## 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.

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

*by*Basu, Deepankar &

**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

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

*by*Anton Samoilenko & Kristie Carter

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

*by*Wicher Bergsma & Andries van der Ark

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

*by*Joseph Clougherty & Tomaso Duso

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

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

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

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

**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

**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

**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

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

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

**A comparison of Expected Shortfall estimation models**

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

**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

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

*by*Bernstein, Ronald & Madlener, Reinhard

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

*by*Chen, Bin

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**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

**Gender based within-household inequality in immunization status of children: some evidence from South Asian countries**

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

**Measuring financial inclusion**

*by*Mandira Sarma

**Efficiency of monetary policy under inflation targeting**

*by*Abdelkader Aguir & Mounir Smida

**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

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

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

**Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic developement relation for advanced countries**

*by*Antonio Musolesi & Massimiliano Mazzanti

**Modeling structural change in the European metropolitan areas during the process of economic integration**

*by*Christian Longhi & Antonio Musolesi & Catherine Beaumont

**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.

**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

**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.

**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

**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**

*by*Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger

**Divorcing Upon Retirement: A Regression Discontinuity Study**

*by*Stancanelli, Elena G. F.

**Oil prices impact on stock markets: what we learned for the case of oil exporting countries?**

*by*Khaled Guesmi & Salma Fattoum & Zied Ftiti

**Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries**

*by*Khaled Guesmi & Ilyes Abid & Olfa Kaabia

**The Cult of statistical significance - A Review**

*by*Sripad Motiram

**Determinants of Subjective Well-Being in Portugal: A Micro-Data Study**

*by*Sara Ramos & Elias Soukiazis

**Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**Minimum Distance Estimation of Dynamic Models with Errors-In-Variables**

*by*Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena

**Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach**

*by*Massimo Filippini & William Greene

**Enhanced Measurement of Energy Market Integration in East Asia: An Application of Dynamic Principal Component Analysis**

*by*Dandan ZHANG & Xunpeng SHI & Yu SHENG

**Effects of wind strength and wave height on ship incident risk: regional trends and seasonality**

*by*Heij, C. & Knapp, S.

**Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences**

*by*Chang, C-L. & McAleer, M.J.

**Matching a distribution by matching quantiles estimation**

*by*Nikolaos Sgouropoulos & Qiwei Yao & Claudia Yastremiz

**The use of accuracy indicators to correct for survey measurement error**

*by*Damião Nóbrega Da Silva & Chris J. Skinner

**The item count method for sensitive survey questions: modelling criminal behaviour**

*by*Jouni Kuha & Jonathan Jackson

**On the effectiveness of devaluations in emerging and developing countries**

*by*Carl Grekou

**Reasonable Sample Sizes for Convergence to Normality**

*by*Carsten Schröder & Shlomo Yitzhaki

**Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal**

*by*Ndiaye, Cheikh Tidiane & Bates, Samuel

**Discounting the Distant Future**

*by*J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perello

**Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity**

*by*K. Sudhir & Nathan Yang

**Monetarism rides again? US monetary policy in a world of Quantitative Easing**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

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

*by*Wickens, Michael R.

**Understanding Uncertainty Shocks and the Role of Black Swans**

*by*Orlik, Anna & Veldkamp, Laura

**Spatial Methods**

*by*Gibbons, Steve & Overman, Henry G & Patacchini, Eleonora

**Spatial Methods**

*by*Steve Gibbons & Henry G. Overman & Eleonora Patacchini

**Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta)**

*by*Julián R. Siri & José P. Dapena

**Monetarism rides again? US monetary policy in a world of Quantitative Easing**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

**A Synthesis of the Grossman and Becker-Murphy Models of Health and Addiction: Theoretical and Empirical Implications**

*by*Andrew Jones & Audrey Laporte & Nigel Rice & Eugenio Zucchelli

**On the Practice of Lagging Variables To Avoid Simultaneity**

*by*W. Robert Reed

**Generalized Diffusion Indexes of Mexican State and Sectorial Economic Activity**

*by*Guerrero Santiago & Martínez-Ovando Juan Carlos

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

*by*Juselius, Katarina

**Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes**

*by*Marco Gallegati

**Marine Fisheries and Mariculture in Croatia: Economic and Trade Analysis.Data Envelopment Analysis with Missing Data: An Application to Life Insurance Industry in Taiwan**

*by*Yao-Hung Yang, Yueh-Chiang Lee.

**Illegális tevékenységek a svéd, a holland és a magyar statisztika alapján**

*by*Sárkány, Péter

**Factores que influyen en la satisfacción laboral de una universidad ecuatoriana**

*by*Marco Flores-Calero & Cristina Manzano & Santiago López

**Paradoxes of Poverty in Russia in Conditions of Growth of Highly Profitable Sectors of Economy**

*by*Sergey A. Surkov & Ellen G. Trofimova

**Optimal Sizing ofStand-Alone Photovoltaic Energy Systems and Battery Storage Combination for Armidale NSW, Australia**

*by*Yasser Maklad

**A Hybrid RenewableEnergy System (Wind and Solar) Size Optimization and Costing for Residential Buildings in Urban Armidale NSW, Australia**

*by*Yasser Maklad

**Preliminary Possibility of Utilising Renewable Energy for Domestic Electricity Generation in Rural and Regional Australia**

*by*Yasser Maklad

**Burnout Research on Junior Administrative Police Officers in the Police Department**

*by*Hidayet Tiftik

**Selecting an Optimal Resource Allocation Model to Consumptions in Banks of Iran**

*by*Hooman Malek & Ghodratollah Emamverdi & Mina Saheb Kashani

**The Biggest Myth in Spatial Econometrics**

*by*James P. LeSage & R. Kelley Pace

**Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test**

*by*Francesca Di Iorio & Umberto Triacca

**Success at the Summer Olympics: How Much Do Economic Factors Explain?**

*by*Pravin K. Trivedi & David M. Zimmer

**A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model**

*by*Michael Pfaffermayr

**Asymmetry and Leverage in Conditional Volatility Models**

*by*Michael McAleer

**Two-Part Models for Fractional Responses Defined as Ratios of Integers**

*by*Harald Oberhofer & Michael Pfaffermayr

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**Issizlikte Histeri Etkisi: Turkiye Ornegi**

*by*Taha Bahadir SARAC

**Opaque financial reports and R2: Revisited**

*by*Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek

**From indications to indicators: Measuring regional leadership in the UN context**

*by*Drieskens, Edith & Van Genderen, Ruben & Reykers, Yf

**System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies**

*by*Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme

**Elimination and selection by aspects in health choice experiments: Prioritising health service innovations**

*by*Erdem, Seda & Campbell, Danny & Thompson, Carl

**New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming**

*by*Manahov, Viktor & Hudson, Robert & Linsley, Philip

**Validation of positive quadrant dependence**

*by*Ledwina, Teresa & Wyłupek, Grzegorz

**An econometric framework for evaluating the efficiency of a market for transmission congestion contracts**

*by*Mount, Timothy D. & Ju, Jaeuk

**Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization**

*by*Arreola Hernandez, Jose

**The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence**

*by*Rosa, Carlo

**A framework for tracking changes in the intensity of investment funds' systemic risk**

*by*Jin, Xisong & Nadal De Simone, Francisco

**Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003**

*by*Etile, Fabrice

**Likelihood inference in some finite mixture models**

*by*Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie

**Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics**

*by*McElroy, Tucker S. & Politis, Dimitris N.

**Testing multiple inequality hypotheses: A smoothed indicator approach**

*by*Chen, Le-Yu & Szroeter, Jerzy

**Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence**

*by*Kim, Hyun Hak & Swanson, Norman R.

**Bayesian inference does not lead you astray…on average**

*by*Francetich, Alejandro & Kreps, David

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*by*Duan, Yunpeng & Xue, Yi

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**Variables aleatorias**

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**A Generating Model Involving Pascal and Logarithmic Series Distributions**

*by*Panaretos, John

**Identifiability of Compound Poisson Distributions**

*by*Xekalaki, Evdokia & Panaretos, John

**On Moran's Property of the Poisson Distribution**

*by*Panaretos, John

**Unique Properties of Some Distributions and Their Applications**

*by*Panaretos, John

**On a Structural Property of Finite Distributions**

*by*Panaretos, John

**An Extension of the Damage Model**

*by*Panaretos, John

**On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem**

*by*Panaretos, John

**Morbidity and pollution: model specification analysis for time-series data on hospital admissions**

*by*Krumm, Ronald J. & Graves, Philip E.

**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

*by*Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S.

**On the Relationship between the Conditional and Unconditional Distribution of a Random Variable**

*by*Panaretos, John

**A Characterization of the Negative Multinomial Distribution**

*by*Panaretos, John

**On the Joint Distribution of Two Discrete Random Variables**

*by*Panaretos, John

**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**G-Inverses of matrix products**

*by*Werner,Hans-Joachim

**The travelling salesman problem for unbounded random points**

*by*Schuerger,Klaus

**A dynamic model of the financial–real interaction as a model selection criterion for nonparametric stock market prediction**

*by*Peter Woehrmann

**Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models**

*by*Peter Woehrmann & Willi Semmler & Martin Lettau

**Boundary Distributions in Testing Inequality Hypotheses**

*by*Fathali Firoozi

**RNS e l’informazione statistica oltre la scala e la risoluzione dei dati**

*by*Gianluigi Salvucci & Valerio Vitale & Edoardo Patruno

**The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)**

*by*Mark Andor & Frederik Hesse

**A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates**

*by*Mark Andor & Frederik Hesse

**The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange**

*by*Timotheos Angelidis & Alexandros Benos

**Nonlinear Effects of Inflation on Growth: Comment**

*by*Richard C.K. Burdekin & Arthur T. Denzau & Manfred W. Keil & Thitithep Sitthiyot & Thomas D. Willett

**When Does Inflation Hurt Economic Growth? Different Nonlinearities for Different Economies**

*by*Richard C.K. Burdekin & Arthur T. Denzau & Manfred W. Keil & Thitithep Sitthiyot & Thomas D. Willett

**Probability Theory with Economic Applications**

*by*Efe A. Ok

**A Course of Econometrics**

*by*D.S.G. Pollock

**Estrategias de Marketing para la gestiÃ³n pÃºblico-privada del comercio de GuipÃºzcoa. Un modelo basado en el anÃ¡lisis cluster**

*by*Elizagarate Gutiérrez, Victoria & Mediano Serrano, Lucía & Domingo Prieto, Maite

**Cluster analisiaren aplikazio bat ekonomian Donostiako auzoen ikerketa**

*by*Zubia Zubiaurre, Marian