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

• Muhammad Ashraf & Jolita Vveinhardt & Rizwan Raheem Ahmed & Dalia Streimikiene & Riaz Ahmed Mangi, 2018, "Exploring Intervening Influence of Interactional Justice between Procedural Justice and Job Performance: Evidence from South Asian Countries," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 20, issue 47, pages 169-169, February.
• Zacharias Psaradakis & Márian Vávra, 2018, "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1806, Jul.
• Christopher Henry & Kim Huynh & Gradon Nicholls, 2018, "Bitcoin Awareness and Usage in Canada: An Update," Staff Analytical Notes, Bank of Canada, number 2018-23, DOI: 10.34989/san-2018-23.
• Yukitoshi Matsushita & Taisuke Otsu, 2018, "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Japanese Economic Association, volume 69, issue 2, pages 133-155, June, DOI: 10.1111/jere.12167.
• Stefan Bruder & Michael Wolf, 2018, "Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 5, pages 641-664, September, DOI: 10.1111/jtsa.12289.
• Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 966-987, November, DOI: 10.1111/jtsa.12427.
• Eiji Kurozumi & Anton Skrobotov, 2018, "Confidence Sets for the Break Date in Cointegrating Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 3, pages 514-535, June, DOI: 10.1111/obes.12223.
• PAVEL Ruxandra - Maria, 2018, "Study On The Influence Of The Cash Conversion Cycle On The Financial Performance Of The Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 70, issue 2, pages 98-107, August.
• Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018, "Diversification, integration and cryptocurrency market," Working Papers, Bank of Greece, number 244, Apr.
• Brewer Mike & Crossley Thomas F. & Joyce Robert, 2018, "Inference with Difference-in-Differences Revisited," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-16, January, DOI: 10.1515/jem-2017-0005.
• Geraci Andrea & Fabbri Daniele & Monfardini Chiara, 2018, "Testing Exogeneity of Multinomial Regressors in Count Data Models: Does Two-stage Residual Inclusion Work?," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-19, January, DOI: 10.1515/jem-2014-0019.
• Skrobotov Anton, 2018, "On Trend Breaks and Initial Condition in Unit Root Testing," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 1, pages 1-15, January, DOI: 10.1515/jtse-2016-0014.
• Chong Terence Tai-Leung & Chen Haiqiang & Wong Tsz-Nga & Yan Isabel Kit-Ming, 2018, "Estimation and inference of threshold regression models with measurement errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-16, April, DOI: 10.1515/snde-2014-0032.
• Frank Windmeijer, 2018, "Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/696, Mar.
• Flamini, A. & Jahanshahi, B. & Mohaddes, K., 2018, "Illegal Drugs and Public Corruption: Crack Based Evidence from California," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1847, Aug.
• Linton, O. & Wu, J., 2018, "A Coupled Component GARCH Model for Intraday and Overnight Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1879, Sep.
• Dong, C. & Gao, J. & Linton, O., 2018, "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1881, Nov.
• Jochmans, K. & Otsu, T., 2018, "Likelihood Corrections for Two-way Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1887, Aug.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/14, Jun.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/7, Mar.
• Taisuke Otsu & Chen Qiu, 2018, "Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 595, Jan.
• Jungyoon Lee & Peter M Robinson, 2018, "Adaptive Inference on Pure Spatial Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 596, Jan.
• Javier Hidalgo & Marcia M Schafgans, 2017, "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 597, Dec.
• Koen Jochmans & Taisuke Otsu, 2018, "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 598, Feb.
• Karun Adusumilli & Taisuke Otsu, 2018, "Likelihood ratio inference for missing data models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 599, Oct.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series, CESifo, number 7023.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
• Terence T.L. Chong & Isabel K. Yan, 2018, "Forecasting currency crises with threshold models," International Economics, CEPII research center, issue 156, pages 156-174.
• Norman R. Swanson & Weiqi Xiong, 2018, "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 3, pages 695-746, August, DOI: 10.1111/caje.12336.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
• Gabriele Fiorentini & Enrique Sentana, 2018, "New Testing Approaches for Mean-Variance Predictability," Working Papers, CEMFI, number wp2018_1814, Dec.
• Oana Simona HUDEA, 2018, "Economic Science Specific Non-Parametric Tools," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 12, pages 85-90, December.
• Florencia Médici, 2018, "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 470-443.
• Florencia Médici, 2018, "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 443-470.
• Julio César Alonso, 2018, "Nivel de inglés en los programas de Administración de Empresas en Colombia: la meta está lejos," Estudios Gerenciales, Universidad Icesi, volume 34, issue 149, pages 445-456.
• Johanna Tróchez González1* & Marisol Valencia C�rdenas & Juan Carlos Salazar, 2018, "Los efectos del Tratado de Libre Comercio con Estados Unidos y los precios del maíz colombiano," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 37, issue 65, pages 151-172.
• Fernando Delbianco & Andr�s Fioriti, 2018, "External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 51-76.
• Julio César Alonso Cifuentes & Daniela Estrada Nates & Brigitte Vanesa Mueces Bedon, 2018, "Nivel de inglés en los programas de Economía de Colombia: ¿se cumple la meta?," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 89, pages 41-67.
• Jorge Hugo Barrientos Marín & Efra�n Arango S�nchez, 2018, "Sobre la estructura de gasto y la curva de Engel de los hogares urbanos: evidencia empírica para Medellín," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17519, Nov.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12934, May.
• Russell Davidson & Andrea Monticini, 2018, "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def070, Apr.
• Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018, "LASSO-Driven Inference in Time and Space," Working Papers, Department of Economics, City St George's, University of London, number 18/04.
• Afees A. Salisu & Umar B. Ndako & Idris Adediran, 2018, "Forecasting GDP of OPEC: The role of oil price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 044, Feb.
• Afees A. Salisu, 2018, "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 049, Mar.
• Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 050, Mar.
• del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M., 2018, "Semi-Parametric Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, volume 34, issue 2, pages 447-476, April.
• Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018, "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1018-1064, October.
• Cho, Jin Seo & White, Halbert, 2018, "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1101-1131, October.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2018, "Crash Sensitivity and the Cross Section of Expected Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1059-1100, June.
• Pokharel, Shree B., 2018, "Wine Industry Campaign Contributions and Wine Excise Taxes: Evidence from U.S. States," Journal of Wine Economics, Cambridge University Press, volume 13, issue 1, pages 3-19, February.
• Bodington, Jeff & Malfeito-Ferreira, Manuel, 2018, "Do Female and Male Judges Assign the Same Ratings to the Same Wines? Large Sample Results," Journal of Wine Economics, Cambridge University Press, volume 13, issue 4, pages 403-408, November.
• Recep TARI & Figen BÃœYÃœKAKIN & Seda AYDIN, 2018, "Analysis of factors make Turkish economy fragile by LOGIT and PROBIT models (1990.01-2018:05)," Journal of Economics and Political Economy, EconSciences Journals, volume 5, issue 4, pages 466-479, December.
• Peter C.B. Phillips & Shuping Shi, 2018, "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2152, Nov.
• Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018, "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2153, Dec.
• Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2018, "Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier," Working Paper Series, European Central Bank, number 2136, Mar.
• Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
• Ebru Caglayan Akay & mer Faruk Bolukbasi & Engin Bekar, 2018, "Robust and Resistant Estimations of Hedonic Prices for Second Hand Cars: an Application to the Istanbul Car Market," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 39-47.
• Jorge Barrientos Marin & Elkin Tabares Orozco & Esteban Velilla, 2018, "Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 97-106.
• Manat Rahim & Pasrun Adam & La Ode Suriadi & Zainuddin Saenong & Ery Atmodjo & Wali Aya Rumbia & Irma P. Tamburaka, 2018, "Causal Relationship between Electric Consumption and Economic Growth in South East Sulawesi," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 29-34.
• Hartigan, Luke, 2018, "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, volume 119, issue C, pages 55-73, DOI: 10.1016/j.csda.2017.09.007.
• Bao, Te & Diks, Cees & Li, Hao, 2018, "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, volume 68, issue C, pages 611-621, DOI: 10.1016/j.econmod.2017.03.035.
• Raïssi, Hamdi, 2018, "Testing normality for unconditionally heteroscedastic macroeconomic variables," Economic Modelling, Elsevier, volume 70, issue C, pages 140-146, DOI: 10.1016/j.econmod.2017.10.015.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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