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

• 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.
• Yoon, Sun-Joong, 2017, "Time-varying risk aversion and return predictability," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 327-339, DOI: 10.1016/j.iref.2017.02.006.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2017, "Do commodities make effective hedges for equity investors?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1274-1288, DOI: 10.1016/j.ribaf.2017.07.064.
• Ana Paula Martins, 2017, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 52-73.
• Jitendra Kumar & Anoop Chaturvedi & Umme Afifa, 2017, "Bayesian Unit Root Test for Panel Data," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 74-95.
• Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017, "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/02, Apr.
• Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma, 2017, "Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/11, Nov.
• Hidalgo, Javier & Schafgans, Marcia, 2017, "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68839, Feb.
• Defever, Fabrice & Riaño, Alejandro, 2017, "Twin peaks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86598, Oct.
• Hidalgo, Javier & Schafgans, Marcia M. A., 2017, "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87748.
• Yurun Yang & Ahmet Goncu & Athanasios Pantelous, 2017, "Pairs trading with commodity futures: evidence from the Chinese market," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 3, pages 274-294, August, DOI: 10.1108/CFRI-09-2016-0109.
• Raymond Kan & Guofu Zhou, 2017, "Modeling non-normality using multivariatet: implications for asset pricing," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 2-32, February, DOI: 10.1108/CFRI-10-2016-0114.
• Sanjay Sehgal & Sonal Babbar, 2017, "Evaluating alternative performance benchmarks for Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 14, issue 2, pages 222-250, May, DOI: 10.1108/JAMR-04-2016-0028.
• Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K., 2017, "Theory and Application of an Economic Performance Measure of Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-18, Jun.

2016

• Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016, "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-01, Jan.
• Yunus Emre Ergemen, 2016, "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-05, Jan.
• Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen, 2016, "The Local Fractional Bootstrap," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-15, May.
• Mikkel Bennedsen, 2016, "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-21, Aug.
• Yunus Emre Ergemen & Carlos Vladimir Rodríguez-Caballero, 2016, "A Dynamic Multi-Level Factor Model with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-23, Aug.
• Carlos Vladimir Rodríguez-Caballero, 2016, "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-31, Oct.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2016-01, Jan.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• Slobodan Cerovic & Miroslav Kneževic & Danijel Pavlovic, 2016, "The Effects of Tourism on the GDP of Macedonia, Montenegro and Serbia in the Process of European Integration," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 42, pages 407-407, May.
• Hichem AYAD, 2016, "Poverty, Inequality And Economic Growth In Algeria: An Ardl Approach," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 1-20, JULY.
• Cavaliere, Giuseppe & Ørregaard Nielsen, Morten & Taylor, A.M. Robert, 2016, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274649, Nov, DOI: 10.22004/ag.econ.274649.
• MacKinnon, James G., 2016, "Inference with Large Clustered Datasets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274691, Sep, DOI: 10.22004/ag.econ.274691.
• Hafner, C. & Laurent, S. & Violante, F., 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016034, Jan.
• Hafner, C. & Linton, O., 2016, "An Almost Closed Form Estimator for the EGARCH model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016036, Jan.
• Hafner, Christian & Premiger, Arie, 2016, "The effect of additive outliers on a fractional unit root test," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016027, Jan.
• Jan F. Kiviet, 2016, "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-03, Dec.
• Farrukh Bashir & Fareeha Andleeb & Rahat Fatima, 2016, "Intra Industry Trade, Fiscal Policy And Terms Of Trade Of Pakistan: A Long Run Analysis Using Ardl Technique," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 4, issue 1, pages :1-16, December.
• Xiaohong Chen & Yin Jia Jeff Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 259-290, October.
• David M. Kaplan & Longhao Zhuo, 2016, "Frequentist properties of Bayesian inequality tests," Papers, arXiv.org, number 1607.00393, Jul, revised Jul 2024.
• Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly & Kaspar Wuthrich, 2016, "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Papers, arXiv.org, number 1608.05142, Aug, revised Aug 2018.
• David M. Kaplan & Yixiao Sun, 2016, "Smoothed estimating equations for instrumental variables quantile regression," Papers, arXiv.org, number 1609.09033, Sep.
• Pedro H. C. Sant'Anna & Xiaojun Song, 2016, "Specification Tests for the Propensity Score," Papers, arXiv.org, number 1611.06217, Nov, revised Feb 2019.
• Marinho Bertanha & Marcelo J. Moreira, 2016, "Impossible Inference in Econometrics: Theory and Applications," Papers, arXiv.org, number 1612.02024, Dec, revised Feb 2020.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016, "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 1612.04932, Dec, revised Dec 2021.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016, "Predictability Hidden by Anomalous Observations," Papers, arXiv.org, number 1612.05072, Dec.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2016, "Inference under Covariate-Adaptive Randomization," CeMMAP working papers, Institute for Fiscal Studies, number 21/16, May, DOI: 10.1920/wp.cem.2016.2116.
• Humberto Moreira & Marcelo Moreira, 2016, "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers, Institute for Fiscal Studies, number 25/16, Jun, DOI: 10.1920/wp.cem.2016.2716.
• Ivan A. Canay & Vishal Kamat, 2016, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 33/16, Aug, DOI: 10.1920/wp.cem.2016.3316.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016, "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 35/16, Aug, DOI: 10.1920/wp.cem.2016.3516.
• Fuchun Li & Hongyu Xiao, 2016, "Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach," Staff Working Papers, Bank of Canada, number 16-21, DOI: 10.34989/swp-2017-21.
• Gabriel Garber & Márcio Issao Nakane, 2016, "Undue Charges and Price Discrimination," Working Papers Series, Central Bank of Brazil, Research Department, number 427, Apr.
• Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
• Ke Zhu, 2016, "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 2, pages 463-485, March.
• Pentti Saikkonen & Rickard Sandberg, 2016, "Testing for a Unit Root in Noncausal Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 99-125, January.
• Ali Ahmad & Christian Francq, 2016, "Poisson QMLE of Count Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 3, pages 291-314, May.
• Johan Vikström, 2016, "Cluster Sample Inference with Very Few Groups," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 3, issue 1, pages 1-10, DOI: 10.5455/Elet.2016.3.1.1.
• Christoph Breunig & Stefan Hoderlein, 2016, "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 897, Feb.
• Itamar Caspi & Meital Graham, 2016, "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers, Bank of Israel, number 2016.06, Mar.
• Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016, "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 82-91, June.
• Afees A. Salisu & Tirimisiyu F. Oloko & Oluwatomisin J. Oyewole, 2016, "Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 210-218, December.
• Parente Paulo M.D.C. & Santos Silva João M.C., 2016, "Quantile Regression with Clustered Data," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 1-15, January, DOI: 10.1515/jem-2014-0011.
• Bertanha Marinho & Moser Petra, 2016, "Spatial Errors in Count Data Regressions," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 49-69, January, DOI: 10.1515/jem-2014-0015.