 2014 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem
    by Michal Bernard Pietrzak

  • 2014 Analysis and Forecast of the Gross Domestic Product in Romania Using Econometric Methods
    by Nec?ulescu Consuela & ?erbãnescu Lumini?a

  • 2014 Econometric Model For Forecasting Traffic On Croatian Motorways
    by Drago Pupavac

  • 2014 Implementing Fiscal Or Monetary Policy In Time Of Crisis? Running Granger Causality To Test The Phillips Curve In Some Euro Zone Countries
    by Nico Gianluigi

  • 2014 Determinants Of Tourist Inflows To Romania: Evidence From Augmented Panel Gravity Model
    by Karagoz Kadir

  • 2014 The Economics Student €" The Future Businessman. From The Awareness Of Consumers' Rights To Their Enforcement
    by Roman Teodora & Manolica Adriana

  • 2014 The Impact of the Crisis on the Polarization of Spanish Wages/El impacto de la crisis en la polarización de los salarios en España

  • 2014 The Eu-Us Relations In An Emerging Multipolar World
    by Roxana Hincu

  • 2014 A study of the relation between inflation and exchange rates in the Fiji islands: a cointegration and vector error correction approach
    by Muthucattu Thomas Paul & Yih Pin Tang & Markand Bhatt

  • 2014 Poverty persistence and poverty dynamics
    by Martin Biewen

  • 2014 Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión
    by Josué M. Polanco-Martínez

  • 2014 Análisis de movilidad social en el Ecuador
    by Erika Pesántez

  • 2014 Size Effect Study In The Major Stock Market Of America, Estudio Del Efecto Tamano En Los Principales Mercados Bursatiles De Latinoamerica
    by Juan Benjamin Duarte Duarte & Zulay Yesenia Ramirez Leon & Katherine Julieth Sierra Suarez

  • 2014 Overseas Performance Of Chilean Pension Funds,Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero
    by Renato Balbontin

  • 2014 Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst
    by Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo

  • 2014 Utilización y tiempos de espera: dos vertientes inseparables del análisis de la equidad en el acceso al sistema sanitario público
    by Ignacio Abásolo & Miguel Negrín & Jaime Pinilla

  • 2014 The Biggest Myth in Spatial Econometrics
    by James P. LeSage & R. Kelley Pace

  • 2014 Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test
    by Francesca Di Iorio & Umberto Triacca

  • 2014 Success at the Summer Olympics: How Much Do Economic Factors Explain?
    by Pravin K. Trivedi & David M. Zimmer

  • 2014 A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model
    by Michael Pfaffermayr

  • 2014 Asymmetry and Leverage in Conditional Volatility Models
    by Michael McAleer

  • 2014 Two-Part Models for Fractional Responses Defined as Ratios of Integers
    by Harald Oberhofer & Michael Pfaffermayr

  • 2014 A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
    by Jochen Krause & Marc S. Paolella

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach
    by Richard A. Ashley & Kwok Ping Tsang

  • 2014 Bias-Correction in Vector Autoregressive Models: A Simulation Study
    by Tom Engsted & Thomas Q. Pedersen

  • 2014 Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    by Dennis Fok & Richard Paap & Philip Hans Franses

  • 2014 Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach
    by Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

  • 2014 Il lavoro irregolare nelle regioni italiane: un’analisi econometrica dal 1995 al 2008
    by Maria Felice Arezzo

  • 2014 Economia sommersa: ULA irregolari in Italia dal 1980 al 2009
    by Simona Monteleone

  • 2014 Los ciclos políticos en México, 1960-2011
    by Miguel Cervantes Jiménez. & Pablo López Sarabia. & Pedro Alejandro García Sámano

  • 2014 The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis
    by Chevapatrakul, Thanaset & Tee, Kai-Hong

  • 2014 Currency jumps and crises: Do developed and emerging market currencies jump together?
    by Chan, Kam Fong & Powell, John G. & Treepongkaruna, Sirimon

  • 2014 FDI inflow as an international business operation by MNCs and economic growth: An empirical study on Turkey
    by Temiz, Dilek & Gökmen, Aytaç

  • 2014 Price discovery analysis of green equity indices using robust asymmetric vector autoregression
    by Cummins, Mark & Garry, Oonagh & Kearney, Claire

  • 2014 Component estimation for electricity prices: Procedures and comparisons
    by Lisi, Francesco & Nan, Fany

  • 2014 The switching relationship between natural gas and crude oil prices
    by Brigida, Matthew

  • 2014 Weighted KS statistics for inference on conditional moment inequalities
    by Armstrong, Timothy B.

  • 2014 Estimation and inference for distribution functions and quantile functions in treatment effect models
    by Donald, Stephen G. & Hsu, Yu-Chin

  • 2014 Summability of stochastic processes—A generalization of integration for non-linear processes
    by Berenguer-Rico, Vanessa & Gonzalo, Jesús

  • 2014 Treatment effect estimation with covariate measurement error
    by Battistin, Erich & Chesher, Andrew

  • 2014 Monetary environments and stock returns revisited: A quantile regression approach
    by Chevapatrakul, Thanaset

  • 2014 Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market
    by Herrera, Rodrigo & Schipp, Bernhard

  • 2014 An empirical study of the Mexican banking system’s network and its implications for systemic risk
    by Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo

  • 2014 Does religious beliefs affect economic growth? Evidence from provincial-level panel data in China
    by Wang, Qunyong & Lin, Xinyu

  • 2014 Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review
    by Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi

  • 2014 The Performance Of Educational System In Morocco: A Spatial Analysis
    by IBOURK, Aomar & AMAGHOUSS, Jabrane

  • 2014 Racionalidades y prácticas campesinas cafeteras en el departamento del Huila, Colombia
    by Olga Lucía Cadena Durán & Andrés Mauricio Gómez Sánchez

  • 2014 Dinámica económica de las remesas enviadas desde España y Estados Unidos a Colombia entre 2005-2013: un análisis de cointegración
    by Andrés Mauricio Gómez & Zoraida Ramirez Gutierrez

  • 2014 The Impact Of The Credit Expansion Process On Social Welfare In The Area Of Central And South-Eastern Europe
    by Stanislav PERCIC

  • 2014 Determinantes del crecimiento económico en Bolivia: un enfoque de demanda
    by Julio Humérez Quiroz

  • 2014 Modeling Natural Gas Prices Volatility
    by Fatih Çemrek & Hakkı Polat

  • 2014 Examining the Tourism-led Growth Hypothesis: A Case Study of Thailand
    by Akarapong Untong

  • 2013 Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests
    by Chen, Wenjuan & Bettendorf, Timo

  • 2013 Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information
    by Yafeng Wang & Brett Graham

  • 2013 On spatial econometric models, spillover effects, and W
    by Paul Elhorst & Solmaria Halleck Vega

  • 2013 Markov Switching Models for Volatility: Filtering, Approximation and Duality
    by Monica Billio & Maddalena Cavicchioli

  • 2013 Deciphering the Libor and Euribor Spreads during the subprime crisis
    by Loriana Pelizzon & Domenico Sartore

  • 2013 Determining the Number of Regimes in Markov-Switching VAR and VMA Models
    by Maddalena Cavicchioli

  • 2013 Nets: Network estimation for time series
    by Matteo Barigozzi & Christian T. Brownlees

  • 2013 Practice what you preach: Microfinance business models and operational efficiency
    by Millone M.M. & Bos J.W.B.

  • 2013 IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics
    by David M. Kaplan

  • 2013 IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics
    by David M. Kaplan & Matt Goldman

  • 2013 Smoothed Estimating Equations for Instrumental Variables Quantile Regression
    by David M. Kaplan & Yixiao Sun

  • 2013 Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion
    by David M. Kaplan

  • 2013 A comment on Siegfried's first lesson in econometrics
    by Damien S.Eldridge

  • 2013 Identification and Counterfactuals in Dynamic Models of Market Entry and Exit
    by Victor Aguirregabiria & Junichi Suzuki

  • 2013 Systematic Reviews In Education Research: When Do Effect Studies Provide Evidence?
    by Van Klaveren, C. & De Wolf, I.

  • 2013 Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk

  • 2013 Adoption of Electric Vehicle in the Netherlands – A Stated Choice Experiment
    by M. Bockarjova & P. Rietveld & J.S.A. Knockaert

  • 2013 On the Phase Dependence in Time-Varying Correlations Between Time-Series
    by Francisco Blasques

  • 2013 The impact of jumps and thin trading on realized hedge ratios
    by Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla

  • 2013 A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries
    by Baseem Al-Athwari & Jorn Altmann & Almas Heshmati

  • 2013 Consistent Tests for Conditional Treatment Effects
    by Yu-Chin Hsu

  • 2013 Consistent Tests for Conditional Treatment Effects
    by Yu-Chin Hsu

  • 2013 A J-Test for Panel Models with Fixed Effects, Spatial and Time
    by Harry H. Kelejian & Gianfranco Piras

  • 2013 Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes
    by Harry H. Kelejian & Gianfranco Piras

  • 2013 Stochastic Compounding and Uncertain Valuation
    by Lars P. Hansen & Jose A. Scheinkman

  • 2013 Speculation, Trading and Bubbles Third Annual Arrow Lecture
    by Jose A. Scheinkman

  • 2013 Contracting Without a Plan: A Theory of Informal Justice
    by Sylvain Chassang & Christian Zehnder

  • 2013 Financial Spillovers Across Countries: Measuring shock transmissions
    by Urbina, Jilber

  • 2013 A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion
    by Urbina, Jilber

  • 2013 Medellín: Una ciudad hacia el sector servicios y los efectos en el empleo
    by Vélez Tamayo, Julián Mauricio

  • 2013 Searching for the Relative Potency of Monetary and Fiscal Policies in Selected African Countries: A Panel Data Approach to St. Louis Equation
    by Adeniji, Sesan & Evans, Olaniyi

  • 2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model
    by Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew

  • 2013 Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach
    by Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj

  • 2013 Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey
    by Cengiz, Sibel & Sahin, Afsin

  • 2013 To the problem of evaluation of market risk of global equity index portfolio in global capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Bayesian Approach and Identification
    by Kociecki, Andrzej

  • 2013 Education and Economic Growth: A Meta-Regression Analysis
    by Benos, Nikos & Zotou, Stefania

  • 2013 Inference in non stationary asymmetric garch models
    by Francq, Christian & Zakoian, Jean-Michel

  • 2013 Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works
    by Albers, Scott & Albers, Andrew L.

  • 2013 Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'
    by Albers, Scott

  • 2013 Alternative inflation hedging strategies for ALM
    by Fulli-Lemaire, Nicolas

  • 2013 Modeling Voting Behavior in the Eurovision Song Contest
    by Dogru, Bülent

  • 2013 The neglected heterogeneity of spatial agglomeration and co-location patterns of creative employment: evidence from Portugal
    by Sara Santos Cruz & Aurora A.C. Teixeira

  • 2013 Redefining The Modifiable Areal Unit Problem Within Spatial Econometrics, The Case Of The Scale Problem
    by Michal Bernard Pietrzak

  • 2013 Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index
    by Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove

  • 2013 Martingale unobserved component models
    by Neil Shephard

  • 2013 The Restricted Least Squares Stein-Rule in gretl
    by Lee C. Adkins

  • 2013 Martingale unobserved component models
    by Neil Shephard

  • 2013 Endogenous Stratification in Randomized Experiments
    by Alberto Abadie & Matthew M. Chingos & Martin R. West

  • 2013 Why ask Why? Forward Causal Inference and Reverse Causal Questions
    by Andrew Gelman & Guido Imbens

  • 2013 Unobservable Selection and Coefficient Stability: Theory and Validation
    by Emily Oster

  • 2013 Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
    by Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya

  • 2013 Behavioral Law and Economics: Empirical Methods
    by Christoph Engel

  • 2013 Pauvreté monétaire versus non-monétaire au Burundi
    by Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko

  • 2013 An Empirical Analysis of Inflation-Growth Nexus in Developing Countries: The Case of Sri Lanka
    by Nawalage S. Cooray

  • 2013 Inference in ordered response games with complete information
    by Andres Aradillas-Lopez & Adam Rosen

  • 2013 Estimating demand for differentiated products with error in market shares
    by Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi

  • 2013 Specification tests for partially identified models defined by moment inequalities
    by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi

  • 2013 A simple but efficient approach to the analysis of multilevel data
    by Bache, Stefan Holst Milton & Kristensen, Troels

  • 2013 The Dutch Disease in the Portuguese Economy
    by João Sousa Andrade & António Portugal Duarte

  • 2013 Through the Looking Glass: Indirect Inference via Simple Equilibria
    by Calvet , Laurent & Czellar, Veronika

  • 2013 On the economic effects of public infrastructure investment:A survey of the international evidence
    by Alfredo Marvão Pereira & Jorge M. Andraz

  • 2013 Multiscale Adaptive Inference on Conditional Moment Inequalities
    by Timothy B. Armstrong & Hock Peng Chan

  • 2013 Multiscale Adaptive Inference on Conditional Moment Inequalities
    by Timothy B. Armstrong & Hock Peng Chan

  • 2013 Multiscale Adaptive Inference on Conditional Moment Inequalities
    by Timothy B. Armstrong & Hock Peng Chan

  • 2013 Co-summability from linear to non-linear cointegration
    by Gonzalo, Jesús & Berenguer Rico, Vanessa

  • 2013 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

  • 2013 Crecimiento económico y desempleo: Retos a largo plazo

  • 2013 Testing and Estimating Models Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David

  • 2013 Likelihood inference in non-linear term structure models: the importance of the lower bound
    by Andreasen, Martin & Meldrum, Andrew

  • 2013 Nets: Network Estimation for Time Series
    by Matteo Barigozzi & Christian Brownlees

  • 2013 Demand factors that influence financial inclusion in Mexico: analysis of the barriers based on the ENIF survey
    by Carmen Hoyo & Ximena Pena & David Tuesta

  • 2013 Factores de demanda que influyen en la Inclusion Financiera en Mexico. Analisis de las barreras a partir de la ENIF
    by Carmen Hoyo & Ximena Pena & David Tuesta

  • 2013 Lassoing the Determinants of Retirement
    by Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen

  • 2013 Oracle inequalities for high-dimensional panel data models
    by Anders Bredahl Kock

  • 2013 Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
    by Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi

  • 2013 Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
    by Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya

  • 2013 Taxation, Efficiency and Economic Growth
    by Jorgenson, Dale W. & Yun, Kun-Young

  • 2013 Bridges Over Water:Understanding Transboundary Water Conflict, Negotiation and Cooperation
    by Ariel Dinar & Shlomi Dinar & Stephen McCaffrey & Daene McKinney

  • 2013 The effect of foreign direct investment on unemployment in Bulgaria
    by Rosen Nikolaev & Viktoria Stancheva

  • 2013 Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution
    by Stavros Stavroyiannis & Leonidas Zarangas

  • 2013 Purposes and limitations of econometric analysis according to recent approaches
    by Siro Lombardini

  • 2013 A Real Economic Activity Indicator for Turkey
    by S. Boragan Aruoba & Cagri Sarikaya

  • 2013 Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis
    by Bulent Guloglu & Saban Nazlioglu

  • 2013 Non-linear Regression used in Economic Analysis
    by Gabriela Victoria ANGHELACHE & Constantin ANGHELACHE & Andreea Gabriela BALTAC & Ligia PRODAN

  • 2013 Non-parametrical Estimation of the Regression used in Economic Analyses
    by Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Liviu BEGU & Georgeta BARDASU

  • 2013 Comparative analysis of the degree of international capital mobility in Tunisia and Morocco: revised Feldstein Horioka approach
    by Sarra Ben Slimane & Moez Ben Tahar & Zied Essid

  • 2013 Crecimiento, empleo y productividad en la industria manufacturera mexicana
    by Liquitaya Briceño, José D.

  • 2013 Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)
    by Penikas, Henry & Savelyeva, Alina

  • 2013 Sample selection bias as a specification error
    by Heckman, James

  • 2013 Marital wage gap
    by Aistov, Andrey

  • 2013 Econometric analysis of the effect of marital status change on wages in Russia
    by Rodionova, Lilia

  • 2013 Econometric modeling risk of consumer loans
    by Nivorozhkina, Ludmila & Ovcharova, Lilia & Sinyavskaya, Tatiana

  • 2013 Human capital estimation in professional football
    by Polyakov, Konstantin & Zhukova, Ludmila

  • 2013 The use of econometric models for long-term policies: A critical view
    by Luigi Spaventa

  • 2013 Export-led growth in Tunisia: A wavelet filtering based analysis
    by Hamrita Mohamed Essaied

  • 2013 Migration in the EU- Between Brain Drain and Cheap Workforce Transfer
    by Burciu Andreea & Ardelean Andreea

  • 2013 The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflation. The rapid increase in the average salary both before and after the emergence of the economic and financial crisis is the reason for this study. This paper is focused on the evolution of nominal and real net salary earnings at the level of the national economy, on economic activities and on development regions and the influence of salary earnings on the inflation rate and on the unemployment rate. The relationships between the salary earnings, the inflation rate and the unemployment rate are studied by means of multifactorial linear regression models. For the analysis of the correlations we took into account a 13-year period, 20002012, and for the evolution of the two studied indicators, the analysed period is 2007 – 2012. For the econometric modelling we used a software package called Eviews
    by Nec?ulescu Consuela & ?erbãnescu Lumini?a

    by Michael J. Mazzeo & Jonathan H. Ashtor & Samantha Zyontz

  • 2013 A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison
    by Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan

  • 2013 Semiparametric Efficiency Bounds for Microeconometric Models: A Survey
    by Severini, Thomas A. & Tripathi, Gautam

  • 2013 Inference in the Presence of Weak Instruments: A Selected Survey
    by Poskitt, D. S. & Skeels, C. L.

  • 2013 On The Economic Effects Of Public Infrastructure Investment: A Survey Of The International Evidence

  • 2013 Construcción del Índice de Cohesión Social para México: Una propuesta mediante un análisis de componentes principales
    by Juan Bacilio Guerrero & Juan Alberto Acosta

  • 2013 Is Financial Development a Factor to the Leading Growth Profile of the South African Economy? Measuring and Uncovering the Hidden Secret
    by Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof

  • 2013 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 García

  • 2013 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

  • 2013 Academic Rankings with RePEc
    by Christian Zimmermann

  • 2013 Polynomial Regressions and Nonsense Inference
    by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

  • 2013 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    by Chia-Lin Chang & Michael McAleer

  • 2013 The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
    by Umberto Triacca

  • 2013 Structural Panel VARs
    by Peter Pedroni

  • 2013 Parametric and Nonparametric Frequentist Model Selection and Model Averaging
    by Aman Ullah & Huansha Wang

  • 2013 Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging
    by Naoya Sueishi

  • 2013 Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments
    by Fei Jin & Lung-fei Lee

  • 2013 Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
    by Søren Johansen & Bent Nielsen

  • 2013 Constructing U.K. Core Inflation
    by Terence C. Mills

  • 2013 Forecasting Value-at-Risk Using High-Frequency Information
    by Huiyu Huang & Tae-Hwy Lee

  • 2013 Ten Things You Should Know about the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin & Michael McAleer

  • 2013 On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations
    by Yongning Wang & Ruey S. Tsay

  • 2013 The financial market effect of FOMC minutes
    by Rosa, Carlo

  • 2013 Linguistic Diversity and Preferences: Econometric Evidence from European Cities
    by Laura Onofri & Paulo A.L.D. Nunes & Jasone Cenoz & Durk Gorter

  • 2013 Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
    by Naifar, Nader & Al Dohaiman, Mohammed Saleh

  • 2013 Unobserved heterogeneity and risk in wage variance: Does more schooling reduce earnings risk?
    by Mazza, Jacopo & van Ophem, Hans & Hartog, Joop

  • 2013 Estimating non-linear serial and cross-interdependence between financial assets
    by Righi, Marcelo Brutti & Ceretta, Paulo Sergio

  • 2013 Explaining the “unpredictable”: An empirical analysis of U.S. patent infringement awards
    by Mazzeo, Michael J. & Hillel, Jonathan & Zyontz, Samantha

  • 2013 Energy as a driver of growth in oil exporting countries?
    by Damette, Olivier & Seghir, Majda

  • 2013 Biofuel-related price transmission literature: A review
    by Serra, Teresa & Zilberman, David

  • 2013 Fitting semiparametric Markov regime-switching models to electricity spot prices
    by Eichler, M. & Türk, D.

  • 2013 Fuel demand in Brazil in a dynamic panel data approach
    by Santos, Gervásio F.

  • 2013 A check for finite order VAR representations of DSGE models
    by Franchi, Massimo & Vidotto, Anna

  • 2013 Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
    by Wang, Shin-Huei & Vasilakis, Chrysovalantis

  • 2013 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

  • 2013 El problema de la consultoría está en la t
    by Julio César Alonso & Beatriz Eugenia Gallo

  • 2013 La brecha del producto y el producto potencial en Venezuela: una estimación SVAR
    by Pedro Alexander Harmath Fernández & José U. Mora Mora & Rafael Alexis Acevedo Rueda

  • 2013 Latest Challenges In Efficiency Convergence In Balkan And Baltic Countries
    by Mihăiță-Cosmin M. Popovici

  • 2013 Agglomerationsvorteile in der Wissensgesellschaft: Empirische Evidenz für deutsche Gemeinden
    by Oliver Falck & Stephan Heblich & Anne Otto

  • 2013 Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models
    by Brian M. Lucey & Fergal A. O’Connor

  • 2013 Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models
    by Morteza Haghiri

  • 2013 A Research On Employees’ Perception Of Organizational Justice And Their Propensity To Leave: Case Study Of 4 And 5 Star Hotels In The Province Of Antalya
    by Assoc.Prof. Sule AYDIN TÜKELTÜRK Ph.D & Assist. Prof. Fehmi Volkan AKYÖN

  • 2013 Considerations on the stochastic approach in economics
    by Ion Smeureanu & Gheorghe Ruxanda

  • 2013 (Volume XV) Impact Of The Inflation On The Exchange Rate And On The Average Salary
    by Consuela I. NECȘULESCU & Luminița L. ȘERBĂNESCU

  • 2012 Determinants of Firm Innovation - Evidence from German Panel Data
    by Stefan Kipar

  • 2012 Türkiye’de Reel Döviz Kurunun Doğrusal Olmayan Ekonometrik Modeller ile İncelenmesi:Band-TAR ve STAR Modelleri
    by Ozgur Omer ERSİN

  • 2012 Considerations on partially identified regression models
    by Cerquera, Daniel & Laisney, François & Ullrich, Hannes

  • 2012 Explaining Variations in Breast Cancer Screening Across European Countries
    by Wübker, Ansgar

  • 2012 Polynomics telecommunication regulation index 2012
    by Zenhaeuserna, Patrick & Schneiderb, Yves

  • 2012 Empirical analysis of regional economic performance in Russia: Human capital perspective
    by Kufenko, Vadim

  • 2012 Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
    by Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

  • 2012 Continuous Empirical Characteristic Function Estimation of GARCH Models
    by Dinghai Xu

  • 2012 GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study
    by Pierre Chausse & Dinghai Xu

  • 2012 Monte Carlo likelihood inference in multivariate model-based geostatistics
    by Marco Minozzo & Clarissa Ferrari

  • 2012 Demandas de turismo Argentina y Brasileña en Uruguay
    by Silvia Altmark & Gabriela Mordecki & Florencia Santiñaque & W. Adrián Risso

  • 2012 Considerations on partially identified regression models
    by Daniel Cerquera & François Laisney & Hannes Ullrich

  • 2012 A New Structural Break Model with Application to Canadian Inflation Forecasting
    by John M Maheu & Yong Song

  • 2012 Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean
    by Francisco Blasques

  • 2012 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

  • 2012 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

  • 2012 Identification of treatment effects in a triangular system of equations
    by Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz

  • 2012 Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi
    by S. Boragan Aruoba & Cagri Sarikaya

  • 2012 Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models
    by Stephen G. Donald & Yu-Chin Hsu

  • 2012 Improving the Power of Tests of Stochastic Dominance
    by Stephen G. Donald & Yu-Chin Hsu

  • 2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
    by Martin Burda & John M. Maheu

  • 2012 Plot and Household-Level Determinants of Sustainable Agricultural Practices in Rural Tanzania
    by Kassie, Menale & Jaleta, Moti & Shiferaw, Bekele & Mmbando, Frank & Muricho, Geoffrey

  • 2012 Optimal Dynamic Contracting
    by Marco Battaglini & Rohit Lamba

  • 2012 One-Sided Uncertainty And Delay In Reputational Bargaining
    by Dilip Abreu & David Pearce & Ennio Stacchetti

  • 2012 Games in Preference Form and Preference Rationalizability
    by Stephen Morris & Satoru Takahashi

  • 2012 A non-linear Leontief–type input-output model
    by Michaelides, Panayotis G. & Belegri-Roboli, Athena & Markaki, Maria

  • 2012 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

  • 2012 Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
    by Matkovskyy, Roman

  • 2012 Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
    by Matkovskyy, Roman

  • 2012 Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012
    by Panait, Iulian & Constantinescu, Alexandru

  • 2012 Simplifying the estimation of difference in differences treatment effects with Stata
    by Villa, Juan M.

  • 2012 Exchange rate modelling for Lithuania and Switzerland
    by Rimgailaite, Ramune

  • 2012 Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH
    by Ari, Yakup

  • 2012 Assessing Impact of Health Oriented Aid on Infant Mortality Rates
    by Yousuf, Ahmed Sadek

  • 2012 Terrorism & Its Impact On Foreign Flows: Lessons From Pakistan
    by Iqbal, Javed & Mehmood, Sultan

  • 2012 A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
    by Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

  • 2012 On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility
    by Bentes, Sonia R & Menezes, Rui

  • 2012 The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model
    by Matkovskyy, Roman

  • 2012 The comparison of optimization algorithms on unit root testing with smooth transition
    by Omay, Tolga

  • 2012 Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models
    by Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

  • 2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
    by Ardliansyah, Rifqi

  • 2012 New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
    by Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung

  • 2012 Efficient Estimation of Approximate Factor Models
    by Bai, Jushan & Liao, Yuan

  • 2012 Prediction for the 2012 United States Presidential Election using Multiple Regression Model
    by Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan

  • 2012 Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
    by Leeb, Hannes & Pötscher, Benedikt M.

  • 2012 The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs
    by Tanner, Reto & Bolduc, Denis

  • 2012 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

  • 2012 Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models
    by Bildirici, Melike & Ersin, Özgür

  • 2012 On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments
    by Doko Tchatoka, Firmin

  • 2012 Skew mixture models for loss distributions: a Bayesian approach
    by Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

  • 2012 Attitude Differentiates The Brand Selection (From the view of Generation Y people)
    by Alvi, Mohsin

  • 2012 New Evidence on Linear Regression and Treatment Effect Heterogeneity
    by Słoczyński, Tymon

  • 2012 Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah
    by Lau, Evan & Hamzah, Siti Nur Zahara

  • 2012 The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]
    by Alvi, Mohsin

  • 2012 Endogeneity in ultrahigh dimension
    by Fan, Jianqing & Liao, Yuan

  • 2012 Indirect estimation of GARCH models with alpha-stable innovations
    by Parrini, Alessandro

  • 2012 Jackknife bias reduction in autoregressive models with a unit root
    by Chambers, Marcus J. & Kyriacou, Maria

  • 2012 Investigating the Impact of the Greek Electricity Market Reforms on its Day-Ahead Market Prices
    by Kalantzis, Fotis & Sakellaris, Kostis

  • 2012 Backward and forward closed solutions of multivariate ARMA models
    by Ludlow-Wiechers, Jorge

  • 2012 Identifying observed factors in approximate factor models: estimation and hypothesis testing
    by Chen, Liang

  • 2012 The formulation and estimation of random effects panel data models of trade
    by Matyas, Laszlo & Hornok, Cecilia & Pus, Daria

  • 2012 An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria
    by Okpara, Godwin Chigozie

  • 2012 On whether foreign direct investment catalyzes economic development in Nigeria

  • 2012 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
    by Francis X. Diebold

  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Neil Shephard & Kevin Sheppard

  • 2012 Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
    by Neil Shephard & Dacheng Xiu

  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Per A. Mykland & Neil Shephard & Kevin Sheppard

  • 2012 Robust Standard Errors in Small Samples: Some Practical Advice
    by Guido W. Imbens & Michal Kolesar

  • 2012 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
    by Francis X. Diebold

  • 2012 Continuous-Time Linear Models
    by John H. Cochrane

  • 2012 Almost periodically correlated time series in business fluctuations analysis
    by Łukasz Lenart & Mateusz Pipień

  • 2012 The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation
    by Jan F. KIVIET & Milan PLEUS

  • 2012 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

  • 2012 London or New York: where and when does the gold price originate?
    by Brian Lucey & Charles Larkin

  • 2012 Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series
    by Mantalos, Panagiotis & Karagrigoriou, Alex

  • 2012 Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
    by Mantalos, Panagiotis

  • 2012 From Boom to Bust and Back Again: A dynamic analysis of IT services
    by Maican, Florin G.

  • 2012 A Note on the Asymptotic Variance of Sample Roots
    by Timothy Halliday

  • 2012 The Importance of a Good Indicator for Global Excess Demand
    by João Sousa Andrade & António Portugal Duarte

  • 2012 Demographic Pressure in the European Union
    by Marga Peeters & Loek Groot

  • 2012 Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations
    by Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni

  • 2012 Does poverty trap rural Malagasy households?
    by Frédéric Gaspart & Anne-Claire Thomas

  • 2012 Now-casting and the real-time data flow
    by Banbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia

  • 2012 Total tourist arrival forecast: aggregation vs. disaggregation
    by WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung

  • 2012 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

  • 2012 On the economic effects of public infrastructure investment: A survey of the international evidence
    by Alfredo Pereira & Jorge Andraz

  • 2012 A comparison of Spillover Effects before, during and after the 2008 Financial Crisis
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  • 2011 Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis
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  • 2011 Multivariate Granger Causality and the Dynamic Relationship between Health Care Spending, Income and Relative Price of Health Care in Malaysia
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  • 2011 Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR
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  • 2011 Impact of Model Specification Decisions on Unit Root Tests
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  • 2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
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  • 2011 A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters
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  • 2011 An Expert System for Online Residential Properties Valuation
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  • 2011 Impacts of Crisis Events on International Tourism Demand in Thailand (in Thai)
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  • 2010 Long-term Care Responsibility and its Opportunity Costs
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  • 2010 Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
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  • 2010 Military Expenditure and Granger Causality: A Critical Review
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  • 2010 Equité du plaider coupable : une analyse économétrique dans trois tribunaux de grande instance français
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  • 2009 Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania
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  • 2009 The analysis of localized competition among organizations and a research in banking sector
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  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
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  • 2008 A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application
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  • 2008 Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model
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  • 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares
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  • 2008 Confidence sets based on penalized maximum likelihood estimators
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  • 2008 Construction of composite indices in presence of outliers
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  • 2008 Yield curve, time varying term premia, and business cycle fluctuations
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  • 2008 Flip-Flopping: Ideological Adjustment Costs in the United States Senate
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  • 2008 Adaptive Experimental Design Using the Propensity Score
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  • 2008 Технология Высокопроизводительных Вычислений В Исследовании Влияния Сектора Биотехнологий На Макропоказатели Развития Экономики Кировской Области
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  • 2008 Spurious long-range dependence: evidence from Malaysian equity markets
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  • 2008 Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression
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  • 2008 On the functional estimation of multivariate diffusion processes
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  • 2008 العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك
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  • 2008 Conditionally heteroskedastic factor models with skewness and leverage effects
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  • 2008 Large sample properties of the three-step euclidean likelihood estimators under model misspecification
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  • 2008 Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines
    by Bouoiyour, Jamal & Dumas, Audrey & Hanchane, Said

  • 2008 Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc
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  • 2008 Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran
    by Lotfi, Habib & Ahmadzadeh Mashinchi, Sina

  • 2008 Using sentiment surveys to predict GDP growth and stock returns
    by Guzman, Giselle C.

  • 2008 Cointegration growth, poverty and inequality in Sudan
    by Mohamed Hassan, Hisham

  • 2008 Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency
    by Deluna, Roperto Jr

  • 2008 Using sentiment to predict GDP growth and stock returns
    by Guzman, Giselle C.

  • 2008 Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
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  • 2008 Cointegration and dynamic linkages of international stock markets: an emerging market perspective
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  • 2008 Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India
    by Bandyopadhyay, Kaushik Ranjan

  • 2008 An Efficiency Analysis of European Countries' Railways
    by Pavlyuk, Dmitry

  • 2008 Bayesian estimation of the infrequency of purchase model with an application to food demand in the UK
    by Tiffin, R & Arnoult, M

  • 2008 The specification of the propensity score in multilevel observational studies
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  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
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  • 2008 Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
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  • 2008 Normality Testing- A New Direction
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  • 2008 FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC
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  • 2008 FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government
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  • 2008 Comment: The Identification Power of Equilibrium in Simple Games
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  • 2008 Large reservoirs: are they the last Oasis for the survival of cities in India?
    by Mukherjee, Sacchidananda & Shah, Zankhana & Kumar, M. Dinesh

  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
    by Rao, Surekha & Ghali, Moheb & Krieg, John

  • 2008 A modified Kolmogorov-Smirnov test for normality
    by Drezner, Zvi & Turel, Ofir & Zerom, Dawit

  • 2008 Nyquist Frequency in Sequentially Sampled Data
    by Faghih, Nezameddin & Faghih, Ali

  • 2008 Volatility Transmission: What Does Asia-Pacific Markets Expect?
    by Shamiri, Ahmed

  • 2008 Model specification, observational equivalence and performance of unit root tests
    by Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad

  • 2008 Optimizing models of a stock portfolio issued by Financial Investment Companies
    by Corduneanu, Carmen & Turcas, Daniela

  • 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
    by Rossi, Eduardo & Spazzini, Filippo

  • 2008 A Simple Hypothesis Test for Heteroscedasticity
    by Venier, Guido

  • 2008 Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks
    by Matsuki, Takashi & Usami, Ryoichi

  • 2008 Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité
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  • 2008 Examining Exchange Rates Exposure, J-Curve and the Marshall-Lerner Condition for High Frequency Trade Series between China and Malaysia
    by Hooy, Chee-Wooi & Chan, Tze-Haw

  • 2008 Hierarchical Bayes prediction for the 2008 US Presidential election
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  • 2008 Fitting vast dimensional time-varying covariance models
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  • 2008 Stochastic Volatility: Origins and Overview
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  • 2008 Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation
    by Lee C. Adkins

  • 2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

  • 2008 Inferring Welfare Maximizing Treatment Assignment under Budget Constraints
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  • 2008 Real-Time Measurement of Business Conditions
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  • 2008 Recent Developments in the Econometrics of Program Evaluation
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  • 2008 Theory and Empirical Work on Imperfectly Competitive Markets
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  • 2008 Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures
    by Anirban Basu & Daniel Polsky & Willard G. Manning

  • 2008 Ce qu'apporte l'exploration dynamique des données dans l'enseignement de la statistique
    by Monique Le Guen

  • 2008 How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models
    by Daisuke Nagakura

  • 2008 Descomposición dual del R2 en modelos de regresión lineal
    by Ernesto Cupé Clemente

  • 2008 Independent Component Analysis Via Copula Techniques
    by Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang

  • 2008 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
    by Junni L. Zhang & Wolfgang Härdle

  • 2008 Evaluating the impact of firm subsidy using a multilevel propensity score approach
    by Gadd, Håkan & Hansson, Gustav & Månsson, Jonas

  • 2008 Fourth order pseudo maximum likelihood methods
    by Alberto Holly & Alain Montfort & Michael Rockinger

  • 2008 The Term Structure and the Expectations Hypothesis: a Threshold Model
    by Matteo Modena

  • 2008 An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates
    by Matteo Modena

  • 2008 AdMit: Adaptive Mixtures of Student-t Distributions
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit
    by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K.

  • 2008 Language Diversity in Urban Landscapes: An econometric study
    by Paulo A.L.D. Nunes & Laura Onofri & Jasone Cenoz & Durk Gorter

  • 2008 Treating patent as relational data: Knowledge transfers and spillovers across Italian provinces
    by Mario A. Maggioni & Teodora Erika Uberti & Stefano Usai

  • 2008 Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities
    by Donald W.K. Andrews & Sukjin Han

  • 2008 Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey
    by Pena, Jorge & Orte, Manuel De & Guasch, J. Luis & Escribano, Álvaro

  • 2008 Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America
    by Guasch, J. Luis & Escribano, Álvaro

  • 2008 A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results
    by Dikaios Tserkezos & Konstantinos Tsagarakis

  • 2008 Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables
    by Juan Ricardo Perilla Jiménez

  • 2008 Determinantes de los ingresos laborales de los graduados universitarios durante el período 2001-2004
    by Nohora Y. Forero Ramírez & Manuel Ramírez Gómez

  • 2008 A Unique Orthogonal Variance Decomposition
    by Wong, Woon K

  • 2008 Constructing Structural VAR Models with Conditional Independence Graphs
    by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson

  • 2008 Using financial markets information to identify oil supply shocks in a restricted VAR
    by Melolinna, Marko

  • 2008 Cross-Track Betting: Is the Crass Greener on the Other Side ?
    by Siew Meng Leong & Kian Guan Lim

  • 2008 Efficient Market Results in an Asian Setting
    by Kelly Busche

  • 2008 An Exception to the Risk Preference Anomaly
    by Kelly Busche & Christopher D. Hall

  • 2008 Tests Of The Efficiency Of Racetrack Betting Using Bookmaker Odds

  • 2008 Anomalies In The Gambling Market
    by R. H. TUCKWELL

  • 2008 The Efficiency Of Racetrack Betting Markets: Australian Evidence
    by R. Bird & M. McCrae

  • 2008 The Dr. Z Betting System in England
    by William T. Ziemba & Donald B. Hausch

  • 2008 An Examination of Efficiency in British Racetrack Betting: Errata and Corrections
    by Paul Gabriel & James R. Marsden

  • 2008 An Examination of Market Efficiency in British Racetrack Betting
    by Paul E. Gabriel & James R. Marsden

  • 2008 Winning Systems?: Some Further Evidence on Insiders and Outsiders in British Horse Race Betting
    by N F R Crafts

  • 2008 On the Efficiency and Equity of Betting Markets

  • 2008 Introduction to the Efficiency of Racetrack Betting Markets in England
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 POST POSITION BIAS: An Econometric Analysis of the 1987 Season at Exhibition Park
    by Sandra Betton

  • 2008 Efficient Market Adjustment Of Odds Prices To Reflect Track Biases

  • 2008 On The Efficiency Of The Market For Double (Quinella) Bets At A Finnish Racetrack
    by Antti Kanto & Gunnar Rosenqvist

  • 2008 Pricing Exotic Racetrack Wagers
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 How Accurately Do Bettors Bet in Doubles ?
    by Victor S. Y. Lo & Kelly Busche

  • 2008 Efficiency and Profitability in Exotic Bets

  • 2008 Some Evidence Of The Efficiency Of A Speculative Market

  • 2008 Introduction to the Efficiency of Exotic Wagering Markets
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 Racetrack Betting–An Example Of A Market With Efficient Arbitrage
    by Jay R. Ritter

  • 2008 Locks at the Racetrack

  • 2008 Arbitrage Strategies for Cross-Track Betting on Major Horse Races
    by Donald B. Hausch & William T. Ziemba

  • 2008 Transactions Costs, Extent Of Inefficiencies, Entries And Multiple Wagers In A Racetrack Betting Model

  • 2008 Efficiency Of The Market For Racetrack Betting

  • 2008 Market Efficiency in Racetrack Betting: Further Evidence and a Correction
    by Peter Asch & Burton G. Malkiel & Richard E. Quandt

  • 2008 Market Efficiency in Racetrack Betting
    by Peter Asch & Burton G. Malkiel & Richard E. Quandt

  • 2008 Introduction to Prices vs. Handicapping: Place and Show Anomalies
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 Prices Of State Contingent Claims With Insider Traders, And The Favourite-Longshot Bias
    by Hyun Song Shin

  • 2008 Differences Of Opinion At The Racetrack
    by Stephen R. Blough

  • 2008 Betting And Equilibrium

  • 2008 Application of Logit Models in Racetrack Data
    by Victor S. Y. Lo

  • 2008 Racetrack Betting And Informed Behavior
    by Peter ASCH & Burton G. MALKIEL & Richard E. QUANDT

  • 2008 Subjective Information and Market Efficiency in a Betting Market
    by Stephen Figlewski

  • 2008 Back on the Track with the Efficient Markets Hypothesis

  • 2008 Horse Racing: Testing The Efficient Markets Model

  • 2008 Anomalies Parimutuel Betting Markets: Racetracks and Lotteries
    by Richard H. Thaler & William T. Ziemba

  • 2008 Introduction to the Efficiency of Win Markets and the Favorite-Longshot Bias
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 Application of Running Time Distribution Models in Japan
    by Victor S. Y. Lo

  • 2008 Estimating the Probabilities of the Outcomes of a Horse Race (Alternatives to the Harville Formulas)
    by Hal S. Stern

  • 2008 Permutation Probabilities as Models for Horse Races
    by R. J. HENERY

  • 2008 Assigning Probabilities to the Outcomes of Multi-Entry Competitions

  • 2008 An Empirical Cross-validation of Alternative Classification Strategies Applied to Harness Racing Data for Win Bets
    by Larry H. Ludlow

  • 2008 Computer Based Horse Race Handicapping and Wagering Systems: A Report
    by William Benter

  • 2008 Still Searching For Positive Returns At The Track: Empirical Results From 2,000 Hong Kong Races
    by Randall G. Chapman

  • 2008 Searching For Positive Returns At The Track: A Multinomial Logit Model For Handicapping Horse Races

  • 2008 Growth Versus Security In Dynamic Investment Analysis

  • 2008 Optimal Bets In Pari-Mutuel Systems

  • 2008 Concavity Properties of Racetrack Betting Models
    by J. G. Kallberg & W. T. Ziemba

  • 2008 Optimal Horse Race Bets

  • 2008 Introduction to Economics and Mathematical Insights
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 Probability and Utility Estimates for Racetrack Bettors
    by Mukhtar M. Ali

  • 2008 Gambling And Rationality

  • 2008 Utility Analysis And Group Behavior An Empirical Study

  • 2008 On The Robustness Of The Arrow–Pratt Risk Aversion Measure
    by J. G. KALLBERG & W. T. ZIEMBA

  • 2008 Introduction to Utility Preferences of Racetrack Bettors
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 Biases In Betting: An Application Of Laboratory Findings

  • 2008 A Footnote On Horse Race Betting

  • 2008 Stability Of Choices Among Uncertain Alternatives

  • 2008 Odds Adjustments By American Horse-Race Bettors
    by R. M. GRIFFITH

  • 2008 Introduction to Psychological Studies
    by Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba

  • 2008 Introduction
    by Donald B Hausch & Victor SY Lo & William T Ziemba

  • 2008 Efficiency of Racetrack Betting Markets

  • 2008 Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks
    by Ozlem Tasseven

  • 2008 Econometric Model of Interest Rates on Deposits in Montenegro
    by Ivana Stešević

  • 2008 A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments
    by Sudhanshu Kumar MISHRA

  • 2008 Modelling Tourism Demand: A Comparative Study Between Artificial Neural Networks And The Box-Jenkins Methodology
    by Fernandez, Paula & Teixeira, Joao & Ferreira, Joao & Azevedo, Susana G.

  • 2008 Analysis of the effect of the “double insularity” condition on the equity in the utilisation of public health care services: the case of the Canary Islands
    by Abásolo Alessón , Ignacio & García Pérez , Lidia & Aguiar Ibáñez , Raquel & Amador Robayna , Asier

  • 2008 Bayesian Methods in Econometrics
    by Aivazian, Sergei

  • 2008 Works Councils and Employment Growth: - A Reply to Addison and Teixeira
    by Uwe Jirjahn

  • 2008 Works Councils and Employment Growth: A Rejoinder to Uwe Jirjahn’s Critique
    by John T. Addison & Paulino Teixeira

  • 2008 Betriebsraete und Beschaeftigungswachstum: Spielt die Spezifikation der Betriebsgroesse eine Rolle fuer den geschaetzten Zusammenhang?
    by Uwe Jirjahn

  • 2008 Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof
    by Miloslav Vošvrda & Jozef Baruník

  • 2008 Range-based models in estimating value-at-risk (VaR)
    by Nikkin L. Beronilla & Dennis S. Mapa

  • 2008 Problemas econométricos de los modelos de diferencias en diferencias

  • 2008 Measuring Volatility of Inflation in Pakistan
    by Nadia Saleem

  • 2008 Causality Between Tax Revenue And Government Spending In Malaysia
    by Roshaiza Taha & Nanthakumar Loganathan

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  • 2007 Premiers pas en régression linéaire avec SAS
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  • 2007 Worldwide Econometrics Rankings: 1989-2005
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  • 2007 How to solve the St Petersburg Paradox in Rank-Dependent Models ?
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  • 2007 Policy Evaluation and Economic Policy Advice
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  • 2007 Descomposición en regresión lineal: un nuevmo método para el análisis de determinantes y toma de decisiones
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  • 2007 Behavioral Econometrics for Psychologists
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  • 2007 Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences
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  • 2007 Is it possible to construct derivatives for the Paris residential market?
    by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi

  • 2007 Instability and Volatility of Capital Flows to Developing Countries
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  • 2007 Relationship Between Trade Liberalisation, Economic Growth and Balance of Payments in Developing Countries
    by Ashok Parikh & Corneliu Stirbu

  • 2007 Dynamics of the Relationship Between the Terms of Trade and the Trade Balance in Developing Countries of Asia, Africa and Latin America
    by Ashok Parikh & Miyuki Shibata

  • 2007 Does Trade Liberalisation Accelerate Convergence in Per Capita Incomes in Developing Countries?
    by Ashok Parikh & Miyuki Shibata

  • 2007 Impact of Trade Liberalisation on Import Demands in India: A Panel Data Analysis for Commodity Groups
    by Rajesh Mehta & Ashok Parikh

  • 2007 Exports, Inward Foreign Direct Investment and Regional Economic Growth in China
    by Haishun Sun & Ashok Parikh

  • 2007 Has Liberalisation Affected Profit Margins in the Indian Industry?
    by Uma S. Kambhampati & Ashok Parikh

  • 2007 Disciplining Firms: The Impact of Trade Reforms on Profit Margins in Indian Industry
    by Uma S. Kambhampati & Ashok Parikh

  • 2007 Randomly Modulated Periodic Signals in Alberta's Electricity Market
    by Melvin Hinich & Apostolos Serletis

  • 2007 Random Fractal Structures in North American Energy Markets
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  • 2007 The North American Natural Gas Liquids Markets are Chaotic
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  • 2007 Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
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  • 2007 Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market
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  • 2007 Testing for Common Features in North American Energy Markets
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  • 2007 The Message in North American Energy Prices
    by Apostolos Serletis & John Herbert

  • 2007 The Cyclical Behavior of Monthly NYMEX Energy Prices
    by Apostolos Serletis & Todd Kemp

  • 2007 Cointegration Analysis of Power Prices in the Western North American Markets
    by Mattia Bianchi & Apostolos Serletis

  • 2007 Imports, Exports, and Prices in Alberta's Deregulated Power Market
    by Apostolos Serletis & Paul Dormaar

  • 2007 Power Trade on the Alberta-BC Interconnection
    by Mattia Bianchi & Apostolos Serletis

  • 2007 Futures Trading and the Storage of North American Natural Gas
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  • 2007 Business Cycles and Natural Gas Prices
    by Apostolos Serletis & Asghar Shahmoradi

  • 2007 Business Cycles and the Behavior of Energy Prices
    by Apostolos Serletis & Vaughn W. Hulleman

  • 2007 Trade Liberalisation:Impact on Growth and Trade in Developing Countries
    by Ashok Parikh

  • 2007 Quantitative and Empirical Analysis of Energy Markets
    by Apostolos Serletis

  • 2007 The ecological agriculture diffusion in Europe
    by Gómez García , Juan & Faura Martínez , Úrsula & Carmona Martínez , M.ª Mercedes

  • 2007 A Survey of the Assessments of the Effectiveness of Preferential Trade Agreements using Gravity Models
    by Cardamone, Paola

  • 2007 A Guide to Modern Econometrics
    by Verbeek, Marno

  • 2007 Estimation of Measures Directed at Management of Factors of Production Inefficiency
    by Aivazian, Sergei & Afanasiev, Mikhail

  • 2007 A Stochastic Frontier Model of a Scientist’s Production Potential
    by Afanasiev, Mikhail

  • 2007 Robustness procedures in economic growth regression models
    by Dennis S. Mapa & Kristine Joy S. Briones

  • 2007 Agricultural Supply Response in the Argentinean Economy
    by Alberto Herrou-Aragón

  • 2007 Stock Market Participation: New Empirical Evidence from Italian Households'Behavior
    by Attilio Gardini & Alessandro Magi

  • 2007 Corporate Social Responsibility – Analysing Social and Financial Performance The Case of Romania
    by Irina – Eugenia IAMANDI & Andreea Raluca CARAGIN, & Alina CHICIUDEAN & Mihaela Cristina DRAGOI

  • 2006 A composite leading indicator for a small transition economy: the case of Croatia
    by Ahec Šonje, Amina & Katarina, Bacic

  • 2006 Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series
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  • 2006 Migration, Diaspora et développement humain
    by Bouoiyour, jamal

  • 2006 Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region
    by Mapa, Dennis S. & Briones, Kristine Joy S.

  • 2006 Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit
    by Breiding, Torsten

  • 2006 Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi
    by Omay, Tolga Omay & Hasanov, Mubariz

  • 2006 The Indigenous Heterogeneity of Oportunidades: Ample or Insufficient Human Capital Accumulation?
    by Quiñones, Esteban J.

  • 2006 Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006
    by Okoye, B.C & Asumugha, G.N & Okezie, C.A & Tanko, L & Onyenweaku, C.E

  • 2006 Spatial design matrices and associated quadratic forms: structure and properties
    by Hillier, Grant & Martellosio, Federico

  • 2006 Cross-Entropy Estimation of Linear Cointegrated Equations
    by Balcombe, Kelvin

  • 2006 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects
    by Hurvich, Cliiford & Wang, Yi

  • 2006 Atteggiamento dei consumatori nei confronti dell’evoluzione del sistema agro-alimentare: L’introduzione di alimenti geneticamente modificati
    by Roselli, Luigi & Seccia, Antonio & Stasi, Antonio

  • 2006 Vector Multiplicative Error Models: Representation and Inference
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2006 Two Flaws In Business Cycle Accounting
    by Lawrence J. Christiano & Joshua M. Davis

  • 2006 Vector Multiplicative Error Models: Representation and Inference
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2006 Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

  • 2006 Which Optimal Design For LLDAs?
    by Marie Pfiffelmann

  • 2006 Inflación subyacente y análisis por descomposición: Una radiografía de la inflación en tiempos de estabilidad
    by Ernesto Cupé Clemente

  • 2006 Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors
    by Xiaohong Chen & Yingyao Hu

  • 2006 Determinantes de la prima de riesgo soberano para Colombia
    by Bernardo Albertoi Zapata Bonnett

  • 2006 A Model of the Production Potential with Managed Factors of Inefficiency
    by Afanasiev, Mikhail

  • 2006 Foreign aid policy and its growth effect in Nepal
    by Rishav Bista

  • 2006 Stock Markets' Integration Analysis
    by Eleftherios Thalassinos & Pantelis E. Thalassinos

  • 2005 Loglinear Residual Tests of Moran's I Autorrelation: An Application to Kentucky Breast Cancer Data
    by Ge Lin & Tonglin Zhang

  • 2005 Specification of Functional Form in Models of Population Migration
    by Brian Cushing

  • 2005 What is the most appropriate model for generating scenarios for daily foreign exchange rates?
    by Parker, John C.

  • 2005 Arbitrage, Cointegration and Testing the Unbiasedness Hypothesis in Coffee Futures Traded at the CSCE
    by Malini, Nair

  • 2005 Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE
    by Malini, Nair

  • 2005 Estimates of Armington parameters for a landlocked economy
    by Nganou, Jean-Pascal

  • 2005 The Economy in the Aftermath of the Earthquake
    by Ahmed, Shaghil & Hyder, Kalim & Areeb, Tabinda

  • 2005 The Decomposition of Inter-Group Differences in a Logit Model: Extending the Oaxaca-Blinder Approach with an Application to School Enrolment in India
    by Borooah, Vani & Iyer, Sriya

  • 2005 The Influence of Foreign Direct Investment on Domestic Investment Processes in Latvia
    by Titarenko, Deniss

  • 2005 Generalized maximum entropy (GME) estimator: formulation and a monte carlo study
    by Eruygur, H. Ozan

  • 2005 Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde
    by Peter C. B. Phillips & Jun Yu

  • 2004 Rivalidad por clientes en el mercado cambiario venezolano
    by Pedauga, Luis Enrique & Pineda, Julio & Dorta, Miguel

  • 2004 Econometrics Informing Natural Resources Management:Selected Empirical Analyses
    by Koundouri, Phoebe

  • 2004 The Correlation Problem in Operational Risk
    by Frachot, Antoine & Roncalli, Thierry & Salomon, Eric

  • 2004 A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough
    by Mapa, Dennis S.

  • 2004 Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios
    by Müller, Ulrich A & Bürgi, Roland & Dacorogna, Michel M

  • 2004 Models For Integrated Customer Order Selection And Requirements Planning Under Limited Production Capacity
    by K. Taaffe & J. Geunes

  • 2004 Network Flow Problems With Step Cost Functions
    by R. Yang & P. M. Pardalos

  • 2004 Exchange Rate Forecasting Through Distributed Time-Lagged Feedforward Neural Networks
    by N. G. Pavlidis & D. K. Tasoulis & G. S. Androulakis & M. N. Vrahatis

  • 2004 Mining Encrypted Data
    by B. Boutsinas & G. C. Meletiou & M. N. Vrahatis

  • 2004 A New Algorithm For The Triangulation Of Input–Output Tables In Economics
    by B. H. Chiarini & W. Chaovalitwongse & P. M. Pardalos

  • 2004 Portfolio Optimization Using Markowitz Model: An Application To The Bucharest Stock Exchange
    by C. Viju & G. Baourakis & A. Migdalas & M. Doumpos & P. M. Pardalos

  • 2004 Portfolio Optimization With Drawdown Constraints
    by A. Chekhlov & S. Uryasev & M. Zabarankin

  • 2004 Towards Integrated Web-Based Environment For B2b International Trade: Mall2000 Project Case
    by R. Nikolov & B. Lomev & S. Varbanov

  • 2004 Towards The Identification Of Human, Social, Cultural And Organizational Requirements For Successful E-Commerce Systems Development
    by A. S. Andreou & S. M. Mavromoustakos & C. N. Schizas

  • 2004 Critical Success Factors Of Business To Business (B2b) E-Commerce Solutions To Supply Chain Management
    by I. P. Vlachos

  • 2004 Brand Management In The Fruit Juice Industry
    by G. Baourakis & G. Baltas

  • 2004 Measuring Production Efficiency In The Greek Food Industry
    by A. Karakitsiou & A. Mavrommati & A. Migdalas

  • 2004 Single Airport Ground Holding Problem - Benefits Of Modeling Uncertainty And Risk
    by K. Taafe

  • 2004 Stacked Generalization Framework For The Prediction Of Corporate Acquisitions
    by E. Tartari & M. Doumpos & G. Baourakis & C. Zopounidis

  • 2004 Assessing Equity Mutual Funds' Performance Using A Multicriteria Methodology: A Comparative Analysis
    by K. Pendaraki & M. Doumpos & C. Zopounidis

  • 2004 Assessing Country Risk Using Multicriteria Classification Approaches
    by E. Gjonca & M. Doumpos & G. Baourakis & C. Zopounidis

  • 2004 Assessing The Financial Performance Of Marketing Co-Operatives And Investor Owned Firms: A Multicriteria Methodology
    by G. Baourakis & N. Kalogeras & C. Zopounidis & G. Van Dijk

  • 2004 On The Efficiency Of The Capital Market In Greece: Price Discovery And Causality In The Athens Stock Exchange And The Athens Derivatives Exchange
    by H. V. Mertzanis

  • 2004 Network-Based Techniques In The Analysis Of The Stock Market
    by V. Boginski & S. Butenko & P. M. Pardalos

  • 2004 Growth and Convergence in the Central and East European Countries towards EU /1992-2002/
    by Vasilev, Aleksandar

  • 2003 Dynamic Economics: Quantitative Methods and Applications
    by Jerome Adda & Russell W. Cooper

  • 2003 Latvijas būvniecības nozares attīstības prognoze
    by Skribans, Valerijs

  • 2003 A Range-Based GARCH Model for Forecasting Volatility
    by Mapa, Dennis S.

  • 2003 Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends
    by Mynbaev, Kairat

  • 2003 The skill biased technological change in Turkish manufacturing industries
    by Eruygur, H. Ozan

  • 2003 Tests of Independence in Separable Econometric Models: Theory and Application
    by Donald J. Brown & Rahul Deb & Marten H. Wegkamp

  • 2001 High father involement and supportive coparenting predict increased same-partner and decreased multipartnered fertility
    by Letitia E. Kotila & Claire M. Kamp Dush

  • 2001 An econometric approach to macroeconomic risk. A cross country study
    by Carrera, Jorge Eduardo & Cusolito, Ana Paula & Féliz, Mariano & Panigo, Demian

  • 2001 Algunos tópicos econométricos de interés: Series de tiempo, pronósticos, no linealidad
    by Elsa M. Castro Franco

  • 2000 Econometrics, Volume 2: Econometrics and the Cost of Capital

  • 2000 Prior Information In Econometric Global Optimization Problems: A Bootstrap Approach
    by Agapie, Adriana

  • 2000 Econometric applications of high-breakdown robust regression techniques
    by Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet

  • 2000 Copulas for finance
    by Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry

  • 2000 $L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables
    by Mynbaev, Kairat

  • 2000 Introduction to Primal-Dual Analysis
    by Kevin M. Currier

  • 2000 Comparative Statics Theorems for Parameterized Optimization Problems
    by Kevin M. Currier

  • 2000 Comparative Statics in General Function Models
    by Kevin M. Currier

  • 2000 Comparative Statics with Explicit Solutions
    by Kevin M. Currier

  • 2000 The Methodology of Comparative Statics
    by Kevin M. Currier

  • 2000 Mathematical Preliminaries
    by Kevin M. Currier

  • 2000 Comparative Statics Analysis in Economics
    by Kevin M Currier

  • 1995 Chocs externes et ajustements des taux de change réels européens
    by Bouoiyour, Jamal & Rey, Serge

  • 1995 On the Use of Shrinkage Estimators in Filtering Extraneous Information
    by Achille VERNIZZI & Rino GOLLER & Paolo SAIS

  • 1993 Comment on David Neumark and William Wascher, "Employment Effects of Minimum and Subminimum Wages: Panel Data on State Minimum Wage Laws"
    by David Card & Lawrence Katz & Alan B. Krueger

  • 1989 What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987
    by Lallmahomed, Naguib & Taubert, Peter

  • 1986 Joint Tests for Zero Restrictions on Non-negative Regression Coefficients
    by Hillier, Grant

  • 1984 Taxonomical analysis of regional development by outranking relations on multiple principal components
    by Mishra, SK

  • 1979 Characterization of the Compound Poisson Distribution
    by Xekalaki, Evdokia & Panaretos, John

  • 1978 Forecasting with Econometric Methods: Folklore Versus Fact
    by Armstrong, J. Scott

  • 1970 An Application of Econometric Models to International Marketing
    by Armstrong, J. Scott

  • Collateral effects of a pension reform in France
    by Helene Blake; & Clementine Garrouste

  • Testing Equality of Covariance Matrices via Pythagorean Means
    by Jin Seo Cho & Peter C.B. Phillips

  • Identification and Estimation in Non-Fundamental Structural VARMA Models
    by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne

  • Fourth Order Pseudo Maximum Likelihood Methods
    by Alberto HOLLY & Alain MONFORT & Michael ROCKINGER

  • Did the AFL Equalisation Policy Achieve the Evenness of the League?
    by Virginie Masson & Nicholas Sim & Luke Wedding

  • System Thinking
    by Arzu Eren Şenaras & H. Kemal Sezen

  • The Effect Of R & D Spending On The Middle Income Trap: Panel Data Analysis For The Eu And Turkey
    by Muhammed Karanfil

  • The Empirical Analysis Of Triplet Deficit Hypothesis In The Bric And The Mint Countries
    by Feyza Balan

  • 0404 A Non-Structural Investigation of VIX Risk Neutral Density
    by Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante

  • 0310 Time-varying coefficient estimation in SURE models. Application to portfolio management
    by Isabel Casas & Eva Ferreira & Susan Orbe

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