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

• 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.
• 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.