## 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

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

Most recent items first, undated at the end.

**Does government size affect per-capita income growth? A Hierarchical meta-regression analysis**

*by*Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet

**Does government size affect per-capita income growth? A Hierarchical meta-regression analysis**

*by*Awaworyi Churchill, Sefa & Yew, Siew Ling & Ugur, Mehmet

**Risk or Regulatory Capital? Bringing distributions back in the foreground**

*by*Dominique Guégan & Bertrand Hassani

**The Spectral Stress VaR (SSVaR)**

*by*Dominique Guégan & Bertrand Hassani & Kehan Li

**A Selective Review of Recent Quantitative Empirical Research in Marxist Political Economy**

*by*Basu, Deepankar &

**Regression and kriging metamodels with their experimental designs in simulation : review**

*by*Kleijnen, J.P.C.

**Validating the assumptions of sequential bifurcation in factor screening**

*by*Shi, W. & Kleijnen, J.P.C.

**Impact de productivité des infrastructures: Une application au Québec**

*by*Dorothée Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard

**Financial Fraud Detection Model Based on Random Forest**

*by*Liu, Chengwei & Chan, Yixiang & Alam Kazmi, Syed Hasnain & Fu, Hao

**New Fractional Dickey and Fuller Test**

*by*Bensalma, Ahmed

**Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation**

*by*Yang, Bill Huajian & Du, Zunwei

**Predictive quantile regression with persistent covariates: IVX-QR approach**

*by*Lee, JiHyung

**Climate change impacts on agriculture: A panel cointegration approach and application to Tunisia**

*by*BEN ZAIED, YOUNES & Zouabi, Oussama

**Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)**

*by*Harin, Alexander

**Two dimensional efficiency measurements in Australian TAFE Institutes**

*by*Fieger, Peter & Villano, Renato & Cooksey, Ray

**Sins of Omission in Value Relevance Empirical Studies**

*by*Onali, Enrico & Ginesti, Gianluca

**A Note on DD Approach**

*by*Dinda, Soumyananda

**“Luce problem” and discontinuity of Prelec’s function at p = 1**

*by*Harin, Alexander

**Flexible statistical models: Methods for the ordering and comparison of theoretical distributions**

*by*Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios

**Invariance of the distribution of the maximum**

*by*Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen

**The Effect of Urbanization, Affluence and Trade Openness on Energy Consumption: A Time Series Analysis in Malaysia**

*by*Shahbaz, Muhammad & Sbia, Rashid & Nanthakumar, Loganathan & Afza, Talat

**Remittance and domestic labor productivity: evidence from remittance recipient countries**

*by*Al Mamun, Md. & Sohag, Kazi & Uddin, Gazi Salah & Shahbaz, Muhammad

**The Energy-Growth Nexus in Thailand: Does Trade Openness Boost up Energy Consumption?**

*by*Kyophilavong, Phouphet & Shahbaz, Muhammad & Anwar, Sabeen & Masood, Sameen

**Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?**

*by*Arfaoui, Mongi & Ben Rejeb, Aymen

**Fiscal Decentralisation in Colombia: New Evidence Regarding Sustainability, Risk Sharing and “Fiscal Fatigue”**

*by*Guillaume Bousquet & Christian Daude & Christine de la Maisonneuve

**Economic Outcomes of Youth not in Education, Employment or Training (NEET)**

*by*Anton Samoilenko & Kristie Carter

**Accounting for Adaptation in the Economics of Happiness**

*by*Miles Kimball & Ryan Nunn & Dan Silverman

**Exact P-values for Network Interference**

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

**Natural Experiments in Macroeconomics**

*by*Nicola Fuchs-Schuendeln & Tarek Alexander Hassan

**The Spectral Stress VaR (SSVaR)**

*by*Dominique Guegan & Bertrand K. Hassani & Kehan Li

**Risk or Regulatory Capital? Bringing distributions back in the foreground**

*by*Dominique Guegan & Bertrand K Hassani

**Total positivity for a class of non-exchangeable copulas**

*by*Cerqueti, Roy & Lupi, Claudio

**Modelling the Joint Distribution of Income and Wealth**

*by*Jäntti, Markus & Sierminska, Eva & Van Kerm, Philippe

**The Empirical Economist's Toolkit: From Models to Methods**

*by*Matthew T. Panhans & John D. Singleton

**Shape Regressions**

*by*Franco Peracchi & Samantha Leorato

**Partnership formation and dissolution over the life course: applying sequence analysis and event history analysis in the study of recurrent events**

*by*Satu Helske & Fiona Steele & Katja Kokko & Eija Räikkönen & Mervi Eerola

**An assessment of the methodological quality of published network meta-analyses: a systematic review**

*by*James D. Chambers & Huseyin Naci & Olivier J. Wouters & Junhee Pyo & Shalak Gunjal & Ian R. Kennedy & Mark G. Hoey & Aaron Winn & Peter J. Neumann

**Categorical marginal models: quite extensive package for the estimation of marginal models for categorical data**

*by*Wicher Bergsma & Andries van der Ark

**A New Monthly Indicator of Global Real Economic Activity**

*by*Francesco Ravazzolo & Joaquin L. Vespignani

**Foreign Capital, Credit Constraints and Continuity of Firms’ R&D**

*by*Pilar Beneito & Maria Engracia Rochina-Barrachina & Amparo Sanchis

**Correcting for Self-Selection Based Endogeneity in Management Research: A Review and Empirical Demonstration**

*by*Joseph Clougherty & Tomaso Duso

**Inference Based on Many Conditional Moment Inequalities**

*by*Donald W.K. Andrews & Xiaoxia Shi

**Natural Experiments in Macroeconomics**

*by*Fuchs-Schündeln, Nicola & Hassan, Tarek

**Identifying Noise Shocks: a VAR with Data Revisions**

*by*Riccardo M. Masolo & Alessia Paccagnini

**China’s financial crisis – the role of banks and monetary policy**

*by*Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo

**An Empirical Study of the Dynamic Correlation of Japanese Stock Returns**

*by*Takashi Isogai

**A New Monthly Indicator of Global Real Economic Activity**

*by*Francesco Ravazzolo & Joaquin L. Vespignani

**A note on the diffusion of business cycles**

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

**The validity and time-horizon of the Fed model for equity valuation: a co-integration approach**

*by*Fabien Mercier

**FDI Convergence versus Real and Structural Convergence at the EU Level. An Approach Based on the GINI Coefficient**

*by*Vasile Alecsandru STRAT & Oana Cristina POPOVICI

**Empirical Analysis of Legal Theory: In Honor of Theodore Eisenberg**

*by*Geoffrey P. Miller

**A Quick Estimate of Power and Cost for Micro-Scale Generation Wind Turbine Utilising Weibull Method for Non-Specialists**

*by*Yasser Maklad

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

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

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

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

*by*Shew Fan Liu & Zhenlin Yang

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

*by*Marcus J. Chambers

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

*by*Ghassen El Montasser

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

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

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

*by*Thomas Chuffart

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

*by*Biqing Cai & Dag Tjøstheim

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

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

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

*by*Umberto Triacca

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

*by*Hassan Mohammadi & Yuting Tan

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

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

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

*by*Douglas J. Miller & George Judge

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

*by*George Judge

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

*by*Frauke Schleer

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

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

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

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

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

*by*Achim Ahrens & Arnab Bhattacharjee

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

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**Information Linkages between Chinese and World Copper Futures Markets**

*by*Keqiang Hou & Luke Chan & Xin Zeng

**Measuring the effect of oil prices on wheat futures prices**

*by*Cartwright, Phillip A. & Riabko, Natalija

**Changes in the distribution of rental prices in Berlin**

*by*Thomschke, Lorenz

**Dynamic factors and asset pricing: International and further U.S. evidence**

*by*He, Zhongzhi (Lawrence) & Zhu, Jie & Zhu, Xiaoneng

**Risk-return characteristics of Islamic equity indices: Multi-timescales analysis**

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

**What is the major determinant of cross-border banking flows?**

*by*Shirota, Toyoichiro

**A comparison of Expected Shortfall estimation models**

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

**An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes**

*by*Jones, Stewart & Johnstone, David & Wilson, Roy

**New evidence on the impact of fees on mutual fund performance of two types of funds**

*by*Mansor, F. & Bhatti, M.I. & Ariff, M.

**Detecting structural changes using wavelets**

*by*Yazgan, M. Ege & Özkan, Harun

**What drives the formation of global oil trade patterns?**

*by*Zhang, Hai-Ying & Ji, Qiang & Fan, Ying

**Measuring fuel poverty in France: Which households are the most fuel vulnerable?**

*by*Legendre, Bérangère & Ricci, Olivia

**Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks**

*by*Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda

**Short- and long-run electricity demand elasticities at the subsectoral level: A cointegration analysis for German manufacturing industries**

*by*Bernstein, Ronald & Madlener, Reinhard

**The long and the short of the risk-return trade-off**

*by*Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

**Modeling and testing smooth structural changes with endogenous regressors**

*by*Chen, Bin

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**A consistent bootstrap procedure for nonparametric symmetry tests**

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

**The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals**

*by*Kabaila, Paul & Mainzer, Rheanna & Farchione, Davide

**Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin**

*by*Cheah, Eng-Tuck & Fry, John

**Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis**

*by*Koulakiotis, Athanasios & Babalos, Vasillios & Papasyriopoulos, Nicholas

**A low dimensional Kalman filter for systems with lagged states in the measurement equation**

*by*Nimark, Kristoffer P.

**Using Stepwise Reality Check to Analyze Open-end Fund Investors’Herding Redemption in Taiwan**

*by*Nan-Yu Wang & Chih-Jen Huang & Ying-Lin Hsu & Shian-Chang Huang

**Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator**

*by*Nikolaos Kourogenis

**A general factorial decomposition of the second Theil index of inequality with applications in environmental economics**

*by*Lorena Remuzgo & Jose Maria Sarabia

**Step-by-Step Causality Revisited: Theory and Evidence**

*by*Konstantinos N. Konstantakis & Panayotis G. Michaelides

**Forecasting integer autoregressive processes of order 1: are simple AR competitive?**

*by*Luisa Bisaglia & Margherita Gerolimetto

**Measuring financial inclusion**

*by*Mandira Sarma

**Exploiting Regression-Discontinuity Design to Estimate Peer Effects in College â€“ The Case of Class Attendance**

*by*Qihui Chen & Tade Okediji & Tian Guoqiang

**Efficiency of monetary policy under inflation targeting**

*by*Abdelkader Aguir & Mounir Smida

**Benford's law for audit of public works: an analysis of overpricing in MaracanÃ£ soccer arena's renovation**

*by*Flavia C. Rodrigues da Cunha & Mauricio S. Bugarin

**Partial efficient estimation of SUR models**

*by*Hailong Qian & Heather L. Bednarek

**Determinant of Co-authorship in economics: the French case**

*by*Damien Besancenot & Kim V. Huynh & Francisco Serranito

**Contributions of a noisy chaotic model to the stressed Value-at-Risk**

*by*Rachida Hennani & Michel Terraza

**The Great East Japan Earthquake and Stock Prices**

*by*Jacques Jaussaud & Sophie Nivoix & Serge Rey

**Price discovery between carbonated soft drink manufacturers and retailers: A disaggregate analysis with PC and LiNGAM algorithms**

*by*Pei-Chun Lai & David A. Bessler

**More than a Feeling: Personality and Congressional Behavior**

*by*Hollibaugh, Gary & Klingler, Jonathan & Ramey, Adam

**Does team competition increase pro-social lending? Evidence from online microfinance**

*by*Chen, Roy & Chen, Yan & Liu, Yang & Mei, Qiaozhu

**Testing for near I(2) trends when the signal to noise ratio is small**

*by*Juselius, Katarina

**How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics**

*by*Michael Wickens

**Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution**

*by*Jones, A.; & Lomas, J.; & Rice, N.;

**Health econometric evaluation of the effects of a continuous treatment: a machine learning approach**

*by*Kreif, N.; & Grieve, R.; & DÃaz, I.; & Harrison, D.;

**A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications**

*by*Jones, A. M.; & Laporte, A.; & Rice, N.; & Zucchelli, E.;

**A Replication of "The Political Determinants of Federal Expenditure at the State Level" (Public Choice, 2005)**

*by*Stratford Douglas & W. Robert Reed

**Growth-cycle phases in China’s provinces: A panel Markov-switching approach**

*by*Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin

**Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets**

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

**Psychological Skills, Education, and Longevity of High-Ability Individuals**

*by*Peter A. Savelyev

**Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations**

*by*Tae-Hwy Lee & Zhou Xi & Ru Zhang

**On the Probability that Nothing Happens - II**

*by*Carlo Maccheroni

**Tractable Counterparts of Distributionally Robust Constraints on Risk Measures**

*by*Postek, K.S. & den Hertog, D. & Melenberg, B.

**Stochastic Intrinsic Kriging for Simulation Metamodelling**

*by*Mehdad, E. & Kleijnen, Jack P.C.

**Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging**

*by*Mehdad, E. & Kleijnen, Jack P.C.

**Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)**

*by*Kleijnen, Jack P.C. & Mehdad, E.

**Response Surface Methodology**

*by*Kleijnen, Jack P.C.

**Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)**

*by*Mehdad, E. & Kleijnen, Jack P.C.

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide

**Consumer Tendency Survey of Turkey : A Disaggregated Analysis**

*by*Ece Oral & Turknur Brand

**The convenient calculation of some test statistics in models of discrete choice**

*by*Darryl Holden & Roger Perman

**The known unknowns of governance**

*by*Rodolphe Desbordes & Gary Koop

**The Analytical Framework For Identifying And Benchmarking Systemically Important Financial Institutions In Europe**

*by*Renata Karkowska

**Semiiparametric Selection Models with Binary Outcomes**

*by*Roger Klein & Chan Shen & Francis Vella

**Big Data: Google Searches Predict Unemployment in Finland**

*by*Tuhkuri, Joonas

**Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models**

*by*Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine

**Value-at-Risk in turbulence time**

*by*Genest, Benoit & Cao, Zhili

**On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with induced nonlinearities**

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

**Financial market interdependencies: a quantile regression analysis of volatility spillover**

*by*Ben Rejeb, Aymen & Arfaoui, Mongi

**Problems of utility and prospect theories. A discontinuity of Prelec’s function**

*by*Harin, Alexander

**Problems of utility and prospect theories. Certainty effect near certainty**

*by*Harin, Alexander

**On the Existence of Optimal Level of Women’s Intelligence in Men’s Perception: Evidence from a Speed Dating Experiment**

*by*Deja, Dominik & Karbowski, Adam & Zawisza, Mateusz

**Valid confidence intervals for post-model-selection predictors**

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

**A Manual for Basic Techniques of Data Analysis and Distribution**

*by*Alvi, Mohsin

**On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with induced nonlinearities**

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

**On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with induced nonlinearities**

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

**Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation**

*by*Chen, Song Xi & Li, Jun & Zhong, Pingshou

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

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

**Band Width Selection for High Dimensional Covariance Matrix Estimation**

*by*Qiu, Yumou & Chen, Song Xi

**High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data**

*by*Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong

**Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis**

*by*Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral

**Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model**

*by*Bouoiyour, Jamal & Selmi, Refk

**The Nexus between Inflation and Inflation Uncertainty via Wavelet Approach: Some Lessons from Egyptian Case**

*by*Bouoiyour, Jamal & Selmi, Refk

**LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises**

*by*Zhu, Ke & Ling, Shiqing

**Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011**

*by*Coleman, Stephen

**Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework**

*by*Yang, Bill Huajian

**The analytical framework for identifying and benchmarking systemically important financial institutions in Europe**

*by*Karkowska, Renata

**Sectoral Labor Market Effects of Fiscal Spending**

*by*Wesselbaum, Dennis

**Evaluación de la eficiencia comparativa de empresas y entidades productivas: Indicadores y técnicas de análisis**

*by*Vergés, Joaquim

**On various confidence intervals post-model-selection**

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

**Effects of innovation on employment in low-income countries: A mixed-method systematic review**

*by*Ugur, Mehmet & Mitra, Arup

**Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand**

*by*Forson, Joseph Ato & Janrattanagul, Jakkaphong

**Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh**

*by*Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar

**The Nexus Between Financial Development and Economic Growth in Lao PDR**

*by*Kyophilavong, Phouphet & Salah Uddin, Gazi & Shahbaz, Muhammad

**A Note on Nominal and Real Devaluation in Laos**

*by*Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi

**Bayesian Survival Modelling of University Outcomes**

*by*Vallejos, Catalina & Steel, Mark F. J.

**Investigating potential output using the Hodrick-Prescott filter: an application for Malta**

*by*Grech, Aaron George

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

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

**Monetary Policy and Inequality in Mexico**

*by*Villarreal, Francisco G.

**The Effect of Green Taxation and Economic Growth on Environment Hazards: The Case of Malaysia**

*by*Nanthakumar, Loganathan & Shahbaz, Muhammad & Taha, Roshaiza

**Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan**

*by*Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer

**Model-based pricing for financial derivatives**

*by*Zhu, Ke & Ling, Shiqing

**Spillover Effects of Homicides across Mexican Municipalities: A Spatial Regime Model Approach**

*by*Flores, Miguel & Rodriguez-Oreggia, Eduardo

**Sign-based specification tests for martingale difference with conditional heteroscedasity**

*by*Chen, Min & Zhu, Ke

**On the Estimation of Supply and Demand Elasticities of Agricultural Commodites**

*by*Santeramo, Fabio Gaetano

**Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis**

*by*Nazir, Sidra & Qayyum, Abdul

**Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records**

*by*Travaglini, Guido

**A Minimax Bias Estimator for OLS Variances under Heteroskedasticity**

*by*Ahmed, Mumtaz & Zaman, Asad

**Problems of utility and prospect theories. A ”certain-uncertain” inconsistency of the random-lottery incentive system**

*by*Harin, Alexander

**Determinants of International Tourism Demand for the Philippines: An Augmented Gravity Model Approach**

*by*Deluna, Roperto Jr & Jeon, Narae

**Probabilistic Opinion Pooling**

*by*Dietrich, Franz & List, Christian

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**Is data interpretation in utility and prospect theories unquestionably correct?**

*by*Harin, Alexander

**Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates**

*by*Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.

**Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model**

*by*Deluna, Roperto Jr & Cruz, Edgardo

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**On various confidence intervals post-model-selection**

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

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities**

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

**From revenues to democracy?**

*by*Fahad Hassan Khan

**Measuring the Sensitivity of Parameter Estimates to Sample Statistics**

*by*Matthew Gentzkow & Jesse M. Shapiro

**Sorting Between and Within Industries: A Testable Model of Assortative Matching**

*by*John M. Abowd & Francis Kramarz & Sébastien Pérez-Duarte & Ian M. Schmutte

**Why High-order Polynomials Should not be Used in Regression Discontinuity Designs**

*by*Andrew Gelman & Guido Imbens

**A Big Data Approach to Optimal Sales Taxation**

*by*Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips

**Matching Methods in Practice: Three Examples**

*by*Guido Imbens

**Applications of Information Measures to Assess Convergence in the Central Limit Theorem**

*by*Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar

**Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations**

*by*George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao

**Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions**

*by*Dominique Guegan & Bertrand K Hassani

**Stress Testing Engineering: the real risk measurement?**

*by*Dominique Guegan & Bertrand K Hassani

**Curbside Collection and Participation in Household Waste Recycling: A Causal Analysis**

*by*Best, Henning & Kneip, Thorsten

**Volatility Spillover between Oil and Stock Market Returns**

*by*B. Anand & Sunil Paul & M. Ramachandran

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. hoogerheide

**Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik**

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**The History Of Econometrics**

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**Econometric Methods And Applications**

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**Non-Linear Dynamics In Economic Theory**

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**The Collected Essays Of Richard E. Quandt**

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**Flexible Least Squares for Approximately Linear Systems**

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**The Folded t Distribution**

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**The Limits of Econometrics**

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**Sequential Nonlinear Estimation With Nonaugmented Priors**

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**Time-Varying Linear Regression Via Flexible Least Squares**

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**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

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**Some Properties and Applications of the Stuttering Generalized Waring Distribution**

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**A Probability Distribution Associated With Events With Multiple Occurrences**

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**Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems**

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**The Flexible Least Squares Approach to Time-Varying Linear Regression**

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**The Stuttering Generalized Waring Distribution**

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**Partial Independence and Finite Distributions**

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**A Search for Business Cycles with Spectral Analysis**

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