Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General
/ / / C11: Bayesian Analysis: General
/ / / C12: Hypothesis Testing: General
/ / / C13: Estimation: General
/ / / C14: Semiparametric and Nonparametric Methods: General
/ / / C15: Statistical Simulation Methods: General
/ / / C16: Econometric and Statistical Methods; Specific Distributions
/ / / C18: Methodolical Issues: General
/ / / C19: Other
2018
- Demetris Koursaros & Nektarios Michail & Niki Papadopoulou & Christos Savva, 2018, "To Create or to Redistribute? That is the Question," Working Papers, Central Bank of Cyprus, number 2018-4, Jul.
- Khaled Thabet, 2018, "Determinants of total factor productivity growth of Tunisian manufacturing firms," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 336-348.
- Alejandro Mosiño & Alejandro Tatsuo Moreno-Okuno, 2018, "On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 509-519.
- Kristian Jönsson, 2018, "Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 623-628.
- Lumengo Bonga-bonga & Maphelane Phume, 2018, "Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1395-1405.
- Khaled Khaled & Amel Belanes & Sandrine Kablan, 2018, "The regional pricing of risk: An empirical investigation of the MENA Region," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 751-760.
- Lamia Soltani & Aymen Frija & Mohamed salah Matoussi, 2018, "Factors affecting Willingness to Accept compensation for crops conversion programs: a farm level study in Tunisia," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 383-392.
- Tito LÃvio & Naushad Mamode Khan & Marcelo Bourguignon & Hassan S. Bakouch, 2018, "An INAR(1) model with Poisson-Lindley innovations," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1505-1513.
- Mohamed Mabrouki, 2018, "Supporting economic growth through innovation: How does human capital influence the rate of growth?," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 957-972.
- Mihai Mutascu, 2018, "G7 countries: between trade openness and CO2 emissions," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1446-1456.
- Alexander Falter & Dennis Wesselbaum, 2018, "Correlated shocks in estimated DSGE models," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2026-2036.
- Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
- Hlalefang Khobai & Nwabisa Kolisi & Clement Moyo, 2018, "The Relationship Between Trade Openness and Economic Growth: The Case of Ghana and Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 77-82.
- Chun-Ying Chen & Chun-Hung Chen & Ai-Chi Hsu, 2018, "Cost Efficiency Affects Sustainable Operations," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 90-92.
- Nayef Al-Shammari & Shaha Al-Obaid, 2018, "Linkages of Global Financial Crisis and Trade Direction in an Oil Based Economy," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 3, pages 250-259.
- Leadina Sanchez & Carmen V squez & Amelec Viloria, 2018, "The Data Envelopment Analysis to Determine Efficiency of Latin American Countries for Greenhouse Gases Control in Electric Power Generation," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 197-208.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2018, "Perpetual learning and apparent long memory," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 343-365, DOI: 10.1016/j.jedc.2018.03.012.
- McNevin, Bruce D. & Nix, Joan, 2018, "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, volume 68, issue C, pages 570-585, DOI: 10.1016/j.econmod.2017.03.024.
- Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018, "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, volume 73, issue C, pages 30-44, DOI: 10.1016/j.econmod.2018.03.001.
- von Hippel, Paul T. & Bellows, Laura, 2018, "How much does teacher quality vary across teacher preparation programs? Reanalyses from six states," Economics of Education Review, Elsevier, volume 64, issue C, pages 298-312, DOI: 10.1016/j.econedurev.2018.01.005.
- Zhuo, Shuaihe, 2018, "Local influence analysis of stochastic frontier estimation: A case-weights perturbation approach," Economics Letters, Elsevier, volume 164, issue C, pages 79-81, DOI: 10.1016/j.econlet.2018.01.008.
- Qin, Ruibing & Ma, Junjie, 2018, "An efficient algorithm to estimate the change in variance," Economics Letters, Elsevier, volume 168, issue C, pages 15-17, DOI: 10.1016/j.econlet.2018.03.031.
- Wu, Jianhong, 2018, "Eigenvalue difference test for the number of common factors in the approximate factor models," Economics Letters, Elsevier, volume 169, issue C, pages 63-67, DOI: 10.1016/j.econlet.2018.05.009.
- Fry, John, 2018, "Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?," Economics Letters, Elsevier, volume 171, issue C, pages 225-229, DOI: 10.1016/j.econlet.2018.08.008.
- Dimitrakopoulos, Stefanos, 2018, "Accounting for persistence in panel count data models. An application to the number of patents awarded," Economics Letters, Elsevier, volume 171, issue C, pages 245-248, DOI: 10.1016/j.econlet.2018.08.004.
- Takaishi, Tetsuya & Adachi, Takanori, 2018, "Taylor effect in Bitcoin time series," Economics Letters, Elsevier, volume 172, issue C, pages 5-7, DOI: 10.1016/j.econlet.2018.07.046.
- Lee, Tae-Hwy & Ullah, Aman & Wang, He, 2018, "The second-order bias of quantile estimators," Economics Letters, Elsevier, volume 173, issue C, pages 143-147, DOI: 10.1016/j.econlet.2018.09.022.
- Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis, 2018, "Delta-method inference for a class of set-identified SVARs," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 316-327, DOI: 10.1016/j.jeconom.2017.12.004.
- Bruins, Marianne & Duffy, James A. & Keane, Michael P. & Smith, Anthony A., 2018, "Generalized indirect inference for discrete choice models," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 177-203, DOI: 10.1016/j.jeconom.2018.03.010.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018, "Simultaneous multiple change-point and factor analysis for high-dimensional time series," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 187-225, DOI: 10.1016/j.jeconom.2018.05.003.
- Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018, "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 81-106, DOI: 10.1016/j.jempfin.2018.09.001.
- Hain, Martin & Hess, Julian & Uhrig-Homburg, Marliese, 2018, "Relative value arbitrage in European commodity markets," Energy Economics, Elsevier, volume 69, issue C, pages 140-154, DOI: 10.1016/j.eneco.2017.11.005.
- Filippini, M. & Greene, W. & Masiero, G., 2018, "Persistent and transient productive inefficiency in a regulated industry: electricity distribution," Energy Economics, Elsevier, volume 69, issue C, pages 325-334, DOI: 10.1016/j.eneco.2017.11.016.
- Burlinson, Andrew & Giulietti, Monica & Battisti, Giuliana, 2018, "The elephant in the energy room: Establishing the nexus between housing poverty and fuel poverty," Energy Economics, Elsevier, volume 72, issue C, pages 135-144, DOI: 10.1016/j.eneco.2018.03.036.
- Mohr, Tanga McDaniel, 2018, "Fuel poverty in the US: Evidence using the 2009 Residential Energy Consumption Survey," Energy Economics, Elsevier, volume 74, issue C, pages 360-369, DOI: 10.1016/j.eneco.2018.06.007.
- Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018, "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, volume 76, issue C, pages 48-63, DOI: 10.1016/j.eneco.2018.09.018.
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018, "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.09.018.
- Li, Wenwei & Hommel, Ulrich & Paterlini, Sandra, 2018, "Network topology and systemic risk: Evidence from the Euro Stoxx market," Finance Research Letters, Elsevier, volume 27, issue C, pages 105-112, DOI: 10.1016/j.frl.2018.02.016.
- Gertler, Pavel & Horvath, Roman, 2018, "Central bank communication and financial markets: New high-frequency evidence," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 336-345, DOI: 10.1016/j.jfs.2018.03.002.
- Foster, Dean P. & Hart, Sergiu, 2018, "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, volume 109, issue C, pages 271-293, DOI: 10.1016/j.geb.2017.12.022.
- Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018, "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 92-104, DOI: 10.1016/j.jbankfin.2018.06.001.
- Erdem, Seda, 2018, "Who do UK consumers trust for information about nanotechnology?," Food Policy, Elsevier, volume 77, issue C, pages 133-142, DOI: 10.1016/j.foodpol.2018.04.008.
- Grenestam, Erik & Nordin, Martin, 2018, "Estimating the impact of agri-environmental payments on nutrient runoff using a unique combination of data," Land Use Policy, Elsevier, volume 75, issue C, pages 388-398, DOI: 10.1016/j.landusepol.2018.03.046.
- Augustin, Patrick, 2018, "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, volume 96, issue C, pages 53-76, DOI: 10.1016/j.jmoneco.2018.04.001.
- Kim, Jungmu & Park, Yuen Jung & Ryu, Doojin, 2018, "Testing CEV stochastic volatility models using implied volatility index data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 499, issue C, pages 224-232, DOI: 10.1016/j.physa.2018.02.001.
- Doucouliagos, Hristos & Paldam, Martin & Stanley, T.D., 2018, "Skating on thin evidence: Implications for public policy," European Journal of Political Economy, Elsevier, volume 54, issue C, pages 16-25, DOI: 10.1016/j.ejpoleco.2018.03.004.
- Chang, Zheng & Li, Jing, 2018, "The impact of in-house unnatural death on property values: Evidence from Hong Kong," Regional Science and Urban Economics, Elsevier, volume 73, issue C, pages 112-126, DOI: 10.1016/j.regsciurbeco.2018.08.003.
- Simmons-Süer, Banu, 2018, "“How relevant is capital structure for aggregate investment? a regime-switching approach”," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 109-117, DOI: 10.1016/j.iref.2017.10.002.
- Li, Xin & Su, Chi-Wei & Chang, Hsu-Ling & Ma, Ji, 2018, "Do short-term international capital movements play a role in exchange rate and stock price transmission mechanism in China?," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 15-25, DOI: 10.1016/j.iref.2018.02.010.
- Ibrahim, Muazu & Alagidede, Paul, 2018, "Nonlinearities in financial development–economic growth nexus: Evidence from sub-Saharan Africa," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 95-104, DOI: 10.1016/j.ribaf.2017.11.001.
- Van Landeghem, Bert & Vandeplas, Anneleen, 2018, "The relationship between status and happiness: Evidence from the caste system in rural India," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 77, issue C, pages 62-71, DOI: 10.1016/j.socec.2018.08.006.
- Brancaccio, Emiliano & Garbellini, Nadia & Giammetti, Raffaele, 2018, "Structural labour market reforms, GDP growth and the functional distribution of income," Structural Change and Economic Dynamics, Elsevier, volume 44, issue C, pages 34-45, DOI: 10.1016/j.strueco.2017.09.001.
- Frank Adusah-Poku & William Bekoe, 2018, "Does the Form Matter? Foreign Capital Inflows and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 3, pages 39-74.
- Frank Adusah-Poku & William Bekoe, 2018, "Does the Form Matter? Foreign Capital Inflows and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/07, Jun.
- Shi, Chengchun & Lu, Wenbin & Song, Rui, 2018, "A massive data framework for M-estimators with cubic-rate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102111, Oct.
- Shi, Chengchun & Song, Rui & Lu, Wenbin & Fu, Bo, 2018, "Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102112, Sep.
- Shi, Chengchun & Fan, Ailin & Song, Rui & Lu, Wenbin, 2018, "High-dimensional A-learning for optimal dynamic treatment regimes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102113, Jun.
- Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2018, "Robust measurement via a fused latent and graphical item response theory model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103181, Sep.
- Xing, Hao & Žitković, Gordan, 2018, "A class of globally solvable Markovian quadratic BSDE systems and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 73440, Jan.
- Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas, 2018, "Bonus-Malus systems with two component mixture models arising from different parametric families," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84301, Jan.
- Mohammadi, Fatemeh & Saenz-de-Cabezon, Eduardo & Wynn, Henry P., 2018, "Efficient multicut enumeration of k -out-of- n:F and consecutive k -out-of- n:F systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86460, Jan.
- Yagi, Daisuke & Chen, Yining & Johnson, Andrew L. & Kuosmanen, Timo, 2018, "Shape constrained kernel-weighted least squares: Estimating production functions for Chilean manufacturing industries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86556, Jan.
- Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018, "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86981, Aug.
- Oulton, Nicholas, 2018, "GDP and the system of national accounts: past, present and future," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87178, Jan.
- Doretti, Marco & Geneletti, Sara & Stanghellini, Elena, 2018, "Missing data: a unified taxonomy guided by conditional independence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87227, Aug.
- Lewis, David, 2018, "Peopling policy processes? Methodological populism in the Bangladesh health and education sectors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87245, Aug.
- Cetin, Umut, 2018, "Diffusion transformations, Black-Scholes equation and optimal stopping," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87261, Oct.
- Vrugt, Jasper A. & Beven, Keith J., 2018, "Embracing equifinality with efficiency : limits of acceptability sampling using the DREAM(LOA) algorithm," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87291, Apr.
- Barclay, Kieron J., 2018, "The birth order paradox: sibling differences in educational attainment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87310, Apr.
- Zhang, Rongmao & Robinson, Peter & Yao, Qiwei, 2019, "Identifying cointegration by eigenanalysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87431, Apr.
- Lattof, Samantha R., 2018, "Collecting data from migrants in Ghana: lessons learned using respondent-driven sampling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87451, Mar.
- Papageorgiou, Ioulia & Moustaki, Irini, 2019, "Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87592, Mar.
- Sanders, James & Lisi, Giulio & Schonhardt-Bailey, Cheryl, 2018, "Themes and topics in parliamentary oversight hearings: a new direction in textual data analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87624, Apr.
- Riani, Marco & Corbellini, Aldo & Atkinson, Anthony C., 2018, "The use of prior information in very robust regression for fraud detection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87685, Aug.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018, "Simultaneous multiple change-point and factor analysis for high-dimensional time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88110, Sep.
- Jin, Shaobo & Moustaki, Irini & Yang-Wallentin, Fan, 2018, "Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88118, Sep.
- Steele, Fiona & Clarke, Paul & Kuha, Jouni, 2019, "Modeling within-household associations in household panel studies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88162, Mar.
- Huang, Na & Fryzlewicz, Piotr, 2018, "NOVELIST estimator of large correlation and covariance matrices and their inverses," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89055, Jul.
- Fairfield, Tasha & Charman, Andrew, 2019, "A Dialogue with the Data: the Bayesian foundations of iterative research in qualitative social science," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89261, Mar.
- Jarman, Alexander & Smith, Leonard A., 2018, "Quantifying the predictability of a predictand: demonstrating the diverse roles of serial dependence in the estimation of forecast skill," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89492, Jul.
- Skinner, Chris J., 2018, "Analysis of categorical data for complex surveys," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89707, Sep.
- Kang, Xinyu & Fryzlewicz, Piotr & Chu, Catherine & Kramer, Mark & Kolaczyk, Eric D., 2018, "Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90021, Apr.
- von Borzyskowski, Inken & Wahman, Michael, 2018, "Systematic measurement error in election violence data: causes and consequences," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90450, Oct.
- Barigozzi, Matteo & Brownlees, Christian T., 2018, "Nets: network estimation for time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90493, Dec.
- Andrew M. Jones & Nigel Rice & Silvana Robone, 2018, "Anchoring Vignettes and Cross-country Comparability: An Empirical Assessment of Self-reported Mobility," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Health Econometrics", DOI: 10.1108/S0573-855520180000294008.
- Nayef Al-Shammari & Noura Al-Hossayan & Mariam Behbehani, 2018, "Diagnosing the curse of natural resources in Kuwait," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 34, issue 2, pages 153-171, March, DOI: 10.1108/JEAS-06-2017-0052.
- Allen, D.E. & McAleer, M.J., 2018, ""Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-33, Aug.
- Nektarios A. Michail & George Thucydides, 2018, "Does Housing Wealth Affect Consumption? The Case of Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 12, issue 2, pages 67-86, December.
- Davillas, Apostolos & M. Jones, Andrew, 2018, "Ex ante inequality of opportunity in health, decomposition and distributional analysis of biomarkers," ISER Working Paper Series, Institute for Social and Economic Research, number 2018-13, Nov.
- Koop, G & Korobilis, D, 2018, "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21329, Jan.
- Dario Caldara & Matteo Iacoviello, 2018, "Measuring Geopolitical Risk," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1222r1, Feb, revised 23 Mar 2022, DOI: 10.17016/IFDP.2018.1222r1.
- Russell Davidson, 2018, "Statistical Inference on the Canadian Middle Class," Econometrics, MDPI, volume 6, issue 1, pages 1-18, March.
- Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018, "Spurious Seasonality Detection: A Non-Parametric Test Proposal," Econometrics, MDPI, volume 6, issue 1, pages 1-15, January.
- Francesca Rondina, 2018, "Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve," Econometrics, MDPI, volume 6, issue 1, pages 1-20, February.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018, "Recent Developments in Macro-Econometric Modeling: Theory and Applications," Econometrics, MDPI, volume 6, issue 2, pages 1-5, May.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018, "Structural Break Tests Robust to Regression Misspecification," Econometrics, MDPI, volume 6, issue 2, pages 1-39, May.
- Martin Biewen & Emmanuel Flachaire, 2018, "Econometrics and Income Inequality," Econometrics, MDPI, volume 6, issue 4, pages 1-3, October.
- Loann David Denis Desboulets, 2018, "A Review on Variable Selection in Regression Analysis," Econometrics, MDPI, volume 6, issue 4, pages 1-27, November.
- Yukai Yang & Luc Bauwens, 2018, "State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering," Econometrics, MDPI, volume 6, issue 4, pages 1-22, December.
- Jiyun Baek & Changman Kim & Young Eun Song & Hyeon Sung Im & Mutyala Sakuntala & Jung Rae Kim, 2018, "Separation of Acetate Produced from C1 Gas Fermentation Using an Electrodialysis-Based Bioelectrochemical System," Energies, MDPI, volume 11, issue 10, pages 1-12, October.
- Ugur, Mehmet & Awaworyi Churchill, Sefa & Luong, Hoang Minh, 2018, "What do we know about R&D spillovers and productivity? Meta-analysis on heterogeneity and statistical power," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 21942, Oct.
- Russell Davidson, 2018, "Statistical Inference on the Canadian Middle Class," Post-Print, HAL, number hal-01793196, Mar, DOI: 10.3390/econometrics6010014.
- Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018, "Risk transmitters and receivers in global currency markets," Post-Print, HAL, number hal-01814274, Jun, DOI: 10.1016/j.frl.2017.09.018.
- Tareq Sadeq & Michel Lubrano, 2018, "The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections," Post-Print, HAL, number hal-01840598, Jun, DOI: 10.3390/econometrics6020029.
- Loann David Denis Desboulets, 2018, "A Review on Variable Selection in Regression Analysis," Post-Print, HAL, number hal-01954386, Nov, DOI: 10.3390/econometrics6040045.
- Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018, "Recent developments in macro-econometric modeling: theory and applications," Post-Print, HAL, number hal-01978664, May, DOI: 10.3390/econometrics6020025.
- Martin Biewen & Emmanuel Flachaire, 2018, "Econometrics and Income Inequality," Post-Print, HAL, number hal-01978673, Dec, DOI: 10.3390/econometrics6040042.
- Martin Biewen & Emmanuel Flachaire, 2018, "Econometrics and Income Inequality," Post-Print, HAL, number hal-01986526.
- Mihai Mutascu, 2018, "G7 countries: between trade openness and CO2 emissions," Post-Print, HAL, number hal-03555446.
- Boško Šego & Tihana Škrinjarić, 2018, "Quantitative Research Of Zagreb Stock Exchange - Literature Overview For The Period From Establishment Until 2018," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 6, pages 655-743.
- German Forero-Laverde, 2018, "A New Indicator for Describing Bull and Bear Markets," Working Papers, European Historical Economics Society (EHES), number 0129, Apr.
- Inna S.Lola & Sergey V. Gluzdovsky, 2018, "A Multidimensional Classification For The Information Technology Market," HSE Working papers, National Research University Higher School of Economics, number WP BRP 90/STI/2018.
- KIM, Jae-Young & PARK, Woong Yong, 2018, "Some Empirical Evidence on Models of the Fisher Relation: Post-Data Comparison," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-68, Apr.
- Alvaro Rivera Guerrero & Felix Hablich Sanchez & Logan Berni Moran, 2018, "Electronic Money Tax Benefits, Dinero Electronico: Beneficios Tributarios," Revista Global de Negocios, The Institute for Business and Finance Research, volume 6, issue 1, pages 77-92.
- Deborah J Schofield & Melanie J B Zeppel & Owen Tan & Sharyn Lymer & Michelle M Cunich & Rupendra N Shrestha, 2018, "A Brief, Global History of Microsimulation Models in Health: Past Applications, Lessons Learned and Future Directions," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 1, pages 97-142.
- Doucouliagos, Chris & Paldam, Martin & Stanley, T. D., 2018, "Skating on Thin Evidence: Implications for Public Policy," IZA Discussion Papers, IZA Network @ LISER, number 11424, Mar.
- Paarsch Harry J. & Schmedders Karl, 2018, "Introduction: Einführung," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 3-4, pages 183-187, July, DOI: 10.1515/jbnst-2018-0028.
- Golyaev Konstantin, 2018, "Randomization in Online Experiments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 3-4, pages 223-241, July, DOI: 10.1515/jbnst-2018-0006.
- Ansel Jason & Hong Han & Jessie Li and, 2018, "OLS and 2SLS in Randomized and Conditionally Randomized Experiments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 238, issue 3-4, pages 243-293, July, DOI: 10.1515/jbnst-2018-0016.
- Yan Zhang, 2018, "China, Japan and the US Stock Markets and the Global Financial Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 1, pages 23-45, March, DOI: 10.1007/s10690-018-9237-6.
- Christopher F. Parmeter, 2018, "Estimation of the two-tiered stochastic frontier model with the scaling property," Journal of Productivity Analysis, Springer, volume 49, issue 1, pages 37-47, February, DOI: 10.1007/s11123-017-0520-8.
- Nicholas Haas & Rebecca B. Morton, 2018, "Saying versus doing: a new donation method for measuring ideal points," Public Choice, Springer, volume 176, issue 1, pages 79-106, July, DOI: 10.1007/s11127-018-0558-9.
- Carmen Cotei & Joseph Farhat, 2018, "The M&A exit outcomes of new, young firms," Small Business Economics, Springer, volume 50, issue 3, pages 545-567, March, DOI: 10.1007/s11187-017-9907-1.
- Natalia Lazzati & John K.-H. Quah & Koji Shirai, 2018, "Nonparametric analysis of monotone choice," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 184, Apr.
- Aneta Ptak-Chmielewska & Anna Matuszyk, 2018, "The importance of financial and non-financial ratios in SMEs bankruptcy prediction," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 1, pages 45-62.
- Matt Taddy, 2018, "The Technological Elements of Artificial Intelligence," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Artificial Intelligence: An Agenda".
- Matt Taddy, 2018, "The Technological Elements of Artificial Intelligence," NBER Working Papers, National Bureau of Economic Research, Inc, number 24301, Feb.
- Paul Goldsmith-Pinkham & Isaac Sorkin & Henry Swift, 2018, "Bartik Instruments: What, When, Why, and How," NBER Working Papers, National Bureau of Economic Research, Inc, number 24408, Mar.
- Patrick Augustin & Mikhail Chernov & Dongho Song, 2018, "Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 24506, Apr.
- Amanda E. Kowalski, 2018, "Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform," NBER Working Papers, National Bureau of Economic Research, Inc, number 24647, May.
- Stefano DellaVigna, 2018, "Structural Behavioral Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24797, Jul.
- Dmitry Arkhangelsky & Guido Imbens, 2018, "The Role of the Propensity Score in Fixed Effect Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 24814, Jul.
- Bradley Larsen & Anthony Lee Zhang, 2018, "A Mechanism Design Approach to Identification and Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24837, Jul.
- Andrew Goodman-Bacon, 2018, "Difference-in-Differences with Variation in Treatment Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 25018, Sep.
- Jacob Goldin & Daniel Reck, 2018, "Revealed Preference Analysis with Framing Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 25139, Oct.
- Mohit Agrawal & Joseph G. Altonji & Richard K. Mansfield, 2018, "Quantifying Family, School, and Location Effects in the Presence of Complementarities and Sorting," NBER Working Papers, National Bureau of Economic Research, Inc, number 25167, Oct.
- Kamal Raj Dhungel, 2018, "The Link between Remittance and Economic Growth: An ARDL Bound Testing Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 30, issue 2, pages 1-18, October.
- Philippe Tassi, 2018, "Introduction – The Contributions of Big Data," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 5-15, DOI: https://doi.org/10.24187/ecostat.20.
- Francesca Rondina, 2018, "Estimating unobservable inflation expectations in the New Keynesian Phillips Curve," Working Papers, University of Ottawa, Department of Economics, number 1804E.
- Michael D. Bauer & James D. Hamilton, 2018, "Robust Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 399-448.
- Joanna Bialynicka-Birula, 2018, "Changes in the global art market," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 4, pages 695-714, December, DOI: 10.24136/oc.2018.034.
- Zaytsev I.M. & Alexakhin A.V., 2018, "The Planning and Management of the Owner’s Earning with Using Simulation Modelling," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 18, issue 1, pages 275-280.
- Lisa Gianmoena & Vicente Rios, 2018, "The Determinants of CO2 Emissions Differentials with Cross-Country Interaction Effects: A Dynamic Spatial Panel Data Bayesian Model Averaging Approach," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2018/234, Jul.
- Khouiled, Brahim, 2018, "Tests of Homogeneity in Panel Data with EViews," MPRA Paper, University Library of Munich, Germany, number 101001, Jun.
- Beja, Edsel Jr., 2018, "Testing the Easterlin Paradox: Results and Policy Implications," MPRA Paper, University Library of Munich, Germany, number 101075, Feb.
- Siriwardhane, Dinesha & Amaratunge, Sampath, 2018, "Remittances and Risk Diversification in Developing Country Context: Evidence from Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 107235, Mar, revised 04 Jun 2018.
2017
- Oskar Knapik, 2017, "Modeling and forecasting electricity price jumps in the Nord Pool power market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-07, Feb.
- Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017, "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017026, Jan.
- Ibrahim A. Onour, 2017, "Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country," International Journal of World Policy and Development Studies, Academic Research Publishing Group, volume 3, issue 1, pages 1-9, 01-2017.
- Raymond Brummelhuis & Zhongmin Luo, 2017, "CDS Rate Construction Methods by Machine Learning Techniques," Papers, arXiv.org, number 1705.06899, May.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Inference for VARs Identified with Sign Restrictions," Papers, arXiv.org, number 1709.10196, Sep, revised Feb 2018.
- Elena PELINESCU, 2017, "The Impact Of Human Capital On Innovation And Economic Growth In Romania," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 46, issue 2, pages 44-50, June.
- Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
- Xisong Jin & Francisco Nadal De Simone, 2017, "Systemic Financial Sector and Sovereign Risks," BCL working papers, Central Bank of Luxembourg, number 109, Jun.
- Laura Catalina Díaz-Barreto & Juliana Gamboa-Arbelaez & Jose Eduardo Gomez-Gonzalez & Adolfo Meisel-Roca, 2017, "Costos de Intermediación Bancaria en Economías Emergentes: La Importancia de las Instituciones," Borradores de Economia, Banco de la Republica de Colombia, number 998, May, DOI: 10.32468/be.998.
- Sefa Awaworyi Churchill & Mehmet Ugur & Siew Ling Yew, 2017, "Does Government Size Affect Per-Capita Income Growth? A Hierarchical Meta-Regression Analysis," The Economic Record, The Economic Society of Australia, volume 93, issue 300, pages 142-171, March.
- Catalina A. Vallejos & Mark F. J. Steel, 2017, "Bayesian survival modelling of university outcomes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 2, pages 613-631, February.
- Alexander Aue & Lajos Horváth & Daniel F. Pellatt, 2017, "Functional Generalized Autoregressive Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 1, pages 3-21, January.
- Tata Subba Rao & Granville Tunnicliffe Wilson & Wei Gao & Wicher Bergsma & Qiwei Yao, 2017, "Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 2, pages 266-284, March.
- Constantinos Kardaras & Jan Obłój & Eckhard Platen, 2017, "The Numéraire Property And Long-Term Growth Optimality For Drawdown-Constrained Investments," Mathematical Finance, Wiley Blackwell, volume 27, issue 1, pages 68-95, January.
- An Chen & Montserrat Guillen & Elena Vigna, 2017, "Solvency requirement in a unisex mortality model," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 504.
- Judge, George G. & Villas-Boas, Sofia B., 2017, "Benford's Law and the FSD Distribution of Economic Behavioral Micro Data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt4bb8k9zw, Jul.
- Julián R. Siri & Juan A. Serur & José P. Dapena, 2017, "Testing momentum effectfor the US market: From equity to option strategies," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 621, Oct.
- Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017, "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 95-135.
- María Juliana Rodríguez García y Daniel Alejandro Tascón Buchelly & Daniel Alejandro Tasc�n Buchelly, 2017, "Impacto del número de estudiantes en un mismo salón sobre los resultados en las pruebas de estado para Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-35.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017, "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12256, Aug.
- Benedikt Rotermann & Bernd Wilfling, 2017, "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5817, Jan.
- Cicchetti, Dom, 2017, "Opinions versus Facts: A Bio-statistical Paradigm Shift in Oenological Research," Journal of Wine Economics, Cambridge University Press, volume 12, issue 4, pages 354-362, November.
- Ferdinand Owoundi, 2017, "Investigating the link between the exchange rate regime and underlying misalignments," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 880-888.
- Margherita Gerolimetto & Stefano Magrini, 2017, "On the power of the simulation-based ADF test in bounded time series," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 539-552.
- Tak Wai Chau, 2017, "Identification through Heteroscedasticity: What If We Have the Wrong Form?," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2413-2421.
- Mustafa U. Karakaplan & Levent Kutlu, 2017, "Handling Endogeneity in Stochastic Frontier Analysis," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 889-901.
- Livio Ferrante & Simona Monteleone & Francesco Reito, 2017, "Universities as nail factories? An evaluation of the Italian public funding of higher education," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1490-1495.
- Youngsoo Kim & Younoh Kim & Vlad Radoias, 2017, "The short-run price elasticity of demand for energy in the US," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 606-613.
- Burkhard Raunig, 2017, "Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1996-2003.
- Md.Thasinul Abedin, 2017, "Impact of Banking Sector Efficiency and Profitability on Bangladesh Economy," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1708-1719.
- Trung Xuan Hoang & Quang Nhat Bui, 2017, "Sectoral Employment and Poverty in Rural Vietnam in 2000s," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2458-2465.
- Hulya Saygili & Kemal Türkcan, 2017, "Trade integration and export survival: Evidence from Turkish machinery products," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1918-1927.
- Fernanda Maria Müller & Fábio M Bayer, 2017, "Improved two-component tests in Beta-Skew-t-EGARCH models," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2364-2373.
- Aysegul Corakcı & Furkan Emirmahmutoglu & Omay Tolga, 2017, "PPP hypothesis and temporary structural breaks," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1541-1548.
- Vincent Boucher, 2017, "Selecting Equilibria using Best-Response Dynamics," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2728-2734.
- Sergio Longobardi & Margherita Maria Pagliuca & Andrea Regoli, 2017, "Family background and financial literacy of Italian students: the mediating role of attitudes and motivations," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2585-2594.
- Aye Aye Khin & Wong Hong Chau & Ung Leng Yean & Ooi Chee Keong & Raymond Ling Leh Bin, 2017, "Examining between Exchange Rate Volatility and Natural Rubber Prices: Engle-Granger Causality Test," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 33-40.
- Fatemeh Bazzazan & Farnaz Ghashami & Mir Hosein Mousavi, 2017, "Effects of Targeting Energy Subsidies on Domestic Electricity Demand in Iran," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 9-17.
- Powell, Robert J. & Vo, Duc H. & Pham, Thach N. & Singh, Abhay K., 2017, "The long and short of commodity tails and their relationship to Asian equity markets," Journal of Asian Economics, Elsevier, volume 52, issue C, pages 32-44, DOI: 10.1016/j.asieco.2017.08.001.
- Loberto, Michele & Perricone, Chiara, 2017, "Does trend inflation make a difference?," Economic Modelling, Elsevier, volume 61, issue C, pages 351-375, DOI: 10.1016/j.econmod.2016.11.002.
- Chen, Junping & Xiong, Xiong & Zhu, Jie & Zhu, Xiaoneng, 2017, "Asset prices and economic fluctuations: The implications of stochastic volatility," Economic Modelling, Elsevier, volume 64, issue C, pages 128-140, DOI: 10.1016/j.econmod.2017.03.017.
- Dong, Fang, 2017, "Testing the Marshall-Lerner condition between the U.S. and other G7 member countries," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 30-40, DOI: 10.1016/j.najef.2017.01.003.
- Rowell, David & Nghiem, Son Hong & Connelly, Luke B., 2017, "Testing for asymmetric information in insurance markets: A test for ex ante moral hazard revisited," Economics Letters, Elsevier, volume 150, issue C, pages 4-5, DOI: 10.1016/j.econlet.2016.10.044.
- Drukker, David M., 2017, "Two-part models are robust to endogenous selection," Economics Letters, Elsevier, volume 152, issue C, pages 71-72, DOI: 10.1016/j.econlet.2017.01.004.
- Li, Meiyu & Gençay, Ramazan, 2017, "Tests for serial correlation of unknown form in dynamic least squares regression with wavelets," Economics Letters, Elsevier, volume 155, issue C, pages 104-110, DOI: 10.1016/j.econlet.2017.03.021.
- Li, Kathleen T. & Bell, David R., 2017, "Estimation of average treatment effects with panel data: Asymptotic theory and implementation," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 65-75, DOI: 10.1016/j.jeconom.2016.01.011.
- Ghanem, Dalia, 2017, "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 202-217, DOI: 10.1016/j.jeconom.2016.11.005.
- Ho, Chi-san & Damien, Paul & Walker, Stephen, 2017, "Bayesian mode regression using mixtures of triangular densities," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 273-283, DOI: 10.1016/j.jeconom.2016.11.006.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2017, "Learning can generate long memory," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 1-9, DOI: 10.1016/j.jeconom.2017.01.001.
- Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017, "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 181-193, DOI: 10.1016/j.jeconom.2017.06.004.
- Garcia, Tanya P. & Ma, Yanyuan, 2017, "Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 194-206, DOI: 10.1016/j.jeconom.2017.06.005.
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