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

2016

• Anna Turczak, 2016, "Number of Self-Employed Women and Men – Analysis Based on the Sections of the Polish Economy (Liczba kobiet i mezczyzn pracujacych na wlasny rachunek – analiza oparta na sekcjach polskiej gospodarki )," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 21, pages 118-131.
• Yu-Chin Hsu & Chu-An Liu & Xiaoxia Shi, 2016, "Testing Generalized Regression Monotonicity," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A009, Jul.
• Liangjun Su & Pai Xu & Heng Ju, 2016, "Common Threshold in Quantile Regressions with an Application to Pricing for Reputation," Working Papers, Singapore Management University, School of Economics, number 02-2016, Feb.
• Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2016, "Testing for Monotonicity in Unobservables under Unconfoundedness," Working Papers, Singapore Management University, School of Economics, number 03-2016, Feb.
• Shujie Ma & Liangjun Su, 2016, "Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks," Working Papers, Singapore Management University, School of Economics, number 05-2016, Mar.
• Patrick Reichert, 2016, "A meta-analysis examining the nature of trade-offs in microfinance," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 16-005, Jan.
• Ali GÜVERCİN, 2016, "Sentimental Herding: The Role of Regional and Global Shocks in Egyptian and Saudi Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Gabriel Garber & Márcio Issao Nakane, 2016, "Undue charges and price discrimination," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2016_27, Nov.
• François Bavaud, 2016, "Testing Spatial Autocorrelation in Weighted Networks: The Modes Permutation Test," Advances in Spatial Science, Springer, chapter 0, in: Roberto Patuelli & Giuseppe Arbia, "Spatial Econometric Interaction Modelling", DOI: 10.1007/978-3-319-30196-9_4.
• Christian M. Hafner & Arie Preminger, 2016, "The effect of additive outliers on a fractional unit root test," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 100, issue 4, pages 401-420, October, DOI: 10.1007/s10182-015-0265-5.
• Jelena Stankovic & Vesna Jankovic-Milic & Marija Dzunic, 2016, "Interaction Between Competitiveness and Innovation: Evidence from South-Eastern European Countries," Contributions to Economics, Springer, in: Anastasios Karasavvoglou & Dimitrios Kyrkilis & Georgios Makris & Persefoni Polychronidou, "Economic Crisis, Development and Competitiveness in Southeastern Europe", DOI: 10.1007/978-3-319-40322-9_7.
• Carl Lönnbark, 2016, "Asymmetry with respect to the memory in stock market volatilities," Empirical Economics, Springer, volume 50, issue 4, pages 1409-1419, June, DOI: 10.1007/s00181-015-0975-2.
• Johan Blomquist & Joakim Westerlund, 2016, "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, volume 50, issue 4, pages 1359-1381, June, DOI: 10.1007/s00181-015-0978-z.
• Takashi Matsuki, 2016, "Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach," Empirical Economics, Springer, volume 51, issue 2, pages 591-619, September, DOI: 10.1007/s00181-015-1020-1.
• Rickard Sandberg, 2016, "Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends: an application to Scandinavian unemployment rates," Empirical Economics, Springer, volume 51, issue 3, pages 1053-1083, November, DOI: 10.1007/s00181-015-1043-7.
• Harry H. Kelejian & Gianfranco Piras, 2016, "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, volume 51, issue 4, pages 1581-1605, December, DOI: 10.1007/s00181-015-1056-2.
• Gabriele Fiorentini & Enrique Sentana, 2016, "Neglected serial correlation tests in UCARIMA models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 1, pages 121-178, March, DOI: 10.1007/s13209-015-0132-3.
• Rebecca Morton & Jean-Robert Tyran & Erik Wengström, 2016, "Personality Traits and the Gender Gap in Ideology," Studies in Political Economy, Springer, in: Maria Gallego & Norman Schofield, "The Political Economy of Social Choices", DOI: 10.1007/978-3-319-40118-8_7.
• Polanski, Arnold & Stoja, Evarist, 2016, "Extreme risk interdependence," ESRB Working Paper Series, European Systemic Risk Board, number 12, Jun.
• Grant Hillier & Federico Martellosio, 2016, "Exact Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0716, May.
• Zacharias Psaradakis & Marian Vavra, 2016, "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2016, May.
• Marian Vavra, 2016, "Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2016, Sep.
• Nektarios Aslanidis & Luke Hartigan, 2016, "Is the Assumption of Linearity in Factor Models too Strong in Practice?," Discussion Papers, School of Economics, The University of New South Wales, number 2016-03, Mar.
• Luke Hartigan, 2016, "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers, School of Economics, The University of New South Wales, number 2016-06, May.
• Luke Hartigan, 2016, "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers, School of Economics, The University of New South Wales, number 2016-18, Nov.
• Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016, "Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs," Applied Economics, Taylor & Francis Journals, volume 48, issue 38, pages 3665-3678, August, DOI: 10.1080/00036846.2016.1142660.
• Stephen G. Donald & Yu-Chin Hsu, 2016, "Improving the Power of Tests of Stochastic Dominance," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 4, pages 553-585, April, DOI: 10.1080/07474938.2013.833813.
• Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger, 2016, "The Local Power of the CADF and CIPS Panel Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 5, pages 845-870, May, DOI: 10.1080/07474938.2014.977077.
• Yohei Yamamoto, 2016, "Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 1, pages 81-106, January, DOI: 10.1080/07350015.2015.1004071.
• Sermin Gungor & Richard Luger, 2016, "Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 161-175, April, DOI: 10.1080/07350015.2015.1019510.
• Donna Feir & Thomas Lemieux & Vadim Marmer, 2016, "Weak Identification in Fuzzy Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 185-196, April, DOI: 10.1080/07350015.2015.1024836.
• Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016, "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 302-311, April, DOI: 10.1080/07350015.2015.1044008.
• Rafael Gonz�lez-Val & Luis Lanaspa, 2016, "Patterns in US Urban Growth, 1790-2000," Regional Studies, Taylor & Francis Journals, volume 50, issue 2, pages 289-309, February, DOI: 10.1080/00343404.2014.906742.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-015/III, Mar.
• Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016, "Structural Break Tests Robust to Regression Misspecification," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-019.
• Rothfelder, Mario & Boldea, Otilia, 2016, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-029.
• Rothfelder, Mario & Boldea, Otilia, 2016, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 40ca581a-e228-49ae-911f-e.
• Rustam Ibragimov & Ulrich K. Müller, 2016, "Inference with Few Heterogeneous Clusters," The Review of Economics and Statistics, MIT Press, volume 98, issue 1, pages 83-96, March.
• Shu Shen & Xiaohan Zhang, 2016, "Distributional Tests for Regression Discontinuity: Theory and Empirical Examples," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 685-700, October.
• Lavergne, Pascal & Nguimkeu, Pierre, 2016, "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 16-743, Dec.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016, "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1607, Jul.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-04, Mar.
• Ruoyao Shi & Jinyong Hahn, 2016, "Synthetic Control and Inference," Working Papers, University of California at Riverside, Department of Economics, number 201802, Oct, revised Nov 2017.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2016-20, Sep.
• Jack Fosten, 2016, "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-05, Jan.
• Phu Nguyen-Van & Cyrielle Poiraud & Nguyen To-The, 2016, "Modeling farmers’ decisions on tea varieties in Vietnam: a multinomial logit analysis," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-40.
• Götz, T.B. & Hecq, A.W., 2013, "Nowcasting causality in mixed frequency vector autoregressive models," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 050, Jan, DOI: 10.26481/umagsb.2013050.
• Bruno Carballa, 2016, "Data as a common in the sharing economy: a general policy proposal," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2016-10, Oct.
• Sébastien Charles & Jonathan Marie, 2016, "Hyperinflation bulgare de 1997 : transition, fragilité bancaire et change," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2016-13, Nov.
• Aslanidis, Nektarios & Hartigan, Luke, 2016, "Is the Assumption of Linearity in Factor Models too Strong in Practice?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261531.
• Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016, "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1613, Jun.
• Baltes Nicolae & Dragoe Alexandra-Gabriela-Maria, 2016, "The exchange rates – indicators for assessing the financial performance of the companies from Romania," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 26, issue 1, pages 1-10, March, DOI: 10.1515/sues-2016-0001.
• Yang Hu & Les Oxley, 2016, "Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries," Working Papers in Economics, University of Waikato, number 16/05, May.
• Natalia Nehrebecka & Aneta Dzik-Walczak, 2016, "Publication selection bias in the sources of financing the enterprises research? A Meta-Regression Analysis," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-02.
• Suna Korkmaz & Ibrahim Kulunk, 2016, "Granger Causality Between Life Expectancy, Education and Economic Growth in OECD Countries," Economic Research Guardian, Mutascu Publishing, volume 6, issue 1, pages 1-17, June.
• Dong-Yop Oh & Hyejin Lee & Karl David Boulware, 2016, "Conventional monetary policy and the degree of interest rate pass through in the long run: a non-normal approach," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2016-002, Sep.
• Gabriella Conti & James J. Heckman & Rodrigo Pinto, 2016, "The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviour," Economic Journal, Royal Economic Society, volume 126, issue 596, pages 28-65, October, DOI: 10.1111/ecoj.12420.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, volume 84, issue , pages 985-1046, May.
• Simon Reese & Joakim Westerlund, 2016, "Panicca: Panic on Cross‐Section Averages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 961-981, September.
• Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi, 2016, "Pooling data across markets in dynamic Markov games," Quantitative Economics, Econometric Society, volume 7, issue 2, pages 523-559, July.
• Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88, Jun.
• Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
• Jin Seo Cho & Peter C.B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-90, Aug.
• Kurz-Kim, Jeong-Ryeol, 2016, "Black Monday, globalization and trading behavior of stock investors," Discussion Papers, Deutsche Bundesbank, number 18/2016.
• Kim, Kun Ho & Park, Suna, 2016, "Inference and Forecasting Based on the Phillips Curve," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 38, issue 2, pages 1-20, DOI: 10.23895/kdijep.2016.38.2.1.
• Breunig, Christoph & Hoderlein, Stefan, 2016, "Specification testing in random coefficient models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-053.
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2016, "Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-024.
• Zhu, Xuening & Wang, Weining & Wang, Hangsheng & Härdle, Wolfgang Karl, 2016, "Network quantile autoregression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-050.
• Dovern, Jonas & Manner, Hans, 2016, "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145547.
• Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2016, "A panel cointegration rank test with structural breaks and cross-sectional dependence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145822.
• Joseph P. Romano & Michael Wolf, 2016, "Efficient computation of adjusted p-values for resampling-based stepdown multiple testing," ECON - Working Papers, Department of Economics - University of Zurich, number 219, Feb.
• Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016, "Improving weighted least squares inference," ECON - Working Papers, Department of Economics - University of Zurich, number 232, Aug, revised Nov 2017.
• Christian Hansen & Damian Kozbur & Sanjog Misra, 2016, "Targeted undersmoothing," ECON - Working Papers, Department of Economics - University of Zurich, number 282, Aug, revised Apr 2018.
• Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016, "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-01, Jan.
• Yunus Emre Ergemen, 2016, "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-05, Jan.
• Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen, 2016, "The Local Fractional Bootstrap," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-15, May.
• Mikkel Bennedsen, 2016, "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-21, Aug.
• Yunus Emre Ergemen & Carlos Vladimir Rodríguez-Caballero, 2016, "A Dynamic Multi-Level Factor Model with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-23, Aug.
• Carlos Vladimir Rodríguez-Caballero, 2016, "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-31, Oct.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2016-01, Jan.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• Slobodan Cerovic & Miroslav Kneževic & Danijel Pavlovic, 2016, "The Effects of Tourism on the GDP of Macedonia, Montenegro and Serbia in the Process of European Integration," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 42, pages 407-407, May.
• Hichem AYAD, 2016, "Poverty, Inequality And Economic Growth In Algeria: An Ardl Approach," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 1-20, JULY.
• Cavaliere, Giuseppe & Ørregaard Nielsen, Morten & Taylor, A.M. Robert, 2016, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274649, Nov, DOI: 10.22004/ag.econ.274649.
• MacKinnon, James G., 2016, "Inference with Large Clustered Datasets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274691, Sep, DOI: 10.22004/ag.econ.274691.
• Hafner, C. & Laurent, S. & Violante, F., 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016034, Jan.
• Hafner, C. & Linton, O., 2016, "An Almost Closed Form Estimator for the EGARCH model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016036, Jan.
• Hafner, Christian & Premiger, Arie, 2016, "The effect of additive outliers on a fractional unit root test," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016027, Jan.
• Jan F. Kiviet, 2016, "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-03, Dec.
• Farrukh Bashir & Fareeha Andleeb & Rahat Fatima, 2016, "Intra Industry Trade, Fiscal Policy And Terms Of Trade Of Pakistan: A Long Run Analysis Using Ardl Technique," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 4, issue 1, pages :1-16, December.
• Xiaohong Chen & Yin Jia Jeff Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 259-290, October.
• David M. Kaplan & Longhao Zhuo, 2016, "Frequentist properties of Bayesian inequality tests," Papers, arXiv.org, number 1607.00393, Jul, revised Jul 2024.
• Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly & Kaspar Wuthrich, 2016, "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Papers, arXiv.org, number 1608.05142, Aug, revised Aug 2018.
• David M. Kaplan & Yixiao Sun, 2016, "Smoothed estimating equations for instrumental variables quantile regression," Papers, arXiv.org, number 1609.09033, Sep.
• Pedro H. C. Sant'Anna & Xiaojun Song, 2016, "Specification Tests for the Propensity Score," Papers, arXiv.org, number 1611.06217, Nov, revised Feb 2019.
• Marinho Bertanha & Marcelo J. Moreira, 2016, "Impossible Inference in Econometrics: Theory and Applications," Papers, arXiv.org, number 1612.02024, Dec, revised Feb 2020.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016, "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 1612.04932, Dec, revised Dec 2021.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016, "Predictability Hidden by Anomalous Observations," Papers, arXiv.org, number 1612.05072, Dec.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2016, "Inference under Covariate-Adaptive Randomization," CeMMAP working papers, Institute for Fiscal Studies, number 21/16, May, DOI: 10.1920/wp.cem.2016.2116.
• Humberto Moreira & Marcelo Moreira, 2016, "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers, Institute for Fiscal Studies, number 25/16, Jun, DOI: 10.1920/wp.cem.2016.2716.
• Ivan A. Canay & Vishal Kamat, 2016, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 33/16, Aug, DOI: 10.1920/wp.cem.2016.3316.
• Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016, "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 35/16, Aug, DOI: 10.1920/wp.cem.2016.3516.
• Fuchun Li & Hongyu Xiao, 2016, "Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach," Staff Working Papers, Bank of Canada, number 16-21, DOI: 10.34989/swp-2017-21.
• Gabriel Garber & Márcio Issao Nakane, 2016, "Undue Charges and Price Discrimination," Working Papers Series, Central Bank of Brazil, Research Department, number 427, Apr.
• Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
• Ke Zhu, 2016, "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 2, pages 463-485, March.
• Pentti Saikkonen & Rickard Sandberg, 2016, "Testing for a Unit Root in Noncausal Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 99-125, January.
• Ali Ahmad & Christian Francq, 2016, "Poisson QMLE of Count Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 3, pages 291-314, May.
• Johan Vikström, 2016, "Cluster Sample Inference with Very Few Groups," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 3, issue 1, pages 1-10, DOI: 10.5455/Elet.2016.3.1.1.
• Christoph Breunig & Stefan Hoderlein, 2016, "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 897, Feb.
• Itamar Caspi & Meital Graham, 2016, "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers, Bank of Israel, number 2016.06, Mar.
• Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016, "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 82-91, June.
• Afees A. Salisu & Tirimisiyu F. Oloko & Oluwatomisin J. Oyewole, 2016, "Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 210-218, December.
• Parente Paulo M.D.C. & Santos Silva João M.C., 2016, "Quantile Regression with Clustered Data," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 1-15, January, DOI: 10.1515/jem-2014-0011.
• Bertanha Marinho & Moser Petra, 2016, "Spatial Errors in Count Data Regressions," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 49-69, January, DOI: 10.1515/jem-2014-0015.
• 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.