## 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.

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

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

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

*by*Bernd Hayo

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

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

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

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

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

*by*Gordon Anderson & Thierry Post

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

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

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

*by*Jing Dai & Stefan Sperlich & Walter Zucchini

**Mapa y jerarquía espacial de la pobreza en México. Un nuevo procedimiento para identificar el patrón espacial de los problemas sociales**

*by*Treviño C., Jesús A.

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

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

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

*by*Thomschke, Lorenz

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

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

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

*by*Klaus Neusser

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

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

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

*by*Widgrén, Joona

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

*by*Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

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

*by*Christopher Cotton & Frank McIntyre & Joseph Price

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

*by*BIJOU, MOHAMMED & ELHASSOUNI, MOHAMMED

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

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

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

*by*Ursu, Ana

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

*by*Combey, Adama

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

*by*COMBEY, Adama

**Особенности Оценивания Гравитационных Моделей Международной Торговли**

*by*Shumilov, Andrei

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

*by*Harin, Alexander

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

*by*Brogi, Athos

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

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

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

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

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

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

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

*by*Fioramanti, Marco

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

*by*FARAYIBI, Adesoji

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

*by*Faizan, Riffat & Haque, Adnan ul

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

*by*Hamrita, Mohamed Essaied & Mekdam, Mejdi

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

*by*Iskrev, Nikolay & Ritto, Joao

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

*by*Davis, Brent

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

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

**Simultaneity of Crime Incidence in Mindanao**

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

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

*by*Abonazel, Mohamed R.

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

*by*Abonazel, Mohamed R.

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

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

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

*by*Romanceva, Julia & Bautin, Vladimir

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

*by*Ukolova, Anna & Dashieva, Bayarma

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

*by*El-Baz, Osama

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

*by*NJAMEN KENGDO, Arsène Aurélien

**Pratique des tests statistiques de conformité**

*by*Keita, Moussa

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

*by*Abonazel, Mohamed R.

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

*by*Lima, Rita

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

*by*Møller, Niels Framroze

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

*by*Ertürk, Mevlüde

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**Immigrants, Trust and Social Traps**

*by*Marini, Annalisa

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

*by*Phiri, Andrew

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

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

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

*by*Ullah, Nazim

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

*by*Halkos, George & Galani, Georgia

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

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

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

*by*Nikolay Doudchenko & Guido W. Imbens

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

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

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

*by*Amanda E. Kowalski

**Homophily and Transitivity in Dynamic Network Formation**

*by*Bryan S. Graham

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

*by*W. Bentley MacLeod

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

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

**Multiple Hypothesis Testing in Experimental Economics**

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

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

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

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

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

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

*by*Dominique Guegan & Bertrand K. Hassani

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

*by*Christopher F. Parmeter & Valentin Zelenyuk

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

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

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

*by*Massimo Filippini & William Greene & Giuliano Masiero

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

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

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

*by*Stancanelli, Elena G. F.

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

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

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

*by*Duleep, Harriet & Liu, Xingfei

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

*by*Marco Bee & Massimo Riccaboni & Luca Trapin

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

*by*Adrian Chadi

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

*by*Brenda López Cabrera & Franziska Schulz & &

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

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

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

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

**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

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

*by*Xisong Jin & Francisco Nadal De Simone

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

*by*Simon Richards & Matthieu Verstraete

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

*by*Alessandro Cianci

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

*by*Ole E. Barndorff-Nielsen

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

*by*Niels Haldrup & Oskar Knapik & Tommaso Proietti

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

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

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

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

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

*by*Christopher F Baum

**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

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

*by*Habib Affes

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

*by*Krzysztof Dziekoñski & S³awomir Ignatiuk

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

*by*Krzysztof Dziekoñski & S³awomir Ignatiuk

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

*by*Diana Ioana POPA

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

*by*Georgios Galyfianakis & Evagelos Drimbetas & Nikolaos Sariannidis

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

*by*Wen-Chi LIU

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

*by*Iliyan Petrov

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

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

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

*by*Phillip A. Cartwright & Natalija Riabko

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

*by*Tao Chen & John P. Harding

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

*by*Massimo Filippini & William Greene

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

*by*Luis N. Lanteri

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

*by*Richard A. Ashley & Xiaojin Sun

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

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

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

*by*Uwe Hassler & Mehdi Hosseinkouchack

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

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

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

*by*Kjersti Aas

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

*by*Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

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

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

**Editorial Announcement**

*by*Kerry Patterson

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

*by*Wen Xu

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

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

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Econometrics Editorial Office

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

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

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

*by*Umberto Triacca

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

*by*Flavia Barsotti & Simona Sanfelici

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

*by*Bhargab Chattopadhyay & Shyamal Krishna De

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

*by*Daniel A. Griffith & Yongwan Chun

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

*by*Masayuki Hirukawa & Mari Sakudo

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

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

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

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

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

*by*Marc S. Paolella

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

*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

**Modelli edonici e sottomercati immobiliari: la stima dell’effetto "ubicazione" con le variabili binarie "zone omi"**

*by*Mauro Iacobini & Gaetano Lisi

**Prezzi edonici delle caratteristiche abitative e analisi di regressione multipla: suggerimenti pratici per la stima**

*by*Mauro Iacobini & Gaetano Lisi

**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

**Decreasing fare evasion without fines? A microeconomic analysis**

*by*Guarda, Pablo & Galilea, Patricia & Handy, Susan & Muñoz, Juan Carlos & Ortúzar, Juan de Dios

**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

**What is the impact of bankrupt and restructured loans on Japanese bank efficiency?**

*by*Mamatzakis, Emmanuel & Matousek, Roman & Vu, Anh Nguyet

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

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

**Dating the financial cycle with uncertainty estimates: a wavelet proposition**

*by*Ardila, Diego & Sornette, Didier

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

*by*Kroot, Jan & Giouvris, Evangelos

**Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach**

*by*Sim, Nicholas

**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

**Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation**

*by*Lee, Jinhyuk & Seo, Kyoungwon

**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.

**Robust random effects tests for two-way error component models with panel data**

*by*Wu, Jianhong

**Purchasing power parities for Latin America and the Caribbean, 2005-2013: methods and results**

*by*Epstein, Hernán & Marconi, Salvador

**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

**I just ran two trillion regressions**

*by*Christoph Hanck

**Comparing marginal effects between different models and/or samples**

*by*JÃ¶rg Schwiebert

**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

**Markov Chains Method - Forecasting Tool Of The Structure Of Higher Education Graduates By Groups Of Specializations**

*by*Delia, TESELIOS & Mihaela, Savu

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

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

**Predictive Analytics Of The Fraud Prevention And Detection At Asf Level**

*by*Constan?a Iacob & Ersilia Catrina

**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)**

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