Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General

2015

• Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
• Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-30, Jun.
• Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev, 2015, "Inference from high-frequency data: A subsampling approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-45, Aug.
• Mark Podolskij & Christian Schmidt & Mathias Vetter, 2015, "On U- and V-statistics for discontinuous Itô semimartingale," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-52, Nov.
• Mark Podolskij & Nopporn Thamrongrat, 2015, "A weak limit theorem for numerical approximation of Brownian semi-stationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-53, Nov.
• Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij, 2015, "Limit theorems for stationary increments Lévy driven moving averages," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-56, Dec.
• Andreas Basse-O'Connor & Mark Podolskij, 2015, "On critical cases in limit theory for stationary increments Lévy driven moving averages," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-57, Dec.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2015, "Edgeworth expansion for the pre-averaging estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-60, Dec.
• Stelios Arvanitis & Alexandros Louka, 2015, "A CLT For Martingale Transforms With Infinite Variance," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201507, Jul.
• Raluca Georgiana MOSCU, 2015, "Study On Correlation Between Ceo Duality And Corporate Performance Of Companies Listed On The Bucharest Stock Exchange," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 4, issue 1, pages 47-53, JULY.
• Zavelberg, Yvonne & Wieck, Christine & Heckelei, Thomas, 2015, "How can differences in German raw milk prices be explained? An empirical investigation of market power asymmetries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205489, DOI: 10.22004/ag.econ.205489.
• Pena-Levano, Luis M. & Ramirez, Octavio & Renteria-Pinon, Mario, 2015, "Efficiency Gains in Commodity Forecasting with High Volatility in Prices using Different Levels of Data Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205740, DOI: 10.22004/ag.econ.205740.
• Cortigiani, Raffaele & Tantari, Antonella, 2015, "Green payment and agroforestry landscape: cost-benefit analysis in the territory of Teverina," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207290, Jun, DOI: 10.22004/ag.econ.207290.
• Marconi, V. & Raggi, M. & Viaggi, D. & Lefebvre, M. & Gomez y Paloma, Sergio, 2015, "The impact of the 2013 Common Agricultural Policy reform on farmer's investment decisions: an ex-ante evaluation," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212225, DOI: 10.22004/ag.econ.212225.
• Mugera, Harriet & Gilbert, Christopher, 2015, "Structural Change in the Relationship Between Energy and Food Prices," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212505, DOI: 10.22004/ag.econ.212505.
• Stancu, Adrian, 2015, "An Analysis Of The Relation Between Wine Consumption And Cultural Models," Economics of Agriculture, Institute of Agricultural Economics, volume 62, issue 01, pages 1-21, March, DOI: 10.22004/ag.econ.200522.
• Fabling, Richard & Mare, David C, 2015, "Production function estimation using New Zealand’s Longitudinal Business Database," Motu Working Papers, Motu Economic and Public Policy Research, number 290585, Sep, DOI: 10.22004/ag.econ.290585.
• Griffin, Terry Wayne & Zapata, Samuel D., 2015, "Optimal Cotton Insecticide Application Termination Timing: A Meta-Analysis," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196815, DOI: 10.22004/ag.econ.196815.
• Jerzy Grobelny & Rafal Michalski & Rafal Weron, 2015, "Is Human Visual Activity in Simple Human-Computer Interaction Search Tasks a Lévy Flight?," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/15/04, Apr.
• Franck A. Cowell & Emmanuel Flachaire, 2015, "Statistical Methods for Distributional Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1507, Feb.
• Adriana IOTA & Marioara AVRAM & Magdalena MIHAI, 2015, "Empirical Study Related To Increasing The Accounting Information Quality At The Import-Exportcompanies Through Ifrs Implementation," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 43, pages 122-132.
• Mouchart, M. & Orsi, R., 2015, "Building a structural model: parameterization and structurality," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015022, Jan.
• Joanna Olbryś & Elżbieta Majewska, 2015, "Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 4, pages 547-565, December.
• Şenay Lezki & Sinan Aydın Author-Name:Fikret Er, 2015, "A Solution To Rational Decision Making via Compositional Data Analysis: A Case Study Using Students Cellular Phone Tendencies," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 1, pages 59-66, June, DOI: http://dx.doi.org/10.17093/aj.2015..
• Durdu Karasoy & Nuray Tuncer, 2015, "Outliers in Survival Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 139-152, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Gamze Özel, 2015, "Modified Exponential Type Estimator for Population Mean Using Auxiliary Variables In Stratified Random Sampling," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 49-56, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Alexandre Manoel Angelo da Silva & Roberta da Silva Vieira & Angelo José Mont’alverne Duarte, 2015, "Efficiency of municipal legislative chambers," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 16, issue 1, pages 60-75.
• Edward W. Frees, 2015, "Analytics of Insurance Markets," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 253-277, December, DOI: 10.1146/annurev-financial-111914-04.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2015, "Edgeworth expansion for the pre-averaging estimator," Papers, arXiv.org, number 1512.04716, Dec.
• Luis Alfredo Molina, 2015, "El crecimiento económico: estudio de convergencia regional en Colombia para los períodos 1970-2012," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 2, issue 3, pages 94-122, Octubre.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Institute for Fiscal Studies, number 08/15, Feb, DOI: 10.1920/wp.cem.2015.0815.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers, Institute for Fiscal Studies, number 13/15, Mar, DOI: 10.1920/wp.cem.2015.1315.
• Andrew Chesher & Adam Rosen, 2015, "Counterfactual worlds," CeMMAP working papers, Institute for Fiscal Studies, number 22/15, Jun, DOI: 10.1920/wp.cem.2015.2215.
• Russell Davidson, 2015, "A discrete model for bootstrap iteration," CeMMAP working papers, Institute for Fiscal Studies, number 38/15, Jul, DOI: 10.1920/wp.cem.2015.3815.
• Andrew Chesher & Adam Rosen, 2015, "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers, Institute for Fiscal Studies, number 63/15, Oct, DOI: 10.1920/wp.cem.2015.6315.
• Sébastien Roux, 2015, "Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)," Working papers, Banque de France, number 565.
• F. Canova & F. Ferroni & C. Matthes, 2015, "Approximating time varying structural models with time invariant structures," Working papers, Banque de France, number 578.
• Dujardin, M. & Kelber, A. & Lalliard, A., 2015, "Surévaluation et rentabilité des biens immobiliers en zone euro : l’apport des données en euros par mètre carré," Bulletin de la Banque de France, Banque de France, issue 199, pages 77-88.
• M. Dujardin. & A. Kelber. & A. Lalliard., 2015, "Overvaluation in the housing market and returns on residential real estate in the euro area: insights from data in euro per square metre," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 37, pages 49-63, spring.
• Marc J. Melitz & Sašo Polanec, 2015, "Dynamic Olley-Pakes productivity decomposition with entry and exit," RAND Journal of Economics, RAND Corporation, volume 46, issue 2, pages 362-375, June.
• Rolando Olmos Alcalá & Sergio Palma Cuenca, 2015, "Pruebas de tensión de liquidez para el sistema financiero boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2015/02, Dec.
• Martin M Andreasen & Andrew Meldrum, 2015, "Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach," Bank of England working papers, Bank of England, number 541, Aug.
• Martin M Andreasen & Andrew Meldrum, 2015, "Dynamic term structure models: the best way to enforce the zero lower bound in the United States," Bank of England working papers, Bank of England, number 550, Sep.
• M. Mouchart & R. Orsi, 2015, "Building a Structural Model: Parameterization and Structurality," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1039, Nov.
• Zhongjun Qu & Denis Tkachenko, 2015, "Global Identification in DSGE Models Allowing for Indeterminacy," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-001, Aug.
• Zhongjun Qu, 2015, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-002, Jun.
• Weimann Joachim, 2015, "Die Rolle von Verhaltensökonomik und experimenteller Forschung in Wirtschaftswissenschaft und Politikberatung," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 16, issue 3, pages 231-252, October, DOI: 10.1515/pwp-2015-0017.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• F. Marta L. Di Lascio & Simone Giannerini, 2015, "Clustering dependent observations with copula functions," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS32, Oct.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1552, Mar.
• Ralph Siebert, 2015, "The Impact of Foreclosure on Housing Prices," CESifo Working Paper Series, CESifo, number 5196.
• Laszlo Balazsi & Laszlo Matyas & Tom J. Wansbeek, 2015, "The Estimation of Multi-dimensional Fixed Effects Panel Data Models," CESifo Working Paper Series, CESifo, number 5251.
• Badi H. Baltagi & Jing Li, 2015, "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore," CESifo Working Paper Series, CESifo, number 5559.
• Takuya Hasebe, 2015, "Estimating the Variance of Decomposition Effects," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 6, Apr.
• Russell Davidson, 2015, "Computing, the bootstrap and economics," Canadian Journal of Economics, Canadian Economics Association, volume 48, issue 4, pages 1195-1214, November, DOI: 10.1111/caje.12158.
• Enrique Sentana, 2015, "Finite Underidentification," Working Papers, CEMFI, number wp2015_1508, Nov.
• Alejandra Miller Restrepo & Juliana Isabel Sarmiento Castillo & Andr�s Mauricio G�mez S�nchez, 2015, "Participación laboral de las mujeres en el municipio de Popayán (Colombia)," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 23-51.
• Jurany Beccie Ramírez Gallego & Camilo Andres Avila Carre�o & Ingrid Jissel Arias Manrrique, 2015, "Factores que inciden en la probabilidad de permanecer en la informalidad en Colombia (2008-2012): un análisis de las medidas de política pública," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 23, issue 2, pages 9-20.
• Jairo Orozco Triana & Carlos Gabriel Vargas Arrieta & Jos� David Florez Reyes, 2015, "Análisis de la actividad emprendedora de los sectores de la transformación y servicios industriales en Cartagena de Indias - Colombia," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-20.
• Mouchart, M. & Orsi, R., 2015, "Building a structural model: parameterization and structurality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015056, Nov.
• Sabina Nowak & Joanna Olbrys, 2015, "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 49-69.
• Elzbieta Szulc & Dagna Wleklinska, 2015, "Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 5-26.
• Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015, "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10803, Sep.
• Willi Mutschler, 2015, "Higher-order statistics for DSGE models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4315, Nov.
• Heckman, James & Pinto, Rodrigo, 2015, "Causal Analysis After Haavelmo," Econometric Theory, Cambridge University Press, volume 31, issue 1, pages 115-151, February.
• Shachat, Jason & Swarthout, J. Todd & Wei, Lijia, 2015, "A Hidden Markov Model For The Detection Of Pure And Mixed Strategy Play In Games," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 729-752, August.
• Bodington, Jeffrey C., 2015, "Evaluating Wine-Tasting Results and Randomness with a Mixture of Rank Preference Models," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 31-46, May.
• Olkin, Ingram & Lou, Ying & Stokes, Lynne & Cao, Jing, 2015, "Analyses of Wine-Tasting Data: A Tutorial," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 4-30, May.
• Bodington, Jeffrey C., 2015, "Testing a Mixture of Rank Preference Models on Judges' Scores in Paris and Princeton," Journal of Wine Economics, Cambridge University Press, volume 10, issue 2, pages 173-189, November.
• Tai-Yuen HON, 2015, "Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong," Journal of Economics Library, EconSciences Journals, volume 2, issue 4, pages 350-363, December.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978, Jan.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978R, Jan, revised Oct 2018.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978R2, Jan, revised Jan 2019.
• Peter C. B. Phillips, 2015, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2002, Jun.
• Caroli, Eve (ed.), 2015, "Trajectoires professionnelles et santé en Europe," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15296.
• Konstantin A. Kholodilin, 2015, "War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1477.
• Bill Russell, 2015, "‘Modern’ Phillips Curves And The Implications For The Statistical Process Of Inflation," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 289, Jun.
• Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015, "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1507, Jun.
• Heinz, Frigyes Ferdinand & Rusinova, Desislava, 2015, "An alternative view of exchange market pressure episodes in emerging Europe: an analysis using Extreme Value Theory (EVT)," Working Paper Series, European Central Bank, number 1818, Jun.
• Georgeta Vintila & Elena Alexandra Nenu, 2015, "An Analysis of Determinants of Corporate Financial Performance: Evidence from the Bucharest Stock Exchange Listed Companies," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 732-739.
• Russel, Bill, 2015, "'Modern' Phillips Curves and the Implications For The Statistical Process of Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-84, Jun.
• Li, Chunding & Whalley, John & Chen, Yan, 2015, "Foreign affiliate sales and the measurement of trade in both goods and services," China Economic Review, Elsevier, volume 36, issue C, pages 394-405, DOI: 10.1016/j.chieco.2015.01.002.
• Mutschler, Willi, 2015, "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, volume 56, issue C, pages 34-54, DOI: 10.1016/j.jedc.2015.04.007.
• Fortson, Kenneth & Gleason, Philip & Kopa, Emma & Verbitsky-Savitz, Natalya, 2015, "Horseshoes, hand grenades, and treatment effects? Reassessing whether nonexperimental estimators are biased," Economics of Education Review, Elsevier, volume 44, issue C, pages 100-113, DOI: 10.1016/j.econedurev.2014.11.001.
• Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou, 2015, "Variance change-point detection in panel data models," Economics Letters, Elsevier, volume 126, issue C, pages 140-143, DOI: 10.1016/j.econlet.2014.12.005.
• Miyamoto, Hiroaki, 2015, "Cyclical behavior of real wages in Japan," Economics Letters, Elsevier, volume 130, issue C, pages 56-59, DOI: 10.1016/j.econlet.2015.03.002.
• Moscone, F. & Tosetti, Elisa, 2015, "Robust estimation under error cross section dependence," Economics Letters, Elsevier, volume 133, issue C, pages 100-104, DOI: 10.1016/j.econlet.2015.05.020.
• Hansen, Peter Reinhard, 2015, "A martingale decomposition of discrete Markov chains," Economics Letters, Elsevier, volume 133, issue C, pages 14-18, DOI: 10.1016/j.econlet.2015.04.028.
• Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun, 2015, "Bias in the estimation of mean reversion in continuous-time Lévy processes," Economics Letters, Elsevier, volume 134, issue C, pages 16-19, DOI: 10.1016/j.econlet.2015.06.002.
• Deza, Monica, 2015, "Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 193-207, DOI: 10.1016/j.jeconom.2014.08.005.
• Andreasen, Martin M. & Christensen, Bent Jesper, 2015, "The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 420-451, DOI: 10.1016/j.jeconom.2014.10.002.
• Su, Liangjun & Yang, Zhenlin, 2015, "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 230-258, DOI: 10.1016/j.jeconom.2014.11.002.
• Yang, Zhenlin, 2015, "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 178-200, DOI: 10.1016/j.jeconom.2014.07.003.
• Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015, "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 217-237, DOI: 10.1016/j.jeconom.2015.02.023.
• Zhu, Ke & Ling, Shiqing, 2015, "Model-based pricing for financial derivatives," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 447-457, DOI: 10.1016/j.jeconom.2015.02.030.
• Ouyang, Min & Peng, Yulei, 2015, "The treatment-effect estimation: A case study of the 2008 economic stimulus package of China," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 545-557, DOI: 10.1016/j.jeconom.2015.03.017.
• Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian, 2015, "The own-wage elasticity of labor demand: A meta-regression analysis," European Economic Review, Elsevier, volume 80, issue C, pages 94-119, DOI: 10.1016/j.euroecorev.2015.08.007.
• Bouri, Elie, 2015, "Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis," Energy Economics, Elsevier, volume 51, issue C, pages 590-598, DOI: 10.1016/j.eneco.2015.09.002.
• Auer, Benjamin R., 2015, "Does the choice of performance measure influence the evaluation of commodity investments?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 142-150, DOI: 10.1016/j.irfa.2014.10.003.
• González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael, 2015, "Momentum and default risk. Some results using the jump component," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 185-193, DOI: 10.1016/j.irfa.2015.05.017.
• Dang, Viet Anh & Garrett, Ian, 2015, "On corporate capital structure adjustments," Finance Research Letters, Elsevier, volume 14, issue C, pages 56-63, DOI: 10.1016/j.frl.2015.05.016.
• Avramidis, Panagiotis & Pasiouras, Fotios, 2015, "Calculating systemic risk capital: A factor model approach," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 138-150, DOI: 10.1016/j.jfs.2015.01.003.
• Hao, Xuemiao & Li, Xuan, 2015, "Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 103-110, DOI: 10.1016/j.insmatheco.2015.09.005.
• Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2015, "A risk model with renewal shot-noise Cox process," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 55-65, DOI: 10.1016/j.insmatheco.2015.08.009.
• Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015, "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 205-224, DOI: 10.1016/j.jbankfin.2015.09.005.
• Leone, Vitor & de Medeiros, Otavio Ribeiro, 2015, "Signalling the Dotcom bubble: A multiple changes in persistence approach," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 77-86, DOI: 10.1016/j.qref.2014.08.006.
• Liu, Shew Fan & Yang, Zhenlin, 2015, "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, volume 52, issue C, pages 50-70, DOI: 10.1016/j.regsciurbeco.2015.02.003.
• Liu, Shew Fan & Yang, Zhenlin, 2015, "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, volume 55, issue C, pages 55-67, DOI: 10.1016/j.regsciurbeco.2015.08.004.
• Lu, Yang-Cheng & Wei, Yu-Chen & Chang, Tsang-Yao, 2015, "The effects and applicability of financial media reports on corporate default ratings," International Review of Economics & Finance, Elsevier, volume 36, issue C, pages 69-87, DOI: 10.1016/j.iref.2014.11.008.
• Asai, Manabu & Caporin, Massimiliano & McAleer, Michael, 2015, "Forecasting Value-at-Risk using block structure multivariate stochastic volatility models," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 40-50, DOI: 10.1016/j.iref.2015.02.004.
• Danielsson, Jon & Zhou, Chen, 2015, "Why risk is so hard to measure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62002, Apr.
• Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2015, "A risk model with renewal shot-noise Cox process," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64051.
• S Coleman & K Sirichand, 2015, "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, volume 20, issue 1, pages 65-90, March.
• Fabrizio Ferriani, 2015, "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 1, pages 74-97, March, DOI: 10.1108/SEF-03-2014-0065.
• Chang, C-L. & McAleer, M.J., 2015, "Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-05, Jan.
• K. Mc Morrow & W. Roeger & V. Vandermeulen & K. Havik, 2015, "An assessment of the relative quality of the Output Gap estimates produced by the EU's Production Function Methodology," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 020, Dec.
• Luis Enrique IBARRA MORALES & Jesús VELÁZQUEZ & Lourdes PARTIDA & Cinthia FRANCO, 2015, "Quality Service and Its Relation With Global Satisfaction in Fast Food Consumers. A Case Study," Expert Journal of Business and Management, Sprint Investify, volume 3, issue 2, pages 119-128.
• Mustafa Can Küçüker & Alper Guruz, 2015, "Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 234.
• Tiziana de Magistris & Wilma Xhakollari & Naomi Munoz, 2015, "The effect of sensory properties on non-celiac consumers? willingness to pay for a gluten-free snack," Economia agro-alimentare, FrancoAngeli Editore, volume 17, issue 1, pages 107-118.
• Bo E. Honore & Luojia Hu, 2015, "Poor (Wo)man’s Bootstrap," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-1, Mar.
• Bo E. Honore & Luojia Hu, 2015, "Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-7, Sep.
• George-Levi Gayle & Chen Li & Robert A. Miller, 2015, "Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation," Working Papers, Federal Reserve Bank of St. Louis, number 2015-17, Aug, DOI: 10.20955/wp.2015.017.
• Fabio Canova & Filippo Ferroni & Christian Matthes, 2015, "Approximating Time Varying Structural Models With Time Invariant Structures," Working Paper, Federal Reserve Bank of Richmond, number 15-10, Oct.
• Shew Fan Liu & Zhenlin Yang, 2015, "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, volume 3, issue 2, pages 1-36, May.
• Russell Davidson & James G. MacKinnon, 2015, "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, volume 3, issue 4, pages 1-39, December.
• Thomas Boyer-Kassem & Sébastien Duchêne & Eric Guerci, 2015, "Testing Quantum-like Models of Judgment for Question Order Effects," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-06, Jan.
• Sébastien Duchêne & Thomas Boyer-Kassem & Eric Guerci, 2015, "Une nouvelle approche expérimentale pour tester les modèles quantiques de l'erreur de conjonction," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-27, Jul, revised Oct 2015.
• Russell Davidson & James G. Mackinnon, 2015, "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print, HAL, number hal-01456100, Dec, DOI: 10.3390/econometrics3040825.
• Frank A. Cowell & Emmanuel Flachaire, 2015, "Statistical Methods for Distributional Analysis," Post-Print, HAL, number hal-01457398, Nov.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2015, "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," Working Papers, HAL, number hal-01158524, May.
• Backman, Mikaela & Lööf, Hans, 2015, "The Geography of Innovation and Entrepreneurship," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 421, Sep, revised 28 Sep 2015.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015, "Best estimate reporting with asymmetric loss," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/7, Jan.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015, "Beta-creaming," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/8, Feb.
• Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre, 2015, "On the Distributional Assumptions in the StoNED model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/24, Sep.
• Cheng, Xiaomei & Bjørndal, Endre & Bjørndal, Mette, 2015, "Malmquist Productivity Analysis based on StoNED," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/25, Sep.
• Cheng, Xiaomei & Bjørndal, Endre & Lien, Gudbrand & Bjørndal, Mette, 2015, "Productivity Development for Norwegian Electricity Distribution Companies 2004-2013," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/27, Oct.
• Melitz, Marc J. & Polanec, SaÅ¡o, 2015, "Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit," Scholarly Articles, Harvard University Department of Economics, number 17492204.
• Cristian Ricardo Nogales Carvajal & Fátima Rico Encinas, , "Efforts and inequality of opportunities in the Bolivian labor market," Investigación & Desarrollo, Universidad Privada Boliviana, number 0115.
• Carlos Alberto Foronda Rojas & Andrea Alcaráz, , "Estimación y características de la duración del desempleo en Bolivia," Investigación & Desarrollo, Universidad Privada Boliviana, number 0215.
• Pamela Córdova Olivera & Marina Yurevna Nicolaeva, , "Una aproximación a los determinantes socioeconomicos de la mortalidad infantil y de niñez en Bolivia: Uso de métodos indirectos de cálculo de mortalidad y análisis bivariado," Investigación & Desarrollo, Universidad Privada Boliviana, number 0315.
• Alejandro Vargas Sánchez & Cristian Bruno Ayllón Calderón, , "Anomalías de mercado y precios de oferta y demanda en títulos de renta fija," Investigación & Desarrollo, Universidad Privada Boliviana, number 0415.
• Danilo Velasco Valdez, , "Economía informal en Bolivia: Análisis, evaluación y cuantificación en base al enfoque monetario de la demanda de efectivo (periodo 1994-2014)," Investigación & Desarrollo, Universidad Privada Boliviana, number 0515.
• Juan Fernando Subirana Osuna, , "Optimización estocástica de un portafolio para proyectos del sector hidrocarburos," Investigación & Desarrollo, Universidad Privada Boliviana, number 0615.
• Mark Dincecco & James Fenske & Massimiliano Gaetano Onorato, 2015, "Is Africa Different? Historical Conflict and State Development," Working Papers, IMT School for Advanced Studies Lucca, number 8/2015, Aug, revised Aug 2015.
• Daniel Bulin & Ionela Baltatescu, 2015, "GDP as a measure of economic growth and welfare: brief critical assessment," National Strategies Observer (NOS), Institute for World Economy, Romanian Academy, volume 1.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/15, Feb.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/15, Mar.
• Andrew Chesher & Adam Rosen, 2015, "Counterfactual worlds," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/15, Jun.
• Russell Davidson, 2015, "A discrete model for bootstrap iteration," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/15, Jul.
• Andrew Chesher & Adam Rosen, 2015, "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP63/15, Oct.
• Black, Dan A. & Joo, Joonhwi & LaLonde, Robert J. & Smith, Jeffrey A. & Taylor, Evan J., 2015, "Simple Tests for Selection Bias: Learning More from Instrumental Variables," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9346, Sep.
• Dan A. Black, 2015, "Matching as a regression estimator," IZA World of Labor, Institute of Labor Economics (IZA), pages 186-186, September.
• Jan Baldeaux & Eckhard Platen, 2015, "Credit Derivative Evaluation and CVA Under the Benchmark Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 22, issue 3, pages 305-331, September, DOI: 10.1007/s10690-015-9204-4.
• Nicholas Odhiambo, 2015, "Government Expenditure and Economic Growth in South Africa: an Empirical Investigation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 43, issue 3, pages 393-406, September, DOI: 10.1007/s11293-015-9466-2.
• George Halkos & Kyriaki Tsilika, 2015, "Programming Identification Criteria in Simultaneous Equation Models," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 1, pages 157-170, June, DOI: 10.1007/s10614-014-9444-9.
• Nicholas Apergis, 2015, "Labor Income Tax and Output in a Panel of Central and Eastern European Countries: A Long-Run Perspective," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 21, issue 1, pages 1-12, March, DOI: 10.1007/s11294-014-9510-z.
• Luboš Smrčka & Jaroslav Schönfeld & Tomáš Malý, 2015, "Results from Researching Insolvency Processes in the Czech Republic," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 21, issue 1, pages 123-124, March, DOI: 10.1007/s11294-014-9502-z.
• Ekaterina Gnedenko & Michael Kazmin, 2015, "Agricultural Land and Regulation in the Transition Economy of Russia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 21, issue 3, pages 347-348, August, DOI: 10.1007/s11294-015-9535-y.
• Jie Xue & Yee Leung & Jiang-Hong Ma, 2015, "High-order Taylor series expansion methods for error propagation in geographic information systems," Journal of Geographical Systems, Springer, volume 17, issue 2, pages 187-206, April, DOI: 10.1007/s10109-014-0207-x.
• Seunghwa Rho & Peter Schmidt, 2015, "Are all firms inefficient?," Journal of Productivity Analysis, Springer, volume 43, issue 3, pages 327-349, June, DOI: 10.1007/s11123-013-0374-7.
• Christine Amsler & Peter Schmidt & Wen-Jen Tsay, 2015, "A post-truncation parameterization of truncated normal technical inefficiency," Journal of Productivity Analysis, Springer, volume 44, issue 2, pages 209-220, October, DOI: 10.1007/s11123-014-0409-8.
• Eun Han & So Sohn, 2015, "Patent valuation based on text mining and survival analysis," The Journal of Technology Transfer, Springer, volume 40, issue 5, pages 821-839, October, DOI: 10.1007/s10961-014-9367-6.
• Tianyang Wang & James Dyer & Warren Hahn, 2015, "A copula-based approach for generating lattices," Review of Derivatives Research, Springer, volume 18, issue 3, pages 263-289, October, DOI: 10.1007/s11147-015-9111-x.
• Javier Perote & Juan Perote-Peña & Marc Vorsatz, 2015, "Strategic behavior in regressions: an experimental study," Theory and Decision, Springer, volume 79, issue 3, pages 517-546, November, DOI: 10.1007/s11238-014-9473-9.
• Thomas Demuynck, 2015, "Statistical inference for measures of predictive success," Theory and Decision, Springer, volume 79, issue 4, pages 689-699, December, DOI: 10.1007/s11238-015-9486-z.
• Tai-Yuen HON, 2015, "Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong," Journal of Economics Library, KSP Journals, volume 2, issue 4, pages 350-363, December.
• Fedor Iskhakov & Jinhyuk Lee & John Rust & Bertel Schjerning & Kyoungwon Seo, 2015, "Constrained Optimization Approaches to Estimation of Structural Models: Comment," Discussion Papers, University of Copenhagen. Department of Economics, number 15-05, Mar.
• Anil Alpman, 2015, "Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15008, Jan.
• Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
• Richard Fabling & David C Maré, 2015, "Production function estimation using New Zealand's Longitudinal Business Database," Motu Working Papers, Motu Economic and Public Policy Research, number 15_15, Sep.
• Ellis Scharfenaker, 2015, "A Quantal Response Model of Firm Competition," Working Papers, New School for Social Research, Department of Economics, number 1507, Mar.
• Iacobucci, Dawn & Popovich, Deidre L. & Bakamitsos, Georgios A. & Posavac, Steven S. & Kardes, Frank R., 2015, "Three Essential Analytical Techniques for the Behavioral Marketing Researcher: Median Splits, Mean-Centering, and Mediation Analysis," Foundations and Trends(R) in Marketing, now publishers, volume 9, issue 2, pages 83-174, December, DOI: 10.1561/1700000038.
• Massimo Geloso Grosso & Frédéric Gonzales & Sébastien Miroudot & Hildegunn Kyvik Nordås & Dorothée Rouzet & Asako Ueno, 2015, "Services Trade Restrictiveness Index (STRI): Scoring and Weighting Methodology," OECD Trade Policy Papers, OECD Publishing, number 177, Jan, DOI: 10.1787/5js7n8wbtk9r-en.
• Janine Balter, 2015, "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 505-519.
• Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2015, "Tweets, Google trends, and sovereign spreads in the GIIPS," Oxford Economic Papers, Oxford University Press, volume 67, issue 2, pages 406-432.
• Francis DiTraglia & Camilo Garcia-Jimeno, 2015, "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-028, Aug, revised 31 Aug 2015.
• Francis DiTraglia & Camilo Garcia-Jimeno, 2015, "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-030, Aug, revised 09 Sep 2015.
• Francis DiTraglia & Camilo Garcia-Jimeno, 2015, "On Mis-measured Binary Regressors: New Results And Some Comments on the Literature," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-037, Oct, revised 02 Nov 2015.
• Francis DiTraglia & Camilo Garcia-Jimeno, 2015, "On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-039, Oct, revised 11 Nov 2015.
• Francis DiTraglia & Camilo Garcia-Jimeno, 2015, "On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-040, Oct, revised 24 Nov 2015.
• Agne Reklaite, 2015, "Globalisation Effect Measure Via Hierarchical Dynamic Factor Modelling," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 3, pages 139-149, September, DOI: 10.12775/EQUIL.2015.029.
• Agne Reklaite, 2015, "Globalisation effect measure via hierarchical dynamic factor modelling," Working Papers, Institute of Economic Research, number 91/2015, Apr, revised Apr 2015.
• Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen, 2015, "Invariance of the distribution of the maximum," MPRA Paper, University Library of Munich, Germany, number 63538.
• Roy Trivedi, Smita, 2015, "Banking Innovations and New Income Streams: Impact on Banks’ Performance," MPRA Paper, University Library of Munich, Germany, number 63678, Jan.
• Halkos, George & Matsiori, Steriani, 2015, "Environmental attitude, motivations and values for marine biodiversity protection," MPRA Paper, University Library of Munich, Germany, number 63947.
• Yang, Bill Huajian & Du, Zunwei, 2015, "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper, University Library of Munich, Germany, number 65168, Jun.