Research classified by Journal of Economic Literature (JEL) codes

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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

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• Tom Doan, 2025, "KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model," Statistical Software Components, Boston College Department of Economics, number RTS00101, revised .
• Tom Doan, 2025, "LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks," Statistical Software Components, Boston College Department of Economics, number RTS00112, revised .
• Tom Doan, 2025, "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components, Boston College Department of Economics, number RTZ00105, revised .
• Tom Doan, 2025, "RATS programs to replicate Mark-Sul(2003) panel DOLS," Statistical Software Components, Boston College Department of Economics, number RTZ00112, revised .
• Davud Rostam-Afschar & Jan Kemper, undated, "Earning while learning: How to run batched bandit experiments," Italian Stata Conference 2026, Stata Users Group, number 04.
• Davud Rostam-Afschar, undated, "Earning while learning: How to run batched bandit experiments," Oceania Stata Conference 2025, Stata Users Group, number 1.
• Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014, "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-57, Aug, revised Nov 2014.
• Enrique Sentana, 1997, "The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models," Working Papers, CEMFI, number wp1997_9719.
• Peter Arcidiacono & Holger Sieg & Frank Sloan, undated, "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-02.
• Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1246, Jan, DOI: 10.1016/0304-4076(95)01787-9.
• DUJARDIN, Claire & PEETERS, Dominique & THOMAS, Isabelle, 2009, "Neighbourhood effects and endogeneity issues," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2173, Jan.
• THOMAS, Isabelle & FRANKHAUSER, Pierre & BADARUITTI, Dominique, 2012, "Comparing the fractality of European urban neighbourhoods: do national contexts matter?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2402, Jan, DOI: 10.1007/s10109-010-0142-4.
• FORGES, Françoise, 1991, "Sunspot eqilibrium as a game-theoretical solution concept," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 952, Jan.
• Timotheos Angelidis & Alexandros Benos, undated, "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers, University of Crete, Department of Economics, number 0615.
• Hugo ROJAS-ROMAGOSA & Luis RIVERA, 2010, "Human Capital Formation and the Linkage between Trade and Poverty: The Cases of Costa Rica and Nicaragua," EcoMod2010, EcoMod, number 259600142, May.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018, "Vulnerable Growth," Liberty Street Economics, Federal Reserve Bank of New York, number 20180409, Apr.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li, 2018, "Forecasts of the Lost Recovery," Liberty Street Economics, Federal Reserve Bank of New York, number 20180509, May.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018, "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics, Federal Reserve Bank of New York, number 20180521, May.
• Thomas Mayer, undated, "A Frequent Misuse of Significance Tests," Department of Economics, California Davis - Department of Economics, number 01-05.
• Thomas Mayer, undated, "Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests," Department of Economics, California Davis - Department of Economics, number 01-08.
• Augustin Tapsoba, 2018, "The Cost of Fear: Impact of Violence Risk on Child Health During Conflict," HiCN Working Papers, Households in Conflict Network, number 279, Oct.
• Vladimir Hlasny, 2020, "Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 547, Jul.
• P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016, "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/11.
• Mark Andor & Frederik Hesse, undated, "A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201177.
• Mark Andor & Frederik Hesse, undated, "The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201285.
• R Blundell & Steven Bond, undated, "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W14&104..
• Sangjoon Kim, Neil Shephard & Siddhartha Chib, undated, "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W26, revised version of W.
• Bent Nielsen, undated, "Asymptotic results for cointegration tests in non-stable case," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W32..

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• Pendakur Krishna & Pendakur Ravi & Woodcock Simon D., 2008, "A Representation Index: Measuring the Representation of Minorities in the Income Distribution," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 8, issue 1, pages 1-21, October, DOI: 10.2202/1935-1682.1942.
• Rowthorn Robert & Glyn Andrew J, 2006, "Convergence and Stability in U.S. Employment Rates," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-43, April, DOI: 10.2202/1534-6005.1368.
• Edwards Jeffrey A & Sams Alfred & Yang Benhua, 2006, "A Refinement in the Specification of Empirical Macroeconomic Models as an Extension to the EBA Procedure," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-26, October, DOI: 10.2202/1534-5998.1410.
• Huang Dashan & Yu Baimin & Lu Zudi & Fabozzi Frank J. & Focardi Sergio & Fukushima Masao, 2010, "Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-26, March, DOI: 10.2202/1558-3708.1805.
• Ergun A. Tolga & Jun Jongbyung, 2010, "Conditional Skewness, Kurtosis, and Density Specification Testing: Moment-Based versus Nonparametric Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-21, September, DOI: 10.2202/1558-3708.1709.
• Chen Xiaohong & White Halbert, 2002, "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-55, April, DOI: 10.2202/1558-3708.1000.
• Bask Mikael & de Luna Xavier, 2002, "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-19, April, DOI: 10.2202/1558-3708.1002.
• Lillo Fabrizio & Farmer J. Doyne, 2004, "The Long Memory of the Efficient Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-35, September, DOI: 10.2202/1558-3708.1226.
• Li Fuchun & Tkacz Greg, 2004, "Combining Forecasts with Nonparametric Kernel Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 4, pages 1-18, December, DOI: 10.2202/1558-3708.1129.
• D.S.G. Pollock, undated, "A Course of Econometrics," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr1.
• Efe A. Ok, undated, "Probability Theory with Economic Applications," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr11.