Research classified by Journal of Economic Literature (JEL) codes

---

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

2018

• Temitope Lydia Leshoro, 2018, "Trade unions' inflation expectations and the second-round effect in South Africa," PSL Quarterly Review, Economia civile, volume 71, issue 284, pages 85-94.
• Adrian Lucian SALA, 2018, "The Retirement Risks Of Romania’S “Decree” Generation," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 17, issue 3, pages 125-132.
• Paulo M.M. Rodrigues & João Cruz, 2018, "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Working Papers, Banco de Portugal, Economics and Research Department, number w201814.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2018, "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers, Banco de Portugal, Economics and Research Department, number w201817.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019, "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1390, Aug.
• Charles Beach, 2018, "Distributional Gains Of Near Higher Earners," Working Paper, Economics Department, Queen's University, number 1398, Feb.
• James G. MacKinnon & Matthew D. Webb, 2018, "Wild Bootstrap Randomization Inference For Few Treated Clusters," Working Paper, Economics Department, Queen's University, number 1404, Jun.
• Breunig, Christoph & Hoderlein, Stefan, 2018, "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 77, Mar.
• Ales Marsal, 2018, "Government Spending and the Term Structure of Interest Rates in a DSGE Model," 2018 Meeting Papers, Society for Economic Dynamics, number 107.
• Natalia Nehrebecka & Aneta Dzik-Walczak, 2018, "The dynamic model of partial adjustment of the capital structure: Meta-analysis and a case of Polish enterprises," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 1, pages 55-81.
• Sergei Aivazian & Mikhail Afanasiev & Alexander Kudrov, 2018, "Indicators of economic development in the basis of the characteristics of regional differentiation," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 50, pages 4-22.
• Sima Nasibparast & Hossein Panahi & Ali Imani, 2018, "Determinants of Patient Visit Time With Obstetricians in East Azarbayjan: Approach of Hierarchical Linear Modeling," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 2, pages 127-148.
• Yong Li & Jun Yu & Tao Zeng, 2018, "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2018, Feb.
• Yong Li & Xiaobin Liu & Tao Zeng & Jun Yu, 2018, "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2018, May.
• Badi Baltagi & Alain Pirotte & Zhenlin Yang, 2018, "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 12-2018, Jul.
• Yiu Lim Lui & Weilin Xiao & Jun Yu, 2018, "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 20-2018, Nov.
• Daniela Marella, 2018, "Pc Complex: Pc Algorithm For Complex Survey Data," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0240, Jul.
• Gianluca Cubadda & Alain Hecq & Sean Telg, 2018, "Detecting Co-Movements in Noncausal Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 430, Apr, revised 23 Apr 2018.
• Chiranjit Mukhopadhyay, 2018, "New More Powerful Likelihood Ratio Tests for Short Horizon Event Studies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408700, Jun.
• Roser Bono & María J. Blanca & Rafael Alarcón & Jaume Arnau, 2018, "The Effects Of Autocorrelation And Number Of Repeated Measures On Glmm Robustness With Ordinal Data," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309082, Nov.
• Utku Altunoz, 2018, "Does Herd Behaviour Exist In Turkish Stock Markets? The Case Of Borsa Istanbul," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109857, Nov.
• Halil Ibrahim Cicekdagi & Tahir Akgemci & Abdullah Y?lmaz, 2018, "Relationship Between Social Loafing Behaviours On Organizational Culture Type: An Evaluation On Search And Rescue Employees," International Journal of Social Sciences, International Institute of Social and Economic Sciences, volume 7, issue 1, pages 34-48, March.
• Bertille Antoine & Eric Renault, 2018, "Testing Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp18-07, Nov.
• Adam Müller & Dariusz Parzych, 2018, "Determinants of Entrepreneurial Intentions at Universities. Warsaw University of Technology Case (Determinanty przedsiebiorczosci na uczelniach technicznych. Studium przypadku Politechniki Warszawskiej)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 77, pages 11-26.
• Utku ALTUNÖZ, 2018, "Investigating the Presence of Fisher Effect for the China Economy," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
• Hüseyin GÜRBÜZ & Veysel YILMAZ, 2018, "Investigation of Attitudes and Behaviours of University Students on the Use of Plastic Bags by Structural Equation Modelling," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(38).
• Wei Kang & Sergio J. Rey, 2018, "Conditional and joint tests for spatial effects in discrete Markov chain models of regional income distribution dynamics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 61, issue 1, pages 73-93, July, DOI: 10.1007/s00168-017-0859-9.
• Dong-Yop Oh & Hyejin Lee & Ming Meng, 2018, "More powerful threshold cointegration tests," Empirical Economics, Springer, volume 54, issue 3, pages 887-911, May, DOI: 10.1007/s00181-017-1243-4.
• Sheena Yu-Hsien Kao & Anil K. Bera, 2018, "Testing spatial regression models under nonregular conditions," Empirical Economics, Springer, volume 55, issue 1, pages 85-111, August, DOI: 10.1007/s00181-018-1455-2.
• Helmut Herwartz & Malte Rengel, 2018, "Size-corrected inference in fiscal policy reaction functions: a three country assessment," Empirical Economics, Springer, volume 55, issue 2, pages 391-416, September, DOI: 10.1007/s00181-017-1282-x.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018, "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, volume 55, issue 4, pages 1717-1755, December, DOI: 10.1007/s00181-017-1343-1.
• Cristian Barra & Roberto Zotti, 2018, "Investigating the non-linearity between national income and environmental pollution: international evidence of Kuznets curve," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 20, issue 1, pages 179-210, January, DOI: 10.1007/s10018-017-0189-2.
• Jochen Hartwig & Jan-Egbert Sturm, 2018, "Testing the Grossman model of medical spending determinants with macroeconomic panel data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 8, pages 1067-1086, November, DOI: 10.1007/s10198-018-0958-2.
• Patrick Röhm & Andreas Köhn & Andreas Kuckertz & Hermann S. Dehnen, 2018, "A world of difference? The impact of corporate venture capitalists’ investment motivation on startup valuation," Journal of Business Economics, Springer, volume 88, issue 3, pages 531-557, May, DOI: 10.1007/s11573-017-0857-5.
• Natalya Ketenci & Vasudeva N. R. Murthy, 2018, "Some determinants of life expectancy in the United States: results from cointegration tests under structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 508-525, July, DOI: 10.1007/s12197-017-9401-2.
• Yukitoshi Matsushita & Taisuke Otsu, 2018, "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Springer, volume 69, issue 2, pages 133-155, June, DOI: 10.1111/jere.12167.
• Kaveri Deb & Bodhisattva Sengupta, 2018, "Value-Added Trade and Empirical Distributions of RCA Indices," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 235-264, March, DOI: 10.1007/s40953-017-0071-x.
• Fang Duan & Dominik Wied, 2018, "A residual-based multivariate constant correlation test," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 81, issue 6, pages 653-687, August, DOI: 10.1007/s00184-018-0675-y.
• Vishal Gupta & Sandra C. Mortal & Tina Yang, 2018, "Entrepreneurial orientation and firm value: Does managerial discretion play a role?," Review of Managerial Science, Springer, volume 12, issue 1, pages 1-26, January, DOI: 10.1007/s11846-016-0210-3.
• Fang Han & Christopher L. Magee, 2018, "Testing the science/technology relationship by analysis of patent citations of scientific papers after decomposition of both science and technology," Scientometrics, Springer;Akadémiai Kiadó, volume 116, issue 2, pages 767-796, August, DOI: 10.1007/s11192-018-2774-y.
• Bahar Bayraktar-Sağlam Bayraktar-Sağlam, 2018, "Re-Examining Vicious Circles of Development: A Panel Var Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 137, issue 1, pages 231-256, May, DOI: 10.1007/s11205-017-1594-4.
• Vasyl Golosnoy, 2018, "Sequential monitoring of portfolio betas," Statistical Papers, Springer, volume 59, issue 2, pages 663-684, June, DOI: 10.1007/s00362-016-0783-6.
• Bahar Erdal, 2018, "Monetary Approach to Exchange Rate Determination under Flexible Exchange Rate Regime: Empirical Evidence from Turkey," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 8, issue 3, pages 1-1.
• Bahar Erdal, 2018, "The Relationship between Sectoral Foreign Direct Investment and Macroeconomic Variables: Empirical Evidence from Turkey," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 3, pages 1-3.
• Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018, "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0418, Feb.
• Lorenzo Camponovo & Taisuke Otsu, 2018, "Relative Error Accurate Statistic Based on Nonparametric Likelihood," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0518, Feb.
• Lorenzo Camponovo, 2018, "Bootstrap Inference for Penalized GMM Estimators with Oracle Properties," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0618, Feb.
• Marian Vavra, 2018, "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2018, Mar.
• Zacharias Psaradakis & Marian Vavra, 2018, "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2018, Oct.
• Bruce E. Hansen & Seojeong Jay Lee, 2018, "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers, School of Economics, The University of New South Wales, number 2018-07, Apr.
• Tolga Omay & Furkan Emirmahmutoglu & Mubariz Hasanov, 2018, "Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition," Applied Economics, Taylor & Francis Journals, volume 50, issue 12, pages 1289-1308, March, DOI: 10.1080/00036846.2017.1361005.
• Antonia Arsova & Deniz Dilan Karaman Örsal, 2018, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 10, pages 1033-1050, November, DOI: 10.1080/07474938.2016.1183070.
• William C. Horrace & Christopher F. Parmeter, 2018, "A Laplace stochastic frontier model," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 3, pages 260-280, March, DOI: 10.1080/07474938.2015.1059715.
• Tomasz Woźniak, 2018, "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 4, pages 325-346, April, DOI: 10.1080/07474938.2015.1092839.
• Simon Reese & Joakim Westerlund, 2018, "Estimation of factor-augmented panel regressions with weakly influential factors," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 5, pages 401-465, May, DOI: 10.1080/07474938.2015.1106758.
• Seong Yeon Chang & Pierre Perron, 2018, "A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 577-601, July, DOI: 10.1080/07474938.2015.1122142.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2018, "Extremal dependence tests for contagion," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 626-649, July, DOI: 10.1080/07474938.2015.1122270.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2018, "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 7, pages 695-718, August, DOI: 10.1080/07474938.2016.1165945.
• Alain Guay & Jean-François Lamarche, 2018, "Structural change tests for GEL criteria," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 9, pages 1000-1032, October, DOI: 10.1080/00927872.2016.1178893.
• Yohei Yamamoto, 2018, "A modified confidence set for the structural break date in linear regression models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 9, pages 974-999, October, DOI: 10.1080/00927872.2016.1178892.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2018, "Inference Under Covariate-Adaptive Randomization," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 524, pages 1784-1796, October, DOI: 10.1080/01621459.2017.1375934.
• Yao Luo & Yuanyuan Wan, 2018, "Integrated-Quantile-Based Estimation for First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 173-180, January, DOI: 10.1080/07350015.2016.1166119.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018, "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 523-537, July, DOI: 10.1080/07350015.2016.1200983.
• Patrick Reichert, 2018, "A meta-analysis examining the nature of trade-offs in microfinance," Oxford Development Studies, Taylor & Francis Journals, volume 46, issue 3, pages 430-452, July, DOI: 10.1080/13600818.2018.1427223.
• Einmahl, John & Yang, Fan & Zhou, Chen, 2018, "Testing the Multivariate Regular Variation Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-044.
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018, "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-623, Nov.
• Markus Alttoa, 2018, "Price and Income Elasticities of Aggregate Import Demand in Estonia," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, volume 10, issue 2.
• Marmer, Vadim, 2018, "Econometrics with Weak Instruments," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2018-9, Sep, revised 09 Sep 2018.
• Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018, "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 86.
• David E. Allen & Michael McAleer, 2018, "“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-23, Sep.
• José Carrión Pesantez & Diego Ochoa-Jiménez, 2018, "Endogeneity of the natural rate of economic growth in Ecuador: 1970-2014," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 43, issue 45, pages 49-71, January-J.
• J. Isaac Miller, 2018, "Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Working Papers, Department of Economics, University of Missouri, number 1809, Jun.
• Natalya B. IZAKOVA, 2018, "Measuring Relationship Marketing Productivity in the Industrial Market," Upravlenets, Ural State University of Economics, volume 9, issue 5, pages 74-84, October, DOI: 10.29141/2073-1019-2018-9-5-8.
• Alexander Mayer, 2018, "Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-03, Jul.
• 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/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 3, pages 695-746, August, DOI: 10.1111/caje.12336.
• Timothy B. Armstrong & Michal Kolesár, 2018, "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, volume 86, issue 2, pages 655-683, March, DOI: 10.3982/ECTA14434.
• Jin Seo Cho & Peter C. B. Phillips, 2018, "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 141-159, January, DOI: 10.1002/jae.2589.
• David C. Wheelock & Paul W. Wilson, 2018, "The evolution of scale economies in US banking," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 16-28, January, DOI: 10.1002/jae.2579.
• Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018, "Testing for optimal monetary policy via moment inequalities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 780-796, September, DOI: 10.1002/jae.2629.
• Christoph Breunig & Stefan Hoderlein, 2018, "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1371-1417, November, DOI: 10.3982/QE757.
• Xuexin Wang, 2018, "Consistent Estimation Of Models Defined By Conditional Moment Restrictions Under Minimal Identifying Conditions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2018-10-29, Oct.
• Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018, "Testing for the Conditional Geometric Mixture Distribution," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-123, Jun.
• Breitung, Jörg & Knüppel, Malte, 2018, "How far can we forecast? Statistical tests of the predictive content," Discussion Papers, Deutsche Bundesbank, number 07/2018.
• Schweikert, Karsten, 2018, "Testing for cointegration with threshold adjustment in the presence of structural breaks," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 07-2018.
• Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-34.
• Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-9, DOI: 10.5018/economics-ejournal.ja.2018-.
• Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018, "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-021.
• Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl, 2018, "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-039.
• 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," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 772, DOI: 10.4419/86788900.
• Stefan Bruder, 2018, "Inference for structural impulse responses in SVAR-GARCH models," ECON - Working Papers, Department of Economics - University of Zurich, number 281, Apr.
• Olivier Ledoit & Michael Wolf, 2018, "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers, Department of Economics - University of Zurich, number 305, Oct.

2017

• Ales Marsal & Lorant Kaszab & Roman Horvath, 2017, "Government Spending and the Term Structure of Interest Rates in a DSGE Model," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2017, Sep.
• Zacharias Psaradakis & Marian Vavra, 2017, "Normality Tests for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 12/2017, Dec.
• Bruce E. Hansen & Seojeong Jay Lee, 2017, "Asymptotic Theory for Clustered Samples," Discussion Papers, School of Economics, The University of New South Wales, number 2017-18, Dec.
• Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017, "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 8, pages 510-514, May, DOI: 10.1080/13504851.2016.1205719.
• Yoosoon Chang & Robin C. Sickles & Wonho Song, 2017, "Bootstrapping unit root tests with covariates," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 136-155, March, DOI: 10.1080/07474938.2015.1114279.
• Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2017, "Invariant tests based on M -estimators, estimating functions, and the generalized method of moments," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 182-204, March, DOI: 10.1080/07474938.2015.1114285.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2017, "Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 85-102, March, DOI: 10.1080/07474938.2015.1114262.
• Guillaume Chevillon, 2017, "Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 5, pages 514-545, May, DOI: 10.1080/07474938.2014.977080.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
• Badi H. Baltagi & Chihwa Kao & Fa Wang, 2017, "Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 853-882, October, DOI: 10.1080/07474938.2017.1307580.
• Bertille Antoine & Eric Renault, 2017, "On the relevance of weaker instruments," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 928-945, October, DOI: 10.1080/07474938.2017.1307598.
• Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017, "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 70-85, January, DOI: 10.1080/07350015.2015.1054493.
• Pedro H. C. Sant’Anna, 2017, "Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 349-358, July, DOI: 10.1080/07350015.2015.1102732.
• Panagiotis Mantalos, 2017, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1274282-127, January, DOI: 10.1080/23322039.2016.1274282.
• Kul B. Luintel & Yongdeng Xu, 2017, "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 10, pages 1617-1630, October, DOI: 10.1080/14697688.2016.1274045.
• Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017, "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, volume 51, issue 8, pages 1138-1150, August, DOI: 10.1080/00343404.2016.1237770.
• Jochen Hartwig & Jan-Egbert Sturm, 2017, "Testing the Grossman model of medical spending determinants with macroeconomic panel data," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 001, Feb, revised Feb 2017.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-022/III, Feb.
• Tom Boot & Didier Nibbering, 2017, "Inference in high-dimensional linear regression models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-032/III, Mar, revised 05 Jul 2017.
• Tom Boot & Andreas Pick, 2017, "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-039/III, Apr.
• Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong, 2017, "Theory and Application of an Economic Performance Measure of Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-055/III, Jun.
• Kitessa, Rahel Jigi, 2018, "Trust and Trustworthiness between Cooperators and Non-Cooperators in Public Good Provision : Evidence from an Artefactual Field Experiment in Ethiopia (revision of CentER DP 2017-030)," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-018.
• Einmahl, Jesson & Einmahl, John & de Haan, L.F.M., 2017, "Limits to Human Life Span Through Extreme Value Theory," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-051.
• Can, S.U. & Einmahl, John & Laeven, R.J.A., 2017, "Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-052.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2017, "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1049, May.
• Ismael Mourifié & Yuanyuan Wan, 2017, "Testing Local Average Treatment Effect Assumptions," The Review of Economics and Statistics, MIT Press, volume 99, issue 2, pages 305-313, May.
• Babii, Andrii & Florens, Jean-Pierre, 2017, "Are unobservables separable?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-802, May.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-10, Feb.
• Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer, 2017, "Theory and Application of an Economic Performance Measure of Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-18, Jun.
• Jungbin Hwang, 2017, "Simple and Trustworthy Cluster-Robust GMM Inference," Working papers, University of Connecticut, Department of Economics, number 2017-19, Aug, revised Aug 2020.
• Dare, Wale, 2017, "Testing efficiency in small and large financial markets," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1714, Sep.
• Dare, Wale, 2017, "Statistical arbitrage in the U.S. treasury futures market," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1716, Sep.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017, "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena, Department of Economics, University of Siena, number 761, Nov.
• Yang Hu & Les Oxley, 2017, "Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes," Working Papers in Economics, University of Waikato, number 17/08, Jul.
• Yang Hu & Les Oxley, 2017, "Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test," Working Papers in Economics, University of Waikato, number 17/09, Apr.
• John Cranfield & Kris Inwood & Les Oxley & Evan Roberts, 2017, "Long-Run Changes in the Body Mass Index of Adults in Three Food-Abundant Settler Societies: Australia, Canada and New Zealand," Working Papers in Economics, University of Waikato, number 17/15, Jul.
• Yang Hu & Les Oxley, 2017, "Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics?," Working Papers in Economics, University of Waikato, number 17/19, Sep.
• Yang Hu & Les Oxley, 2017, "Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s," Working Papers in Economics, University of Waikato, number 17/20, Sep.
• Christoph Rothe, 2017, "Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap," Econometrica, Econometric Society, volume 85, issue , pages 645-660, March.
• Yu‐Chin Hsu, 2017, "Consistent tests for conditional treatment effects," Econometrics Journal, Royal Economic Society, volume 20, issue 1, pages 1-22, February.
• William C. Horrace & Christopher F. Parmeter, 2017, "Accounting for Multiplicity in Inference on Economics Journal Rankings," Southern Economic Journal, John Wiley & Sons, volume 84, issue 1, pages 337-347, July, DOI: 10.1002/soej.12219.
• Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2017, "Unit Root Tests In The Presence Of Multiple Breaks In Variance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 62, issue 02, pages 345-361, June, DOI: 10.1142/S0217590815500496.
• Jin Seo Cho & Halbert White, 2017, "Directionally Differentiable Econometric Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103, Apr.
• Jin Seo Cho & Halbert White, 2017, "Supplements to "Directionally Differentiable Econometric Models"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103a, Apr.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Hugo Ferrer-P�rez & Mar�a Isabel Ayuda & Antonio Aznar, 2017, "Una nota sobre la importancia del criterio de selecci�n de retardos en la potencia del test de ra�z unitaria de Elliott y M�ller," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2017-07, Jul.
• Schultefrankenfeld, Guido, 2017, "Appropriate monetary policy and forecast disagreement at the FOMC," Discussion Papers, Deutsche Bundesbank, number 39/2017.
• Herwartz, Helmut & Maxand, Simone & Walle, Yabibal M., 2017, "Heteroskedasticity-robust unit root testing for trending panels," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 314.
• Demetrescu, Matei & Leppin, Julian Sebastian & Reitz, Stefan, 2017, "Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test," Kiel Working Papers, Kiel Institute for the World Economy, number 2094.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2017, "Same, but different: Testing monetary policy shock measures," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2017.
• Pfeifer, Gregor & Reutter, Mirjam & Strohmaier, Kristina, 2017, "Goodbye smokers' corner: Health effects of school smoking bans," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 678, DOI: 10.4419/86788786.
• Stefan Bruder & Michael Wolf, 2017, "Balanced bootstrap joint confidence bands for structural impulse response functions," ECON - Working Papers, Department of Economics - University of Zurich, number 246, Mar, revised Jan 2018.
• Joseph P. Romano & Michael Wolf, 2017, "Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap," ECON - Working Papers, Department of Economics - University of Zurich, number 254, Jun.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-02, Jan.
• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017, "Bootstrap-Based Inference for Cube Root Consistent Estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-18, May.
• Daniel Borup & Martin Thyrsgaard, 2017, "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-19, May.
• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2017, "Variance swap payoffs, risk premia and extreme market conditions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-21, May.
• Jeroen V.K. Rombouts & Jakob Guldbæk Mikkelsen, 2017, "Testing for time-varying loadings in dynamic factor models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-22, Jun.
• Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017, "Panel Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-36, Oct.
• Shenglang Yang & Yixiao Zhou, 2017, "Determinants and impacts of intangible investment: Evidence from Chinese private manufacturing firms," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2017-649, Apr.
• Firmin Doko Tchatoka & Robert Garrard & Virginie Masson, 2017, "Testing for Stochastic Dominance in Social Networks," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2017-02, Feb.
• Philippe Février & Michael Visser, 2017, "Measuring Consumer Behavior Using Experimental Data," Annals of Economics and Statistics, GENES, issue 127, pages 9-31, DOI: 10.15609/annaeconstat2009.127.0009.
• Jean-Pierre FLORENS & Joel L. HOROWITZ & Ingrid VAN KEILEGOM, 2017, "Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems," Annals of Economics and Statistics, GENES, issue 128, pages 203-228, DOI: 10.15609/annaeconstat2009.128.0203.
• Stelios Arvanitis & Nikolas Topalogou, 2017, "Testing for Prospect and Markowitz stochastic dominance efficiency," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201701, Jan.
• Miroslav Kneževic & Slobodan Cerovic & Vladimir Džamic & Tijana Radojevic, 2017, "Total Quality Management Implementation and Guest Satisfaction in Hospitality," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 19, issue 44, pages 124-124, February.
• Ali BAGER & Monica ROMAN & Meshal ALGELIDH & Bahr MOHAMMED, 2017, "Addressing Multicollinearity In Regression Models: A Ridge Regression Application," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 6, issue 1, pages 30-45, JULY.
• Brown, Jason P. & Wojan, Timothy R. & Lambert, Dayton M., undated, "The Effect of the Conservation Reserve Program on Rural Economies: Deriving a Statistical Verdict from a Null Finding," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258354, DOI: 10.22004/ag.econ.258354.
• Hafner, Christian & Preminger, Arie, 2017, "On asymptotic theory for ARCH(infinite) models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017009, Jan.
• Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017014, Jan.
• Hafner, Christian & Linton, Oliver, 2017, "An Almost Closed Form Estimator For The EGARCH Model," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017040, Jan.
• Hafner, Christian & Preminger, Arie, 2017, "On Asymptotic Theory for ARCH (infinity) Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017041, Jan.
• Francesco Bartolucci & Claudia Pigini, 2017, "Granger causality in dynamic binary short panel data models," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 421, Apr.
• T. Tony Cai & Wenguang Sun, 2017, "Large-Scale Global and Simultaneous Inference: Estimation and Testing in Very High Dimensions," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 411-439, September, DOI: 10.1146/annurev-economics-063016-10.
• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017, "Bootstrap-Based Inference for Cube Root Asymptotics," Papers, arXiv.org, number 1704.08066, Apr, revised May 2020.
• Andrii Babii & Jean-Pierre Florens, 2017, "Are Unobservables Separable?," Papers, arXiv.org, number 1705.01654, May, revised Apr 2021.
• Matt Goldman & David M. Kaplan, 2017, "Comparing distributions by multiple testing across quantiles or CDF values," Papers, arXiv.org, number 1708.04658, Aug.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2017, "High-Frequency Jump Tests: Which Test Should We Use?," Papers, arXiv.org, number 1708.09520, Aug, revised Jan 2020.
• Yu-Wei Hsieh & Xiaoxia Shi & Matthew Shum, 2017, "Inference on Estimators defined by Mathematical Programming," Papers, arXiv.org, number 1709.09115, Sep.
• Mika Meitz & Pentti Saikkonen, 2017, "Testing for observation-dependent regime switching in mixture autoregressive models," Papers, arXiv.org, number 1711.03959, Nov.
• Isaiah Andrews & Maximilian Kasy, 2017, "Identification of and correction for publication bias," Papers, arXiv.org, number 1711.10527, Nov.
• Massimo Franchi & Paolo Paruolo, 2017, "Cointegration in functional autoregressive processes," Papers, arXiv.org, number 1712.07522, Dec, revised Oct 2018.
• Fuad Mammadov & Shaig Adigozalov, 2017, "Are fiscal rules helpful in mitigating the impact of oil market fluctuations?," Working Papers, Central Bank of Azerbaijan Republic, number 1703, Mar.
• Ivan A. Canay & Vishal Kamat, 2017, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 21/17, May, DOI: 10.1920/wp.cem.2017.2117.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017, "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 23/17, May, DOI: 10.1920/wp.cem.2017.2317.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization," CeMMAP working papers, Institute for Fiscal Studies, number 25/17, May, DOI: 10.1920/wp.cem.2017.2517.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Institute for Fiscal Studies, number 34/17, Aug, DOI: 10.1920/wp.cem.2017.3417.
• Jinyong Hahn & Jerry Hausman & Josh Lustig, 2017, "Specification test on mixed logit models," CeMMAP working papers, Institute for Fiscal Studies, number 58/17, Dec, DOI: 10.1920/wp.cem.2017.5817.
• Tatiana Bludova & Natalia Savchuk, 2017, "Modelling The Economic Security Of Regional External Trade Flows," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 5, DOI: 10.30525/2256-0742/2017-3-5-19-24.
• Margarita Lambova, 2017, "“Representative” Samples and Their “Justification”," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 172-197.
• Andrea Nocera, 2017, "Causes and Effects of Negative Definite Covariance Matrices in Swamy Type Random Coefficient Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1704, Jun.
• Zacharias Psaradakis & Marián Vávra, 2017, "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1706, Oct.
• Valéry Dongmo Jiongo, 2017, "The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Estimation of the Total Private Cost for Large Businesses," Technical Reports, Bank of Canada, number 110, DOI: 10.34989/tr-110.
• Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
• Christopher Henry & Kim Huynh & Gradon Nicholls, 2017, "Bitcoin Awareness and Usage in Canada," Staff Working Papers, Bank of Canada, number 17-56, DOI: 10.34989/swp-2017-56.
• Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017, "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1007, Aug, DOI: 10.32468/be.1007.
• Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Santiago Gomez-Malagon & Luis Fernando Melo-Velandia, 2017, "A rank approach for studying cross-currency bases and the covered interest rate parity," Borradores de Economia, Banco de la Republica de Colombia, number 994, May, DOI: 10.32468/be.994.
• Ivan D. Trofimov, 2017, "Capital Productivity In Industrialised Economies: Evidence From Error-Correction Model And Lagrange Multiplier Tests," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 215, pages 53-80, October –.
• Phu Nguyen-Van & Cyrielle Poiraud & Nguyen To-The, 2017, "Modeling farmers’ decisions on tea varieties in Vietnam: a multinomial logit analysis," Agricultural Economics, International Association of Agricultural Economists, volume 48, issue 3, pages 291-299, May.
• Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2017, "Testing for Panel Cointegration Using Common Correlated Effects Estimators," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 4, pages 610-636, July.
• Joakim Westerlund & Simon Reese & Paresh Narayan, 2017, "A Factor Analytical Approach to Price Discovery," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 3, pages 366-394, June.
• BRATIAN Vasile & BUCUR Amelia, 2017, "The Development And The Current Status Of The Capital Market Hypotheses: A Few Benchmarks," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 1, pages 22-28, April.