## 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.

**Pseudolikelihood estimation of the stochastic frontier model**

*by*Andor, Mark & Parmeter, Christopher

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

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

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

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

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

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

**Simulation Optimization through Regression or Kriging Metamodels**

*by*Kleijnen, J.P.C.

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

*by*Kleijnen, J.P.C.

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

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

**Practical Considerations for Questionable IVs**

*by*Clarke, Damian & Matta, Benjamín

**What Affects General Trust? A Perspective from Institutional Economics and Empirical Evidence from China**

*by*Gao, Lin

**Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach**

*by*Erard, Brian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

**Оценивание Гравитационных Моделей Международной Торговли: Обзор Основных Подходов**

*by*Shumilov, Andrei

**Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations**

*by*Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel

**An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series**

*by*Maheu, John M & Song, Yong

**CDS Rate Construction Methods by Machine Learning Techniques**

*by*Brummelhuis, Raymond & Luo, Zhongmin

**About the minimal magnitudes of measurement’s forbidden zones. Version 1**

*by*Harin, Alexander

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

*by*Nazir, Sidra

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

*by*Mikhailitchenko, Serguei

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

*by*Harin, Alexander

**Transformations of the Art Market in the World – Quantitative Approach**

*by*Joanna Bialynicka-Birula

**Robust Bond Risk Premia**

*by*Michael D. Bauer & James D. Hamilton

**Text as Data**

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

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

*by*Okay Gunes

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

*by*Matthieu Garcin & Dominique Guegan & Bertrand Hassani

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

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

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

*by*Bernd Hayo

**Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements**

*by*Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J.

**Robust Bayesian regression with the forward search: theory and data analysis**

*by*Anthony C. Atkinson & Aldo Corbellini & Marco Riani

**Introduction to the design and analysis of complex survey data**

*by*Chris J. Skinner & Jon Wakefield

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

*by*Tasha Fairfield & Andrew Charman

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

*by*Marco Gaboardi & Chris J. Skinner

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

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

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

*by*Wei Gao & Wicher Bergsma & Qiwei Yao

**Heterogeneous agglomeration**

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

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

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

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

*by*Constantinos Kardaras & Jan Obłój & Eckhard Platen

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

*by*Hao Xing

**World steel production: A new monthly indicator of global real economic activity**

*by*Francesco Ravazzolo & Joaquin Vespignani

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

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

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

*by*Benedikt Rotermann & Bernd Wilfling

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

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

**Systemic Financial Sector and Sovereign Risks**

*by*Xisong Jin & Francisco Nadal De Simone

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

*by*Oskar Knapik

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

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

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

*by*Simone Dietrich & Amanda Murdie

**Impact of Socio-Economic factors on Consumption Expenditure through Public Distribution System in rural India**

*by*Mukesh & Neha Srivastava

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

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

**Charakteristiky insolvenčních řízení společností s virtuálními sídly**

*by*Luboš Smrčka & Dagmar Čámská & Markéta Arltová & Jan Plaček

**Nonparametric least squares methods for stochastic frontier models**

*by*Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk

**Using linear regression to establish empirical relationships**

*by*Marno Verbeek

**A Fine Grained Hybrid Spatial Microsimulation Technique for Generating Detailed Synthetic Individuals from Multiple Data Sources: An Application To Walking And Cycling**

*by*Ian Philips & Graham Clarke & David Watling

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

*by*Jochen Heberle & Cristina Sattarhoff

**Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models**

*by*P.A.V.B. Swamy & Jatinder S. Mehta & I-Lok Chang

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

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

*by*Ragnar Nymoen

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

*by*Seong Yeon Chang & Pierre Perron

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

*by*Jingjing Yang

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

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

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

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

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

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

*by*Bruno Rémillard

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

*by*Aparna Sengupta

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

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

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

*by*Pravin Trivedi & David Zimmer

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

*by*Luis J. Álvarez

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

*by*Ahmed, Walid M.A.

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

*by*Chen, An & Vigna, Elena

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

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

**A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets**

*by*Boubaker, Heni & Raza, Syed Ali

**Learning can generate long memory**

*by*Chevillon, Guillaume & Mavroeidis, Sophocles

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

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

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

*by*Ghanem, Dalia

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

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

**Tests for serial correlation of unknown form in dynamic least squares regression with wavelets**

*by*Li, Meiyu & Gençay, Ramazan

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

*by*Drukker, David M.

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

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

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

*by*Dong, Fang

**Asset prices and economic fluctuations: The implications of stochastic volatility**

*by*Chen, Junping & Xiong, Xiong & Zhu, Jie & Zhu, Xiaoneng

**Does trend inflation make a difference?**

*by*Loberto, Michele & Perricone, Chiara

**Effects of Targeting Energy Subsidies on Domestic Electricity Demand in Iran**

*by*Fatemeh Bazzazan & Farnaz Ghashami & Mir Hosein Mousavi

**PPP hypothesis and temporary structural breaks**

*by*Aysegul CorakcÄ± & Furkan Emirmahmutoglu & Omay Tolga

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

*by*Youngsoo Kim & Younoh Kim & Vlad Radoias

**Universities as nail factories? An evaluation of the Italian public funding of higher education**

*by*Livio Ferrante & Simona Monteleone & Francesco Reito

**Handling Endogeneity in Stochastic Frontier Analysis**

*by*Mustafa U. Karakaplan & Levent Kutlu

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

*by*Margherita Gerolimetto & Stefano Magrini

**Investigating the link between the exchange rate regime and underlying misalignments**

*by*Ferdinand Owoundi

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

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

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

*by*Gordon Anderson & Thierry Post

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

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

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

*by*Jing Dai & Stefan Sperlich & Walter Zucchini

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

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

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

*by*Thomschke, Lorenz

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

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

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

*by*Klaus Neusser

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

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

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

*by*Widgrén, Joona

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

*by*Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

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

*by*Christopher Cotton & Frank McIntyre & Joseph Price

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

*by*Pillai N., Vijayamohanan

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

*by*Pillai N., Vijayamohanan

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

*by*BIJOU, MOHAMMED & ELHASSOUNI, MOHAMMED

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

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

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

*by*Ursu, Ana

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

*by*Combey, Adama

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

*by*COMBEY, Adama

**Особенности Оценивания Гравитационных Моделей Международной Торговли**

*by*Shumilov, Andrei

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

*by*Harin, Alexander

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

*by*Brogi, Athos

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

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

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

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

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

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

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

*by*Fioramanti, Marco

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

*by*FARAYIBI, Adesoji

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

*by*Faizan, Riffat & Haque, Adnan ul

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

*by*Hamrita, Mohamed Essaied & Mekdam, Mejdi

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

*by*Iskrev, Nikolay & Ritto, Joao

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

*by*Davis, Brent

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

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

**Simultaneity of Crime Incidence in Mindanao**

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

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

*by*Abonazel, Mohamed R.

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

*by*Abonazel, Mohamed R.

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

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

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

*by*Romanceva, Julia & Bautin, Vladimir

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

*by*Ukolova, Anna & Dashieva, Bayarma

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

*by*El-Baz, Osama

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

*by*NJAMEN KENGDO, Arsène Aurélien

**Pratique des tests statistiques de conformité**

*by*Keita, Moussa

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

*by*Abonazel, Mohamed R.

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

*by*Lima, Rita

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

*by*Møller, Niels Framroze

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

*by*Ertürk, Mevlüde

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**Immigrants, Trust and Social Traps**

*by*Marini, Annalisa

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

*by*Phiri, Andrew

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

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

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

*by*Ullah, Nazim

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

*by*Halkos, George & Galani, Georgia

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

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

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

*by*Nikolay Doudchenko & Guido W. Imbens

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

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

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

*by*Amanda E. Kowalski

**Homophily and Transitivity in Dynamic Network Formation**

*by*Bryan S. Graham

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

*by*W. Bentley MacLeod

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

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

**Multiple Hypothesis Testing in Experimental Economics**

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

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

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

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

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

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

*by*Dominique Guegan & Bertrand K. Hassani

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

*by*Christopher F. Parmeter & Valentin Zelenyuk

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

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

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

*by*Massimo Filippini & William Greene & Giuliano Masiero

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

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

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

*by*Stancanelli, Elena G. F.

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

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

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

*by*Duleep, Harriet & Liu, Xingfei

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

*by*Marco Bee & Massimo Riccaboni & Luca Trapin

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

*by*Adrian Chadi

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

*by*Brenda López Cabrera & Franziska Schulz & &

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

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

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

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

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

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

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

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

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

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

**Prospect Theory in the Heterogeneous Agent Model**

*by*Jan Polach & Jiri Kukacka

**Measuring the Uncertainty in Predicting Public Revenue**

*by*Gilles Mourre & Caterina Astarita & Anamaria Maftei

**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

**Emergence of giant strongly connected componentsin continuum disk-spin percolation**

*by*Francesco Caravelli & Marco Bardoscia & Fabio Caccioli

**Spectral ranking using seriation**

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

**Fertility expectations and residential mobility in Britain**

*by*John Ermisch & Fiona Steele

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

*by*Beatrice Acciaio & Martin Larsson

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

*by*Debin Ma & Weipeng Yuan

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

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

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

*by*Mark Hanly & Paul Clarke & Fiona Steele

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

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

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

*by*Lorenzo Bretscher & Christian Julliard & Carlo Rosa

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

*by*Sara Randall & Ernestina Coast

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

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

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

*by*Giuseppe Benedetti & Luciano Campi

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

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

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

*by*Silia Vitoratou & Ioannis Ntzoufras & Irini Moustaki

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

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

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

*by*Amanda E. Kowalski

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

*by*Óscar Andrés Espinosa Acuña

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

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

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

*by*Xisong Jin & Francisco Nadal De Simone

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

*by*Simon Richards & Matthieu Verstraete

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

*by*Alessandro Cianci

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

*by*Ole E. Barndorff-Nielsen

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

*by*Niels Haldrup & Oskar Knapik & Tommaso Proietti

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

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

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

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

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

*by*Christopher F Baum

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

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

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

*by*Sebastián Burgos Dávila & Fernando Cando Ortega

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

*by*Yuehua Zhao & Rongying Zhao

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

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

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

*by*Lingsheng Meng & Binzhen Wu & Zhaoguo Zhan

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

*by*Anita Zbieg & Dominik Batorski & Blazej Zak

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

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

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

*by*Habib Affes

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

*by*Krzysztof Dziekoñski & S³awomir Ignatiuk

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

*by*Krzysztof Dziekoñski & S³awomir Ignatiuk

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

*by*Diana Ioana POPA

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

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**Stochastic Volatility: Univariate and Multivariate Extensions**

*by*Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

**Non-nested Hypothesis Testing: An Overview**

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**Sampling Surveys: Methods And Applications**

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**Index Numbers And Stock Market Indexes**

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**Time-Series: Analysis, Model, And Forecasting**

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**Nonparametric Statistics**

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**Other Topics In Applied Regression Analysis**

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**Multiple Linear Regression**

*by*Ronald L. Moy

**Simple Linear Regression And Correlation: Analyses And Applications**

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**Simple Linear Regression And The Correlation Coefficient**

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**Analysis Of Variance And Chi-Square Tests**

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**Hypothesis Testing**

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**Estimation And Statistical Quality Control**

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**Other Continuous Distributions And Moments For Distributions**

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**Sampling And Sampling Distributions**

*by*Ronald L. Moy

**The Normal And Lognormal Distributions**

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**Discrete Random Variables And Probability Distributions**

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**Probability Concepts And Their Analysis**

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**Numerical Summary Measures**

*by*Ronald L. Moy

**Frequency Distributions And Data Analyses**

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**Data Collection And Presentation**

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**Introduction**

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**The Size and Power of Bootstrap Tests**

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**Nonlinear and Complex Dynamics in Economics**

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**Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics**

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**A Nonlinear Alternative for Approximable Maps : A Simple Proof**

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**The A Algorithm for Orthogonal Rectanfular Packing and Strip Packing Problems**

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**Testing Monotonicity of Regression**

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**Measuring Productivity Differences in Equilibrium Search Models**

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**The Econometric Analysis of Economic Policy**

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**Bootstrap Methods For Covariance Structures**

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**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

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**Bootstrap Methods for Median Regression Models**

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**Posterior Simulation and Bayes Factors in Panel Count Data Models**

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**Bayesian Analysis of Multivariate Probit Models**

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**A Spline Analysis of the Small Firm Effect: Does Size Really Matter?**

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**Measuring Productivity Differences in Equilibrium Search Models**

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**Power of Tests in Binary Response Models**

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**Real and Spurious Long Memory Properties of Stock Market Data**

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**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

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**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

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**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

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**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

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**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

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**Fitting Equilibrium Search Models to Labor Market Data**

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**Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models**

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**Likelihood Analysis of Non-Gaussian Parameter-Driven Models**

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**Bootstrap Tests of Nonnested Linear Regression Models**

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**The Canadian Experience with Weighted Monetary Aggregates**

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**Improved Test Statistics for Multivariate Regression**

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**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

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**Bartlett Corrections for One-Parameter Exponential Family Models**

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**Second and Third Order Bias Reduction for One-Parameter Family Models**

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**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

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**Fads or Bubbles?**

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**Regime Switching as a Test for Exchange Rate Bubbles**

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**A Multicriteria Approach to Model Specification and Estimation**

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**Bayesian Analysis of Long Memory and Persistence using ARFIMA Models**

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**Replenishing Stock Under Uncertainty**

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**Dynamic Equilibrium Economies: A Framework for Comparing Models and Data**

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**Measuring Volatility Dynamics**

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**Bootstrap Estimation for Nonparametric Efficiency Estimates**

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**A Guide to Applied Modern Macroeconometrics**

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**Using Expectations Data to Study Subjective Income Expectations**

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

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

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

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**Simultaneity With Downward Sloping Demand**

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

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

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

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

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**Wavelet Analysis of Fractionally Integrated Processes**

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

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**Paths of economic development: modelling factors of endogenous growth**

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**Natural and Quasi- Experiments in Economics**

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**Interpreting Tests of the Convergence Hypothesis**

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

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

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

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

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

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**A Multicriteria Approach to Dynamic Estimation**

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

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

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**A Unified Approach to Dynamic Estimation**

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**Work by Robert Kalaba on Multicriteria Estimation**

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

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**On a Testing Procedure for Model Selection**

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

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**An Organizing Principle for Dynamic Estimation**

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

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

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**Flexible Least Squares for Approximately Linear Systems**

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**Sequential Nonlinear Estimation With Nonaugmented Priors**

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

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

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

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**On the Evolution of Surnames**

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

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

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

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

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

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

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**La estadística regional en España**

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

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**Partial Independence and Finite Distributions**

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

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**Identifiability of Compound Poisson Distributions**

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

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**On a Structural Property of Finite Distributions**

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**An Extension of the Damage Model**

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

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**Probability Theory with Economic Applications**

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**A Course of Econometrics**

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