## 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 &

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

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

**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

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

*by*Cerqueti, Roy & Lupi, Claudio

**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

**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 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

**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

**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

**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

**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

**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

**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

**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

**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.

**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

**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**

*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

**Weighted pairwise likelihood estimation for a general class of random effects models**

*by*Vassilis G. S. Vasdekis & Dimitris Rizopoulos & Irini Moustaki

**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

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**Eliciting Student Expectations Of The Returns To Schooling**

*by*Jeff Dominitz & Charles F. Manski

**Testing the null of stationarity in the presence of structural breaks for multiple time series**

*by*Ahn & Byung Chul

**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

*by*Joel L. Horowitz & Charles F. Manski

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

**Wavelets in Econometrics: An Application to Outlier Testing**

*by*Seth A. Greenblatt

**Markov Chain Monte Carlo Simulation Methods in Econometrics**

*by*Siddhartha Chib & Edward Greenberg

**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

*by*Robert A. Amano & Tony S. Wirjanto

**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

*by*Mark J. Jensen

**Goodness-of-Fit for Revealed Preference Tests**

*by*Hal R. Varian

**Natural and Quasi- Experiments in Economics**

*by*Bruce D. Meyer

**Comparing Predictive Accuracy**

*by*Francis X. Diebold & Robert S. Mariano

**Interpreting Tests of the Convergence Hypothesis**

*by*Andrew B. Bernard & Steven N. Durlauf

**On prediction and chaos in stochastic systems**

*by*Howell Tong & Qiwei Yao

**On subset selection in non-parametric stochastic regression**

*by*Qiwei Yao & Howell Tong

**Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’**

*by*Chris J. Skinner

**Quantifying the influence of initial values on nonlinear prediction**

*by*Qiwei Yao & Howell Tong

**Macroeconometric Modelling**

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**The Methodology Of Econometrics**

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**Time Series**

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**The History Of Econometrics**

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**Simultaneous Equations Estimation**

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**Econometric Methods And Applications**

*by*G. S. Maddala

**Sturdy Econometrics**

*by*Edward E. Leamer

**Studies in Econometric Theory**

*by*Takeshi Amemiya

**A Dictionary Of Econometrics**

*by*Adrian C. Darnell

**Chaos and Non-Linear Models in Economics**

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**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

**Nonparametric Multivariate Regression Subject to Constraint**

*by*S. M. Goldman & P. A. Ruud

**A Predictive Approach to Model Selection and Multicollinearity**

*by*Edward Greenberg & Robert P. Parks

**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

*by*Walter Teets & Robert P. Parks

**Using Geographic Variation in College Proximity to Estimate the Return to Schooling**

*by*David Card

**Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes**

*by*Lars Peter Hansen & Jose Alexandre Scheinkman

**A Multicriteria Approach to Dynamic Estimation**

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

**The Econometrics Of Panel Data**

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**Non-Linear Dynamics In Economic Theory**

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**Linear and Nonlinear Associative Memories for Parameter Estimation**

*by*Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.

**A Computer-based System for the Management of Field Crop Pests**

*by*Bhatti, S. A. & Hameed, N. & C., Inayatullah

**New Directions In Econometric Practice**

*by*Wojciech W. Charemza & Derek F. Deadman

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

*by*Richard E. Quandt

**Macroeconomic Modelling Of The Long Run**

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**A Unified Approach to Dynamic Estimation**

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

**Work by Robert Kalaba on Multicriteria Estimation**

*by*Tesfatsion, Leigh S.

**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

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

**Sunspot equilibrium as a game theoretical solution concept**

*by*Forges, Françoise

**Une discipline dans tous ses états: La statistique à travers ses traités (1800–1914)**

*by*Armatte, Michel

**On a Testing Procedure for Model Selection**

*by*Panaretos, John & Psarakis, Stelios

**Estimating demand and supply of edible oil in Pakistan**

*by*Haq, Rashida

**An Organizing Principle for Dynamic Estimation**

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

**U.S. Money Demand Instability: A Flexible Least Squares Approach**

*by*Tesfatsion, Leigh S. & Veitch, J.

**A Further Note on Flexible Least Squares and Kalman Filtering**

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

**Flexible Least Squares for Approximately Linear Systems**

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

**On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions**

*by*Panaretos, John

**The Folded t Distribution**

*by*Psarakis, Stelios & Panaretos, John

**The Limits of Econometrics**

*by*Adrian C. Darnell & J. L. Evans

**Sequential Nonlinear Estimation With Nonaugmented Priors**

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

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

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

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

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

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

*by*Panaretos, John

**On the Evolution of Surnames**

*by*Panaretos, John

**A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data**

*by*Panaretos, John

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

*by*Panaretos, John & Xekalaki, Evdokia

**On Some Distributions Arising in Inverse Cluster Sampling**

*by*Xekalaki, Evdokia & Panaretos, John

**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

*by*Lallmahomed, Naguib & Taubert, Peter

**Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score**

*by*Peeters, H.M.M.

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

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

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

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

**Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken**

*by*Franssen, M.M.E. & Peeters, H.M.M.

**On a Functional Equation for the Generating Function of the Logarithmic Series Distribution**

*by*Panaretos, John

**The Stuttering Generalized Waring Distribution**

*by*Panaretos, John & Xekalaki, Evdokia

**On Some Distributions Arising from Certain Generalized Sampling Schemes**

*by*Panaretos, John & Xekalaki, Evdokia

**On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions**

*by*Panaretos, John & Xekalaki, Evdokia

**Partial Independence and Finite Distributions**

*by*Panaretos, John

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

*by*Dale, Charles

**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