## 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 rising income inequality affect mortality rates in advanced economies?**

*by*Rebeira, Mayvis & Grootendorst, Paul V. & Coyte, Peter C. & Aguirregabiria, Victor

**The income-health gradient: Evidence from self-reported health and biomarkers using longitudinal data on income**

*by*Davillas, A.; Jones, A.M.; Benzeval, M.;

**Best Land Use with Negative Externalities: Determining Land Values from Residential Rents**

*by*Fuess, Roland & Koller, Jan A.

**Design and Analysis of simulation experiments : Tutorial**

*by*Kleijnen, J.P.C.

**Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)**

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

**Encompassing Of Nested and Non-nested Models:Energy-Growth Models**

*by*Nazir, Sidra

**Estimates of Net Capital Stock and Consumption of Fixed Capital for Australian States and Territories, 1990–2013**

*by*Mikhailitchenko, Serguei

**Can forbidden zones for the expectation explain noise influence in behavioral economics and decision sciences?**

*by*Harin, Alexander

**Text as Data**

*by*Matthew Gentzkow & Bryan T. Kelly & Matt Taddy

**Analysis of Households' Decision Using Full Demand Elasticity Estimates: an Estimation on Turkish Data**

*by*Okay Gunes

**A novel multivariate risk measure: the Kendall VaR**

*by*Matthieu Garcin & Dominique Guegan & Bertrand Hassani

**Three-stage estimation method for non-linear multiple time-series**

*by*Dominique Guegan & Giovanni De Luca & Giorgia Rivieccio

**On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story**

*by*Bernd Hayo

**Explicit Bayesian analysis for process tracing: guidelines, opportunities, and caveats**

*by*Tasha Fairfield & Andrew Charman

**Special issue on the theory and practice of differential privacy**

*by*Marco Gaboardi & Chris J. Skinner

**Utility indifference pricing and hedging for structured contracts in energy markets**

*by*Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu

**Joint modelling compared with two stage methods for analysing longitudinal data and prospective outcomes: a simulation study of childhood growth and BP**

*by*A. Sayers & J. Heron & A. Smith & C. Macdonald-Wallis & M. Gilthorpe & F. Steele & K. Tilling

**The numéraire property and long-term growth optimality for drawdown-constrained investments**

*by*Constantinos Kardaras & Jan Obłój & Eckhard Platen

**Stability of the exponential utility maximization problem with respect to preferences**

*by*Hao Xing

**Joint tests of contagion with applications to financial crises**

*by*Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin

**A new stock-price bubble with stochastically deflating trajectories**

*by*Benedikt Rotermann & Bernd Wilfling

**Impacto del número de estudiantes en un mismo salón sobre los resultados en las pruebas de estado para Colombia**

*by*María Juliana Rodríguez García y Daniel Alejandro Tascón Buchelly & Daniel Alejandro Tascón Buchelly

**Modeling and forecasting electricity price jumps in the Nord Pool power market**

*by*Oskar Knapik

**Human rights shaming through INGOs and foreign aid delivery**

*by*Simone Dietrich & Amanda Murdie

**Long waves in prices: new evidence from wavelet analysis**

*by*Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler

**Using linear regression to establish empirical relationships**

*by*Marno Verbeek

**A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators**

*by*Jochen Heberle & Cristina Sattarhoff

**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

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

**Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation**

*by*Ragnar Nymoen

**Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses**

*by*Seong Yeon Chang & Pierre Perron

**Consistency of Trend Break Point Estimator with Underspecified Break Number**

*by*Jingjing Yang

**Regime Switching Vine Copula Models for Global Equity and Volatility Indices**

*by*Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

**Goodness-of-Fit Tests for Copulas of Multivariate Time Series**

*by*Bruno Rémillard

**Testing for a Structural Break in a Spatial Panel Model**

*by*Aparna Sengupta

**Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries**

*by*Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes

**A Note on Identification of Bivariate Copulas for Discrete Count Data**

*by*Pravin Trivedi & David Zimmer

**Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression**

*by*Luis J. Álvarez

**The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience**

*by*Ahmed, Walid M.A.

**A unisex stochastic mortality model to comply with EU Gender Directive**

*by*Chen, An & Vigna, Elena

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

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

**Learning can generate long memory**

*by*Chevillon, Guillaume & Mavroeidis, Sophocles

**Bayesian mode regression using mixtures of triangular densities**

*by*Ho, Chi-san & Damien, Paul & Walker, Stephen

**Testing identifying assumptions in nonseparable panel data models**

*by*Ghanem, Dalia

**Estimation of average treatment effects with panel data: Asymptotic theory and implementation**

*by*Li, Kathleen T. & Bell, David R.

**Two-part models are robust to endogenous selection**

*by*Drukker, David M.

**Testing for asymmetric information in insurance markets: A test for ex ante moral hazard revisited**

*by*Rowell, David & Nghiem, Son Hong & Connelly, Luke B.

**Testing the Marshall-Lerner condition between the U.S. and other G7 member countries**

*by*Dong, Fang

**Does trend inflation make a difference?**

*by*Loberto, Michele & Perricone, Chiara

**The short-run price elasticity of demand for energy in the US**

*by*Youngsoo Kim & Younoh Kim & Vlad Radoias

**On the power of the simulation-based ADF test in bounded time series**

*by*Margherita Gerolimetto & Stefano Magrini

**La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015**

*by*Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi

**On The Motivation and Power of Stochastic Dominance Techniques for Multiple Wellbeing Comparisons**

*by*Gordon Anderson & Thierry Post

**Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects**

*by*Gordon Anderson & Thierry Post & Yoon-Jae Whang

**A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics**

*by*Jing Dai & Stefan Sperlich & Walter Zucchini

**Why do investors buy sovereign default insurance?**

*by*Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G.

**Distributional price effects of rent controls in Berlin: When expectation meets reality**

*by*Thomschke, Lorenz

**Inequality of opportunity in health: a decomposition-based approach**

*by*Carrieri, V. & Jones, M.A.

**A Topological View on the Identification of Structural Vector Autoregressions**

*by*Klaus Neusser

**Robust frontier estimation from noisy data: a Tikhonov regularization approach**

*by*Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold

**Predicting housing prices with Google searches in Finland**

*by*Widgrén, Joona

**Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach**

*by*Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

**Correcting for bias in hot hand analysis: Analyzing performance streaks in youth golf**

*by*Christopher Cotton & Frank McIntyre & Joseph Price

**Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models**

*by*Pillai N., Vijayamohanan

**How Do You Interpret Your Regression Coefficients?**

*by*Pillai N., Vijayamohanan

**L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine**

*by*BIJOU, MOHAMMED & ELHASSOUNI, MOHAMMED

**Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models**

*by*Li, Kunpeng & Li, Qi & Lu, Lina

**“Agricultural Economics and Rural Development - realities and perspectives for Romania”**

*by*Ursu, Ana

**The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach**

*by*Combey, Adama

**The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach**

*by*COMBEY, Adama

**Особенности Оценивания Гравитационных Моделей Международной Торговли**

*by*Shumilov, Andrei

**An inconsistency between certain outcomes and uncertain incentives within behavioral methods**

*by*Harin, Alexander

**A Binomial Tree to Price European and American Options**

*by*Brogi, Athos

**Does Financial Development Intensify Energy Consumption in Saudi Arabia?**

*by*Kumar, Mantu & Babu, M Suresh & Loganathan, Nanthakumar & Shahbaz, Muhammad

**Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants**

*by*Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad

**Financial development and environmental quality: The way forward**

*by*Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista

**Potential Output, Output Gap and Fiscal Stance: is the EC estimation of the NAWRU too sensitive to be reliable?**

*by*Fioramanti, Marco

**Investigating the Application of Queue Theory in the Nigerian Banking System**

*by*FARAYIBI, Adesoji

**The Relationship between Societal attributes, Feminine Leadership & Management Style: Responses from Pakistan's Urban Region Female-Owned Businesses**

*by*Faizan, Riffat & Haque, Adnan ul

**Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test**

*by*Hamrita, Mohamed Essaied & Mekdam, Mejdi

**Choosing the variables to estimate singular DSGE models: Comment**

*by*Iskrev, Nikolay & Ritto, Joao

**“Attitudes to Leadership and Voting: Finding the Efficient Frontier”**

*by*Davis, Brent

**Nonparametric hypothesis testing for equality of means on the simplex**

*by*Tsagris, Michail & Preston, Simon & T.A. Wood, Andrew

**Simultaneity of Crime Incidence in Mindanao**

*by*Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

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

*by*Abonazel, Mohamed R.

**Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties**

*by*Abonazel, Mohamed R.

**Analyzing the Factors for Creating Competition among Products**

*by*Alvi, Mohsin & Mirza, Mohammad Haris & Khan, M. Mubashir Q. & Aqeel, Beenish & Ikram, Midra

**Статистический Анализ Динамики Развития Сельского Хозяйства России В Постсоветский Период**

*by*Romanceva, Julia & Bautin, Vladimir

**Statistical research of labor resources of agriculture in the USA (according to the 2012 Census of agriculture)**

*by*Ukolova, Anna & Dashieva, Bayarma

**Estimating Egypt’s Potential Output: A Production Function Approach**

*by*El-Baz, Osama

**Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT**

*by*NJAMEN KENGDO, Arsène Aurélien

**Pratique des tests statistiques de conformité**

*by*Keita, Moussa

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

*by*Abonazel, Mohamed R.

**Capitale umano, innovazione tecnologica e divari economici nell’era post-knowledge? Un’analisi econometrica a livello sub nazionale**

*by*Lima, Rita

**How to decode Unemployment Persistence: An econometric framework for identifying and comparing the sources of persistence**

*by*Møller, Niels Framroze

**Çevre Kirliliği Ve Ekonomik Büyüme İlişkisi Gelişmiş ve Gelişmekte Olan Ülkelerin Veri Görselleştirme Kullanarak Karşılaştırılması**

*by*Ertürk, Mevlüde

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**Immigrants, Trust and Social Traps**

*by*Marini, Annalisa

**Inflation persistence in African countries: Does inflation targeting matter?**

*by*Phiri, Andrew

**The Role of Globalization on the Recent Evolution of Energy Demand in India: Implications for Sustainable Development**

*by*Shahbaz, Muhammad & Mallick, Hrushikesh & Kumar, Mantu & Sadorsky, Perry

**The Relationship of Government Revenue and Government Expenditure: A case study of Malaysia**

*by*Ullah, Nazim

**Assessing willingness to pay for marine and coastal ecosystems: A Case Study in Greece**

*by*Halkos, George & Galani, Georgia

**The drivers of public health spending: Integrating policies and institutions**

*by*Christine de la Maisonneuve & Rodrigo Moreno-Serra & Fabrice Murtin & Joaquim Oliveira Martins

**Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis**

*by*Nikolay Doudchenko & Guido W. Imbens

**Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty**

*by*Cosmin L. Ilut & Rosen Valchev & Nicolas Vincent

**Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments**

*by*Amanda E. Kowalski

**Homophily and Transitivity in Dynamic Network Formation**

*by*Bryan S. Graham

**Viewpoint: The Human Capital Approach to Inference**

*by*W. Bentley MacLeod

**Identification and Efficiency Bounds for the Average Match Function under Conditionally Exogenous Matching**

*by*Bryan S. Graham & Guido W. Imbens & Geert Ridder

**Multiple Hypothesis Testing in Experimental Economics**

*by*John A. List & Azeem M. Shaikh & Yang Xu

**Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone**

*by*Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti

**Are critical slowing down indicators useful to detect financial crises?**

*by*Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti

**Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion**

*by*Dominique Guegan & Bertrand K. Hassani

**A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis**

*by*Christopher F. Parmeter & Valentin Zelenyuk

**Model Averaging Estimators for the Stochastic Frontier Model**

*by*Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang

**Persistent and transient productive inefficiency in a regulated industry: electricity distribution in New Zealand**

*by*Massimo Filippini & William Greene & Giuliano Masiero

**The Impact of the Mining Boom in Colombia: the case of the gold**

*by*Jorge Barrientos Marín & Sebastián Ramírez & Elkin Tabares

**Couples' Retirement under Individual Pension Design: A Regression Discontinuity Study for France**

*by*Stancanelli, Elena G. F.

**On Nonparametric Identification of Treatment Effects in Duration Models**

*by*Johansson, Per & Lee, Myoung-jae

**Estimating More Precise Treatment Effects in Natural and Actual Experiments**

*by*Duleep, Harriet & Liu, Xingfei

**An extreme value analysis of the last century crises across industries in the U.S. economy**

*by*Marco Bee & Massimo Riccaboni & Luca Trapin

**Identification of Attrition Bias Using Different Types of Panel Refreshments**

*by*Adrian Chadi

**Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management**

*by*Brenda López Cabrera & Franziska Schulz & &

**The Information Industry: Measuring Russia By International Standards**

*by*Gulnara I. Abdrakhmanova & Galina G. Kovaleva & Natalia V. Bulchenko

**A Wavelet Analysis of the Environmental Kuznets Curve in France**

*by*MUTASCU Mihai & PEREAU Jean-Christophe & URSU Eugen

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

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

**The Power to Tax in Sub-Saharan Africa: LTUs, VATs, and SARAs**

*by*Christian EBEKE & Mario MANSOUR & Grégoire ROTA-GRAZIOSI

**The Power to Tax in Sub-Saharan Africa: LTUs, VATs, and SARAs**

*by*Christian EBEKE & Mario MANSOUR & Grégoire ROTA-GRAZIOSI

**Prospect Theory in the Heterogeneous Agent Model**

*by*Jan Polach & Jiri Kukacka

**European Commission's Forecasts Accuracy Revisited: Statistical Properties and Possible Causes of Forecast Errors**

*by*Marco Fioramanti, ISTAT & Laura González Cabanillas & Bjorn Roelstraete & Salvador Adrian Ferrandis Vallterra

**Spectral ranking using seriation**

*by*Fajwel Fogel & Alexandre d'Aspremont & Milan Vojnovic

**Fertility expectations and residential mobility in Britain**

*by*John Ermisch & Fiona Steele

**Semi-static completeness and robust pricing by informed investors**

*by*Beatrice Acciaio & Martin Larsson

**Discovering economic history in footnotes: the story of the Tong Taisheng merchant archive (1790-1850)**

*by*Debin Ma & Weipeng Yuan

**Reproductive history and post-reproductive mortality: a sibling comparison analysis using Swedish register data**

*by*Kieron Barclay & Katherine Keenan & Emily Grundy & Martin Kolk & Mikko Myrskylä

**Estimation for dynamic and static panel probit models with large individual effects**

*by*Wei Gao & Wicher Bergsma & Qiwei Yao

**Sequence analysis of call record data: exploring the role of different cost settings**

*by*Mark Hanly & Paul Clarke & Fiona Steele

**Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes: an application to the effects of stress on the cognitive function of nurses**

*by*Fiona Steele & Paul Clarke & George Leckie & Julia Allan & Derek Johnston

**Human capital and international portfolio diversification: a reappraisal**

*by*Lorenzo Bretscher & Christian Julliard & Carlo Rosa

**The quality of demographic data on older Africans**

*by*Sara Randall & Ernestina Coast

**Heterogeneous agglomeration**

*by*Giulia Faggio & Olmo Silva & William C. Strange

**Detecting outlying studies in meta-regression models using a forward search algorithm**

*by*Dimitris Mavridis & Irini Moustaki & Melanie Wall & Georgia Salanti

**Utility indifference valuation for non-smooth payoffs with an application to power derivatives**

*by*Giuseppe Benedetti & Luciano Campi

**Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models**

*by*Pauline Barrieu & Luitgard A.M. Veraart

**Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions**

*by*Silia Vitoratou & Ioannis Ntzoufras & Irini Moustaki

**A Bayesian approach to estimate changes in condom use from limited human immunodeficiency virus prevalence data**

*by*J. Dureau & K. Kalogeropoulos & P. Vickerman & M. Pickles & M. C. Boily

**Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured?**

*by*Amanda E. Kowalski

**Evaluación de pronósticos de las reservas internacionales netas en Colombia**

*by*Óscar Andrés Espinosa Acuña

**The Power to Tax in Sub-Saharan Africa: LTUs, VATs, and SARAs**

*by*Christian EBEKE & M MANSOUR & Grégoire ROTA-GRAZIOSI

**Tracking Changes in the Intensity of Financial Sector's Systemic Risk**

*by*Xisong Jin & Francisco Nadal De Simone

**Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey**

*by*Simon Richards & Matthieu Verstraete

**Disoccupazione strutturale in Italia e regole europee di bilancio**

*by*Alessandro Cianci

**Assessing Gamma kernels and BSS/LSS processes**

*by*Ole E. Barndorff-Nielsen

**A generalized exponential time series regression model for electricity prices**

*by*Niels Haldrup & Oskar Knapik & Tommaso Proietti

**Empleabilidad y déficit formativo de los egresados universitarios**

*by*Rafaela Pizarro-Barceló & Mercedes Herrero-Montagud

**¿De qué depende el conocimiento financiero?**

*by*Ignacio Amate Fortes & Almudena Guarnido Rueda & Francisco José Oliver Márquez

**An Introduction to Stata Programming, Second Edition**

*by*Christopher F Baum

**Tax reforms with vector autoregression analysis: Ecuador case**

*by*Fabricio Zanzzi & Ana Lisbeth Cordero Linzán & Mayra Gabriela Cordero Linzán

**Multidimensional poverty: an index for Ecuador using Alkire and Foster methodology**

*by*Sebastián Burgos Dávila & Fernando Cando Ortega

**An evolutionary analysis of collaboration networks in scientometrics**

*by*Yuehua Zhao & Rongying Zhao

**Cost-of-illness studies based on massive data: a prevalence-based, top-down regression approach**

*by*Björn Stollenwerk & Thomas Welchowski & Matthias Vogl & Stephanie Stock

**Linear regression with an estimated regressor: applications to aggregate indicators of economic development**

*by*Lingsheng Meng & Binzhen Wu & Zhaoguo Zhan

**How to Select Change Agents in Organizations? A Comparison of the Classical and Network Approaches (Jak wybrac agentow zmian w organizacji? Porownanie metod klasycznych i sieciowych)**

*by*Anita Zbieg & Dominik Batorski & Blazej Zak

**Análisis, aplicación y comparación de tres métodos estadísticos en la estimación del VaR y el EVaR**

*by*Urbina Rugeiro, Jaime Iván & Núñez Antonio, Gabriel & Saavedra Barrera, Patricia

**The diffusion of an integrated Activity-Based Costing (ABC) with the Economic Value Added (EVA) next to Tunisian enterprises**

*by*Habib Affes

**Venture capital and private equity investment strategies in selected European countries**

*by*Krzysztof Dziekoñski & S³awomir Ignatiuk

**Venture capital and private equity investment preferences in selected countries**

*by*Krzysztof Dziekoñski & S³awomir Ignatiuk

**Influence Factors of the Economic Development Level Across European Countries**

*by*Diana Ioana POPA

**Modeling Energy Prices with a Markov-Switching dynamic regression model: 2005-2015**

*by*Georgios Galyfianakis & Evagelos Drimbetas & Nikolaos Sariannidis

**Do Multiple Housing Bubbles Exist in China? Further Evidence from Generalized Sup ADF Tests**

*by*Wen-Chi LIU

**Improving the Methodology of Market Structures Analysis with Innovative Concepts for "Phase-Structure States" and "Set Concentration Index"**

*by*Iliyan Petrov

**Website quality and performance indicators including ratio numbers – A study of German and Danish SME companies**

*by*Heiko Thimm & Karsten Boye Rasmussen & Wolfgang Gohout

**Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices**

*by*Phillip A. Cartwright & Natalija Riabko

**Changing Tastes: Estimating Changing Attribute Prices in Hedonic and Repeat Sales Models**

*by*Tao Chen & John P. Harding

**Persistent and transient productive inefficiency: a maximum simulated likelihood approach**

*by*Massimo Filippini & William Greene

**Logit Scaling: A General Method for Alignment in Microsimulation models**

*by*Peter Stephensen

**Exportaciones de manufacturas de origen industrial (moi) en Argentina. Manufactured exports of industrial origin (moi) in Argentina**

*by*Luis N. Lanteri

**Fixed- b Inference for Testing Structural Change in a Time Series Regression**

*by*Cheol-Keun Cho & Timothy J. Vogelsang

**The Status of Bridge Principles in Applied Econometrics**

*by*Bernt P. Stigum

**Testing for the Equality of Integration Orders of Multiple Series**

*by*Man Wang & Ngai Hang Chan

**Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency**

*by*Kyoo il Kim

**Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models**

*by*Richard A. Ashley & Xiaojin Sun

**Generalized Information Matrix Tests for Detecting Model Misspecification**

*by*Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner

**Panel Cointegration Testing in the Presence of Linear Time Trends**

*by*Uwe Hassler & Mehdi Hosseinkouchack

**Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation**

*by*Badi H. Baltagi & Chihwa Kao & Bin Peng

**Pair-Copula Constructions for Financial Applications: A Review**

*by*Kjersti Aas

**Social Networks and Choice Set Formation in Discrete Choice Models**

*by*Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

**Oil Price and Economic Growth: A Long Story?**

*by*María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés

**Editorial Announcement**

*by*Kerry Patterson

**Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters**

*by*Wen Xu

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

**Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited**

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Econometrics Editorial Office

**Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets**

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

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

*by*Umberto Triacca

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

*by*Flavia Barsotti & Simona Sanfelici

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

*by*Bhargab Chattopadhyay & Shyamal Krishna De

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

*by*Daniel A. Griffith & Yongwan Chun

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

*by*Masayuki Hirukawa & Mari Sakudo

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

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

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

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

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

*by*Marc S. Paolella

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

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**New Directions In Econometric Practice, Second Edition**

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

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