Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General

2018

• Westerlund, Joakim & Petrova, Yana, 2018, "Asymptotic collinearity in CCE estimation of interactive effects models," Economic Modelling, Elsevier, volume 70, issue C, pages 331-337, DOI: 10.1016/j.econmod.2017.07.023.
• Mishra, Ankita & Mishra, Vinod, 2018, "Is there conditional convergence in the per capita incomes of BIMAROU states in India?," Economic Modelling, Elsevier, volume 70, issue C, pages 429-437, DOI: 10.1016/j.econmod.2017.08.017.
• Wu, Jianhong & Li, Guodong & Xia, Qiang, 2018, "Moment-based tests for random effects in the two-way error component model with unbalanced panels," Economic Modelling, Elsevier, volume 74, issue C, pages 61-76, DOI: 10.1016/j.econmod.2018.05.003.
• Ibhagui, Oyakhilome W. & Olokoyo, Felicia O., 2018, "Leverage and firm performance: New evidence on the role of firm size," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 57-82, DOI: 10.1016/j.najef.2018.02.002.
• Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2018, "Global and regional financial integration in East Asia and the ASEAN," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 202-221, DOI: 10.1016/j.najef.2018.04.007.
• Allen, Roy, 2018, "Testing moment inequalities: Selection versus recentering," Economics Letters, Elsevier, volume 162, issue C, pages 124-126, DOI: 10.1016/j.econlet.2017.11.006.
• Hu, Yang & Oxley, Les, 2018, "Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?," Economics Letters, Elsevier, volume 162, issue C, pages 131-134, DOI: 10.1016/j.econlet.2017.09.004.
• Kim, Byungsoo, 2018, "Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator," Economics Letters, Elsevier, volume 162, issue C, pages 93-97, DOI: 10.1016/j.econlet.2017.11.003.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2018, "A simple test on structural change in long-memory time series," Economics Letters, Elsevier, volume 163, issue C, pages 90-94, DOI: 10.1016/j.econlet.2017.12.007.
• Yang, Jingjing & Vogelsang, Timothy J., 2018, "Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators," Economics Letters, Elsevier, volume 165, issue C, pages 21-27, DOI: 10.1016/j.econlet.2018.01.023.
• Ruenzi, Stefan & Weigert, Florian, 2018, "Momentum and crash sensitivity," Economics Letters, Elsevier, volume 165, issue C, pages 77-81, DOI: 10.1016/j.econlet.2018.01.031.
• Glocker, Christian & Wegmueller, Philipp, 2018, "International evidence of time-variation in trend labor productivity growth," Economics Letters, Elsevier, volume 167, issue C, pages 115-119, DOI: 10.1016/j.econlet.2018.03.025.
• Hayakawa, Kazuhiko, 2018, "Corrected standard errors for optimal minimum distance estimator," Economics Letters, Elsevier, volume 167, issue C, pages 5-9, DOI: 10.1016/j.econlet.2018.02.029.
• Eroğlu, Burak Alparslan & Göğebakan, Kemal Çağlar & Trokić, Mirza, 2018, "Powerful nonparametric seasonal unit root tests," Economics Letters, Elsevier, volume 167, issue C, pages 75-80, DOI: 10.1016/j.econlet.2018.03.011.
• Zhang, Lingxiang, 2018, "Spurious regressions with high-order models: A reconsideration," Economics Letters, Elsevier, volume 168, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.04.007.
• Guo, Bin & Li, Shuo, 2018, "Diagnostic checking of Markov multiplicative error models," Economics Letters, Elsevier, volume 170, issue C, pages 139-142, DOI: 10.1016/j.econlet.2018.06.010.
• Chen, Tao & DeJuan, Joseph & Tian, Renfang, 2018, "Distributions of GDP across versions of the Penn World Tables: A functional data analysis approach," Economics Letters, Elsevier, volume 170, issue C, pages 179-184, DOI: 10.1016/j.econlet.2018.05.038.
• Li, Haiqi & Fan, Rui & Park, Sung Y., 2018, "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, volume 171, issue C, pages 149-153, DOI: 10.1016/j.econlet.2018.07.024.
• Skrobotov, Anton, 2018, "On bootstrap implementation of likelihood ratio test for a unit root," Economics Letters, Elsevier, volume 171, issue C, pages 154-158, DOI: 10.1016/j.econlet.2018.07.030.
• Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2018, "Moment redundancy test with application to efficiency-improving copulas," Economics Letters, Elsevier, volume 171, issue C, pages 29-33, DOI: 10.1016/j.econlet.2018.07.009.
• Henderson, Daniel J. & Sheehan, Alice, 2018, "Kernel-based testing with skewed and heavy-tailed data: Evidence from a nonparametric test for heteroskedasticity," Economics Letters, Elsevier, volume 172, issue C, pages 8-11, DOI: 10.1016/j.econlet.2018.08.007.
• Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 18-44, DOI: 10.1016/j.jeconom.2017.09.002.
• Cho, Jin Seo & Phillips, Peter C.B., 2018, "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 45-56, DOI: 10.1016/j.jeconom.2017.05.020.
• Chen, Bin & Huang, Liquan, 2018, "Nonparametric testing for smooth structural changes in panel data models," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 245-267, DOI: 10.1016/j.jeconom.2017.10.004.
• Pei, Youquan & Huang, Tao & You, Jinhong, 2018, "Nonparametric fixed effects model for panel data with locally stationary regressors," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 286-305, DOI: 10.1016/j.jeconom.2017.06.023.
• Caner, Mehmet & Kock, Anders Bredahl, 2018, "Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 143-168, DOI: 10.1016/j.jeconom.2017.11.005.
• Gupta, Abhimanyu, 2018, "Nonparametric specification testing via the trinity of tests," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 169-185, DOI: 10.1016/j.jeconom.2017.11.008.
• Sibbertsen, Philipp & Leschinski, Christian & Busch, Marie, 2018, "A multivariate test against spurious long memory," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 33-49, DOI: 10.1016/j.jeconom.2017.07.005.
• Armstrong, Timothy B., 2018, "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 241-255, DOI: 10.1016/j.jeconom.2017.10.007.
• Boswijk, H. Peter & Laeven, Roger J.A. & Yang, Xiye, 2018, "Testing for self-excitation in jumps," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 256-266, DOI: 10.1016/j.jeconom.2017.11.007.
• Sun, Yiguo & Malikov, Emir, 2018, "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2017.12.006.
• Georgiev, Iliyan & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2018, "Testing for parameter instability in predictive regression models," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 101-118, DOI: 10.1016/j.jeconom.2018.01.005.
• Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018, "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 248-267, DOI: 10.1016/j.jeconom.2018.02.004.
• Kong, Xin-Bing & Liu, Cheng, 2018, "Testing against constant factor loading matrix with large panel high-frequency data," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 301-319, DOI: 10.1016/j.jeconom.2018.03.001.
• Hillier, Grant & Martellosio, Federico, 2018, "Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 402-422, DOI: 10.1016/j.jeconom.2018.01.008.
• Fan, Yanqin & Liu, Ruixuan, 2018, "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 1-38, DOI: 10.1016/j.jeconom.2018.04.002.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018, "Confidence regions for entries of a large precision matrix," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 57-82, DOI: 10.1016/j.jeconom.2018.03.020.
• Robinson, Peter M. & Velasco, Carlos, 2018, "Inference on trending panel data," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 282-304, DOI: 10.1016/j.jeconom.2018.06.003.
• Jin, Fei & Lee, Lung-fei, 2018, "Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 336-358, DOI: 10.1016/j.jeconom.2018.06.005.
• Hong, Han & Li, Jessie, 2018, "The numerical delta method," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 379-394, DOI: 10.1016/j.jeconom.2018.06.007.
• Delgado, Miguel A. & Song, Xiaojun, 2018, "Nonparametric tests for conditional symmetry," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 447-471, DOI: 10.1016/j.jeconom.2018.06.010.
• Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er, 2018, "Nonparametric regression with multiple thresholds: Estimation and inference," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 472-514, DOI: 10.1016/j.jeconom.2018.06.011.
• Ma, Shujie & Su, Liangjun, 2018, "Estimation of large dimensional factor models with an unknown number of breaks," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 1-29, DOI: 10.1016/j.jeconom.2018.06.019.
• Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018, "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 175-187, DOI: 10.1016/j.jeconom.2018.07.002.
• Wang, Wenjie & Doko Tchatoka, Firmin, 2018, "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 188-211, DOI: 10.1016/j.jeconom.2018.07.003.
• Li, Yong & Yu, Jun & Zeng, Tao, 2018, "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 237-260, DOI: 10.1016/j.jeconom.2018.08.001.
• Liu, Xiaodong & Prucha, Ingmar R., 2018, "A robust test for network generated dependence," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 92-113, DOI: 10.1016/j.jeconom.2018.05.005.
• Ketz, Philipp, 2018, "Subvector inference when the true parameter vector may be near or at the boundary," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 285-306, DOI: 10.1016/j.jeconom.2018.08.003.
• Zhang, Rongmao & Chan, Ngai Hang, 2018, "Portmanteau-type tests for unit-root and cointegration," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 307-324, DOI: 10.1016/j.jeconom.2018.08.004.
• Hwang, Jungbin & Sun, Yixiao, 2018, "Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 381-405, DOI: 10.1016/j.jeconom.2018.07.006.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2018, "Controlling the size of autocorrelation robust tests," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 406-431, DOI: 10.1016/j.jeconom.2018.08.005.
• Miller, J. Isaac, 2018, "Simple robust tests for the specification of high-frequency predictors of a low-frequency series," Econometrics and Statistics, Elsevier, volume 5, issue C, pages 45-66, DOI: 10.1016/j.ecosta.2016.09.001.
• Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018, "Does ethics improve stock market resilience in times of instability?," Economic Systems, Elsevier, volume 42, issue 3, pages 450-469, DOI: 10.1016/j.ecosys.2017.09.003.
• Blümke, Oliver, 2018, "On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 65-77, DOI: 10.1016/j.jempfin.2018.03.003.
• Chorro, Christophe & Guégan, Dominique & Ielpo, Florian & Lalaharison, Hanjarivo, 2018, "Testing for leverage effects in the returns of US equities," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 290-306, DOI: 10.1016/j.jempfin.2018.07.008.
• Presno, María José & Landajo, Manuel & Fernández González, Paula, 2018, "Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis," Energy Economics, Elsevier, volume 70, issue C, pages 563-581, DOI: 10.1016/j.eneco.2015.10.001.
• Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David & Shahbaz, Muhammad, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Finance Research Letters, Elsevier, volume 24, issue C, pages 247-255, DOI: 10.1016/j.frl.2017.09.012.
• Li, Haiqi & Zheng, Chaowen, 2018, "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, volume 25, issue C, pages 83-89, DOI: 10.1016/j.frl.2017.10.008.
• Caspi, Itamar & Graham, Meital, 2018, "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, volume 26, issue C, pages 89-94, DOI: 10.1016/j.frl.2017.12.015.
• NETO, David, 2018, "What to do when effective exchange rates cannot be calculated for developing economies? PANIC?," Finance Research Letters, Elsevier, volume 27, issue C, pages 283-290, DOI: 10.1016/j.frl.2018.03.010.
• Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca, 2018, "Measuring the propagation of financial distress with Granger-causality tail risk networks," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 18-36, DOI: 10.1016/j.jfs.2018.06.003.
• Krivogorsky, Victoria & Joh, Gun-Ho & DeBoskey, D.G., 2018, "The influence of supply side factors on firm's borrowing decisions: European evidence," Global Finance Journal, Elsevier, volume 35, issue C, pages 202-222, DOI: 10.1016/j.gfj.2017.10.008.
• Chong, Terence T.L. & Yan, Isabel K., 2018, "Forecasting currency crises with threshold models," International Economics, Elsevier, volume 156, issue C, pages 156-174, DOI: 10.1016/j.inteco.2018.02.001.
• Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018, "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 249-275, DOI: 10.1016/j.ijforecast.2017.12.003.
• Farago, Adam & Tédongap, Roméo, 2018, "Downside risks and the cross-section of asset returns," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 69-86, DOI: 10.1016/j.jfineco.2018.03.010.
• Hu, Yang & Oxley, Les, 2018, "Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s," Journal of the Japanese and International Economies, Elsevier, volume 50, issue C, pages 89-95, DOI: 10.1016/j.jjie.2018.09.002.
• Trlaković, Jelena & Despotović, Danijela & Ristić, Lela, 2018, "Impact of technology-intensive exports on GDP of Western Balkan Countries," Journal of Policy Modeling, Elsevier, volume 40, issue 5, pages 1038-1049, DOI: 10.1016/j.jpolmod.2018.01.006.
• Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
• Grabarczyk, Peter & Wagner, Martin & Frondel, Manuel & Sommer, Stephan, 2018, "A cointegrating polynomial regression analysis of the material kuznets curve hypothesis," Resources Policy, Elsevier, volume 57, issue C, pages 236-245, DOI: 10.1016/j.resourpol.2018.03.009.
• McDowell, Shaun, 2018, "An empirical evaluation of estimation error reduction strategies applied to international diversification," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.mulfin.2017.12.001.
• Liu, Wei-han, 2018, "Hidden Markov model analysis of extreme behaviors of foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1007-1019, DOI: 10.1016/j.physa.2018.07.060.
• Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018, "Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 1060-1080, DOI: 10.1016/j.physa.2018.05.037.
• Fu, Hui & Chen, Wenting & He, Xin-Jiang, 2018, "On a class of estimation and test for long memory," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 906-920, DOI: 10.1016/j.physa.2018.06.092.
• Lengua Lafosse, Patricia & Rodríguez, Gabriel, 2018, "An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 155-173, DOI: 10.1016/j.qref.2018.01.002.
• Jin, Fei & Lee, Lung-fei, 2018, "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 35-57, DOI: 10.1016/j.regsciurbeco.2017.03.006.
• Niu, Cuizhen & Guo, Xu & McAleer, Michael & Wong, Wing-Keung, 2018, "Theory and application of an economic performance measure of risk," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 383-396, DOI: 10.1016/j.iref.2017.11.007.
• Yetkiner, Hakan & Nazlioglu, Saban, 2018, "Is there an optimal level of housing wealth in the long-run? Theory and evidence," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 257-267, DOI: 10.1016/j.ribaf.2018.03.003.
• Irandoust, Manuchehr, 2018, "Innovations and renewables in the Nordic countries: A panel causality approach," Technology in Society, Elsevier, volume 54, issue C, pages 87-92, DOI: 10.1016/j.techsoc.2018.03.007.
• Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma, 2018, "Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 2, pages 18-46.
• Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018, "Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-05, Jan.
• Alessandro Flamini & Babak Jahanshahi & Kamiar Mohaddes, 2018, "Illegal Drugs and Public Corruption: Crack Based Evidence from California," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-39, Sep.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2018, "Likelihood inference on semiparametric models: average derivative and treatment effect," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85870, Jun.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018, "Confidence regions for entries of a large precision matrix," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87513, Sep.
• Robinson, Peter & Velasco, Carlos, 2018, "Inference on trending panel data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89192, Oct.
• Acosta, Marco A., 2018, "Un análisis de cambio estructural en la persistencia de la inflación en México usando la regresión cuantílica," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 337, pages .169-193, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v85i.
• Ahmed Bouteska & Boutheina Regaieg, 2018, "Loss aversion, overconfidence of investors and their impact on market performance evidence from the US stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 25, issue 50, pages 451-478, October, DOI: 10.1108/JEFAS-07-2017-0081.
• Allen, D.E. & McAleer, M.J., 2018, ""Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-33, Aug.
• Suranjana Joarder, 2018, "The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India," International Econometric Review (IER), Econometric Research Association, volume 10, issue 2, pages 33-50, September.
• Martynenko E.V. & Parkhitko N.P., 2018, "Implementation of the Russian State Armaments Program 2011-2020: Economic and Financial Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 506-517.
• S.S. Rahi AL-Hisnawy & A.A. Shareef Al-Morshed, 2018, "Predicting the Market Value of Shares Using Financial Data: A Study from the Iraqi Stock Exchange," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 754-766.
• Georgiev, I & Harvey, DI & Leybourne, SJ & Taylor, AM, 2018, "Testing for Parameter Instability in Predictive Regression Models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21162, Jan.
• Ángel Paúl Moreno Plascencia & Rafael Salvador Espinosa Ramírez, 2018, "Effects of the Foreign Direct Investment on the Productivity of Latin American Countries (1990-2012)," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 49, issue 2, pages 7-36, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/492018/Moreno.
• Alexander Chudik & M. Hashem Pesaran, 2018, "Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 349, Nov, DOI: 10.24149/gwp349.
• Robert W. Rich & Joseph Tracy, 2018, "A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area," Working Papers, Federal Reserve Bank of Dallas, number 1811, Jul, DOI: 10.24149/wp1811.
• Jason Brown & Dayton Lambert & Timothy R. Wojan, 2018, "The Effect of the Conservation Reserve Program on Rural Economies: Deriving a Statistical Verdict from a Null Finding," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-4, May, DOI: 10.18651/RWP2018-04.
• Daniel J. Lewis, 2018, "Robust inference in models identified via heteroskedasticity," Staff Reports, Federal Reserve Bank of New York, number 876, Dec.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_05, May.
• Mette Asmild & Dorte Kronborg & Anders Rønn-Nielsen, 2018, "Testing productivity change, frontier shift, and efficiency change," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2018/07, Jun.
• Eckhoff Andresen, Martin & Huber, Martin, 2018, "Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 492, Mar.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-29, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-29, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-28, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-28, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Skrobotov Anton, 2018, "On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2018-302, revised 2018.
• Christopher L. Skeels & Frank Windmeijer, 2018, "On the Stock–Yogo Tables," Econometrics, MDPI, volume 6, issue 4, pages 1-23, November.
• Magdalena Olczyk & Aleksandra Kordalska, 2018, "Growth And Structural Changes In Transition Countries – The Chicken Or The Egg?," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 49, Apr.
• José M.R. Murteira, 2018, "Copula-based Tests for Nonclassical Measurement Error – The Case of Fractional Random Variables," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-13, Dec.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers, University of Graz, Department of Economics, number 2018-09, Apr.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling mean the German Financial Market is Efficient?," Working Papers, The German University in Cairo, Faculty of Management Technology, number 46, Mar.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2018, "Testing for leverage effects in the returns of US equities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01917590, Sep, DOI: 10.1016/j.jempfin.2018.07.008.
• Christian Bontemps, 2019, "Moment-Based Tests under Parameter Uncertainty," Post-Print, HAL, number hal-02004687, DOI: 10.1162/rest_a_00745.
• Sangram Keshari Jena & Aviral Kumar Tiwari & David Roubaud & Muhammad Shahbaz, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Post-Print, HAL, number hal-02061357, Mar, DOI: 10.1016/j.frl.2017.09.012.
• Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Post-Print, HAL, number hal-02995949, Jan, DOI: 10.1016/j.jeconom.2017.09.002.
• Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
• E. Erragragui & M.K. Hassan & Jonathan Peillex & A.N.F. Khan, 2018, "Does Ethics Improve Stock Market Resilience in Times of Instability?," Post-Print, HAL, number hal-03680604, DOI: 10.1016/j.ecosys.2017.09.003.
• Philipp Ketz, 2018, "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print, HAL, number halshs-01884381, Sep, DOI: 10.1016/j.jeconom.2018.08.003.
• Philipp Ketz, 2018, "Subvector inference when the true parameter vector may be near or at the boundary," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01884381, Sep, DOI: 10.1016/j.jeconom.2018.08.003.
• Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers, HAL, number halshs-01944449, Dec.
• Wenger, Kai & Leschinski, Christian, 2018, "Fixed-Bandwidth CUSUM Tests Under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-647, Dec.
• Antonio Fidalgo, 2018, "Testing for normality in truncated anthropometric samples," Working Papers, European Historical Economics Society (EHES), number 0142, Dec.
• Amy Bieber & Salem Boumediene & Scott Butterfield, 2018, "Big Oil In A Small Town: The Effects Of A Large Economic Event On Small Business Sales," Accounting & Taxation, The Institute for Business and Finance Research, volume 10, issue 1, pages 51-60.
• Bontemps, Christian, 2018, "Moment-based tests under parameter uncertainty," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 18-883, Mar.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/18, Jan.
• Federico A. Bugni & Joel L. Horowitz, 2018, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/18, Mar.
• Federico A. Bugni & Ivan A. Canay, 2018, "Testing continuity of a density via g -order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/18, Mar.
• Nicky L. Grant & Richard J. Smith, 2018, "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/18, Mar.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/18, May.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018, "LASSO-driven inference in time and space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/18, Jun.
• Daniel Wilhelm, 2018, "Testing for the presence of measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/18, Jul.
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/18, Aug.
• Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2018, "Inference on causal and structural parameters using many moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP60/18, Oct.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP69/18, Dec.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP73/18, Dec.
• Raúl de Jesús Gutiérrez, 2018, "Predicción de las Razones de Cobertura Cruzada Optima en el Mercado del Petróleo Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 53-76, Enero-Mar.
• Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2018, "Replication Studies in Economics: How Many and Which Papers Are Chosen for Replication, and Why?," JRC Working Papers on Digital Economy, Joint Research Centre, number 2018-01, Apr.
• ANDREOLI Francesco, 2018, "Inference for the neighborhood inequality index," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2018-19, Nov.
• Bartalotti, Otávio, 2018, "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11560, May.
• Bachmann, Ronald & Felder, Rahel & Schaffner, Sandra & Tamm, Marcus, 2018, "Some (Maybe) Unpleasant Arithmetic in Minimum Wage Evaluations: The Role of Power, Significance and Sample Size," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11867, Oct.
• D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2018, "Rationalizing Rational Expectations? Tests and Deviations," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11989, Nov.
• Jim McFarlane & Boyd Blackwell & Stuart Mounter, 2018, "Good Gardening For A Perennial Economy: What’S The Optimal Growth Path For A Regional Economy?," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 29-44, January-M.
• Kuroiwa, Ikuo & Techakanont, Kriengkrai & Keola, Souknilanh, 2018, "Testing localization of Thai automobile industries," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 693, Mar.
• Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai, 2018, "Unified Tests for a Dynamic Predictive Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201808, Sep, revised Sep 2018.
• Zongwu Cai & Seong Yeon Chang, 2018, "A New Test In A Predictive Regression with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201811, Dec, revised Dec 2018.
• Tolga Omay & Mübariz Hasanov & Yongcheol Shin, 2018, "Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 167-193, June, DOI: 10.1007/s10614-017-9667-7.
• Marco R. Barassi & Nicola Spagnolo & Yuqian Zhao, 2018, "Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 71, issue 4, pages 923-968, December, DOI: 10.1007/s10640-017-0190-z.
• Gholamreza Hajargasht & William E. Griffiths, 2018, "Estimation and testing of stochastic frontier models using variational Bayes," Journal of Productivity Analysis, Springer, volume 50, issue 1, pages 1-24, October, DOI: 10.1007/s11123-018-0531-0.
• Manuel Guisado-González & Jennifer González-Blanco & José Luís Coca-Pérez & Manuel Guisado-Tato, 2018, "Assessing the relationship between R&D subsidy, R&D cooperation and absorptive capacity: an investigation on the manufacturing Spanish case," The Journal of Technology Transfer, Springer, volume 43, issue 6, pages 1647-1666, December, DOI: 10.1007/s10961-017-9579-7.
• Apostolos Serletis & Khandokar Istiak, 2018, "Broker-dealer Leverage and the Stock Market," Open Economies Review, Springer, volume 29, issue 2, pages 215-222, April, DOI: 10.1007/s11079-017-9448-x.
• Melih Madanoglu & Gary J. Castrogiovanni, 2018, "Franchising proportion and network failure," Small Business Economics, Springer, volume 50, issue 4, pages 697-715, April, DOI: 10.1007/s11187-017-9890-6.
• Kosaku Takanashi, 2018, "Nonparametric Inference in Functional Linear Quantile Regression by RKHS Approach," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-002, Mar.
• Galbács, Péter, 2018, "A közgazdaságtan felszabadítása. A neoklasszikus ortodoxia és az intézményi közgazdaságtan közötti ellentét néhány módszertani kérdése
  [Freedom for economics. Some methodological aspects of the neo," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 44-65, DOI: 10.18414/KSZ.2018.1.44.
• Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018, "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-10, Nov.
• Yanchun Jin & Ryo Okui, 2018, "Testing for Overconfidence Statistically: A Moment Inequality Approach," KIER Working Papers, Kyoto University, Institute of Economic Research, number 984, Jan.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018, "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers, Kyoto University, Institute of Economic Research, number 986, Mar.
• Daniel Heymann, Gabriel Montes-Rojas, 2018, "On model-consistent expectations in macroeconomics," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 22-45, January-D.
• Fernando Delbianco & Andrés Fioriti, 2018, "External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 88, pages 51-76, Enero - J, DOI: 10.17533/udea.le.n88a02.
• Julio Alonso & Daniela Estrada & Brigitte Mueces, 2018, "English level in bachelor programs in Economics in Colombia: has the goal been reached?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 89, pages 41-67, Julio - D, DOI: 10.17533/udea.le.n89a02.
• Marie-Hélène Gagnon & Gabriel Power & Dominique Toupin, 2018, "Forecasting International Index Returns using Option-implied Variables," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1807.
• Nicky L. Grant & Richard J. Smith, 2018, "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1802.
• Vahidin Jeleskovic & Anastasios Demertzidis, 2018, "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201839.
• Ebrahimi, Maryam & Hojabr Kiani, Kambiz & Memarnejad, Abbas & Ghaffari, Farhad, 2018, "Nonlinear Asymmetric Effects of Devaluation on Trade Balance: A Case Study of Iran and South Korea," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 1, pages 51-61, January.
• Bruce E. Hansen & Jeffrey S. Racine, 2018, "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers, McMaster University, number 2018-09, Apr.
• Guber, Raphael, 2018, "Instrument Validity Tests with Causal Trees: With an Application to the Same-sex Instrument," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201805, Sep.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 4, issue 2, pages 111-125, DOI: 10.11118/ejobsat.v4i2.120.
• Christoph Engel, 2018, "Empirical Methods for the Law," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 174, issue 1, pages 5-23, March, DOI: 10.1628/093245617X15096094637968.
• Jenny Lye & Joe Hirschberg, 2018, "Confidence Intervals for Ratios: Econometric Examples with Stata "Abstract: Ratios of parameter estimates are often used in econometric applications. However, the test of these ratios when estima," Department of Economics - Working Papers Series, The University of Melbourne, number 2037, Feb.
• Barnabás Székely, 2018, "Bank Efficiency Differences Across Central and Eastern Europe," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2018/3.
• Andrew Phiri, 2018, "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers, Department of Economics, Nelson Mandela University, number 1810, Mar, revised Mar 2018.
• Izunna Anyikwa & Micheal Brookes & Pierre Le Roux, 2018, "African stock markets integration: an analysis of the relationship between major stock markets in Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1812, Mar, revised Mar 2018.
• Andrew Phiri, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers, Department of Economics, Nelson Mandela University, number 1822, May.
• Worapree Maneesoonthorn & Gael M Martin & Catherine S Forbes, 2018, "Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/18.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/18.
• Hannah Krovetz & Rebecca Taylor & Sofia B. Villas-Boas, 2018, "Willingness to Pay for Low Water Footprint Foods during Drought," NBER Chapters, National Bureau of Economic Research, Inc, "Agricultural Productivity and Producer Behavior".
• Alberto Abadie, 2018, "Statistical Non-Significance in Empirical Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24403, Mar.
• Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2018, "Rationalizing Rational Expectations? Tests and Deviations," NBER Working Papers, National Bureau of Economic Research, Inc, number 25274, Nov.
• Yousef Makhlouf, 2018, "Trends in income inequality," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2018/01, Jan.
• Xiao Jiang & Chau Nguyen, 2018, "A Revisit to the Forgotten Debate after Half-Century: Balanced Versus Unbalanced Growth," Working Papers, New School for Social Research, Department of Economics, number 1817, Nov.
• Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," NIPE Working Papers, NIPE - Universidade do Minho, number 07/2018.
• Takamitsu Kurita & B. Nielsen, 2018, "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2018-W03, Oct.
• Ivana Pelivan & Marijana Ćurak & Sandra Pepur, 2018, "Risk Management of SMEs in the Republic of Croatia," Occasional Publications, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, chapter 15, "Financije teorija i suvremena pitanja = Finance - theory and contemporary issues".
• Federico Belotti & Edoardo Di Porto & Gianluca Santoni, 2018, "Spatial Differencing: Estimation and Inference," CESifo Economic Studies, CESifo Group, volume 64, issue 2, pages 241-254.
• Jan Novotný & Giovanni Urga, 2018, "Testing for Co-jumps in Financial Markets," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 118-128.
• Wei Lan & Long Feng & Ronghua Luo, 2018, "Testing High-Dimensional Linear Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 191-210.
• Antonio F Galvao & Ted Juhl & Gabriel Montes-Rojas & Jose Olmo, 2018, "Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 211-243.
• Luca Trapin, 2018, "Can Volatility Models Explain Extreme Events?," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 297-315.
• Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018, "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 461-485.
• Ivan A Canay & Vishal Kamat, 2018, "Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1577-1608.
• León, Omar, 2018, "Relación directa y mediadora de las TIC sobre el rendimiento de la diversificación empresarial || Direct and Mediating Relationship of ICT on the Performance Diversification," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 93-110, Junio.
• Vergara Schmalbach, Juan Carlos & Quesada Ibargüen, Víctor Manuel & Maza Ávila, Francisco Javier, 2018, "Calidad del servicio y determinantes de la satisfacci—n en usuarios de los servicios hospitalarios de Cartagena de Indias, Colombia || Perceived Quality and Determining the Satisfaction in Users of Ho," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 203-219, Diciembre.