## 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 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.

**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

**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

**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

**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

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

*by*Dominique Guegan & Bertrand K. Hassani

**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

**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

**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

**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

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

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

**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

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

*by*Christopher F Baum

**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

**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

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

*by*Iliyan Petrov

**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

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

*by*Luis N. Lanteri

**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**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Building a Structural Model: Parameterization and Structurality**

*by*Michel Mouchart & Renzo Orsi

**Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1**

*by*Charles B. Moss & James F. Oehmke & Alexandre Lyambabaje & Andrew Schmitz

**Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series**

*by*Nunzio Cappuccio & Diego Lubian

**Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence**

*by*Ba Chu & Stephen Satchell

**A Method for Measuring Treatment Effects on the Treated without Randomization**

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

**Computational Complexity and Parallelization in Bayesian Econometric Analysis**

*by*Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Francesco Audrino & Yujia Hu

**Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız

**Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth**

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

**A Conditional Approach to Panel Data Models with Common Shocks**

*by*Giovanni Forchini & Bin Peng

**Forecasting Value-at-Risk under Different Distributional Assumptions**

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

**Bayesian Calibration of Generalized Pools of Predictive Distributions**

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

**The Evolving Transmission of Uncertainty Shocks in the United Kingdom**

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

*by*Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk

**Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns**

*by*Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

**Evolutionary Sequential Monte Carlo Samplers for Change-Point Models**

*by*Arnaud Dufays

**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**

*by*Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP**

*by*John Geweke

**Dynamic transmissions between Sukuk and bond markets**

*by*Maghyereh, Aktham I. & Awartani, Basel

**Modelling the joint dynamics of oil prices and investor fear gauge**

*by*Ji, Qiang & Fan, Ying

**Changes in the distribution of land prices in urban China during 2007–2012**

*by*Qin, Yu & Zhu, Hongjia & Zhu, Rong

**Cost of capital and US investment: Does financing matter after all?**

*by*Simmons-Süer, Banu

**Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets**

*by*Guidi, Francesco & Savva, Christos S. & Ugur, Mehmet

**Should we care about the uncertainty around measures of political-economic development?**

*by*Desbordes, Rodolphe & Koop, Gary

**The happiness gap in Eastern Europe**

*by*Djankov, Simeon & Nikolova, Elena & Zilinsky, Jan

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

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

**Dutch mortgages: Impact of the crisis on probability of default**

*by*Kroot, Jan & Giouvris, Evangelos

**Negative bubbles and shocks in cryptocurrency markets**

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

**Evaluating energy security of resource-poor economies: A modified principle component analysis approach**

*by*Li, Yingzhu & Shi, Xunpeng & Yao, Lixia

**The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes**

*by*Maghyereh, Aktham I. & Awartani, Basel & Bouri, Elie

**Credit market freedom and cost efficiency in US state banking**

*by*Chortareas, Georgios & Kapetanios, George & Ventouri, Alexia

**Is it Brownian or fractional Brownian motion?**

*by*Li, Meiyu & Gençay, Ramazan & Xue, Yi

**A topological view on the identification of structural vector autoregressions**

*by*Neusser, Klaus

**Robust determination for the number of common factors in the approximate factor models**

*by*Wu, Jianhong

**Giving Gini direction: An asymmetry metric for economic disadvantage**

*by*Bowden, Roger J.

**Paridades de poder adquisitivo para América Latina y el Caribe, 2005-2013: métodos y resultados**

*by*Epstein, Hernán & Marconi, Salvador

**A Generalized Autoregressive Conditional Heteroscedastic Approach for the Assessment of Weak-form-efficiency and Seasonality Effect: Evidence from Mauritius**

*by*Sheereen Fauzel

**An Empirical Analysis of the Prominent Roles of Taxations in the Synchronicity on Boost of Maritime Industry in Singapore**

*by*V. U. Duc Cong & Kihwan Lee & V. U. Hoang Long

**Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study**

*by*Yoshimasa Uematsu & Shinya Tanaka

**Is there a Modi effect in per Capita Income of Gujarat?**

*by*Vinod Mishra & Ankita Mishra

**The optimality of non-optimal GMM estimation of parameters of interest and the partial asymptotic efficiency of 2SLS estimation**

*by*Heather L. Bednarek & Hailong Qian

**Financial Impacts and antecedents of CSR: a PLS Path Modelling Approach**

*by*Jean-michel Sahut & Medhi Mili & Sana Ben Tekaya & FrÃ©dÃ©ric Teulon

**Financial Integration and Japanese Stock market Performance**

*by*Sandrine Kablan & Khaled Guesmi

**Consumption and Money Uncertainty at the Zero Lower Bound**

*by*Riyad Abubaker

**Price co-movement in the principal skim milk powder producing regions: a wavelet analysis**

*by*Panos Fousekis & Vasilis Grigoriadis

**Density estimation based on pointwise mutual information**

*by*Akimitsu Inoue

**The growth of the service sector in Palestine: the productivity challenge**

*by*Rabeh Morrar & Faïz Gallouj

**Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries**

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

**How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data**

*by*Gregor Bäurle & Elizabeth Steiner

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

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

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

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

**The Income-Health Relationship â€œBeyond the Meanâ€ : New Evidence from Biomarkers**

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

**Cointegration of Matched Home Purchases and Rental Price Indexes Â¨C Evidence from Singapore**

*by*Jing Li & Badi Baltagi

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

*by*Dominique Gu�gan & Bertrand Hassani

**The Spectral Stress VaR (SSVaR)**

*by*Dominique Gu�gan & Bertrand Hassani & Kehan Li

**Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach**

*by*Mototsugu Shintani & Zi-yi Guo

**The Role of Spatial and Temporal Structure for Residential Rent Predictions**

*by*Fuess, Roland & Koller, Jan

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

*by*Basu, Deepankar &

**A ’Jump’ in the Stochasticity of the Solow-Swan Growth Model**

*by*Claude Diebolt & Tapas Mishra & Mamata Parhi

**Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)**

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

**Estimating the Variance of the Predictor in Stochastic Kriging**

*by*Kleijnen, J.P.C. & Mehdad, Ehsan

**Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review**

*by*Kleijnen, J.P.C.

**Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging**

*by*Mehdad, Ehsan & Kleijnen, J.P.C.

**Validating the Assumptions of Sequential Bifurcation in Factor Screening**

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

**Stochastic Intrinsic Kriging for Simulation Metamodelling**

*by*Mehdad, Ehsan & Kleijnen, J.P.C.

**The Cyclically Adjusted Budget: History and Exegesis of a Fateful Estimate**

*by*Orsola Costantini

**A new monthly indicator of global real economic activity**

*by*Ravazzolo, Francesco & Vespignani, Joaquin

**Impact de productivitÃ© des infrastructures: Une application au QuÃ©bec**

*by*DorothÃ©e Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard

**Productivity Drivers of Efficiency in Banking: Importance of Model Specifications**

*by*Natalya Zelenyuk & Valentin Zelenyuk

**Estimation and prediction of an Index of Financial Safety of Tunisia**

*by*Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi

**A novel, divergence based, regression for compositional data**

*by*Tsagris, Michail

**Identifying the Median Path of a Stochastic Processes**

*by*Bell, Peter N

**Financial Methods: A Quantitative Approach**

*by*Giandomenico, Rossano

**Estimating the Constant Elasticity of Substitution Function of Rice Production.The case of Vietnam in 2012**

*by*BUI, LINH & HOANG, HUYEN & BUI, HANG

**省级财政支出效率空间溢出效应研究：基于超效率dea和gsm模型**

*by*Xu, Kun & Guan, Zhihua & Xu, Wenli

**中国政府消费支出对经济波动的传导机理分析**

*by*Xu, Kun & Xu, Wenli

**R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models**

*by*Abonazel, Mohamed R.

**Modelling the Clustering Volatility of India's Wholesales Price Index and the Factors Affecting it**

*by*Azimi, Mohammad Naim

**Is CPI generated from stationary process? An investigation on unit root hypothesis of India’s CPI**

*by*Azimi, Mohammad Naim

**Population food security assessment – a methodological approach**

*by*Alexandri, Cecilia

**How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models**

*by*Abonazel, Mohamed R.

**Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels**

*by*Troug, Haytem Ahmed & Murray, Matt

**Estimating Aggregate Demand in Egypt**

*by*Emara, Noha & Mordos, Elise & Tyagi, Sonika

**A Portrait of Diversity In Indonesian Traditional Cuisine**

*by*Situngkir, Hokky & Maulana, Ardian & M. Dahlan, Rolan

**Does Renewable Energy Consumption and Health Expenditure Decrease Carbon Dioxide Emissions? Evidence for sub-Saharan Africa Countries**

*by*Apergis, Nicholas & Ben Jebli, Mehdi

**The Impact of Regional Integration on Intra-Arab Trade in Agrifood Commodities: A Panel Data Approach**

*by*Abu Hatab, Assem

**Problems of utility and prospect theories. A “certain–uncertain” inconsistency within their experimental methods**

*by*Harin, Alexander

**Functional generalized autoregressive conditional heteroskedasticity**

*by*Aue, Alexander & Horvath, Lajos & Pellatt, Daniel

**On the Causal Nexus of Road Transport CO2 Emissions and Macroeconomic Variables in Tunisia: Evidence from Combined Cointegration Tests**

*by*Shahbaz, Muhammad & Khraief, Naceur & Dhaoui, Abderrazak

**Does Globalization Impede Environmental Quality in India?**

*by*Shahbaz, Muhammad & Mallick, Hrushikesh & Kumar, Mantu & Loganathan, Nanthakumar

**On Capturing the Spreading Dynamics over Trading Prices in the Market**

*by*Situngkir, Hokky

**Are Fluctuations in Gas Consumption Per Capita Transitory? Evidence from LM Unit Root Test with Two Structural Breaks**

*by*Shahbaz, Muhammad & Solarin, Sakiru Adebola & Mallick, Hrushikesh

**Nexus between Tourism demand and output per capita with relative importance of trade and financial development: A study of Malaysia**

*by*Shahbaz, Muhammad & Kumar, Ronald Ravinesh & Ivanov, Stanislav & Loganathan, Nanthakumar

**Natural Gas Consumption and Economic Growth: The Role of Foreign Direct Investment, Capital Formation and Trade Openness in Malaysia**

*by*Solarin, Sakiru Adebola & Shahbaz, Muhammad

**An existence theorem for bounds on the expectation of a random variable. Its opportunities for utility theories. V. 2**

*by*Harin, Alexander

**Hausman tests for the error distribution in conditionally heteroskedastic models**

*by*Zhu, Ke

**Introduction à l'Econométrie**

*by*Keita, Moussa

**An existence theorem for bounds (restrictions) on the expectation of a random variable. Its opportunities for utility and prospect theories**

*by*Harin, Alexander

**Tax Policy and Economic Growth: A Semi-Parametric Approach Using AMT**

*by*Shafi, Maryam & Asghar, Zahid

**Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies**

*by*Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio

**How much can we identify from repeated games?**

*by*Abito, Jose Miguel

**Korelasi Bebas-skala dalam Studi Geo-politik Pemilihan**

*by*Maulana, Ardian & Situngkir, Hokky

**Determinants of completions and completion deficits in VET: Evidence from Australia**

*by*Fieger, Peter

**Decomposition of the European GDP based on Singular Spectrum Analysis**

*by*Leon, Costas

**Estimating Consumption function under Permanent Income Hypothesis: A comparison between Nigeria and South Africa**

*by*Alimi, R. Santos

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

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

**New Fractional Dickey and Fuller Test**

*by*Bensalma, Ahmed

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

*by*Yang, Bill Huajian & Du, Zunwei

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

*by*Lee, JiHyung

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

*by*BEN ZAIED, YOUNES & Zouabi, Oussama

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

*by*Harin, Alexander

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**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

**A development model of a dualistic economy. The Italian case**

*by*Fusari, Angelo

**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 financialï¿½real 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

**Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies**

*by*Hao MENG & Wei-Xing ZHOU & Didier SORNETTE

**Probability Theory with Economic Applications**

*by*Efe A. Ok

**A Course of Econometrics**

*by*D.S.G. Pollock