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

• 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.
• Chen, J. & Kobayashi, M. & McAleer, M.J., 2017, "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-022/III, Feb.
• Rocío Elizondo, 2017, "Pronósticos de la estructura temporal de las tasas de interés en México con base en un modelo afín," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 32, issue 2, pages 213-253.
• Arif Zaman & Asad Zaman & Atiq ur Rehman, 2017, "The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter," International Econometric Review (IER), Economic Research Association, volume 9, issue 1, pages 1-20, April.
• Valentin EPURE, 2017, "Analysis of Structural Breaks in BET Index," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, volume 3, issue 1, pages 21-34, June.
• Josef Arlt & Martin Mandel, 2017, "An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 3, pages 199-220, June.
• Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
• Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017, "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 787, Oct.
• Barbosa, José Diogo Valadares Moreira & Moreira, Marcelo J., 2017, "Likelihood inference and the role of initial conditions for the dynamic panel data model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 788, Oct.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017, "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-9, Nov.
• Andrew Martinez, 2017, "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1717, Nov, DOI: 10.26509/frbc-wp-201717.
• Valerie Grossman & Enrique Martínez García & Efthymios Pavlidis, 2017, "Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 325, Aug, DOI: 10.24149/gwp325r1.
• Alexander Chudik & M. Hashem Pesaran, 2017, "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 327, Sep, revised 27 Mar 2021, DOI: 10.24149/gwp327r2.
• Michael W. McCracken & Joseph McGillicuddy, 2017, "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2017-40, Nov, DOI: 10.20955/wp.2017.040.
• Mohammed H. Alemu & Søren B. Olsen, 2017, "Can a Repeated Opt-Out Reminder remove hypothetical bias in discrete choice experiments? An application to consumer valuation of novel food products," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/05, Apr.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-30, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-30, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, volume 5, issue 1, pages 1-54, March.
• Jinyong Hahn & Ruoyao Shi, 2017, "Synthetic Control and Inference," Econometrics, MDPI, volume 5, issue 4, pages 1-12, November.
• Eugênio José Silva Bitti & Cintya Lanchimba & Muriel Fadairo, 2017, "Franchisors'choice between royalties and fixed fees evidence from Brazil," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1731.
• Fuad Mammadov & Adigozalov Shaig, 2017, "Are fiscal rules helpful in mitigating the impact of oil market fluctuations?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 22-2017, Nov.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2017, "Testing for Leverage Effects in the Returns of US Equities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00973922, Jan.
• Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017, "Non-linear externalities in firm localization," Post-Print, HAL, number hal-01405780, DOI: 10.1080/00343404.2016.1237770.
• Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print, HAL, number hal-01590010, Jun, DOI: 10.1017/S0266466616000128.
• Russell Davidson, 2017, "A discrete model for bootstrap iteration," Post-Print, HAL, number hal-01658497, Dec, DOI: 10.1016/j.jeconom.2017.08.005.
• Phu Nguyen-Van & Cyrielle Poiraud & Nguyen To-The, 2017, "Modeling farmers’ decisions on tea varieties in Vietnam: a multinomial logit analysis," Post-Print, HAL, number hal-02166836, DOI: 10.1111/agec.12334.
• Bilel Sanhaji, 2017, "Testing for nonlinearity in conditional covariances," Post-Print, HAL, number hal-02879361, DOI: 10.1515/jtse-2016-0010.
• Bilel Sanhaji, 2017, "Testing for Nonlinearity in Conditional Covariances," Post-Print, HAL, number hal-04218462, Jan, DOI: 10.1515/jtse-2016-0010.
• Christian Francq & M.D. Jiménez-Gamero & S.G. Meintanis, 2017, "Tests for conditional ellipticity in multivariate GARCH models," Post-Print, HAL, number hal-05417316, Feb, DOI: 10.1016/j.jeconom.2016.10.001.
• Christopher S. Henry, 2017, "Bitcoin Awareness and Usage in Canada," Working Papers, HAL, number hal-03182314, Dec.
• Christophe Boucher & Gilles de Truchis & Elena Ivona Dumitrescu & Sessi Tokpavi, 2017, "Testing for Extreme Volatility Transmission with Realized Volatility Measures," Working Papers, HAL, number hal-04141651.
• Eugênio José Silva Bitti & Cintya Lanchimba & Muriel Fadairo, 2017, "Franchisors' choice between royalties and fixed fees evidence from Brazil," Working Papers, HAL, number halshs-01618054, Oct.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "A Simple Test on Structural Change in Long-Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-592, Apr.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-598, Jun.
• Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-599, Jun.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "The Memory of Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-601, Jul.
• Lagin, Madelen & Daunfeldt, Sven-Olov & Rudholm, Niklas, 2017, "How does the use of in-store discount coupons affect retail revenues?," HUI Working Papers, HUI Research, number 127, Aug.
• Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor, 2017, "Discriminant analysis in small and large dimensions," Working Papers, Örebro University, School of Business, number 2017:6, Aug.
• KUROZUMI, Eiji & 黒住, 英司, 2017, "Confidence Sets for the Date of a Mean Shift at the End of a Sample," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-06, Sep.
• Salem Lotfi Boumediene & Emna Boumediene & Ikram Amara, 2017, "The Impact Of Fair Value On Audit Quality: Evidence From Tunisia," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 29-38.
• Suman Prosad Saha, 2017, "The Influence Of Manufacturer Attitude, Brand Strength And Profits On Distributors’ Overall Satisfaction: Evidence From Bangladesh," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, volume 10, issue 1, pages 45-56.
• Anthony Enisan Akinlo & Mofoluwaso Emmanuel, 2017, "Stock Prices And Demand For Money: Evidence From Nigeria," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 8, issue 1, pages 1-19.
• Rafael González-Val, 2017, "City size distribution and space," Working Papers, Institut d'Economia de Barcelona (IEB), number 2017/18.
• Chirok Han & Hyoungjong Kim, 2017, "Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects," Discussion Paper Series, Institute of Economic Research, Korea University, number 1703.
• Jose Diogo Barbosa & Marcelo Moreira, 2017, "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/17, Jan.
• Oliver Linton & Jianbin Wu, 2017, "A coupled component GARCH model for intraday and overnight volatility," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/17, Jan.
• Federico A. Bugni & Joel L. Horowitz, 2017, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/17, Apr.
• Ivan A. Canay & Vishal Kamat, 2017, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/17, May.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017, "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/17, May.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/17, May.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/17, Aug.
• Jinyong Hahn & Jerry Hausman & Josh Lustig, 2017, "Specification test on mixed logit models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP58/17, Dec.
• Semei Coronado Ramírez & Rafael Romero Meza & Francisco Venegas Martinez, 2017, "Non-Linear Multivariate Dependence between the Mexican Stock Market Index and the Exchange Rate: Efficiency Hypothesis and Political Cycle in Mexico (1994-2012)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 1, pages 91-102, Enero-Mar.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017, "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-12, Jul.
• Ravi Kanbur & Andy Snell, 2017, "Inequality indices as tests for fairness," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 432, Apr.
• Juan Carlos Escanciano & Javier Hualde, 2017, "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-017, Dec.
• Juan Urquiza & Christian J. Murray, 2017, "Do Estimated Taylor Rules Suffer from Weak Identification?," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 494.
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2017, "The Economics of Replication," IZA Discussion Papers, IZA Network @ LISER, number 10533, Jan.
• Kanbur, Ravi & Snell, Andy, 2017, "Inequality Indices as Tests of Fairness," IZA Discussion Papers, IZA Network @ LISER, number 10721, Apr.
• Muhammad Akram Naseem & Sun Xiaoming & Sulman Riaz & Ramiz Ur Rehman, 2017, "Board Attributes and Financial Performance: The Evidence from an Emerging Economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 281-297, July-Sept.
• Muhammad Fiaz & Qin Su & Ikram Amir & Aruba Saqib, 2017, "Leadership styles and employees’ motivation: Perspective from an emerging economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 143-156, October-D.
• Tolga Omay & Furkan Emirmahmutoğlu, 2017, "The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 4, pages 623-651, April, DOI: 10.1007/s10614-016-9574-3.
• Charles M. Cameron & Lewis A. Kornhauser, 2017, "Rational choice attitudinalism?," European Journal of Law and Economics, Springer, volume 43, issue 3, pages 535-554, June, DOI: 10.1007/s10657-015-9512-1.
• Terence Tai-Leung Chong & Shiyu Lin, 2017, "Predictive models for disaggregate stock market volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 3, pages 261-288, August, DOI: 10.1007/s11408-017-0291-2.
• Kaveri Deb & William R. Hauk, 2017, "RCA indices, multinational production and the Ricardian trade model," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 1-25, January, DOI: 10.1007/s10368-015-0317-z.
• Giuseppe Criaco & Philipp Sieger & Karl Wennberg & Francesco Chirico & Tommaso Minola, 2017, "Parents’ performance in entrepreneurship as a “double-edged sword” for the intergenerational transmission of entrepreneurship," Small Business Economics, Springer, volume 49, issue 4, pages 841-864, December, DOI: 10.1007/s11187-017-9854-x.
• Midori MATSUSHIMA & Hiroyuki YAMADA & Yasuharu SHIMAMURA & NGUYEN Minh Tam, 2017, "Altruism of Healthcare Workers and Job Satisfaction: Findings from a survey in central Vietnam," GSICS Working Paper Series, Graduate School of International Cooperation Studies, Kobe University, number 30, Apr.
• Kosaku Takanashi, 2017, "Local Asymptotic Normality of Infinite-Dimensional Concave Extended Linear Models," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-012, Apr.
• Jochen Hartwig & Jan-Egbert Sturm, 2017, "Testing the Grossman model of medical spending determinants with macroeconomic panel data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 17-426, Feb, DOI: 10.3929/ethz-a-010832514.
• 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, KSP 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, KSP 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, KSP 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, KSP 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, KSP 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, KSP 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, KSP Journals, volume 4, issue 4, pages 335-344, December.
• Thor Pajhede, 2017, "A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates," Discussion Papers, University of Copenhagen. Department of Economics, number 17-01, Jan.
• Byunghoon Kang, 2017, "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers, Lancaster University Management School, Economics Department, number 170712442.
• Arkadiusz Szydlowski, 2017, "Testing a parametric transformation model versus a nonparametric alternative," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/15, Jul.
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2017, "The Economics of Replication," Discussion Papers in Economics, University of Munich, Department of Economics, number 31972, Jan.
• Katharina Rogge & Markus Groth & Roland Schuhr, 2017, "Offenlegung von CO2-Emissionen und Klimastrategien der CDAXUnternehmen – eine statistische Analyse erklärender Faktoren am Beispiel der CDP-Klimaberichterstattung," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 376, Oct.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1701.
• Prosper Dovonon & Alastair R. Hall & Frank Kleibergen, 2017, "Inference in Second-Order Identified Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 1703.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017, "Bootstrapping Structural Change Tests," Economics Discussion Paper Series, Economics, The University of Manchester, number 1704.
• Joe Hirschberg & Jenny Lye, 2017, "Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares," Department of Economics - Working Papers Series, The University of Melbourne, number 2026, Jan.
• David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017, "Bayesian Assessment of Lorenz and Stochastic Dominance," Department of Economics - Working Papers Series, The University of Melbourne, number 2029, Mar.
• Sinazo Guduza & Andrew Phiri, 2017, "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers, Department of Economics, Nelson Mandela University, number 1718, Dec, revised Dec 2017.
• Lei Pan & Svetlana Maslyuk-Escobedo, 2017, "Stochastic convergence in per capita energy consumption and its catch-up rate: Evidence from 26 African countries," Monash Economics Working Papers, Monash University, Department of Economics, number 16-17, Apr.
• Christoph Engel, 2017, "Empirical Methods for the Law," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2017_07, Apr.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2017, "Dynamic asset price jumps and the performance of high frequency tests and measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/17.
• David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017, "Bayesian assessment of Lorenz and stochastic dominance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/17.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2017, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/17.
• Élise, COUDIN & Jean-Marie DUFOUR, 2017, "Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 01-2017.
• Isaiah Andrews & Maximilian Kasy, 2017, "Identification of and Correction for Publication Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 23298, Mar.
• Michael L. Anderson & Jeremy Magruder, 2017, "Split-Sample Strategies for Avoiding False Discoveries," NBER Working Papers, National Bureau of Economic Research, Inc, number 23544, Jun.
• Perevyshin, Yu. & Skrobotov, A., 2017, "The Price Convergence of Individual Goods in the Russian Regions," Journal of the New Economic Association, New Economic Association, volume 35, issue 3, pages 71-102.
• Saudin Terzić, 2017, "Model for determining subjective and objective factors of tax evasion," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 3, pages 49-62, December.
• Fabrice Defever & Alejandro Riano, 2017, "Twin peaks," Discussion Papers, University of Nottingham, GEP, number 2017-15.
• Franz Ombler & Michael Albert & Paul Hansen, 2017, "The true significance of ‘high’ correlations between EQ-5D value sets," Working Papers, University of Otago, Department of Economics, number 1704, Mar, revised Mar 2017.
• Paul Windrum & Koen Frenken & Lawrence Green, 2017, "The importance of ergonomic design in product innovation. Lessons from the development of the portable computer," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 26, issue 6, pages 953-971.
• Shengjun Zhu & Canfei He & Yi Zhou, 2017, "How to jump further and catch up? Path-breaking in an uneven industry space," Journal of Economic Geography, Oxford University Press, volume 17, issue 3, pages 521-545.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 139-171.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & André Lucas, 2017, "Testing for Parameter Instability across Different Modeling Frameworks," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 223-246.
• Francisco Barillas & Jay Shanken, 2017, "Which Alpha?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1316-1338.
• Paola Cerchiello & Giancarlo Nicola, 2017, "Assessing News Contagion in Finance," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 139, May.
• Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017, "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 140, May.
• Zlatko J. Kovacic & Milos Vilotic, 2017, "Testing European Business cycles asymmetry," Working Papers, Institute of Economic Research, number 48/2017, May, revised May 2017.
• Nawaz, Nasreen, 2017, "Robust Inference by Sub-sampling," MPRA Paper, University Library of Munich, Germany, number 116721, Aug, revised 08 Jun 2019.
• Kahia, Montassar, 2017, "The Framework of Tunisian Textile and Clothing Industry," MPRA Paper, University Library of Munich, Germany, number 60283.
• Charles, Sébastien & Marie, Jonathan, 2017, "L’hyperinflation Bulgare de 1997 : Transition, Fragilité Bancaire et Change
  [Bulgaria’s Hyperinflation in 1997: Transition, Banking Fragility, and Foreign Exchange]," MPRA Paper, University Library of Munich, Germany, number 76459, Jan.
• Raihan, Selim & Abdullah, S M & Barkat, Aroni & Siddiqua, Salina, 2017, "Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach," MPRA Paper, University Library of Munich, Germany, number 77172, Feb.
• Malikov, Emir & Sun, Yiguo, 2017, "Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 77253, Feb.
• Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017, "Detecting Co-Movements in Noncausal Time Series," MPRA Paper, University Library of Munich, Germany, number 77254, Mar, revised 02 Mar 2017.
• Bartolucci, Francesco & Pigini, Claudia, 2017, "Granger causality in dynamic binary short panel data models," MPRA Paper, University Library of Munich, Germany, number 77486, Mar.
• Ferman, Bruno & Pinto, Cristine, 2017, "Placebo Tests for Synthetic Controls," MPRA Paper, University Library of Munich, Germany, number 78079, Apr.
• Ferman, Bruno & Pinto, Cristine & Possebom, Vitor, 2017, "Cherry Picking with Synthetic Controls," MPRA Paper, University Library of Munich, Germany, number 78213, Apr.
• Ferman, Bruno, 2017, "Matching Estimators with Few Treated and Many Control Observations," MPRA Paper, University Library of Munich, Germany, number 78940, May.
• Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T., 2017, "Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma
  [Empirical analysis of the MXN/USD exchange rate: geometric Brownian motion vs. variance-gamma process]," MPRA Paper, University Library of Munich, Germany, number 78961, Mar.
• Chtioui, Naouel & Ayadi, Mohamed, 2017, "Multidimensional Rank Based Poverty Measures A Case Study: Tunisia," MPRA Paper, University Library of Munich, Germany, number 79142, Apr.
• Faheem, Samra, 2017, "Patients Compliance and Follow-Up Rate after Tooth Extraction," MPRA Paper, University Library of Munich, Germany, number 79384, Apr, revised 15 May 2017.
• Tsagris, Michail, 2017, "Conditional Independence test for categorical data using Poisson log-linear model," MPRA Paper, University Library of Munich, Germany, number 79464, Mar.
• Hui, Yongchang & Wong, Wing-Keung & BAI, ZHIDONG & Zhu, Zhen-Zhen, 2017, "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application," MPRA Paper, University Library of Munich, Germany, number 79692, Jun.
• Haque, Adnan ul & Faizan, Riffat & Cockrill, Antje, 2017, "The Relationship between Female Representation at Strategic Level and Firm's Competitiveness: Evidences from Cargo Logistic Firms of Pakistan and Canada," MPRA Paper, University Library of Munich, Germany, number 80031, Feb, revised 24 Apr 2017.
• Rafael, González-Val, 2017, "Historical urban growth in Europe (1300–1800)," MPRA Paper, University Library of Munich, Germany, number 80475, Jul.
• Herrera Gómez, Marcos, 2017, "Fundamentos de Econometría Espacial Aplicada
  [Fundamentals of Applied Spatial Econometrics]," MPRA Paper, University Library of Munich, Germany, number 80871.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2017, "Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing," MPRA Paper, University Library of Munich, Germany, number 81053.
• Bager, Ali & Roman, Monica & Algedih, Meshal & Mohammed, Bahr, 2017, "Addressing multicollinearity in regression models: a ridge regression application," MPRA Paper, University Library of Munich, Germany, number 81390, Jun, revised Jun 2017.
• Trofimov, Ivan D., 2017, "Capital productivity in industrialized economies: evidence from error-correction model and Lagrange Multiplier tests," MPRA Paper, University Library of Munich, Germany, number 81655, Sep.
• Hepsag, Aycan, 2017, "A unit root test based on smooth transitions and nonlinear adjustment," MPRA Paper, University Library of Munich, Germany, number 81788, Oct.
• Pedersen, Rasmus Søndergaard, 2017, "Robust inference in conditionally heteroskedastic autoregressions," MPRA Paper, University Library of Munich, Germany, number 81979, Oct.