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

2017

• 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," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, 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., , "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 Mar 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.
• PAVEL Ruxandra Maria & CIUHUREANU Alina Teodora, 2017, "The Correlation Working Capital - Self-Financing Capacity At The Companies From Hotel And Restaurant Industry Listed On Bucharest Stock Exchange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 2, pages 127-137, August.
• Ramazan Gencay & Ege Yazgan, 2017, "When Are Wavelets Useful Forecasters?," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1704, Sep.
• Gradon Nicholls, 2017, "Bitcoin awareness and usage in Canada," Canadian Stata Users' Group Meetings 2017, Stata Users Group, number 08, Sep.
• Melanie Houllier & David Murphy, 2017, "Borderline: judging the adequacy of return distribution estimation techniques in initial margin models," Bank of England working papers, Bank of England, number 673, Sep.
• Basak Gopal K. & Das Samarjit, 2017, "Intercept Homogeneity Test for Fixed Effect Models under Cross-sectional Dependence: Some Insights," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-22, January, DOI: 10.1515/jem-2015-0004.
• Kiviet Jan F., 2017, "Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-9, January, DOI: 10.1515/jem-2016-0005.
• Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017, "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 1, pages 1-41, January, DOI: 10.1515/jtse-2015-0014.
• Sanhaji Bilel, 2017, "Testing for Nonlinearity in Conditional Covariances," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 2, pages 1-22, July, DOI: 10.1515/jtse-2016-0010.
• Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017, "Changes in persistence, spurious regressions and the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-28, June, DOI: 10.1515/snde-2015-0062.
• Osama AARAR, 2017, "The Impact Of Socio-Economic Status On Academic Achievements In Israel," Contemporary Economy Journal, Constantin Brancoveanu University, volume 2, issue 3, pages 196-204.
• Frank Windmeijer, 2017, "Two-Stage Least Squares as Minimum Distance," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 17/683, Jun, revised 13 Jun 2018.
• Luke Ignaczak & Marcel-Cristian Voia, 2017, "Duration Dependence in Employment: Evidence From the Last Half of the 20th Century," Carleton Economic Papers, Carleton University, Department of Economics, number 17-01, Jan.
• Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel-Cristian Voia, 2017, "Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Carleton Economic Papers, Carleton University, Department of Economics, number 17-05, Jan.
• Fabrice Defever & Alejandro Riaño, 2017, "Twin peaks," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1505, Oct.
• Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017, "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 590, Feb.
• Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2017, "Empirical likelihood for high frequency data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 591, Feb.
• Yukitoshi Matsushita & Taisuke Otsu, 2017, "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 592, Jul.
• Lorenzo Camponovo & Taisuke Otsu, 2017, "Relative error accurate statistic based on nonparametric likelihood," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 593, Nov.
• Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang, 2017, "Inference on distribution functions under measurement error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 594, Nov.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series, CESifo, number 6432.
• Alexander Chudik & M. Hashem Pesaran, 2017, "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series, CESifo, number 6688.
• Fabrice Defever & Alejandro Riaño, 2017, "Twin Peaks," CESifo Working Paper Series, CESifo, number 6729.
• Carlos Medel, 2017, "Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis," Working Papers Central Bank of Chile, Central Bank of Chile, number 805, Jun.
• Federico Belotti & Edoardo Di Porto & Gianluca Santoni, 2017, "Spatial Differencing: Estimation and Inference," Working Papers, CEPII research center, number 2017-10, Jun.
• Elise Coudin & Jean-Marie Dufour, 2017, "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors," CIRANO Working Papers, CIRANO, number 2017s-06, Feb.
• Manuela Rozalia GABOR & Flavia Dana OLTEAN, 2017, "What Macreconomic Index Differentiates or Similar the European Tourism Competitiviness? A Multimethod Analysis," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, volume 1, issue 1, pages 201-207, October.
• Dante Amengual & Marine Carrasco & Enrique Sentana, 2017, "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers, CEMFI, number wp2017_1709, Mar.
• Ingrid Angelina Soto-Galarza & Zoe Elisabeth Est�vez-Torres, 2017, "La demanda de huevos de codorniz en empresas hoteleras Guayaquilenas," Revista Clio América, Universidad del Magdalena, volume 11, issue 22, pages 21-34.
• PREMINGER Arie & STORTI Giuseppe, 2017, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017015, Apr.
• Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017, "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2866, Jan.
• Christian M. HAFNER & Oliver LINTON, 2017, "An almost closed form estimator for the EGARCH model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2881, Jan.
• Christian M. Hafner & Arie Preminger, 2017, "On asymptotic theory for ARCH([infinite]) models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2917, Jan.
• Dorota Witkowska & Krzysztof Kompa, 2017, "How the Change of Governing Party Influences the Efficiency of Financial Market in Poland," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 147-159.
• Alicja Ganczarek-Gamrot & Józef Stawicki, 2017, "Comparison of certain dynamic estimation methods of Value at Risk on Polish gas market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 81-96.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11816, Jan.
• Minford, Patrick & Meenagh, David & Xu, Yongdeng & Wickens, Michael R., 2017, "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11817, Jan.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11819, Jan.
• Kanbur, Ravi & Snell, Andy, 2017, "Inequality Indices as Tests of Fairness," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11930, Mar.
• Defever, F. & Riaño, A., 2017, "Twin Peaks," Working Papers, Department of Economics, City St George's, University of London, number 17/02, Oct.
• Guoshi Tong, 2017, "Market Timing under Limited Information: An Empirical Investigation in US Treasury Market," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 291-322, November.
• Sam Olofin & Afees A. Salisu, 2017, "Modelling oil price-inflation nexus: The role of asymmetries and structural breaks," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 020, Aug.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017, "Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 035, Nov.
• Afees A. Salisu & Tirimisyu F. Oloko, 2017, "Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 036, Nov.
• Preinerstorfer, David & Pötscher, Benedikt M., 2017, "On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix," Econometric Theory, Cambridge University Press, volume 33, issue 1, pages 1-68, February.
• Kaplan, David M. & Sun, Yixiao, 2017, "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, volume 33, issue 1, pages 105-157, February.
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 691-716, June.
• Hafner, Christian M. & Linton, Oliver, 2017, "An Almost Closed Form Estimator For The Egarch Model," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 1013-1038, August.
• Andrews, Donald W.K. & Guggenberger, Patrik, 2017, "Asymptotic Size Of Kleibergen’S Lm And Conditional Lr Tests For Moment Condition Models," Econometric Theory, Cambridge University Press, volume 33, issue 5, pages 1046-1080, October.
• Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017, "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, volume 33, issue 6, pages 1306-1351, December.
• Bodington, Jeffrey C., 2017, "Wine, Women, Men, and Type II Error," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 161-172, May.
• Bodington, Jeffrey, 2017, "Disentangling Wine Judges’ Consensus, Idiosyncratic, and Random Expressions of Quality or Preference," Journal of Wine Economics, Cambridge University Press, volume 12, issue 3, pages 267-281, August.
• Bodington, Jeffrey C., 2017, "The Distribution of Ratings Assigned to Blind Replicates," Journal of Wine Economics, Cambridge University Press, volume 12, issue 4, pages 363-369, November.
• Fafchamps, Marcel & Labonne, Julien, 2017, "Using Split Samples to Improve Inference on Causal Effects," Political Analysis, Cambridge University Press, volume 25, issue 4, pages 465-482, October.
• Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2017, "Lower fragmentation of coordination in primary care is associated with lower prescribing drug costs-lessons from chronic illness care in Hungary," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2017/04, May.
• Ron W. NIELSEN, 2017, "Population and Economic Growth in Australia: 8,000 BC - AD 1700 Extended to 60,000 BC," Journal of Economic and Social Thought, EconSciences Journals, volume 4, issue 1, pages 41-54, March.
• Ron W. NIELSEN, 2017, "Demographic Catastrophes Did Not Shape the Growth of Human Population or the Economic Growth," Journal of Economic and Social Thought, EconSciences Journals, volume 4, issue 2, pages 121-141, June.
• Daniel RÖLLE, 2017, "What Makes Citizens Satisfied? The Influence of Perceived Responsiveness of Local Administration on Satisfaction with Public Administration," Journal of Social and Administrative Sciences, EconSciences Journals, volume 4, issue 1, pages 1-13, March.
• Ron W. NIELSEN, 2017, "Changing the direction of the economic and demographic research," Journal of Economics Library, EconSciences Journals, volume 4, issue 3, pages 288-309, September.
• Ron W. NIELSEN, 2017, "Puzzling Features of the Historical Income per Capita Distributions Explained," Journal of Economics Bibliography, EconSciences Journals, volume 4, issue 1, pages 10-24, March.
• Ron W. NIELSEN, 2017, "Economic Growth and the Growth of Human Population in the Past 2,000,000 Years," Journal of Economics Bibliography, EconSciences Journals, volume 4, issue 2, pages 128-149, June.
• Abdulrhman ALAMOUDI, 2017, "Factors affecting the rate of unemployment in GCC countries," Journal of Economics Bibliography, EconSciences Journals, volume 4, issue 4, pages 335-344, December.
• Igor Kheifets & Carlos Velasco, 2017, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924R, Jun.
• Timothy B. Armstrong, 2017, "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1960R2, Jul.
• Donald W.K. Andrews & Vadim Marmer & Zhengfei Yu, 2017, "A Note on Optimal Inference in the Linear IV Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2073, Jan.
• Donald W.K. Andrews & Vadim Marmer & Zhengfei Yu, 2017, "On Optimal Inference in the Linear IV Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2073R, Jan, revised Feb 2018.
• Donald W.K. Andrews, 2017, "Identification-Robust Subvector Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2105, Sep, revised Sep 2017.
• Simona Cătălina ȘTEFAN & Ion POPA & Octavian Cosmin DOBRIN & Doina I. POPESCU, 2017, "Particularities of Management Tools Employed within Romanian Organizations. A Pilot Study," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 109-125.
• Constatin MITRUȚ & Mihaela GRUIESCU & Roxana Cristina VÎLCU, 2017, "Modeling the Causes of Inflation in Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 21-38.
• Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2017, "The Economics of Replication," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1640.
• Helmut Lütkepohl & Tomasz Woźniak, 2017, "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1707.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0997, Apr.
• Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi, 2017, "Testing for Extreme Volatility Transmission with Realized Volatility Measures," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-20.
• Anders Bredahl Kock & David Preinerstorfer, 2017, "Power in High-dimensional testing Problems," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-42, Nov.
• Lya Paola Sierra & Luis Eduardo Gir n & Carolina Osorio, 2017, "Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 15-22.
• Samih Antoine Azar & Angelic Salha, 2017, "The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 44-54.
• Tarek Tawfik Yousef Alkhateeb & Haider Mahmood & Zafar Ahmad Sultan & Nawaz Ahmad, 2017, "Oil Price and Employment Nexus in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 277-281.
• Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2017, "An assessment of the inflation targeting experience," Bank of Estonia Working Papers, Bank of Estonia, number wp2017-11, Nov, revised 09 Nov 2017, DOI: 10.23656/25045520/112017/0150.
• Nazlioglu, Saban & Karul, Cagin, 2017, "A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks," Economic Modelling, Elsevier, volume 61, issue C, pages 181-192, DOI: 10.1016/j.econmod.2016.12.003.
• Hu, Yang & Oxley, Les, 2017, "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, volume 64, issue C, pages 419-442, DOI: 10.1016/j.econmod.2017.02.022.
• Wei, Chuanhua & Guo, Shuang & Zhai, Shufen, 2017, "Statistical inference of partially linear varying coefficient spatial autoregressive models," Economic Modelling, Elsevier, volume 64, issue C, pages 553-559, DOI: 10.1016/j.econmod.2017.04.015.
• Shi, Shuping, 2017, "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," Economic Modelling, Elsevier, volume 66, issue C, pages 101-111, DOI: 10.1016/j.econmod.2017.06.002.
• Banerjee, Piyali & Arčabić, Vladimir & Lee, Hyejin, 2017, "Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market," Economic Modelling, Elsevier, volume 67, issue C, pages 114-124, DOI: 10.1016/j.econmod.2016.11.004.
• Tu, Yundong, 2017, "On spurious regressions with partial unit root processes," Economics Letters, Elsevier, volume 150, issue C, pages 142-145, DOI: 10.1016/j.econlet.2016.11.028.
• Huh, Jaewon & Oh, Haejune & Lee, Sangyeol, 2017, "Monitoring parameter change for time series models with conditional heteroscedasticity," Economics Letters, Elsevier, volume 152, issue C, pages 66-70, DOI: 10.1016/j.econlet.2017.01.003.
• Li, Meiyu & Gençay, Ramazan, 2017, "Tests for serial correlation of unknown form in dynamic least squares regression with wavelets," Economics Letters, Elsevier, volume 155, issue C, pages 104-110, DOI: 10.1016/j.econlet.2017.03.021.
• Yang, Yang & Wang, Shaoping, 2017, "Two simple tests of the trend hypothesis under time-varying variance," Economics Letters, Elsevier, volume 156, issue C, pages 123-128, DOI: 10.1016/j.econlet.2017.04.030.
• Su, Liangjun & Zheng, Xin, 2017, "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, volume 156, issue C, pages 162-167, DOI: 10.1016/j.econlet.2017.05.002.
• Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S., 2017, "Nonlinear error correction based cointegration test in panel data," Economics Letters, Elsevier, volume 157, issue C, pages 1-4, DOI: 10.1016/j.econlet.2017.05.017.
• Kaffo, Maximilien & Wang, Wenjie, 2017, "On bootstrap validity for specification testing with many weak instruments," Economics Letters, Elsevier, volume 157, issue C, pages 107-111, DOI: 10.1016/j.econlet.2017.06.004.
• Zhang, Yonghui & Zhou, Qiankun & Jiang, Li, 2017, "Panel kink regression with an unknown threshold," Economics Letters, Elsevier, volume 157, issue C, pages 116-121, DOI: 10.1016/j.econlet.2017.05.033.
• Fosten, Jack, 2017, "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, volume 157, issue C, pages 71-74, DOI: 10.1016/j.econlet.2017.05.034.
• Yang, Lixiong & Lee, Chingnun & Su, Jen-Je, 2017, "Behavior of the standard Dickey–Fuller test when there is a Fourier-form break under the null hypothesis," Economics Letters, Elsevier, volume 159, issue C, pages 128-133, DOI: 10.1016/j.econlet.2017.07.016.
• Richard, Patrick, 2017, "Robust heteroskedasticity-robust tests," Economics Letters, Elsevier, volume 159, issue C, pages 28-32, DOI: 10.1016/j.econlet.2017.07.008.
• Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina, 2017, "Significance test in nonstationary logit panel model with serially correlated dependent variable," Economics Letters, Elsevier, volume 159, issue C, pages 37-41, DOI: 10.1016/j.econlet.2017.07.003.
• Kang, Jiwon & Song, Junmo, 2017, "Score test for parameter change in Poisson autoregressive models," Economics Letters, Elsevier, volume 160, issue C, pages 33-37, DOI: 10.1016/j.econlet.2017.08.021.
• Chen, Sanpan & Cui, Guowei & Zhang, Jianhua, 2017, "On testing for structural break of coefficients in factor-augmented regression models," Economics Letters, Elsevier, volume 161, issue C, pages 141-145, DOI: 10.1016/j.econlet.2017.10.001.
• Hong, Shengjie, 2017, "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 156-179, DOI: 10.1016/j.jeconom.2016.09.014.
• Hidalgo, Javier & Schafgans, Marcia, 2017, "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 259-274, DOI: 10.1016/j.jeconom.2016.09.008.
• Andrews, Donald W.K. & Shi, Xiaoxia, 2017, "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 275-287, DOI: 10.1016/j.jeconom.2016.09.010.
• Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017, "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2016.10.001.
• Romano, Joseph P. & Wolf, Michael, 2017, "Resurrecting weighted least squares," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 1-19, DOI: 10.1016/j.jeconom.2016.10.003.
• Massacci, Daniele, 2017, "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 101-129, DOI: 10.1016/j.jeconom.2016.11.001.
• Karabiyik, Hande & Reese, Simon & Westerlund, Joakim, 2017, "On the role of the rank condition in CCE estimation of factor-augmented panel regressions," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 60-64, DOI: 10.1016/j.jeconom.2016.10.006.
• Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard, 2017, "Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 218-244, DOI: 10.1016/j.jeconom.2016.07.009.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2017, "A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 298-322, DOI: 10.1016/j.jeconom.2016.11.008.
• Perera, Indeewara & Koul, Hira L., 2017, "Fitting a two phase threshold multiplicative error model," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 348-367, DOI: 10.1016/j.jeconom.2016.12.002.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2017, "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 10-28, DOI: 10.1016/j.jeconom.2017.01.002.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017, "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 165-188, DOI: 10.1016/j.jeconom.2017.01.008.
• Chen, Tao & Tripathi, Gautam, 2017, "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 29-40, DOI: 10.1016/j.jeconom.2016.12.003.
• Su, Liangjun & Wang, Xia, 2017, "On time-varying factor models: Estimation and testing," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 84-101, DOI: 10.1016/j.jeconom.2016.12.004.
• Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017, "Tests of equal accuracy for nested models with estimated factors," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 231-252, DOI: 10.1016/j.jeconom.2017.01.004.
• Arvanitis, Stelios & Topaloglou, Nikolas, 2017, "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 253-270, DOI: 10.1016/j.jeconom.2017.01.006.
• Hwang, Jungbin & Sun, Yixiao, 2017, "Asymptotic F and t tests in an efficient GMM setting," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 277-295, DOI: 10.1016/j.jeconom.2017.02.003.
• Al-Sadoon, Majid M., 2017, "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 49-62, DOI: 10.1016/j.jeconom.2017.03.002.
• Hirschberg, Joe & Lye, Jenny, 2017, "Inverting the indirect—The ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 173-183, DOI: 10.1016/j.jeconom.2017.05.008.
• Parente, Paulo M.D.C. & Smith, Richard J., 2017, "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 1-16, DOI: 10.1016/j.jeconom.2017.02.004.
• Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017, "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 104-117, DOI: 10.1016/j.jeconom.2017.05.016.
• Kheifets, Igor & Velasco, Carlos, 2017, "New goodness-of-fit diagnostics for conditional discrete response models," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 135-149, DOI: 10.1016/j.jeconom.2017.05.017.
• Chen, Richard Y. & Mykland, Per A., 2017, "Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 79-103, DOI: 10.1016/j.jeconom.2017.05.015.
• Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017, "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 312-325, DOI: 10.1016/j.jeconom.2017.06.013.
• Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2017, "Modeling heaped duration data: An application to neonatal mortality," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 363-377, DOI: 10.1016/j.jeconom.2017.06.016.
• Davidson, Russell, 2017, "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 228-236, DOI: 10.1016/j.jeconom.2017.08.005.
• Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017, "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 400-416, DOI: 10.1016/j.jeconom.2017.08.016.
• Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017, "Change point and trend analyses of annual expectile curves of tropical storms," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 101-117, DOI: 10.1016/j.ecosta.2016.09.002.
• Kiviet, Jan F. & Pleus, Milan, 2017, "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 1-21, DOI: 10.1016/j.ecosta.2017.01.001.
• Psaradakis, Zacharias & Vávra, Marián, 2017, "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 50-60, DOI: 10.1016/j.ecosta.2016.11.005.
• Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2017, "Meta-analytic cointegrating rank tests for dependent panels," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 61-72, DOI: 10.1016/j.ecosta.2016.10.001.
• Zu, Yang & Boswijk, H. Peter, 2017, "Consistent nonparametric specification tests for stochastic volatility models based on the return distribution," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 53-75, DOI: 10.1016/j.jempfin.2016.12.005.
• Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O., 2017, "Modelling oil price-inflation nexus: The role of asymmetries," Energy, Elsevier, volume 125, issue C, pages 97-106, DOI: 10.1016/j.energy.2017.02.128.
• Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017, "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 113-127, DOI: 10.1016/j.irfa.2016.12.010.
• Zhang, Yonghui & Chen, Zhongtian & Li, Yong, 2017, "Bayesian testing for short term interest rate models," Finance Research Letters, Elsevier, volume 20, issue C, pages 146-152, DOI: 10.1016/j.frl.2016.09.020.
• Glaeser, Stephen & Guay, Wayne R., 2017, "Identification and generalizability in accounting research: A discussion of Christensen, Floyd, Liu, and Maffett (2017)," Journal of Accounting and Economics, Elsevier, volume 64, issue 2, pages 305-312, DOI: 10.1016/j.jacceco.2017.08.003.
• Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017, "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 9-24, DOI: 10.1016/j.jbankfin.2017.07.003.
• Ben Yishay, Ariel & Fraker, Andrew & Guiteras, Raymond & Palloni, Giordano & Shah, Neil Buddy & Shirrell, Stuart & Wang, Paul, 2017, "Microcredit and willingness to pay for environmental quality: Evidence from a randomized-controlled trial of finance for sanitation in rural Cambodia," Journal of Environmental Economics and Management, Elsevier, volume 86, issue C, pages 121-140, DOI: 10.1016/j.jeem.2016.11.004.
• Christopoulos, Dimitris & McAdam, Peter, 2017, "Do financial reforms help stabilize inequality?," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 45-61, DOI: 10.1016/j.jimonfin.2016.05.003.
• Reboredo, Juan C. & Ugolini, Andrea, 2017, "Quantile causality between gold commodity and gold stock prices," Resources Policy, Elsevier, volume 53, issue C, pages 56-63, DOI: 10.1016/j.resourpol.2017.05.013.
• Røed Larsen, Erling & Solli, Ingeborg F., 2017, "Born to run behind? Persisting birth month effects on earnings," Labour Economics, Elsevier, volume 46, issue C, pages 200-210, DOI: 10.1016/j.labeco.2016.10.005.
• Gökgöz, Fazıl & Atmaca, Mete Emin, 2017, "Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey," Renewable and Sustainable Energy Reviews, Elsevier, volume 67, issue C, pages 437-449, DOI: 10.1016/j.rser.2016.09.029.
• Ma, Wei & Li, Haiqi & Park, Sung Y., 2017, "Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 211-222, DOI: 10.1016/j.iref.2017.01.029.