Research classified by Journal of Economic Literature (JEL) codes

---

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

2016

• Sollis Robert, 2016, "Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 1-19, January, DOI: 10.1515/jtse-2013-0004.
• Baillie Richard T. & Kapetanios George, 2016, "On the estimation of short memory components in long memory time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 365-375, September, DOI: 10.1515/snde-2015-0120.
• David Pacini & Frank Windmeijer, 2016, "Robust Inference for the Two-Sample 2SLS Estimator," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/676, Jun.
• Christopher L. Skeels & Frank Windmeijer, 2016, "On the Stock-Yogo Tables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/679, Nov, revised 25 Nov 2016.
• Linton, O. & Wu, J., 2016, "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1671, Dec.
• Pesaran, H. & Yang, Cynthia Fan, 2016, "Econometric Analysis of Production Networks with Dominant Units," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1678, Dec.
• James G. MacKinnon & Matthew D. Webb, 2016, "Randomization Inference for Difference-in-Differences with Few Treated Clusters," Carleton Economic Papers, Carleton University, Department of Economics, number 16-11, Jun.
• Phillip, Garry & Xu, Yongdeng, 2016, "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/10, Oct.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/12, Dec.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "What is the truth about DSGE models? Testing by indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/14, Dec.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/5, May.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2016, "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2240n3n5, Jan.
• Taisuke Otsu & Luke Taylor, 2016, "Specification testing for errors-in-variables models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/586, Aug.
• Myung Hwan Seo & Taisuke Otsu, 2016, "Local M-estimation with discontinuous criterion for dependent and limited observations," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /589, Oct.
• Yukitoshi Matsushita & Taisuke Otsu, 2016, "Likelihood inference on semiparametric models with generated regressors," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 587, Sep.
• M. Hashem Pesaran & Cynthia Fan Yang, 2016, "Econometric Analysis of Production Networks with Dominant Units," CESifo Working Paper Series, CESifo, number 6141.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016, "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-51, Aug, revised Dec 2016.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers, CIRANO, number 2016s-62, Dec.
• Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.
• Sebastián Villarreal Romero & Dar�o A. Ortiz Navarro, 2016, "Transporte y mercado interno en Colombia: una contribución a un debate hasta ahora desconocido, 1928-1950," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, volume 3, issue 1, pages 83-107.
• HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016009, Apr.
• HAFNER, Christian & PREMINGER, Arie, 2016, "On Asymptotic Theory for ARCH(infinite) Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016030, Aug.
• Christian M. HAFNER & Arie PREMINGER, 2016, "The Effect of Additive Outliers on Fractional Unit Root Tests," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2762, Jan.
• Krzysztof Kompa & Dorota Witkowska, 2016, "Performance of pension funds and stable growth open investment funds during the changes in the Polish retirement system," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 117-131.
• Fafchamps, Marcel & Labonne, Julien, 2016, "Using Split Samples to Improve Inference on Causal Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11077, Jan.
• Preinerstorfer, David & Pötscher, Benedikt M., 2016, "On Size And Power Of Heteroskedasticity And Autocorrelation Robust Tests," Econometric Theory, Cambridge University Press, volume 32, issue 2, pages 261-358, April.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016, "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 3, pages 524-535, September.
• Ron W. NIELSEN, 2016, "Interpretations of Hyperbolic Growth," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 4, pages 594-626, December.
• Ron W. NIELSEN, 2016, "Mathematical Analysis of Historical Income Per Capita Distributions," Turkish Economic Review, EconSciences Journals, volume 3, issue 2, pages 300-319, June.
• Ron W. NIELSEN, 2016, "Mathematical Analysis of Income Per Capita in the United Kingdom," Turkish Economic Review, EconSciences Journals, volume 3, issue 4, pages 551-561, December.
• Latifa AITOUTOUHEN & Faris HAMZA, 2016, "Financial and Econometric Study of the Sustainability and Evaluation of Scenarios of Reforms for the Civil Regime of Moroccan," Turkish Economic Review, EconSciences Journals, volume 3, issue 4, pages 652-667, December.
• Ron W. NIELSEN, 2016, "The Postulate of the Three Regimes of Economic Growth Contradicted by Data," Journal of Economic and Social Thought, EconSciences Journals, volume 3, issue 1, pages 1-34, March.
• Ron W. NIELSEN, 2016, "The Unresolved Mystery of the Great Divergence is Solved," Journal of Economic and Social Thought, EconSciences Journals, volume 3, issue 2, pages 196-219, June.
• Theodore METAXAS & Eleni BOUKA & Maria-Marina MERKOURI, 2016, "Bollywood, Iindia and Economic Growth: A Hundred Years History," Journal of Economic and Social Thought, EconSciences Journals, volume 3, issue 2, pages 285-301, June.
• Ron W. NIELSEN, 2016, "Puzzling Properties of the Historical Growth Rate of Income Per Capita Explained," Journal of Economics Library, EconSciences Journals, volume 3, issue 2, pages 241-256, June.
• Ron W. NIELSEN, 2016, "Scientifically Unacceptable Established Knowledge in Demography and in Economic Research," Journal of Economics Library, EconSciences Journals, volume 3, issue 3, pages 429-457, September.
• Ron W. NIELSEN, 2016, "The dichotomy of Malthusian positive checks: Destruction and even more intensified regeneration," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 409-433, September.
• Ron W. NIELSEN, 2016, "Industrial Revolution did not Boost Economic Growth and the Growth of Population even in the United Kingdom," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 4, pages 577-589, December.
• Timothy B. Armstrong, 2016, "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1960R, Dec.
• Xiaohong Chen & Yin Jia Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2032, Mar.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2043, May.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2043R, May, revised May 2017.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2043R2, May, revised Dec 2017.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044, Jun.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044R, Jun, revised Oct 2016.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044R2, Jun, revised Mar 2018.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044R3, Jun, revised Aug 2018.
• Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016, ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2058, Dec.
• Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2059, Dec.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2060, Jul.
• Даниел Николаев, 2016, "Дедетерминанти И Производни, Дефиниращи Лихвените Характеристики На Кредитния Портфейл В Европейския Съюз (2010-2015)," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 12, issue 12 Year 2, pages 88-116.
• Neena MALHOTRA & Deepika KUMARI, 2016, "Revisiting Export-Led Growth Hypothesis: An Empirical Study On South Asia," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 2, pages 157-168.
• Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016, "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1702, Nov.
• Sauer, Stephan & Coppens, François & Mayer, Manuel & Millischer, Laurent & Resch, Florian & Schulze, Klaas, 2016, "Advances in multivariate back-testing for credit risk underestimation," Working Paper Series, European Central Bank, number 1885, Feb.
• Manganelli, Simone, 2016, "Deciding with judgment," Working Paper Series, European Central Bank, number 1947, Aug.
• Amin Jan & Maran Marimuthu, 2016, "Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 332-346.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2016, "Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1194-1199.
• Fernández A., Andrés, 2016, "Desigualdad de ingresos en Costa Rica a la luz de las Encuestas Nacional de Ingresos y Gastos de los Hogares 2004 y 2013," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Fernández A., Andrés, 2016, "Income inequality in Costa Rica according to the national household income and expenditure surveys of 2004 and 2013," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Khalaf, Lynda & Schaller, Huntley, 2016, "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 165-177, DOI: 10.1016/j.jedc.2016.07.002.
• Pouliot, William, 2016, "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, volume 58, issue C, pages 523-534, DOI: 10.1016/j.econmod.2016.03.011.
• Wu, Jianhong, 2016, "Robust random effects tests for two-way error component models with panel data," Economic Modelling, Elsevier, volume 59, issue C, pages 1-8, DOI: 10.1016/j.econmod.2016.06.010.
• von Hippel, Paul T. & Bellows, Laura & Osborne, Cynthia & Lincove, Jane Arnold & Mills, Nick, 2016, "Teacher quality differences between teacher preparation programs: How big? How reliable? Which programs are different?," Economics of Education Review, Elsevier, volume 53, issue C, pages 31-45, DOI: 10.1016/j.econedurev.2016.05.002.
• Costantini, Mauro & Lupi, Claudio, 2016, "Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods," Economics Letters, Elsevier, volume 138, issue C, pages 9-14, DOI: 10.1016/j.econlet.2015.11.011.
• Kim, Namhyun, 2016, "A robustified Jarque–Bera test for multivariate normality," Economics Letters, Elsevier, volume 140, issue C, pages 48-52, DOI: 10.1016/j.econlet.2016.01.007.
• Eroğlu, Burak Alparslan & Yiğit, Taner, 2016, "A nonparametric unit root test under nonstationary volatility," Economics Letters, Elsevier, volume 140, issue C, pages 6-10, DOI: 10.1016/j.econlet.2016.01.005.
• Lahiri, Kajal & Yang, Liu, 2016, "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, volume 141, issue C, pages 125-129, DOI: 10.1016/j.econlet.2015.09.022.
• Howard, Gregory, 2016, "On linking risk preferences and time preferences when estimating incentive effects," Economics Letters, Elsevier, volume 143, issue C, pages 87-89, DOI: 10.1016/j.econlet.2016.04.001.
• Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina, 2016, "Significance test in nonstationary multinomial logit model," Economics Letters, Elsevier, volume 143, issue C, pages 94-98, DOI: 10.1016/j.econlet.2016.03.022.
• Demetrescu, Matei & Sibbertsen, Philipp, 2016, "Inference on the long-memory properties of time series with non-stationary volatility," Economics Letters, Elsevier, volume 144, issue C, pages 80-84, DOI: 10.1016/j.econlet.2016.04.034.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Comparing different data descriptors in Indirect Inference tests on DSGE models," Economics Letters, Elsevier, volume 145, issue C, pages 157-161, DOI: 10.1016/j.econlet.2016.06.016.
• Montes-Rojas, Gabriel, 2016, "An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation," Economics Letters, Elsevier, volume 145, issue C, pages 221-224, DOI: 10.1016/j.econlet.2016.06.022.
• Engel, Christoph, 2016, "A random shock is not random assignment," Economics Letters, Elsevier, volume 145, issue C, pages 45-47, DOI: 10.1016/j.econlet.2016.05.022.
• Li, Meiyu & Gençay, Ramazan & Xue, Yi, 2016, "Is it Brownian or fractional Brownian motion?," Economics Letters, Elsevier, volume 145, issue C, pages 52-55, DOI: 10.1016/j.econlet.2016.05.012.
• Pacini, David & Windmeijer, Frank, 2016, "Robust inference for the Two-Sample 2SLS estimator," Economics Letters, Elsevier, volume 146, issue C, pages 50-54, DOI: 10.1016/j.econlet.2016.06.033.
• Hu, Junjuan & Chen, Zhenlong, 2016, "A unit root test against globally stationary ESTAR models when local condition is non-stationary," Economics Letters, Elsevier, volume 146, issue C, pages 89-94, DOI: 10.1016/j.econlet.2016.07.002.
• Su, Liangjun & Zhang, Yonghui & Wei, Jie, 2016, "A practical test for strict exogeneity in linear panel data models with fixed effects," Economics Letters, Elsevier, volume 147, issue C, pages 27-31, DOI: 10.1016/j.econlet.2016.08.012.
• Lee, Taewook, 2016, "Wild bootstrap Ljung–Box test for cross correlations of multivariate time series," Economics Letters, Elsevier, volume 147, issue C, pages 59-62, DOI: 10.1016/j.econlet.2016.08.015.
• Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng, 2016, "A nonparametric approach to test for predictability," Economics Letters, Elsevier, volume 148, issue C, pages 10-16, DOI: 10.1016/j.econlet.2016.09.006.
• Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016, "Estimation and test for quantile nonlinear cointegrating regression," Economics Letters, Elsevier, volume 148, issue C, pages 27-32, DOI: 10.1016/j.econlet.2016.09.014.
• Lee, Jungyoon & Robinson, Peter M., 2016, "Series estimation under cross-sectional dependence," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2015.08.001.
• Sanderson, Eleanor & Windmeijer, Frank, 2016, "A weak instrument F-test in linear IV models with multiple endogenous variables," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 212-221, DOI: 10.1016/j.jeconom.2015.06.004.
• Griffiths, William E. & Hajargasht, Gholamreza, 2016, "Some models for stochastic frontiers with endogeneity," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 341-348, DOI: 10.1016/j.jeconom.2015.06.012.
• Dette, Holger & Hoderlein, Stefan & Neumeyer, Natalie, 2016, "Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 129-144, DOI: 10.1016/j.jeconom.2015.07.004.
• Fan, Yanqin & Liu, Ruixuan, 2016, "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 196-216, DOI: 10.1016/j.jeconom.2015.01.009.
• Papanicolaou, Alex & Giesecke, Kay, 2016, "Variation-based tests for volatility misspecification," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 217-230, DOI: 10.1016/j.jeconom.2015.10.008.
• Su, Liangjun & Hoshino, Tadao, 2016, "Sieve instrumental variable quantile regression estimation of functional coefficient models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 231-254, DOI: 10.1016/j.jeconom.2015.10.006.
• Trapani, Lorenzo, 2016, "Testing for (in)finite moments," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 57-68, DOI: 10.1016/j.jeconom.2015.08.006.
• Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin, 2016, "Consistent tests for poverty dominance relations," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 360-373, DOI: 10.1016/j.jeconom.2015.12.007.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2016, "Testing for Granger causality with mixed frequency data," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 207-230, DOI: 10.1016/j.jeconom.2015.07.007.
• Kaido, Hiroaki, 2016, "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 269-290, DOI: 10.1016/j.jeconom.2015.12.017.
• Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe, 2016, "A discontinuity test for identification in triangular nonseparable models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 113-122, DOI: 10.1016/j.jeconom.2016.01.007.
• Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016, "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 183-202, DOI: 10.1016/j.jeconom.2016.02.015.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016, "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 215-233, DOI: 10.1016/j.jeconom.2016.02.017.
• Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016, "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 418-432, DOI: 10.1016/j.jeconom.2016.04.015.
• Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016, "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 96-115, DOI: 10.1016/j.jeconom.2016.04.006.
• He, Jing & Chen, Song Xi, 2016, "Testing super-diagonal structure in high dimensional covariance matrices," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 283-297, DOI: 10.1016/j.jeconom.2016.05.007.
• Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching, 2016, "On consistency of minimum description length model selection for piecewise autoregressions," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 360-368, DOI: 10.1016/j.jeconom.2016.05.013.
• Mnasri, Ayman & Nechi, Salem, 2016, "Impact of terrorist attacks on stock market volatility in emerging markets," Emerging Markets Review, Elsevier, volume 28, issue C, pages 184-202, DOI: 10.1016/j.ememar.2016.08.002.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2016, "On the properties of the constrained Hansen–Jagannathan distance," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 121-150, DOI: 10.1016/j.jempfin.2015.10.001.
• Deng, Kaihua, 2016, "A test of asymmetric comovement for state-dependent stock returns," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 68-85, DOI: 10.1016/j.jempfin.2016.01.009.
• Kim, Kun Ho & Kim, Taejin, 2016, "Capital asset pricing model: A time-varying volatility approach," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 268-281, DOI: 10.1016/j.jempfin.2016.01.014.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016, "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 548-574, DOI: 10.1016/j.jempfin.2015.09.002.
• Harvey, Andrew & Thiele, Stephen, 2016, "Testing against changing correlation," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 575-589, DOI: 10.1016/j.jempfin.2015.09.003.
• Pape, Katharina & Wied, Dominik & Galeano, Pedro, 2016, "Monitoring multivariate variance changes," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 54-68, DOI: 10.1016/j.jempfin.2016.08.007.
• Potts, Todd B. & Yerger, David B., 2016, "Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania," Energy Economics, Elsevier, volume 57, issue C, pages 50-58, DOI: 10.1016/j.eneco.2016.04.017.
• Zaklan, Aleksandar & Abrell, Jan & Neumann, Anne, 2016, "Stationarity changes in long-run energy commodity prices," Energy Economics, Elsevier, volume 59, issue C, pages 96-103, DOI: 10.1016/j.eneco.2016.07.022.
• Gronwald, Marc, 2016, "Explosive oil prices," Energy Economics, Elsevier, volume 60, issue C, pages 1-5, DOI: 10.1016/j.eneco.2016.09.012.
• Erragragui, Elias & Lagoarde-Segot, Thomas, 2016, "Solving the SRI puzzle? A note on the mainstreaming of ethical investment," Finance Research Letters, Elsevier, volume 18, issue C, pages 32-42, DOI: 10.1016/j.frl.2016.03.018.
• Hiremath, Gourishankar S. & Narayan, Seema, 2016, "Testing the adaptive market hypothesis and its determinants for the Indian stock markets," Finance Research Letters, Elsevier, volume 19, issue C, pages 173-180, DOI: 10.1016/j.frl.2016.07.009.
• Slim, Skander & Dahmene, Meriam, 2016, "Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks," Global Finance Journal, Elsevier, volume 29, issue C, pages 70-84, DOI: 10.1016/j.gfj.2015.04.001.
• Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2016, "Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries," Journal of Environmental Economics and Management, Elsevier, volume 76, issue C, pages 67-85, DOI: 10.1016/j.jeem.2015.11.005.
• Xu, Ke-Li, 2016, "Multivariate trend function testing with mixed stationary and integrated disturbances," Journal of Multivariate Analysis, Elsevier, volume 147, issue C, pages 38-57, DOI: 10.1016/j.jmva.2015.12.011.
• Bodnar, Taras & Reiß, Markus, 2016, "Exact and asymptotic tests on a factor model in low and large dimensions with applications," Journal of Multivariate Analysis, Elsevier, volume 150, issue C, pages 125-151, DOI: 10.1016/j.jmva.2016.05.011.
• Cockx, Bart & Ghirelli, Corinna, 2016, "Scars of recessions in a rigid labor market," Labour Economics, Elsevier, volume 41, issue C, pages 162-176, DOI: 10.1016/j.labeco.2016.05.009.
• Dong, Baomin & Wang, Fei & Guo, Yibei, 2016, "The global EKCs," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 210-221, DOI: 10.1016/j.iref.2016.02.010.
• Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene, 2016, "Extreme risk spillover effects in world gold markets and the global financial crisis," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 55-77, DOI: 10.1016/j.iref.2016.08.004.
• Ghassan, Hassan B. & Fachin, Stefano, 2016, "Time series analysis of financial stability of banks: Evidence from Saudi Arabia," Review of Financial Economics, Elsevier, volume 31, issue C, pages 3-17, DOI: 10.1016/j.rfe.2016.06.007.
• Kundu, Srikanta & Sarkar, Nityananda, 2016, "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 297-311, DOI: 10.1016/j.ribaf.2015.09.023.
• Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016, "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 351-361, DOI: 10.1016/j.ribaf.2015.09.031.
• Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
• Kataria, Mitesh, 2016, "Confirmation: What's in the evidence?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 65, issue C, pages 9-15, DOI: 10.1016/j.socec.2016.09.004.
• Romano, Joseph P. & Wolf, Michael, 2016, "Efficient computation of adjusted p-values for resampling-based stepdown multiple testing," Statistics & Probability Letters, Elsevier, volume 113, issue C, pages 38-40, DOI: 10.1016/j.spl.2016.02.012.
• Ana Paula Martins, 2016, "A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 59, issue 2, pages 77-91.
• Ana Paula Martins, 2016, "A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/12, Jan.
• Jitendra Kuma & Anoop Chaturvedi & Umme Afifa, 2016, "Bayesian Unit Root Test for Panel Data," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/14, Jan.
• Ana Paula Martins, 2016, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/21, Nov.
• Shuping Shi, 2016, "Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-46, Jul.
• Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2016, "Pooling data across markets in dynamic Markov games," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66182, Jul.
• Rubi Tonantzin Gutiérrez Villanueva, 2016, "Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015," Graduate theses (Spanish), CIDE, División de Economía, number TESG 008, Jun.
• Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016, "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036001.
• H. Baltagi Badi & Liu Long, 2016, "Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of man Ullah", DOI: 10.1108/S0731-905320160000036012.
• Yong Bao, 2016, "Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036015.
• Eric Renault & Daniela Scidá, 2016, "Causality and Markovianity: Information Theoretic Measures," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036019.
• Yangin Fan & Emmanuel Guerre, 2016, "Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036023.
• Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016, "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 646-660, September, DOI: 10.1108/JES-07-2014-0128.
• Chen, J. & Kobayashi, M. & McAleer, M.J., 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-16, Feb.
• fany88@uw.edu & Ruixuan Liu & Dongming Zhu, 2016, "Inference for Optimal Split Point in Conditional Quantiles," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 1, pages 40-59, March.
• Ferman, Bruno & Pinto, Cristine Campos de Xavier & Possebom, Vitor Augusto, 2016, "Cherry picking with synthetic controls," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 420, Jun.
• Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2016, "Revisiting the synthetic control estimator," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 421, Jun.
• Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang, 2016, "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 281, Aug, DOI: 10.24149/gwp281.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016, "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports, Federal Reserve Bank of New York, number 788, Aug.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016, "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 1-31, January.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016, "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 1-31, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-31, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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, 2016, "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, 2016, "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, 2016, "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 1-31, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, September.
• Anton Skrobotov, 2016, "On Trend Breaks and Initial Condition in Unit Root Testing," Working Papers, Gaidar Institute for Economic Policy, number 0097, revised 2016.
• Skrobotov Anton & Eiji Kurozumi, 2016, "Confidence Sets for the Break Date in Cointegrating Regressions," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2016-268, revised 2016.
• Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016, "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2016-269, revised 2016.
• Giorgia Marini, 2016, "A note on the power of panel cointegration tests – An application to health care expenditure and gdp," Public Finance Research Papers, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome, number 21, May.
• Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017, "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01405780, DOI: 10.1080/00343404.2016.1237770.
• Valérie Canals & Claude Diebolt & Magali Jaoul-Grammare, 2016, "Éducation, productivité et gain. Retour sur les approches critiques de l’enchaînement causal de la théorie du capital humain," Post-Print, HAL, number hal-01725484, Mar, DOI: 10.18559/SOEP.2016.3.6.
• Yan, Shiyu & Eskeland, Gunnar S., 2016, "Greening the Vehicle Fleet: Evidence from Norway’s CO2 Differentiated Registration Tax," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/14, Aug.
• Valery Makarov & Sergey Ayvazyan & Mikhail Afanasyev & Albert Bakhtizin & Ashkhen Nanavyan, 2016, "Modeling the Development of Regional Economy and an Innovation Space Efficiency," Foresight and STI Governance, National Research University Higher School of Economics, volume 10, issue 3, pages 76-91.
• KUROZUMI, Eiji & 黒住, 英司, 2016, "Monitoring Parameter Constancy with Endogenous Regressors," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2016-01, Jan.
• HORIE, Tetsushi & 堀江, 哲史 & YAMAMOTO, Yohei & 山本, 庸平, 2016, "Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2016-04, Jun.
• KUROZUMI, Eiji & 黒住, 英司 & SKROBOTOV, Anton, 2016, "Confidence Sets for the Break Date in Cointegrating Regressions," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2016-07, Sep.
• YAMAMOTO, Yohei & 山本, 庸平, 2016, "Asymptotic Inference for Common Factor Models in the Presence of Jumps," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-4, May.
• Nasreen Zehra, 2016, "Training & Development Barometer for Effective Transformation of Organizational Commitment and Overall Performance in Banking Sectors of KPK, Pakistan: Qualitative study of Workforce of Bank of Khyber," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 6, issue 6, pages 246-267, June.
• Renato Balbontín & Rodrigo Blanch, 2016, "Performance Of Chilean Pension Funds Investments Abroad 2010-2014," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 1, pages 53-67.
• Lino Meraz Ruiz & Sonia Elizabeth Maldonado Radillo, 2016, "Influence Of Wine Tourism In The Competitiveness Of Micro, Small And Medium-Sized Wineries In Guadalupe Valley, B. C., Mexico, Influencia De La Oferta De Actividades De Enoturismo En La Competitividad," Revista Global de Negocios, The Institute for Business and Finance Research, volume 4, issue 1, pages 47-59.
• Renato Balbontín, 2016, "Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-13.
• Rafael González-Val, 2016, "Historical urban growth in Europe (1300–1800)," Working Papers, Institut d'Economia de Barcelona (IEB), number 2016/8.
• Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom, 2016, "Bias-corrected confidence intervals in a class of linear inverse problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/16, May.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2016, "Inference under Covariate-Adaptive Randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/16, May.
• Humberto Moreira & Marcelo Moreira, 2016, "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/16, Jun.
• Ivan A. Canay & Vishal Kamat, 2016, "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 CWP33/16, Aug.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016, "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 CWP35/16, Aug.
• Fathali Firoozi & Donald Lien, 2016, "A Modified ADF Test for Geometric ARMA Processes," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 15, issue 2, pages 173-179, December.
• Carlos Góes, 2016, "Testing Piketty’s Hypothesis on the Drivers of Income Inequality: Evidence from Panel VARs with Heterogeneous Dynamics," IMF Working Papers, International Monetary Fund, number 2016/160, Aug.
• Ghassen El Montasser & Rangan Gupta, 2016, "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 183-194, October-D.
• Henry L. Bryant & David A. Bessler, 2016, "Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 1, pages 29-57, June, DOI: 10.1007/s10614-015-9512-9.
• Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016, "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, volume 27, issue 1, pages 1-38, February, DOI: 10.1007/s11079-015-9377-5.
• Maximilian Palmié & Marco Zeschky & Stephan Winterhalter & Philipp Sauter & Naomi Haefner & Oliver Gassmann, 2016, "Coordination mechanisms for international innovation in SMEs: effects on time-to-market and R&D task complexity as a moderator," Small Business Economics, Springer, volume 46, issue 2, pages 273-294, February, DOI: 10.1007/s11187-015-9683-8.
• Benedek, Gábor & Lublóy, Ágnes & Keresztúri, Judit Lilla, 2016, "A gyógyszerkiadás és a betegek egészségi állapota a háziorvosi és szakorvosi kapcsolatok függvényében
  [Formal professional relations between general practitioners and specialists. Possible links wi," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 697-714, DOI: 10.18414/KSZ.2016.6.697.
• Lakatos, Máté, 2016, "A befektetői túlreagálás empirikus vizsgálata a Budapesti Értéktőzsdén
  [An empirical test for investor over-reaction on the Budapest stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 762-786, DOI: 10.18414/KSZ.2016.7-8.762.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016, "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 3, pages 524-535, September.