## 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.

**Human capital accumulation in France at the dawn of the XIXth century: Lessons from the Guizot Inquiry**

*by*Magali Jaoul-Grammare & Charlotte Le Chapelain

**Sequential Probability Ration Tests : Conservative and Robust**

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

**What Happens When Econometrics and Psychometrics Collide? An Example Using PISA Data**

*by*John Jerrim & Luis Alejandro Lopez-Agudo & Oscar D. Marcenaro-Gutierrez & Nikki Shure

**Zooming the Ins and Outs of the U.S. Unemployment**

*by*Pedro Portugal & António Rua

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

*by*Mikhailitchenko, Serguei

**Nowcasting Building Permits with Google Trends**

*by*Coble, David & Pincheira, Pablo

**Survey of volatility and spillovers on financial markets**

*by*Evžen Kočenda

**Maximum Entropy Estimation of Statistical Equilibrium in Economic Quantal Response Models**

*by*Ellis Scharfenaker & Duncan Foley

**The European Railway Sectors: Understanding and Assessing Change**

*by*Giovanni ESPOSITO & Julia DOLESCHEL & Tobias KALOUD & Marco MARIOTTI & Jadwiga URBAN-KOZŁOWSKA

**The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis**

*by*Rich, Robert W. & Tracy, Joseph

**Identification and inference on regressions with missing covariate data**

*by*Esteban M. Aucejo & Federico A. Bugni & V. Joseph Hotz

**Structural breaks in panel data: Large number of panels and short length time series**

*by*Antoch, Jaromir & Hanousek, Jan & Horvath, Lajos & Huskova, Marie & Wang, Shixuan

**Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations**

*by*Zhi Liu

**The Relationship Between Savings And Economic Growth At The Disaggregated Level**

*by*BONGA-BONGA, Lumengo & GUMA, Nomvuyo

**Half-Forgotten Personalities of Economic Thought - O. R. Lange**

*by*Pavel Sirůček

**Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables**

*by*François-Éric Racicot & William F. Rentz & Alfred L. Kahl

**Finance growth nexus across Indian states: evidences from panel cointegration and causality tests**

*by*Rajesh Sharma & Samaresh Bardhan

**A typology of distance-based measures of spatial concentration**

*by*Marcon, Eric & Puech, Florence

**One-sided performance measures under Gram-Charlier distributions**

*by*León, Angel & Moreno, Manuel

**On the robustness of week-day effect to error distributional assumption: International evidence**

*by*Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir

**Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets**

*by*Kiohos, Apostolos & Babalos, Vassilios & Koulakiotis, Athanasios

**Assessing farmers' willingness to supply biomass as energy feedstock: Cereal straw in Apulia (Italy)**

*by*Giannoccaro, Giacomo & de Gennaro, Bernardo C. & De Meo, Emilio & Prosperi, Maurizio

**Inference from high-frequency data: A subsampling approach**

*by*Christensen, K. & Podolskij, M. & Thamrongrat, N. & Veliyev, B.

**Positive semidefinite integrated covariance estimation, factorizations and asynchronicity**

*by*Boudt, Kris & Laurent, Sébastien & Lunde, Asger & Quaedvlieg, Rogier & Sauri, Orimar

**On the memory of products of long range dependent time series**

*by*Leschinski, Christian

**Endogeneity bias modeling using observables**

*by*Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong

**A note on using ratio variables in regression analysis**

*by*Lien, Donald & Hu, Yue & Liu, Long

**Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction**

*by*Wang Tianqiong & Shu Yang & Shamila Saddique

**Development of Domestic and Foreign Industrial Enterprises in Russia**

*by*Andrei Trifonov & Alexandr Mikhalchuk & Vladislav Spitsin & Marina Ryzhkova & Lubov Spitsina & Anton Boznyakov

**The Dynamic Impact of Trade Openness on Poverty: An Empirical Study of Indonesia’s Economy**

*by*Lestari Agusalim

**Do decision-makers in SMEs have higher risk aversion than in large enterprises?**

*by*Wüstermann, Ralf Peter

**Confidence Intervals for Projections of Partially Identified Parameters**

*by*Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca

**Do political institutions influence international trade? Measurement of institutions and the Long-Run effects**

*by*Krenz, Astrid

**Matematičko modeliranje odnosa između održivog profita i održivog poslovanja**

*by*Nidžara Osmanagić Bedenik & Vedran Kojić & Ivan Strugar & Davor Labaš

**Panel Macroeconometric Modeling**

*by*Cheng Hsiao

**A tour of regression models for explaining shares**

*by*Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine

**Gauging financial conditions in South Africa**

*by*Nicolaas van der Wath

**Delphic and Odyssean monetary policy shocks: Evidence from the euro-area**

*by*Philippe Andrade & Filippo Ferroni

**Undue charges and price discrimination**

*by*Gabriel Garber & Márcio Issao Nakane

**The Financial and Economic Analysis of the Situation of Business Entities using Quantitative Methods**

*by*Anna Wi?niewska-Sa?ek & Sylwia ??gowik-?wi?cik & Katarzyna Grondys & Marcin St?pie?

**Causality As A Tool For Empirical Analysis In Economics**

*by*Pavlína Hejduková & Lucie Kureková

**Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Commodities Portfolios**

*by*Mazin A. M. Al Janabi

**Crime and Divorce. Can one Lead to the other? Using Multilevel Mixed Models**

*by*Faisal Khamis Al-Shamari

**Clustered into control: Causal impacts of water infrastructure failure**

*by*LaRiviere, Jacob & Wichman, Casey & Cunningham, Brandon

**The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable**

*by*Zhuan Pei & Yi Shen

**What is a Fair Value of Your Recommendation List?**

*by*Bobrikov, Vladimir & Nenova, Elena & Ignatov, Dmitry I.

**Gift Ratios in Laboratory Experiments**

*by*Tagiew, Rustam & Ignatov, Dmitry

**Sir William Petty y la conformación de la Ley Petty-Clark**

*by*Vélez Tamayo, Julián Mauricio

**The Price of Being a Systemically Important Financial Institution (SIFI)**

*by*Dacorogna, Michel M & Busse, Marc

**Equation by equation estimation of the semi-diagonal BEKK model with covariates**

*by*Thieu, Le Quyen

**Policy Measurement and Multilateral Resistance in Gravity Models**

*by*Cipollina, Maria Pina & De Benedictis, Luca & Salvatici, Luca & Vicarelli, Claudio

**Redundancy, Unilateralism and Bias beyond GDP – results of a Global Index Benchmark**

*by*Dill, Alexander & Gebhart, Nicolas

**Stochastic choice, systematic mistakes and preference estimation**

*by*Breitmoser, Yves

**Statistica descriptivă a seriilor de timp financiare**

*by*Stefanescu, Răzvan & Dumitriu, Ramona

**The relationship between savings and economic growth at the disaggregated level**

*by*Guma, Nomvuyo & Bonga-Bonga, Lumengo

**Expected utility for nonstochastic risk**

*by*Ivanenko, Victor & Pasichnichenko, Illia

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

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

*by*Ullah, Nazim

**Instrumental Variables in the Long Run**

*by*Casey, Gregory & Klemp, Marc

**Considering the use of random fields in the Modifiable Areal Unit Problem**

*by*Michal Bernard Pietrzak & Bartosz Ziemkiewicz

**Firms’ Dynamics and Business Cycle: New Disaggregated Data**

*by*Lorenza Rossi & Emilio Zanetti Chini

**Transparency, Reproducibility, and the Credibility of Economics Research**

*by*Garret S. Christensen & Edward Miguel

**A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models**

*by*Francis DiTraglia & Camilo García-Jimeno

**Understanding and Misunderstanding Randomized Controlled Trials**

*by*Angus Deaton & Nancy Cartwright

**RBC Methodology and the Development of Aggregate Economic Theory**

*by*Edward C. Prescott

**Term Structure of Uncertainty in the Macroeconomy**

*by*Jaroslav Borovička & Lars Peter Hansen

**Price Elasticities of Pharmaceuticals in a Value-Based-Formulary Setting**

*by*Kai Yeung & Anirban Basu & Ryan N. Hansen & Sean D. Sullivan

**Algorithmic and High-Frequency Trading Strategies: A Literature Review**

*by*Alexandru Mandes

**Policy Measurement And Multilateral Resistance In Gravity Models**

*by*Maria Cipollina & Luca De Benedictis & Luca Salvatici & Claudio Vicarelli

**Message from an Italian bottleneck: inter-industry relationships and efficiency spillover**

*by*Stefano Costa & Federico Sallusti

**An Oaxaca Decomposition for Nonlinear Models**

*by*Bazen, Stephen & Joutard, Xavier & Magdalou, Brice

**The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable**

*by*Pei, Zhuan & Shen, Yi

**Technological diffusion as a recombinant process**

*by*Petros Gkotsis & Antonio Vezzani

**Disentangling the processes of firm growth and R&D investment**

*by*Alexander Coad & Nicola Grassano

**Valoración de inmuebles comerciales durante la aplicación del método de capitalización directa y el método de flujos descontados**

*by*Alejandro Vargas Sánchez & Juan Manuel Rocha Vargas

**Déficit habitacional cualitativo: una aproximación para el caso boliviano**

*by*Natali Escalera Nava & Pamela Córdova Olivera

**Comercio internacional y brechas salariales no explicadas por género: Evidencia para el sector agrícola en Bolivia**

*by*Oscar Molina Tejerina & Sergio Bobka Calcina

**Factores influyentes en la vulnerabilidad ante desastres en Bolivia 1980-2012**

*by*Mariana García del Castillo & Hernán Naranjo Mejía

**Desigualdades salariales: Una nueva mirada a su relación con la educación y los antecedentes familiares**

*by*Cristian Ricardo Nogales Carvajal

**Decentralized aid and democracy**

*by*Joaquín Morales Belpair

**Log-normal creaming and the likelihood of discovering additional giant petroleum fields**

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

**Weibull Wind Worth: Wait and Watch?**

*by*Lillestøl, Jostein

**Does Risk-Adjusted Payment Influence Primary Care Providers' Decision on Where to Set Up Practices?**

*by*Anell, Anders & Dackehag , Margareta & Dietrichson, Jens

**Competition in Swedish passenger railway : entry in an open-access market**

*by*Vigren, Andreas

**McCarthyism and the Mathematization of Economics**

*by*E. Roy Weintraub

**On the Memory of Products of Long Range Dependent Time Series**

*by*Leschinski, Christian

**RBC Methodology and the Development of Aggregate Economic Theory**

*by*Prescott, Edward C.

**Quarterly Report on the Euro Area (QREA), Vol.15, No.2 (2016)**

*by*Narcissa Balta & Francesca D’Auria & Plamen Nikolov & Borek Vasicek

**Quarterly Report on the Euro Area (QREA), Vol.15, No.1 (2016)**

*by*Erik Canton & Jan In't Veld & Romanos Priftis

**Quarterly Report on the Euro Area (QREA), Vol.14, No.4 (2015)**

*by*Alexis Loublier & Philipp Mohl & Eric Ruscher & Borek Vasicek & Thomas Walsh

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**On the Choice of Test Statistic for Conditional Moment Inequalities**

*by*Timothy B. Armstrong

**Interdependent Hazards, Local Interactions, and the Return Decision of Recent Migrants**

*by*Govert Bijwaard & Christian Schluter

**“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia**

*by*Fabián Ernesto Vidal Sánchez

**Diseño de política económica para enfrentar la volatilidad de la tasa de cambio: un análisis econométrico Garch de los periodos de apreciación y depreciación y sus costos y resultados**

*by*Carlos Eduardo Méndez Conde & Juan Camilo Méndez Vizcaíno

**On the Sources of Business Cycles: Implications for DSGE Models**

*by*Michal Andrle & Jan Bruha & Serhat Solmaz

**Aggregate Loss Distribution And Dependence: Composite Models, Copula Functions And Fast Fourier Transform For The Danish Re Insurance Data**

*by*Rocco Roberto Cerchiara & Francesco Acri

**Dependent Defaults and Losses with Factor Copula Models**

*by*Damien Ackerer & Thibault Vatter

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

*by*Simon Richards & Matthieu Verstraete

**Skewness and Kurtosis Ratio Tests: With Applications to Multiperiod Tail Risk Analysis**

*by*Wong, Woon K.

**A copula-based clustering algorithm to analyse EU country diets**

*by*F. Marta L. Di Lascio & Marta Disegna

**A Bayesian Look at American Academic Wages: The Case of Michigan State University**

*by*Majda Benzidia & Michel Lubrano

**Estimation of the global regularity of a multifractional Brownian motion**

*by*Joachim Lebovits & Mark Podolskij

**Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach**

*by*Kim Christensen & Ulrich Hounyo & Mark Podolskij

**Information Capacity Database in the Rating Model on the Basis of Polish and Italian Real Estate Markets**

*by*Renigier-Biłozor Małgorzata & Biłozor Andrzej

**The Beta intervalling effect during a deep economic crisis - evidence from Greece**

*by*Georgios Mantsios & Stylianos Xanthopoulos

**Estimating Capabilities with Structural Equation Models: How Well are We Doing in a ‘Real’ World?**

*by*Jaya Krishnakumar & Florian Chávez-Juárez

**Public interest versus interest groups: a political economy analysis of allowance allocation under the EU emissions trading scheme**

*by*Niels Anger & Emmanuel Asane-Otoo & Christoph Böhringer & Ulrich Oberndorfer

**A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates**

*by*Kathrin Glau

**On Rosen’s and Adler’s hypotheses in the modern and contemporary visual art market**

*by*Guido Candela & Massimiliano Castellani & Pierpaolo Pattitoni & F. Marta L. Lascio

**The analysis of the impact of the Warsaw metro stations location on residential property prices in Ursynów district in Warsaw (Analiza wplywu lokalizacji stacji metra warszawskiego na ceny mieszkan na przykladzie dzielnicy Ursynow w Warszawie)**

*by*Marcin Torzewski

**Comparison of Parametric and Nonparametric Modeling: Aesthetic Effect of Kamran Khavarani?s Paintings**

*by*Simin Mozayeni & Parisa Amirmostofian

**Explaining the Migration Intentions Of Romanian Youth: Are Teenegers Different?**

*by*Monica ROMAN & Maria Denisa VASILESCU

**RR by R in Official Statistics**

*by*Ciprian ALEXANDRU & Nicoleta CARAGEA

**Statistical Data Processing with R – Metadata Driven Approach**

*by*Rudi SELJAK & Jerneja PIKELJ

**Estimation of Household Waste in the Republic of Serbia using R software**

*by*Melinda Tokai

**A Variance Estimation R-package for Repeated Surveys – Useful for Estimates of Changes in Quarterly and Annual Averages**

*by*Oyvind Langsrud

**An R implementation of a Recurrent Neural Network Trained by Extended Kalman Filter**

*by*Bogdan Oancea & Tudorel Andrei & Raluca Mariana Dragoescu

**Use Of R in Statistics Lithuania**

*by*Tomas Rudys

**Data Editing for Complex Surveys in Presence Of Administrative Data: An Application to Fss 2013 Livestock Survey Data Based on The Joint Sequential Use Of Different R Packages**

*by*Elena Catanese

**A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break**

*by*Tolga Omay & Mubariz Hasanov & Asli Yuksel & Aydin Yuksel

**From Oil to Stock Markets**

*by*Guesmi, Khaled & Boubaker, Heni & Lai, Van Son

**Bayesian binomial zero-coupon bonds model**

*by*Bogomolov, Rostislav & Khametov, Vladimir

**I hate statistics**

*by*MIHAIESCU, Nicolaie

**Pitfalls of Quantitative Surveys Online**

*by*Iva Pecáková

**Використання Статистичних Методів Управління Якістю В Логістичному Процесі**

*by*Alla Tkachenko & Marina Ivanova

**Assessment of Active Labour Market Policies in Bulgaria: Evidence from Survey Data**

*by*Atanas Atanassov

**Income Inequality: Impact of Inequality Measures on Crimes An Analysis of the State of New Jersey**

*by*Bertram Chukwudum Ifeanyi OKPOKWASILI

**On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach**

*by*Khaled Guesmi & Zied Fiti & Ilyes Abid & Gazi Salah Uddin

**The Relationship Between Consumption and Income**

*by*Tai-Yuen HON

**Credit Allocation Based on Journal Impact Factor and Co-authorship Contribution**

*by*Javier E. CONTRERAS-REYES

**Suburbanisation and the Housing Situation in the Poznań Agglomeration**

*by*Anna Jancz

**Geographic proximity and university–industry interaction: the case of Mexico**

*by*Claudia Fuentes & Gabriela Dutrénit

**Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations**

*by*Michael P. Hughes & Karl Rogers

**Economic performance, government size, and institutional quality**

*by*António Afonso & João Tovar Jalles

**Impacto del desarrollo del sistema financiero en el comercio de los países que integran la OCDE**

*by*Ortiz-Zarco, Ruth & Ortiz-Zarco, Eusebio

**Values And Environemtal Behavior In Small Pottery Businesses: Empirical Evidence From Mexico, Valores Y Comportamiento Ambiental En Pequenos Negocios: Evidencia Empirica De La Alfareria En Mexico**

*by*Maria del Carmen Avendano & Arcelia Toledo-Lopez & Dora Lilia Guzman Cruz

**Social Responsibility And Financial Performance: Evidence From Goods And Service Firms In Mexico**

*by*Maria del C. AvendaÃ±o-Rito & Arcelia Toledo-Lopez

**Spatial Variations Of Employment Change In Greece Over The Early-Crisis Period (2008-2011)**

*by*Dimitris KALLIORAS & Maria TSIAPA & Spyridon ZAPANTIS

**Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets**

*by*Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet

**Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures**

*by*Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che

**Bias correction and refined inferences for fixed effects spatial panel data models**

*by*Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan

**House prices at different stages of the buying/selling process**

*by*Shimizu, Chihiro & Nishimura, Kiyohiko G. & Watanabe, Tsutomu

**Do socially (ir)responsible investments pay? New evidence from international ESG data**

*by*Auer, Benjamin R. & Schuhmacher, Frank

**Assessing mortgage servicing rights using a reduced-form model: Considering the effects of interest rate risks, prepayment and default risks, and random state variables**

*by*Chiang, Shu Ling & Yang, Tyler T. & Tsai, Ming Shann

**Magnitudes of Market Inefficiency: Theory and Application**

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

**What works to improve the quality of student learning in developing countries?**

*by*Masino, Serena & Niño-Zarazúa, Miguel

**Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets**

*by*Ftiti, Zied & Fatnassi, Ibrahim & Tiwari, Aviral Kumar

**Tsallis entropy: Do the market size and liquidity matter?**

*by*Gurdgiev, Constantin & Harte, Gerard

**Parametric model risk and power plant valuation**

*by*Bannör, Karl & Kiesel, Rüdiger & Nazarova, Anna & Scherer, Matthias

**Information spillover dynamics of the energy futures market sector: A novel common factor approach**

*by*Kuruppuarachchi, Duminda & Premachandra, I.M.

**Testing the martingale hypothesis for gross returns**

*by*Linton, Oliver & Smetanina, Ekaterina

**Dynamic asymmetries in house price cycles: A generalized smooth transition model**

*by*Canepa, Alessandra & Chini, Emilio Zanetti

**The obesity penalty in the labor market using longitudinal Canadian data**

*by*Chu, Filmer & Ohinmaa, Arto

**Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models**

*by*Kock, Anders Bredahl

**Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data**

*by*Kim, Donggyu & Wang, Yazhen

**Nonparametric errors in variables models with measurement errors on both sides of the equation**

*by*De Nadai, Michele & Lewbel, Arthur

**Endogeneity in stochastic frontier models**

*by*Amsler, Christine & Prokhorov, Artem & Schmidt, Peter

**Grouped effects estimators in fixed effects models**

*by*Bester, C. Alan & Hansen, Christian B.

**The equivalence of three latent class models and ML estimators**

*by*Tennekoon, Vidhura S.

**Do rating grades convey important information: German evidence?**

*by*Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila

**What determines students’ perceptions in course evaluation rating in higher education? An econometric exploration**

*by*Kifle, Temesgen & Alauddin, Mohammad

**The impact of lengthening petrol price cycles on consumer purchasing behaviour**

*by*Hashimi, Hasham & Jeffreys, Ian

**Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk**

*by*Kellner, Ralf & Rösch, Daniel

**Methodological Approaches to the Diagnosis and Forecast of the Long-Wave Fluctuations in the Economy**

*by*Marat Rashitovich Safiullin & Leonid Alekseevich Elshin & Leonid Alekseevich Elshin & Elvira Gumarovna Nikiforova

**Domestic and Foreign Firms in Russian Food Industry for the Period of 2005-2014**

*by*Vladislav Spitsin & Alexandr Mikhalchuk & Darya Novoseltzeva & Anton Boznyakov & Lubov Spitsina & Irina Antonova

**The Impact of Working Capital Management on Firms Financial Performance: Evidence from Pakistan**

*by*Tanveer Bagh & Muhammad Imran Nazir & Muhammad Asif Khan & Muhammad Atif Khan & Sadaf Razzaq

**An Innovative Approach to the Formation of a Progressive Taxation Probabilistic Model on Personal Incomes**

*by*Kalinina Olga

**An Application of Asymmetric Toda–Yamamoto Causality on Exchange Rate-inflation Differentials in Emerging Economies**

*by*Mohammed Umar & Jauhari Dahalan

**Correlational-regression Analysis Application for the Forecast of the Specialists with Higher Education Requirement in Russian Economy**

*by*Nina Potekhina & Yulia Shulinina & Natalia Kuzmina & Ludmila Potalisina & Inessa Sannikova

**Comparison of Investment Activity of the Russian and Foreign Manufacturers: Case from Manufacturing of Transportation Vehicles**

*by*Vladislav Spitsin & Aleksandr Mikhalchuk & Vladimir Zalmezh & Irina Antonova & Igor Tsekhanovsky & Valeriy Zadorozhnyi & Nataliya Shabaldina & Larisa Dorzheeva

**Social Results of Domestic and Foreign Firms: Case Manufacture of Transport Equipment in Russia**

*by*Vladislav Spitsin & Aleksandr Mikhalchuk & Lubov Spitsina & Nataliya Tyuleneva & Darya Novoseltseva

**On The Role Of Exports For Economic Growth At A Global Level Through A Lmm Approach**

*by*Ioan POPA & Cristiana TUDOR & Mihaela BELU & Dorel PARASCHIV

**Designing of Social Politics Meant for the Upgrading of the Educators’ Professional Training in the Child Protection System**

*by*Ioan RADU & Cristina MOGOS & Cleopatra SENDROIU & Minodora URSACESCU & Aureliana Geta ROMAN

**Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?**

*by*Pedro V. Piffaut & Damià Rey Miró

**The share of European economies in the process of convergence of long-term interest rates in the EU in the period of 2006–2016**

*by*Elzbieta Szulc & Karolina Gorna & Dagna Wleklinska

**Factorial Correspondences Analysis – A Tool In Tourism Motivation Research**

*by*Ion Danut I. JUGANARU & Kamer Ainur M. AIVAZ & Mariana C. JUGANARU

**Significant Moments In The History And Evolution Of The Touristic City Of Constanta And Anticipation Of The Number Of Arrived Tourists Using The Arima Models**

*by*Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU

**The Anticipation Of The Number Of Tourists Arrived In Mamaia Using The Type Of Models Arima**

*by*Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU

**Using The Factorial Correspondences For Analyzing Tourist Flows**

*by*Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU

**Quantitative Aspects Regarding The Tourist Traffic Indicators In The Human Settlements Located On The Black Sea Coast**

*by*Mariana C. JUGANARU & Ion Danut I. JUGANARU & Kamer Ainur M. AIVAZ

**Study On The Performance Of Romanian Companies Listed On Bucharest Stock Exchange Using A General Diagnosis Model**

*by*STEFAN Iulia-Oana

**Impact of Income on Customers' Loyalty: Are Customers with Higher Income more Loyal?**

*by*Klopotan Igor & Vrhovec-Žohar Kristina & Mahič Edita

**Measuring foreign impact: leading index construction using hierarchical dynamic factor model**

*by*Agne Reklaite

**Measuring The Optimal Macroeconomic Uncertainty Index For Turkey**

*by*Havvanur Feyza Erdem & Rahmi Yamak

**Labour Force Specialization In Romania - Regional Disparities**

*by*Oana Ancuta Stângaciu

**Some Comments on the Current State of Econometrics**

*by*George Judge

**A fuzzy model for the evaluation of suppliers of material resources to machine-building enterprises**

*by*Evgeniya Kozlova & Vladimir Volynsky

**Assessing the Actual Stage of Social and Environmental Reporting of the Companies Listed at Bucharest Stock Exchange**

*by*Mihaela Turturea

**Aspects of Responsible Tourism ? A Quantitative Approach**

*by*Olimpia State & Daniel Bulin

**Disparities, Discrepancies and Specific Concentration – Diversification Trends in the Group of Central and East European Ex-Socialist Countries**

*by*Gheorghe Savoiu & Marian Siminica

**The South African Economic Response to Monetary Policy Uncertainty**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models**

*by*Mutschler, Willi

**Monetary Cross-Checking in Practice**

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

**Generalized 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

**Quarterly Report on the Euro Area (QREA), Vol.12, No.4 (2013)**

*by*Serena Fatica & Kieran McMorrow & Peter Pontuch & Werner Roeger & Janos Varga & Jan in 't Veld

**Quarterly Report on the Euro Area (QREA), Vol.12, No.3 (2013)**

*by*Narcissa Balta & Andreas Breitenfellner & Francesca D'Auria & Anca Dana Dragu & Plamen Nikolov & Peter Pontuch

**Quarterly Report on the Euro Area (QREA), Vol.12, No.2 (2013)**

*by*Narcissa Balta & Maria Demertzis & Anton Jevcak & Robert Kuenzel & Plamen Nikolov & Peter Pontuch & Eric Ruscher & Ismael Valdes Fernandez

**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

**The Cyprus Debt: Perfect Crisis and a Way Forward**

*by*Zenios, Stavros A.

**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

**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

**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

**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

**Vliv informačních a komunikačních technologií na produktivitu práce a souhrnnou produktivitu faktorů v České republice**

*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

**Social Consequences of Economic Segregation**

*by*Yoonseok Lee, Donggyun Shin, Kwanho Shin

**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

**Integration Of Latin American Stock Markets: Analysis Of Common Risk Factors, Integracion De Mercados Accionarios Latinoamericanos: Analisis De Factores De Riesgo En Comun**

*by*Yaneth Romero Alvarez

**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 & Andrea Manca

**The Impact of Exchange Rate Volatility on Exports in Turkey**

*by*Harun Yuksel & Cemil Kuzey & Ender Sevinc

**The Viewer Behaviors During 'Prime-Time' Commercials in Turkish Channels**

*by*Dilek Altas & Hakan Oztunc

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

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

**FX intervention in the yen-US dollar market: A coordination channel perspective**

*by*Reitz, Stefan & Taylor, Mark P.

**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

**A New Semiparametric Volatility Model**

*by*Jiangyu Ji & Andre Lucas

**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

**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

**Determinants of corporate capital structure in the trade-off theories (Determinanty struktury kapitalowej w teoriach substytucji)**

*by*Marek Barowicz

**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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