## 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**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Nanoeconomics: A statistical model of company profit influenced by individual interests of managers**

*by*Sokolov, Igor & Katyshev, Anatoly

**Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR**

*by*Federico Maglione

**On the (Ab)Use of Omega?**

*by*Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin

**Improving Discretization Exploiting Dependence Structure**

*by*Daniela Marella & Mauro Mezzini & Paola Vicard

**Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers**

*by*León, Ángel & Moreno, Manuel

**Services Trade Restrictiveness Index (STRI): Scoring and Weighting Methodology**

*by*Massimo Geloso Grosso & Frédéric Gonzales & Sébastien Miroudot & Hildegunn Kyvik Nordås & Dorothée Rouzet & Asako Ueno

**Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata**

*by*Anil Alpman

**Constrained Optimization Approaches to Estimation of Structural Models: Comment**

*by*Fedor Iskhakov & Jinhyuk Lee & John Rust & Bertel Schjerning & Kyoungwon Seo

**Beta-creaming**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Best estimate reporting with asymmetric loss**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Testing Quantum-like Models of Judgment for Question Order Effects**

*by*Thomas Boyer-Kassem & Sébastien Duchêne & Eric Guerci

**Identification- and Singularity-Robust Inference for Moment Condition**

*by*Donald W. K. Andrews & Patrik Guggenberger

**The Estimation of Multi-dimensional Fixed Effects Panel Data Models**

*by*Laszlo Balazsi & Laszlo Matyas & Tom J. Wansbeek

**The Impact of Foreclosure on Housing Prices**

*by*Ralph Siebert

**Statistical Methods for Distributional Analysis**

*by*Franck A. Cowell & Emmanuel Flachaire

**Assessment of Post-2003 Crude Oil Price Hike Through Wavelet Coherency Analysis**

*by*Mustafa Koray Kalafatcilar & Mustafa utku Ozmen

**The effects and applicability of financial media reports on corporate default ratings**

*by*Lu, Yang-Cheng & Wei, Yu-Chen & Chang, Tsang-Yao

**Signalling the Dotcom bubble: A multiple changes in persistence approach**

*by*Leone, Vitor & de Medeiros, Otavio Ribeiro

**Calculating systemic risk capital: A factor model approach**

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**A general method for third-order bias and variance corrections on a nonlinear estimator**

*by*Yang, Zhenlin

**QML estimation of dynamic panel data models with spatial errors**

*by*Su, Liangjun & Yang, Zhenlin

**The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models**

*by*Andreasen, Martin M. & Christensen, Bent Jesper

**Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs**

*by*Deza, Monica

**Variance change-point detection in panel data models**

*by*Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou

**Horseshoes, hand grenades, and treatment effects? Reassessing whether nonexperimental estimators are biased**

*by*Fortson, Kenneth & Gleason, Philip & Kopa, Emma & Verbitsky-Savitz, Natalya

**The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy**

*by*Mihaela Simionescu (Bratu)

**New results on the correlation problem in operational risk**

*by*BRUNEL, Vivien

**The extent of price misalignment in prediction markets**

*by*Rothschild, David & Pennock, David M.

**Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index**

*by*Okan EREN

**Allocation of human capital and innovation at the frontier: Firm-level evidence on Germany and the Netherlands**

*by*Bartelsmann, Eric & Dobbelaere, Sabien & Peters, Bettina

**The own-wage elasticity of labor demand: A meta-regression analysis**

*by*Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian

**Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation**

*by*Mutschler, Willi

**Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis**

*by*Herwartz, Helmut & Plödt, Martin

**Leverage effect in energy futures**

*by*Kristoufek, Ladislav

**Do media data help to predict German industrial production?**

*by*Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

**Does the letter matter (and for everyone)? Quasi-experimental evidence on the effects of home invitation on mammography uptake**

*by*Carrieri, V.; & Wuebker, A.;

**Sensitivity and simmetry of Confirmation Measures**

*by*Emilio Celotto

**Measuring Dissimilarity**

*by*Francesco Andreoli & Claudio Zoli

**Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large**

*by*Bin Peng & Giovanni Forchini

**Statistical inference for measures of predictive success**

*by*Demuynck T.

**Forecasting with the Standardized Self-Perturbed Kalman Filter**

*by*Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

**Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models**

*by*Zhenlin Yang

**Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality**

*by*Shew Fan Liu & Zhenlin Yang

**Economic stratification of the Russian population and its subjective assessment**

*by*Margarita Perova & Evgeniy Perov

**A comparative study between observation- and parameter-driven zero-in ated Poisson model for longitudinal children hospital visit data**

*by*Shahariar Huda

**The Relationship between public spending on health and economic growth in Algeria: Testing for Cointegration and Causality**

*by*Fatima Boussalem & Zina Boussalem & Abdelaziz Taiba

**Methodology Of Application Of Statistical Modelling For Risk Assessment**

*by*Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors

**Hodrick-Prescott filter in the analysis of structural unemployment and business cycle on the labor market in the countries of the Visegrad Group**

*by*Božena Kade & Emilie Jašová

**Does the Letter Matter (and for Everyone)? - Quasi-experimental Evidence on the Eff ects of Home Invitation on Mammography Uptake**

*by*Vincenzo Carrieri & Ansgar Wuebker

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**Incentives and Risks in Relationships Between the Principal and the Agent**

*by*Minasyan, Vigen

**Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan**

*by*Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

**Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market**

*by*Mellado, Cristhian & Escobari, Diego

**Taille Optimale De L’Etat En Rd Congo**

*by*LONZO LUBU, Gastonfils

**Assessing the readiness of BRICS grouping for mutually beneficial financial integration**

*by*Bonga-Bonga, Lumengo

**Optimal inventory policies with an exact cost function under large demand uncertainty**

*by*Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

**The small multiple in econometrics – a redesign**

*by*Klein, Torsten L.

**Communicating quantitative information: tables vs graphs**

*by*Klein, Torsten L.

**Exploring Diversification Benefits in Asia-Pacific Equity Markets**

*by*Mensah, Jones Odei & Premaratne, Gamini

**What is a Workers’ Referendum for? Evidence from Italy**

*by*Carbonai, Davide & Drago, Carlo

**Modeling and Forecasting Volatility – How Reliable are modern day approaches?**

*by*Mehta, Anirudh & Kanishka, Kunal

**A Scientific Macroeconomic Model Derived from Fundamental Equation of Economics**

*by*Wayne, James J.

**Evaluating CCTs from A Gender Perspective: the Impact of Chile Solidario on Women’s Employment Prospect**

*by*Scarlato, Margherita & d'Agostino, Giorgio & Capparucci, Francesca

**Альтернативный Подход К Определению Условий Отсутствия Арбитража**

*by*Ivanov, Sergei

**A note on approximating moments of least squares estimators**

*by*Liu-Evans, Gareth

**Dynamic State-Space Models**

*by*Karapanagiotidis, Paul

**Model-based pricing for financial derivatives**

*by*Zhu, Ke & Ling, Shiqing

**Multivariate bubbles and antibubbles**

*by*Fry, John

**Cartel Detection and Collusion Screening: An Empirical Analysis of the London Metal Exchange**

*by*Samà, Danilo

**Growth or development: experience from Latin America**

*by*durongkaveroj, wannaphong

**Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two**

*by*Mosconi, Rocco & Paruolo, Paolo

**Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis**

*by*El Ghini, Ahmed & Saidi, Youssef

**Measuring Product Type with Dynamics of Online Product Review Variances: A Theoretical Model and the Empirical Applications**

*by*Yili Hong & Pei-yu Chen & Lorin Hitt

**The Bidder Exclusion Effect**

*by*Dominic Coey & Bradley Larsen & Kane Sweeney

**Is the 'Quarter of Birth' Endogenous? Evidence From One Million Siblings in Taiwan**

*by*Elliott Fan & Jin-Tan Liu & Yen-Chien Chen

**Low-dimensional decomposition, smoothing and forecasting of sparse functional data**

*by*Alexander Dokumentov & Rob J Hyndman

**Risk Appetite in Practice: Vulgaris Mathematica**

*by*Bertrand K Hassani

**Tweets, Google Trends and Sovereign Spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**Investigating Multiple Changes in Persistence in International Yields**

*by*Simeon Coleman & Kavita Sirichand

**Cyclical behavior of real wages in Japan**

*by*Hiroaki Miyamoto

**The Own-Wage Elasticity of Labor Demand: A Meta-Regression Analysis**

*by*Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian

**Decomposition of Regional Income Inequality and Neighborhood Component: A Spatial Theil Index**

*by*Elena Lasarte & Miguel Angel Marquez Paniagua

**Territorial capital of Polish local administrative districts**

*by*Dorota Ciołek

**Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis**

*by*Heni Boubaker & Khaled Guesmi & Duc Khuong Nguyen

**Measuring contagion effects between crude oil and OECD stock markets**

*by*Khaled Guesmi & Salma Fattoum

**Conditional Correlations and Volatility Spillovers between Oil Price and OECD Stock index: a Multivariate Analysis**

*by*Anna Creti & Khaled Guesmi & Ilyes Abid

**Multidimensionality of Longitudinal Data: Unlocking the Age-Happiness Puzzle**

*by*Ning Li

**Estimating Upward Bias of Japanese Consumer Price Index Using Engel's Law**

*by*HIGA, Kazuhito

**Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model**

*by*Andersson, Fredrik N. G. & Li, Yushu

**The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market**

*by*Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira

**Estimating capabilities with structural equation models: How well are we doing in a 'real' world?**

*by*Jaya Krishnakumar & Florian Wendelspiess Chavez Juarez

**Disegno split-plot e superfici di risposta con effetti casuali**

*by*Rossella Berni

**Self-employment and health care reform: evidence from Massachusetts**

*by*Tuzemen, Didem & Becker, Thealexa

**The Production Function Methodology for Calculating Potential Growth Rates & Output Gaps**

*by*Karel Havik & Kieran Mc Morrow & Fabrice Orlandi & Christophe Planas & Rafal Raciborski & Werner Roeger & Alessandro Rossi & Anna Thum-Thysen & Valerie Vandermeulen

**Stochastic Frontier Models for Long Panel Data Sets: Measurement of the Underlying Energy Efficiency for the OECD Countries**

*by*Massimo Filippini & Elisa Tosetti

**Assessing ecological sensitivities of marine assets to oil spill by means of expert knowledge**

*by*Carey, J.M. & Knapp, S. & Irving, P.

**A multi-layered risk exposure assessment approach for the shipping industry**

*by*van der Hoorn, S. & Knapp, S.

**Axiomatic characterization of the interval function of a block graph**

*by*Balakrishnan, K. & Changat, M. & Lakshmikuttyamma, A.K. & Mathews, J. & Mulder, H.M.

**Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations**

*by*Chang, C-L. & McAleer, M.J.

**Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations**

*by*Chang, C-L. & McAleer, M.J.

**Benford's Law, families of distributions and a test basis**

*by*John Morrow

**Do Media Data Help to Predict German Industrial Production?**

*by*Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht

**Restrictions and identification in a multidimensional risk-sharing problem**

*by*Aloqeili, M. & Carlier, Guillaume & Ekeland, Ivar

**Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models**

*by*Donald W. K. Andrews & Patrik Guggenberger

**Outliers in multivariate Garch models**

*by*Aurea Grané & Belén Martín-Barragán & Helena Veiga

**Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning**

*by*Willi Mutschler

**Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications**

*by*Arias, Jonas E. & Rubio-Ramírez, Juan Francisco & Waggoner, Daniel F

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik**

*by*Franziska Kugler & Guido Schwerdt & Ludger Wößmann

**Benford's Law, Families of Distributions and a Test Basis**

*by*John Morrow

**Adaptive forecasting in the presence of recent and ongoing structural change**

*by*Giraitis, Liudas & Kapetanios, George & Price, Simon

**Density forecasts with MIDAS models**

*by*Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

**Carbon market: Systematic risk and expectations of returns-on the comparison analysis of the CDM and EU ETS**

*by*Bao-Jun Tang & Cheng Shen

**Gasto educativo por regiones y niveles en 2010**

*by*Angel De la Fuente & Jose Emilio Bosca

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators**

*by*Stelios Arvanitis & Antonis Demos

**On spectral distribution of high dimensional covariation matrices**

*by*Claudio Heinrich & Mark Podolskij

**Testing the maximal rank of the volatility process for continuous diffusions observed with noise**

*by*Tobias Fissler & Mark Podolskij

**Ambit fields: survey and new challenges**

*by*Mark Podolskij

**On non-standard limits of Brownian semi-stationary**

*by*Kerstin Gärtner & Mark Podolskij

**Dynamic term structure models: The best way to enforce the zero lower bound**

*by*Martin M. Andreasen & Andrew Meldrum

**Functional limit theorems for generalized variations of the fractional Brownian sheet**

*by*Mikko S. Pakkanen & Anthony Réveillac

**Forecasting with the Standardized Self-Perturbed Kalman Filter**

*by*Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

**Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity**

*by*Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg

**Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange**

*by*Asger Lunde & Kasper V. Olesen

**Corporate Governance at the Influence of the Corporate Performance? Empirical Evidence on Companies Listed on Bucharest Stock Exchange**

*by*Georgeta VINTILA & Florinita DUCA

**Towards a Framework for Evaluating Sustainable Society Index**

*by*Milica Maricic & Marija Jankovic & Veljko Jeremic

**A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix**

*by*Newey, Whitney & West, Kenneth

**The Evolution Of Social Indicators Developed At The Level Of The European Union And The Need To Stimulate The Activity Of Social Enterprises**

*by*Daniela PIRVU & Florentina ION

**English or German or Both: Recipes for Developing Countries**

*by*Bilal Mehmood & Syed Hassan Raza

**Statistical Aspects of the Dependence between Pollution and Economic Results**

*by*Moise – Titei Adina

**The Impact of Capital Flows on the Real Exchange Rate: the Case of Romania**

*by*Roman Angela & Ghita-Mitrescu Silvia & Sadoveanu Diana

**Tourism Industry Worldwide – Testing Some Correlations Between Essential Indicators**

*by*Daniel Bulin

**Efficiency Analysis: A Primer on Recent Advances**

*by*Parmeter, Christopher F. & Kumbhakar, Subal C.

**The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models**

*by*Bhat, Chandra R.

**Expenditure Tracking Of Animal Production In The Software "1c: Accounting 8.2"**

*by*Nadejda SUVOROVA

**One Swallow Doesn't Make a Summer: Reply to Kataria**

*by*Zacharias Maniadis & Fabio Tufano & John A. List

**Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects**

*by*Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra

**Estimation of own and cross price elasticities of alcohol demand in the UK—A pseudo-panel approach using the Living Costs and Food Survey 2001–2009**

*by*Meng, Yang & Brennan, Alan & Purshouse, Robin & Hill-McManus, Daniel & Angus, Colin & Holmes, John & Meier, Petra Sylvia

**Estimating the price elasticity of beer: Meta-analysis of data with heterogeneity, dependence, and publication bias**

*by*Nelson, Jon P.

**Cross-asset contagion in times of stress**

*by*Papavassiliou, Vassilios G.

**Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents**

*by*Park, Beum-Jo

**An intertemporal capital asset pricing model with bank credit growth as a state variable**

*by*Hammami, Yacine & Lindahl, Anna

**The dynamic contagion of the global financial crisis into Japanese markets**

*by*Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko

**An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits**

*by*Guidi, Francesco & Ugur, Mehmet

**On the multidimensional extension of countermonotonicity and its applications**

*by*Lee, Woojoo & Ahn, Jae Youn

**Combining chain-ladder claims reserving with fuzzy numbers**

*by*Heberle, Jochen & Thomas, Anne

**Leverage effect in energy futures**

*by*Kristoufek, Ladislav

**Daily seasonality in crude oil returns and volatilities**

*by*Auer, Benjamin R.

**Evaluating sub-national building-energy efficiency policy options under uncertainty: Efficient sensitivity testing of alternative climate, technological, and socioeconomic futures in a regional integrated-assessment model**

*by*Scott, Michael J. & Daly, Don S. & Zhou, Yuyu & Rice, Jennie S. & Patel, Pralit L. & McJeon, Haewon C. & Page Kyle, G. & Kim, Son H. & Eom, Jiyong & Clarke, Leon E.

**Commodity futures and market efficiency**

*by*Kristoufek, Ladislav & Vosvrda, Miloslav

**Time-varying Granger causality tests for applications in global crude oil markets**

*by*Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John

**Energy consumption and output: Evidence from a panel of 14 oil-exporting countries**

*by*Mohammadi, Hassan & Parvaresh, Shahrokh

**Long memory dynamics for multivariate dependence under heavy tails**

*by*Janus, Paweł & Koopman, Siem Jan & Lucas, André

**Misreported schooling, multiple measures and returns to educational qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Property taxes and home prices: A tale of two cities**

*by*Bai, ChongEn & Li, Qi & Ouyang, Min

**Inference on stochastic time-varying coefficient models**

*by*Giraitis, L. & Kapetanios, G. & Yates, T.

**Geometric and long run aspects of Granger causality**

*by*Al-Sadoon, Majid M.

**Prediction after IV estimation**

*by*Skeels, Christopher L. & Taylor, Larry W.

**Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects**

*by*Al Janabi, Mazin A.M.

**Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity**

*by*Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

**State advances and private retreats? — Evidence of aggregate productivity decomposition in China**

*by*Du, Jun & Liu, Xiaoxuan & Zhou, Ying

**The Renewable Energy Production-Economic Development Nexus**

*by*Gorkemli Kazar & Arthur Kazar

**Classical And Modern Methods Used In Electrical Energy Management System**

*by*Petruta MIHAI & Alexandra IOANID & Paula VOICU

**Sustainability Of Tax System In Romania**

*by*Ana Patricia HOMORODEAN (CSATLOS) & Roxana Mihaela SIRBU (OARZA) & Cristian MOCAN

**A Study Regarding The Major Geographical Disparities In The Romanian Number Of Schools**

*by*Kamer-Ainur AIVAZ & Marioara MIREA

**The Relationship Between Inflation And The Main Macroeconomic Variables In Romania**

*by*Ionuţ Cristian BACIU

**Analysis Of The Non-Bank, Non- Government Customers Credits, In Territorial Profile**

*by*Marioara MIREA & Kamer-Ainur AIVAZ

**Lobbying for carbon permits in Europe**

*by*Julien Hanoteau

**How to Measure Illiquidity on European Emerging Stock Markets?**

*by*Jelena Vidović & Tea Poklepović & Zdravka Aljinović

**Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries**

*by*Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

**An analysis on the difference between bank index-linked bonds’ prices and their fair-value**

*by*Michele Leonardo Bianchi

**Evolution Of The Natural Growth And The Analysis Of The Seasonality Of Live Births And Deaths From Romania And Bacau County In The Last Four Years**

*by*Eugenia Harja & Oana-Ancuta Stângaciu

**Analysis Of The Marriages And Divorces Seasonality In Romania Compared To Bacau County During 2010-2013**

*by*Eugenia Harja

**Recent Developments in Empirical Likelihood and Related Methods**

*by*Paulo M.D.C. Parente & Richard J. Smith

**Hand Surgery – Postoperative Recovery and Medical Tourism**

*by*Ruxandra Diana Sinescu & Andrea Anghel & Razvan Teohari Vulcanescu

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Man Versus Nash: An Experiment on the Self-enforcing Nature of Mixed Strategy Equilibrium**

*by*Jason Shachat & J. Todd Swarthouty & Lijia Wei

**Prévision des ventes : théorie et pratique**

*by*Bourbonnais, Régis & Usunier, Jean-Claude

**An Introduction to Econometrics: A Self-Contained Approach**

*by*Westhoff, Frank

**Sparse, mean reverting portfolio selection using simulated annealing**

*by*Fogarasi, Norbert & Levendovszky, Janos

**Stock chatter: Using stock sentiment to predict price direction**

*by*Rechenthin, Michael & Street, W. Nick & Srinivasan, Padmini

**Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets - La scomposizione della relazione di frequenza temporale tra tassi di interesse e prezzi azionari in India tramite wavelet**

*by*Tiwari, Aviral Kumar

**The Financial and Economic Crisis and the Aberrance of Economics**

*by*Thorsten Polleit

**A Comparison of the Healthcare Indicators of Turkey and The European Union Members Countries Using Multidimensional Scaling Analysis and Cluster Analysis**

*by*Nuray GİRGİNER

**Team Heterogeneity in Startups and its Development over Time**

*by*Ulrich Kaiser & Bettina Müller

**Team heterogeneity in startups and its development over time**

*by*Kaiser, Ulrich & Müller, Bettina

**Methods for calculating cartel damages: A survey**

*by*Doose, Anna Maria

**Is there a Friday the 13th effect in ermerging Asian stock markets?**

*by*Auer, Benjamin R. & Rottmann, Horst

**Credit Derivative Evaluation and CVA under the Benchmark Approach**

*by*Jan Baldeaux & Eckhard Platen

**Geometric and long run aspects of Granger causality**

*by*Majid M. Al-Sadoon

**How big is the impact of infrastructure on trade? Evidence from meta-analysis**

*by*Celbis, Mehmet Güney & Nijkamp, Peter & Poot, Jacques

**Summarizing large spatial datasets: Spatial principal components and spatial canonical correlation**

*by*Bhupathiraju, Samyukta & Verspagen, Bart & Ziesemer, Thomas

**Detailed Decompositions in Generalized Linear Models**

*by*Boris Kaiser

**Decomposing Differences in Arithmetic Means: A Doubly-Robust Estimation Approach**

*by*Boris Kaiser

**Is Foreign Direct Investment Beneficial for Mexico? A Cointegration Analysis, 1958-2010**

*by*Miguel Ramirez

**A comment on Siegfried's first lesson in econometrics**

*by*Damien S.Eldridge

**Consumer Tendency Survey Based Inflation Expectations**

*by*Ece Oral

**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes**

*by*Yong Bao & Aman Ullah & Yun Wang & Jun Yu

**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes**

*by*Yong Bao & Aman Ullah & Yun Wang & Jun Yu

**A Comparison Of The Forecasting Performances Of Multivariate Volatility Models**

*by*Vincenzo Candila

**Non-metric PLS path modling: integration into the labour market of sapienza graduates**

*by*Francesca Petrarca

**The Assessment And Improvement Of The Accuracy For The Forecast Intervals**

*by*Bratu, Mihaela

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*Giovanni Gallipoli & Gianluigi Pelloni

**The Red Corridor Region of India: What Do the Data Tell Us?**

*by*Mukhopadhyay, Jyoti Prasad & Banik, Nilanjan

**Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach**

*by*Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher

**Estimation of banking technology under credit uncertainty**

*by*Malikov, Emir & Restrepo-Tobon, Diego A & Kumbhakar, Subal C

**Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting**

*by*Asongu, Simplice A

**An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality**

*by*Pinelis, Iosif

**Assessing the number of components in a normal mixture: an alternative approach**

*by*Maciejowska, Katarzyna

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**A taxonomy of manufacturing and service firms in Luxembourg according to technological skills**

*by*El Joueidi, Sarah

**Working Paper: Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Rabbit breed characteristics, farmer objectives and preferences in Kenya: A correspondence analysis**

*by*Mailu, Stephen & Wanyoike, M & Serem, Jared

**¿Convergen los ciclos económicos de los estados de la zona euro?: evidencia empírica**

*by*Escañuela Romana, Ignacio

**A note on NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**Bubbles, shocks and elementary technical trading strategies**

*by*Fry, John

**Further Results on Identification of Structural VAR Models**

*by*Kociecki, Andrzej

**A Note on Almost Stochastic Dominance**

*by*Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing

**Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes**

*by*Johnson, Joseph F.

**Medición del valor agregado del hogar: nuevos enfoques para el caso peruano**

*by*Arlette Beltrán & Pablo Lavado

**The Influence of Psychological Well-being, Ill Health and Health Shocks on Single Parents' Labour Supply**

*by*Alan S Duncan & Mark N Harris & Anthony Harris & Eugenio Zucchelli

**Causal Analysis after Haavelmo**

*by*James J. Heckman & Rodrigo Pinto

**The Data Revolution and Economic Analysis**

*by*Liran Einav & Jonathan D. Levin

**Investigation of Options for a New Longitudinal Household Survey: Issues and Options Paper**

*by*Ron Crawford & Maré, David C

**Empirical Projected Copula Process and Conditional Independence an Extended Version**

*by*Lorenzo Frattarolo & Dominique Guegan

**Causal Analysis after Haavelmo**

*by*Heckman, James J. & Pinto, Rodrigo

**Allocation of Human Capital and Innovation at the Frontier: Firm-Level Evidence on Germany and the Netherlands**

*by*Bartelsman, Eric & Dobbelaere, Sabien & Peters, Bettina

**Team Heterogeneity in Startups and its Development over Time**

*by*Kaiser, Ulrich & Müller, Bettina

**The β Family of Inequality Measures**

*by*Luis José Imedio Olmedo & Encarnación M. Parrado Gallardo & Elena Bárcena Martín

**Generalised instrumental variable models**

*by*Andrew Chesher & Adam Rosen

**Individual heterogeneity and average welfare**

*by*Jerry Hausman & Whitney Newey

**What do instrumental variable models deliver with discrete dependent variables?**

*by*Andrew Chesher & Adam Rosen

**Movilidad Social Intergeneracional y Bienestar Individual: Evidencia Empírica del Caso Boliviano**

*by*Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Manuela Puente Beccar

**Estimating Upward Bias in the Japanese CPI Using Engel's Law**

*by*Kazuhito Higa

**Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction**

*by*Guanglei Hong & Jonah Deutsch & Heather D. Hill

**Causal Analysis after Haavelmo**

*by*James J. Heckman & Rodrigo Pinto

**Value-at-Risk: Risk assessment for the portfolio of oil and gas producers**

*by*Asche, Frank & Dahl, Roy Endre & Oglend, Atle

**Identification in Models with Discrete Variables**

*by*Laffers, Lukas

**Tweets, Google Trends and Sovereign Spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**Interindividual deprivation, close and remote individuals**

*by*Luis José Imedio Olmedo & Elena Bárcena-Martín & Encarnación M. Parrado Gallardo

**Temporary and Persistent Fiscal Policy Shocks**

*by*Sergio Sola

**Fiscal Policy, Interest Rates and Risk Premia in Open Economy**

*by*Salvatore Dell'Erba & Sergio Sola

**Race and Marriage in the Labor Market: A Discrimination Correspondence Study in a Developing Country**

*by*Eva O. Arceo-Gomez & Raymundo M. Campos-Vazquez

**Tweets, Google trends and sovereign spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**There is a VaR Beyond Usual Approximations**

*by*Kratz , Marie

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

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

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Estimation of Banking technology under credit uncertainty**

*by*Emir Malikov & Diego A. Restrepo-Tobón & Subal C. Kumbhakar

**Derretimiento y Retroceso Glaciar: Entendiendo la Percepción de los Hogares Agrícolas que se Enfrentan a los Desafíos del Cambio Climático**

*by*Adriana Bernal Escobar & Rafael Cuervo & Gonzalo Pinzón Trujillo & Jorge H. Maldonado.

**Inflation and Output Comovement in the Euro Area: Love at Second Sight?**

*by*Michal Andrle & Jan Bruha & Serhat Solmaz

**Over-Indebtedness And Innovation: Some Preliminary Results**

*by*Damiana Giuseppina Costanzo & Damiano Bruno Silipo & Marianna Succurro

**Signs of Impact Effects in Time Series Regression Models**

*by*M. Hashem Pesaran & Ron P. Smith

**Is there a Friday the 13th Effect in Emerging Asian Stock Markets?**

*by*Benjamin R. Auer & Horst Rottmann

**The Impact of Entry Regulation on Total Welfare: A Policy Experiment**

*by*An-Hsiang Liu & Ralph Siebert & Christine Zulehner

**On Testability Of Complementarity In Models With Multiple Equilibria**

*by*Taisuke Otsu & Yoshiyasu Rai

**Risk and Evidence of Bias in Randomized Controlled Trials in Economics**

*by*Peter Boone & Alex Eble & Diana Elbourne

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*G. Gallipoli & G. Pelloni

**Risk news shocks and the business cycle**

*by*Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony

**Geometric and Long Run Aspects of Granger Causality**

*by*Majid M. Al-Sadoon

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

*by*Canova, F. & Ferroni, F. & Matthes, C.

**Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications**

*by*Juan F. Rubio-RamÃrez & Jonas E. Arias & Daniel F. Waggoner

**Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting**

*by*Asongu Simplice

**Edgeworth expansion for functionals of continuous diffusion processes**

*by*Mark Podolskij & Nakahiro Yoshida

**Assessing Relative Volatility/Intermittency/Energy Dissipation**

*by*Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel

**Risk premia in energy markets**

*by*Almut E. D. Veraart & Luitgard A. M. Veraart

**Limit theorems for power variations of ambit fields driven by white noise**

*by*Mikko S. Pakkanen

**Mathematical Expectation**

*by*T. W. Epps

**Probability and Statistical Theory for Applied Researchers**

*by*T W Epps

**Comparison of the Information Technology Development in Slovakia and Hungary**

*by*Sasvari, Peter & Majoros, Zsuzsa

**The Impacts of Using Business Information Systems on Operational Effectiveness in Hungary**

*by*Sasvari, Peter

**Fighting Corruption when Existing Corruption-Control Levels Count: What do Wealth-Effects Tell us in Africa?**

*by*Simplice A. Asongu

**Dynamic Hierarchical Factor Model**

*by*Emanuel Moench & Serena Ng & Simon Potter

**Season of Birth and Later Outcomes: Old Questions, New Answers**

*by*Kasey S. Buckles & Daniel M. Hungerman

**Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange**

*by*Georgeta VINTILA & Florinita DUCA

**The Features of the Chronological Series of Statistical Indices**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Mihai GHEORGHE & Cristina SACALA & Ionut NEGOITA & Alexandru URSACHE

**The Analysis of the Correlation Intensity Between Emerging Market During Economic Crisis**

*by*Daniel ARMEANU & Cristina Andreea DOIA & Melania HANCILA & Sorin CIOACA

**A Statistical Applied Method, Drawing on the Consumer Price Index and its Investigative Qualities**

*by*Gheorghe SAVOIU

**Model of Matrix-based Regression used in Economic Analyses**

*by*Constantin ANGHELACHE & Radu Titus MARINESCU & Georgeta BARDASU & Ligia PRODAN

**A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size**

*by*Georgeta VINTILA

**Provocari privind cresterea capacitatii Sistemului Statistic National**

*by*Ioan PARTACHI & Marin DINU & Oleg CARA

**Provocari majore in vederea dezvoltarii pe mai departe a statisticii oficiale**

*by*Ioan PARTACHI & Liviu BEGU & Oleg VEREJAN & Oleg CARA

**Technical Efficiency And Its Determinants In Backward Agriculture: The Case Of Paddy Farmers Of Hailakandi District Of Assam**

*by*Mazumder, Ritwik & Gupta, Manik

**Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series**

*by*Pekkaya, Mehmet

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*GIOVANNI GALLIPOLI & GIANLUIGI PELLONI

**La pobreza en Colombia, 2001-2005. Curvas globales, dominancia y aspectos inferenciales**

*by*María Margarita Bahamón & Juana Domínguez & José Javier Núñez

**Lies, Damned Lies, and Statistics? Examples From Finance and Economics**

*by*Karim M. Abadir

**The Influence of Information and Communication Technologies on Labour Productivity and Total Factor Productivity in the Czech Republic**

*by*Jakub Fischer & Kristýna Vltavská & Petr Doucek & Jana Hančlová

**Using R in Finance**

*by*Jiří Sedláček

**Gravity Model of International Trade, Its Variables, Assumptions, Problems and Applications**

*by*Petra Bubáková

**Study of the Interdependence between Economic Indicators using Statistical MethodsAbstract:Economic indicators, socio-economic phenomena in general, do not evolve independently, being in contact with other economic variables. In many economic decisions it is necessary the study of dependence between variables through statistical methods such as: graphical method, regression method, the correlation report, ANOVA). This gives the possibility that using the knowledge of a particular variable to be predicted the other variables that are in a certain dependency**

*by*Podaºcã Raluca

**The Factorial Correspondences Analysis of School Population by the Level of Education, at Regional LevelAbstract:This analysis assumes that there are differences between the Romanian regions regarding the structure of school population, by the level of education. Within this framework, there are considered the identification of the structure of the school population, by the level of education, and also the presentation of the differences in this respect between the eight Romanian regions. Thus, depending on the level of education, where the school population operates, we intend to identify the training level profile specific of each region of the country. The data used in this analysis are taken from the Statistical Yearbook of Romania, NIS, Bucharest (Anuarul statistic al României, INS, Bucureºti), 2013, and represent the values of the indicators registered, at regional level, in 2011. [10] [11] The statistical method used in this analysis is the factorial correspondences analysis, applied by means of the SPSS statistical software**

*by*Aivaz Kamer Ainur & Vlãducã Ion

**Health Forecasting in Europe**

*by*Alzbeta Ádámová

**Desigualdad en la distribución mundial de emisiones de CO2 por sectores: Descomposición y estudio de sensibilidad/Inequality of Global Distribution of CO2 Emissions by Sector: Decomposition and Sensitivity Study**

*by*REMUZGO, LORENA & SARABIA, JOSÉ MARÍA

**Turkiye'de Kadinlarin Isgucune Katilimlarinin Kohort Analizi**

*by*Emrah Talas & Fatih Cakmak

**Testing the Validity of Wagner’s Law in Bolivia: A Cointegration and Causality Analysis with Disaggregated Data**

*by*Antonio N. Bojanic

**Efectos de los ingresos no reportados en el nivel y tendencia de la pobreza laboral en México**

*by*Raymundo M. Campos-Vázquez

**Revisiting early warning signals of corporate credit default using linguistic analysis**

*by*Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen

**Estimating and testing beta pricing models on industries**

*by*Hammami, Yacine & Lindahl, Anna

**Who moves first? An intensity-based measure for information flows across stock exchanges**

*by*Kehrle, Kerstin & Peter, Franziska J.

**Aggregation of exponential smoothing processes with an application to portfolio risk evaluation**

*by*Sbrana, Giacomo & Silvestrini, Andrea

**Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach**

*by*Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few

**Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets**

*by*Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja

**Simple risk measure calculations for sums of positive random variables**

*by*Guillén, Montserrat & Sarabia, José María & Prieto, Faustino

**Finite-time survival probability and credit default swaps pricing under geometric Lévy markets**

*by*Hao, Xuemiao & Li, Xuan & Shimizu, Yasutaka

**Impact and structural features of meta-analytical studies, standard articles and reviews in psychology: Similarities and differences**

*by*Barrios, Maite & Guilera, Georgina & Gómez-Benito, Juana

**Saving money vs investing money: Do energy ratings influence consumer demand for energy efficient goods?**

*by*Panzone, Luca A.

**Aggregational Gaussianity and barely infinite variance in financial returns**

*by*Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos

**Adaptive forecasting in the presence of recent and ongoing structural change**

*by*Giraitis, Liudas & Kapetanios, George & Price, Simon

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**On loss functions and ranking forecasting performances of multivariate volatility models**

*by*Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

**The functional central limit theorem for ARMA–GARCH processes**

*by*Lee, O.

**On testability of complementarity in models with multiple equilibria**

*by*Rai, Yoshiyasu & Otsu, Taisuke

**Model selection for regression with heteroskedastic and autocorrelated errors**

*by*Mao, Guangyu

**Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis**

*by*Tiwari, Aviral Kumar & Mutascu, Mihai & Andries, Alin Marius

**Corruption In Europe in the Years 2001–2011. Multidimensional Comparative Analysis**

*by*Agata Wiecek & Katarzyna Mroczek & Piotr Trapczynski

**Explicación contamétrica de las dinámicas patrimoniales desde una concepción social**

*by*Campo Alcides Avellaneda Bautista & José Joaquín Ortiz Bojacá

**The Evolution Of The Marketing Research Market On The Level Of The European Union Countries, After 2000**

*by*Laura Catalina Timiras

**Influences Of The Purchasing Power Change On The Evolution Of The Agroalimetary Markets On European Union Level**

*by*Laura Catalina Timiras

**The Main Demographics Changes In The Population Of Bacau County At The Last Census**

*by*Eugenia Harja

**Territorial Disparities Of The Population From Bacau County**

*by*Eugenia Harja

**statistical analysis of clinical trial data for resource allocation decisions**

*by*Rita Faria Author-Name: Andrea Manca

**Establishment Exits in Germany: The Role of Size and Age**

*by*Fackler, Daniel & Schnabel, Claus & Wagner, Joachim

**Analyse des deutschen Zuwanderungssystems im Hinblick auf den Fachkräftebedarf im Mittelstand**

*by*Maaß, Frank & Icks, Annette

**Inequality and Macroeconomic Factors: A Time-Series Analysis for a Set of OECD Countries**

*by*Virginia Maestri & Andrea Roventini

**The Affine Nature of Aggregate Wealth Dynamics**

*by*Eckhard Platen & Renata Rendek

**Modeling of Oil Prices**

*by*Ke Du & Eckhard Platen & Renata Rendek

**Zur Rolle der Ökonometrie in der wissenschaftlichen Politikberatung**

*by*Kirchgässner, Gebhard

**Minimally Conditioned Likelihood for a Nonstationary State Space Model**

*by*José Casals & Sonia Sotoca & Miguel Jerez

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**An alternative business cycle dating procedure for South Africa**

*by*AdÃ©l Bosch & Franz Ruch

**Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change**

*by*Liudas Giraitis & George Kapetanios & Simon Price

**Bootstrap Confidence Sets with Weak Instruments**

*by*Russell Davidson & James G. MacKinnon

**Modelling asymmetric consumer demand response: Evidence from scanner data**

*by*Vespignani, Joaquin L.

**La certeza incierta de los rankings de felicidad**

*by*Calvo, Esteban & Azar, Ariel

**Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania**

*by*Caragea, Nicoleta & Alexandru, Ciprian Antoniade & Dobre, Ana Maria

**Transmission of Government Default Risk in the Eurozone**

*by*Kohonen, Anssi

**Новый Метод Оценки Структуры И Базы Экспортного Потенциала**

*by*Gnidchenko, Andrey A.

**Programming identification criteria in simultaneous equation models**

*by*Halkos, George & Tsilika, Kyriaki

**Testing the covariance stationarity of CEE stocks**

*by*Lyócsa, Štefan & Baumöhl, Eduard

**Constructing weekly returns based on daily stock market data: A puzzle for empirical research?**

*by*Baumöhl, Eduard & Lyócsa, Štefan

**Orbital Priors for Time-Series Models**

*by*Kociecki, Andrzej

**Analysis on Runs of Daily Returns in Istanbul Stock Exchange**

*by*Şensoy, Ahmet

**Fighting corruption when existing corruption-control levels count : what do wealth-effects tell us in Africa?**

*by*Simplice A, Asongu

**Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data**

*by*Bartolucci, Francesco & Lupparelli, Monia

**A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach**

*by*Zhu, Ke

**Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets**

*by*Tiwari, Aviral Kumar

**Zeitpunktsignale zum aktiven Portfoliomanagement**

*by*Czinkota, Thomas

**Time varying fractional cointegration**

*by*Simwaka, Kisu

**Quantitative analysis in social sciences: An brief introduction for non-economists**

*by*Niño-Zarazúa, Miguel

**Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates**

*by*Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia

**Identification and estimation of dynamic factor models**

*by*Bai, Jushan & Wang, Peng

**Should we design extended or straightforward questions for small stock when records are unavailable?**

*by*Mailu, S.K. & Wanyoike, M.M & Serem, J.K. & Mwanza, R.N. & Borter, D.K & Gachuiri, C.K. & Gathumbi, P.K. & Kiarie, N. & Lwoyero, J.

**Martingale approximation for common factor representation**

*by*Bystrov, Victor & di Salvatore, Antonietta

**Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen**

*by*Czinkota, Thomas

**An automatic procedure for the estimation of the tail index**

*by*Gimeno, Ricardo & Gonzalez, Clara I.

**Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?**

*by*Simplice A, Asongu

**Fighting corruption in Africa: do existing corruption-control levels matter?**

*by*Simplice A, Asongu

**Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter**

*by*Simplice A, Asongu

**Calibration of factor models with equity data: parade of correlations**

*by*Baranovski, Alexander L.

**Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence**

*by*Simeon Coleman Author name: Vitor Leone

**Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble**

*by*Otavio Ribeiro de Medeiros and Vitor Leone

**Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit**

*by*Marc J. Melitz & Sašo Polanec

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Michael McAleer & Manabu Asai & Massimiliano Caporin

**FX Intervention in the Yen-US Dollar Market: A Coordination Channel Perspective**

*by*Stefan Reitz , Mark P. Taylor

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Extensive vs. Intensive Margin in Japan**

*by*Makoto Kakinaka & Hiroaki Miyamoto

**Intégration et frontières sociales au Luxembourg**

*by*TOURBEAUX Jérôme

**Do attitudes toward integration of immigrants change over time? A comparative study of natives, second-generation immigrants and foreign-born residents in Luxembourg**

*by*CALLENS Marie-Sophie & VALENTOVA Marie & MEULEMAN Bart

**L'intégration des Portugais du Luxembourg**

*by*TOURBEAUX Jérôme

**An instrumental variable random coefficients model for binary outcomes**

*by*Andrew Chesher & Adam Rosen

**Simultaneous equations for discrete outcomes:coherence, completeness, and identification**

*by*Andrew Chesher & Adam Rosen

**Resposible investments in a developing country: Case study of a Bolivian pilot experience**

*by*Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral

**Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England**

*by*Hussain, Shakir & Shukur, Ghazi

**Spatial outbreak detection based on inference principles for multivariate surveillance**

*by*Frisén, Marianne

**On the Reception of Haavelmo’s Econometric Thought**

*by*Kevin D. Hoover

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Exponential GARCH Modeling with Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo Huang

**Tracking Monetary-Fiscal Interactions across Time and Space**

*by*Michal Franta & Jan Libich & Petr Stehlík

**Understanding DSGE Filters in Forecasting and Policy Analysis**

*by*Andrle, Michal

**The Effects of On-the-job and Out-of-Employment Training Programmes on Labor Market Histories**

*by*Blasco, Sylvie & Crépon, Bruno & Kamionka, Thierry

**The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options**

*by*ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

**El impacto de la educación económica y financiera en los jóvenes: el caso de finanzas para el cambio**

*by*Nidia García Bohórquez

**Tracking Monetary-Fiscal Interactions Across Time and Space**

*by*Michal Franta & Jan Libich & Petr Stehlik

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options**

*by*Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

**An application of General Maximum Entropy to Utility**

*by*Paulo Ferreira & Andreia Dionísio

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation**

*by*Michele De Nadai & Arthur Lewbel

**Shock on Variable or Shock on Distribution with Application to Stress-Tests**

*by*Dubecq, S. & Gourieroux, C.

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)**

*by*Antonis Demos & Stelios Arvanitis

**Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations**

*by*Stelios Arvanitis & Antonis Demos

**Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter**

*by*Asongu Simplice

**Fighting corruption when existing corruption-control levels count: what do wealth-effects tell us in Africa?**

*by*Asongu Simplice

**Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?**

*by*Asongu Simplice

**Fighting corruption in Africa: do existing corruption-control levels matter?**

*by*Asongu Simplice

**A test for the rank of the volatility process: the random perturbation approach**

*by*Jean Jacod & Mark Podolskij

**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

**Exponential GARCH Modeling with Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo Huang

**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options**

*by*Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

**The Effects of Technology and Innovation on Society**

*by*Sasvari, Peter

**A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary**

*by*Sasvari, Peter

**Structural Changes In The Consumption Of Foods By Households In Republic Of Bulgaria**

*by*Mihal Stoyanov

**Using analytics for understanding the consumer online**

*by*Iulia-Adina ZARA & Bogdan Calin VELICU & Maria-Cristiana MUNTHIU & Mihaela TUTA

**Statistical Analysis Of The Evolution Of Research-Development Activity In South-West Oltenia Development Region In 2002-2010**

*by*MARIAN ZAHARIA & ANIELA BĂLĂCESCU

**Analysis On Runs Of Daily Returns In Istanbul Stock Exchange**

*by*Ahmet SENSOY

**Panelowe testy kointegracji – teoria i zastosowania**

*by*Krystyna Strzała

**Evolution regarding the Reform of Industry Statistics in the Republic of Moldavia**

*by*Ion PARTACHI & Oleg CARA

**Some Approaches on the Social Insurance Model in Romania**

*by*Ana ANTON CARP & Ioana Mihaela POCAN & Catalina Claudia SAVA & Lorand KRALIK

**Adaptation of the Statistical System to the Requirements of Modern Society in European Context**

*by*Ion PARTACHI & Emanuela IONESCU & Florin Paul Costel LILEA & Oleg CARA

**Integrated Approach on Statistics on Short-term in Practice**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Ion PARTACHI & Oleg CARA & Diana Valentina SOARE

**Some Aspects regarding the Global and European Statistical System**

*by*Ion PARTACHI & Oleg CARA & Andreea BALTAC

**An Investigation into the Impact of the Usage of Debt on the Profitability of Romanian Companies**

*by*Florinita DUCA

**Breaking Through Risk Management, a Derivative for the Leasing Industry**

*by*Prado, Sylvain Michael & Ananth, Ram

**Capital social y bienestar subjetivo. Un análisis para España considerando sus regiones**

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**Comenzando a trabajar**

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**Introducción a Econometrics Views**

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**Empirical Assessment of an Intertemporal option Pricing Model with Latent variables**

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**Foreign Technology Licensing in Indian Industry**

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*by*Coondoo, D. & Majumder, A. & Ray, E,

**Estimating Econometric Models with Fixed Effects**

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**Fixed and Random Effects in Nonlinear Models**

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**Causation, Prediction, and Search, 2nd Edition**

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**Probabilistic Assignments of Identical Indivisible Objects and Uniform Probabilistic Rules**

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**Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables**

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**Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test**

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**Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test**

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**Asymptotic Theory for Multivariate GARCH Processes**

*by*F. Comte & Offer Lieberman

**Penalised Maximum Likelihood Estimation for Fractional Guassian Processes**

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**Rent Sharing in Wage Determination: Evidence from Italy**

*by*Pistoresi, Barbara & Strozzi, Chiara

**Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?**

*by*Sarno, Lucio & Taylor, Mark P

**Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles**

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**A Primer on Financial Contagion**

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**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

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**Neighborhood Effects, Preference Heterogeneity and Immigrant Educational Attainment**

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**Time Series Simulation With Quasi Monte Carlo Methods**

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**Estimation du risque de defaut par une modelisation stochastique du bilan : application a des firmes industrielles francaises**

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**Existence of Almost Periodic Solutions of Descrete Time Equations**

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**Towards a General Formal Framework for Polynomial Approximation (Concepts and Examples)**

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**Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation VS. DEA**

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**Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests**

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**Bayesian Inference in the Non-Central Student-T Model**

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