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

• 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, Centre for Economic Policy Research, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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.

2015

• Carlos Monge & Jesús Cruz, 2015, "Manufacturing And Continuous Improvement Performance Level In Plants Of Mexico; A Comparative Analysis Among Large And Medium Size Plants," European Journal of Business and Economics, Central Bohemia University, volume 10, issue 2, pages 6961:10-696, January, DOI: 10.12955/ejbe.v10i2.696.
• Marek Ďurica & Lucia Švábová, 2015, "Improvement Of Company Marketing Strategy Based On Analysis Of Google Search Results," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 115-122, September, DOI: 10.12955/cbup.v3.592.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2015, "Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-25, May.
• Ulrich Hounyo & Rasmus T. Varneskov, 2015, "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-26, May.
• Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Treatment Effects with Many Covariates and Heteroskedasticity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-31, Jul.
• Firmin Doko Tchatoka & Wenjie Wang, 2015, "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2015-01, Jan.
• Stelios Arvanitis & Nikolas Topaloglou, 2015, "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201511, Nov.
• Dorfman, Jeffrey H., undated, "Is Money Neutral for Agriculture?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 204880, DOI: 10.22004/ag.econ.204880.
• Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015, "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207264, Jun, DOI: 10.22004/ag.econ.207264.
• Moss, Charles & Oehmke, James & Mbaye, Samba, 2015, "Marketing Channels, Wages and Employment: Wula Nafaa in Senegal," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212476, DOI: 10.22004/ag.econ.212476.
• Kundu, Soumitra, 2015, "Agricultural Growth in West Bengal (1949-50 to 2009-10): Evidence from Multiple Trend Break Unit Root Test," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, volume 70, issue 01, pages 1-15, DOI: 10.22004/ag.econ.229974.
• Hafner, Christian & Preminger, Arie, 2015, "The effect of additive outliers on a fractional unit root test," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015027, Jan.
• Subrato Banerjee, 2015, "Power analysis and sample sizes: A Binding frontier approach," Discussion Papers, Indian Statistical Institute, Delhi, number 15-04, Nov.
• Jan F. Kiviet, 2015, "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 15-04, Nov.
• Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI, 2015, "A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 410, Jul.
• Ivan A. Canay & Vishal Kamat, 2015, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 27/15, Jun, DOI: 10.1920/wp.cem.2015.2715.
• Eleanor Sanderson & Frank Windmeijer, 2015, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Institute for Fiscal Studies, number 31/15, Jun, DOI: 10.1920/wp.cem.2015.3115.
• Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Treatment effects with many covariates and heteroskedasticity," CeMMAP working papers, Institute for Fiscal Studies, number 37/15, Jul, DOI: 10.1920/wp.cem.2015.3715.
• Russell Davidson, 2015, "A discrete model for bootstrap iteration," CeMMAP working papers, Institute for Fiscal Studies, number 38/15, Jul, DOI: 10.1920/wp.cem.2015.3815.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2015, "Inference under covariate-adaptive randomization," CeMMAP working papers, Institute for Fiscal Studies, number 45/15, Aug, DOI: 10.1920/wp.cem.2015.4515.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 54/15, Sep, DOI: 10.1920/wp.cem.2015.5415.
• Zacharias Psaradakis & Marián Vávra, 2015, "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1513, Sep.
• Zacharias Psaradakis & Marián Vávra, 2015, "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1514, Sep.
• Fuchun Li, 2015, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 15-17, DOI: 10.34989/swp-2015-17.
• Riccardo Cristadoro & Leandro D�Aurizio, 2015, "The Italian Firms� International Activity," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 261, Mar.
• Majid M. Al-Sadoon, 2015, "A General Theory of Rank Testing," Working Papers, Barcelona School of Economics, number 750, Sep.
• Jeremy Greenwood & Georgi Kocharkov & Cezar Santos & Nezih Guner, 2015, "Technology and the Changing Family: a Unified Model of Marriage, Divorce Educational Attainment and Married Female Labor-Force Participation," Working Papers, Barcelona School of Economics, number 808, Sep.
• Zacharias Psaradakis & Marián Vávra, 2015, "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 4, pages 587-598, July.
• Eric Ghysels & J. Isaac Miller, 2015, "Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 6, pages 797-816, November.
• Joakim Westerlund, 2015, "On the Importance of the First Observation in GLS Detrending in Unit Root Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 1, pages 152-161, February.
• Anton Skrobotov, 2015, "Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 2, pages 254-273, April.
• Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015, "On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 4, pages 495-511, August.
• Myeong-Su Yun & Eric S. Lin, 2015, "Alternative Estimator for Industrial Gender Wage Gaps: A Normalized Regression Approach," Pacific Economic Review, Wiley Blackwell, volume 20, issue 4, pages 569-587, October.
• Banu Kurtaran, 2015, "Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 2, issue 1, pages 1-21.
• Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015, "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics, Boston College Department of Economics, number 899, Oct.
• Arnold Polanski & Evarist Stoja, 2015, "Extreme risk interdependence," Bank of England Staff Working Paper series, Bank of England, number 563, Nov.