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

2015

• Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2015, "Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 753-777, August.
• Chen, Haiqiang, 2015, "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 778-810, August.
• Tchatoka, Firmin Doko, 2015, "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, volume 31, issue 6, pages 1192-1228, December.
• Bodington, Jeffrey C., 2015, "Evaluating Wine-Tasting Results and Randomness with a Mixture of Rank Preference Models," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 31-46, May.
• Olkin, Ingram & Lou, Ying & Stokes, Lynne & Cao, Jing, 2015, "Analyses of Wine-Tasting Data: A Tutorial," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 4-30, May.
• Bodington, Jeffrey C., 2015, "Testing a Mixture of Rank Preference Models on Judges' Scores in Paris and Princeton," Journal of Wine Economics, Cambridge University Press, volume 10, issue 2, pages 173-189, November.
• Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2015, "Formal professional relationships between general practitioners and specialists: possible associations with patient health and pharmacy costs," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2015/04, Mar.
• Purva Hegde DESAI & M. Fatima DeSOUZA, 2015, "Severity and Controllability of Service Failures as Perceived by Passengers in Airline Industry," Turkish Economic Review, EconSciences Journals, volume 2, issue 3, pages 186-195, September.
• Vida VARAHRAMI, 2015, "Survey Effects of Oil Income on Nonoil Export Case Study: Iran," Journal of Economics Library, EconSciences Journals, volume 2, issue 1, pages 15-17, March.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978, Jan.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978R, Jan, revised Oct 2018.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978R2, Jan, revised Jan 2019.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015, "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2007, Jun.
• Xiaohong Chen & Zhipeng Liao, 2015, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2012, Jul.
• James Davidson & Dooruj Rambaccussing, 2015, "A test of the long memory hypothesis based on self-similarity," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 286, Feb.
• Mao, Huina & Counts, Scott & Bollen, Johan, 2015, "Quantifying the effects of online bullishness on international financial markets," Statistics Paper Series, European Central Bank, number 9, Jul.
• McAdam, Peter & Christopoulos, Dimitris, 2015, "Do financial reforms help stabilize inequality?," Working Paper Series, European Central Bank, number 1780, Apr.
• Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
• Muhammad Kamran Ayub & Khalid Zaman, 2015, "Proactive Corporate Environmental Management Practices in Industrial Estate Multan, Pakistan," International Review of Management and Marketing, Econjournals, volume 5, issue 3, pages 154-164.
• Rambaccussing, Dooruj & Davidson, James, 2015, "A test of long memory hypothesis based on self-similarity," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-81, Jan.
• Wu, Jilin, 2015, "Restoring monotonic power in Wald/LM-type tests," Economics Letters, Elsevier, volume 126, issue C, pages 13-17, DOI: 10.1016/j.econlet.2014.10.020.
• Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou, 2015, "Variance change-point detection in panel data models," Economics Letters, Elsevier, volume 126, issue C, pages 140-143, DOI: 10.1016/j.econlet.2014.12.005.
• Wang, Xiaohu & Yu, Jun, 2015, "Limit theory for an explosive autoregressive process," Economics Letters, Elsevier, volume 126, issue C, pages 176-180, DOI: 10.1016/j.econlet.2014.12.004.
• Wang, Bin & Wang, Man & Chan, Ngai Hang, 2015, "Residual-based test for fractional cointegration," Economics Letters, Elsevier, volume 126, issue C, pages 43-46, DOI: 10.1016/j.econlet.2014.11.009.
• Islam, Md. Rabiul & Madsen, Jakob B., 2015, "Is income inequality persistent? Evidence using panel stationarity tests, 1870–2011," Economics Letters, Elsevier, volume 127, issue C, pages 17-19, DOI: 10.1016/j.econlet.2014.12.024.
• Zhou, Qiankun & Yu, Jun, 2015, "Asymptotic theory for linear diffusions under alternative sampling schemes," Economics Letters, Elsevier, volume 128, issue C, pages 1-5, DOI: 10.1016/j.econlet.2014.12.015.
• Diez de los Rios, Antonio, 2015, "Optimal asymptotic least squares estimation in a singular set-up," Economics Letters, Elsevier, volume 128, issue C, pages 83-86, DOI: 10.1016/j.econlet.2015.01.006.
• Ghoshray, Atanu & Stamatogiannis, Michalis P., 2015, "Centurial evidence of breaks in the persistence of unemployment," Economics Letters, Elsevier, volume 129, issue C, pages 74-76, DOI: 10.1016/j.econlet.2015.02.012.
• Pan, Zhiyuan & Zheng, Xu & Gong, Yuting, 2015, "A model-free test for contagion between crude oil and stock markets," Economics Letters, Elsevier, volume 130, issue C, pages 1-4, DOI: 10.1016/j.econlet.2015.02.023.
• Xu, Peng, 2015, "Testing for joint significance in nonstationary ordered choice model," Economics Letters, Elsevier, volume 130, issue C, pages 5-8, DOI: 10.1016/j.econlet.2015.02.020.
• Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2015, "Testing for no factor structures: On the use of Hausman-type statistics," Economics Letters, Elsevier, volume 130, issue C, pages 66-68, DOI: 10.1016/j.econlet.2015.02.030.
• Spindler, Martin, 2015, "Asymmetric information in (private) accident insurance," Economics Letters, Elsevier, volume 130, issue C, pages 85-88, DOI: 10.1016/j.econlet.2015.03.012.
• Kabaila, Paul & Mainzer, Rheanna & Farchione, Davide, 2015, "The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals," Economics Letters, Elsevier, volume 131, issue C, pages 12-15, DOI: 10.1016/j.econlet.2015.03.031.
• Henderson, Daniel J. & Parmeter, Christopher F., 2015, "A consistent bootstrap procedure for nonparametric symmetry tests," Economics Letters, Elsevier, volume 131, issue C, pages 78-82, DOI: 10.1016/j.econlet.2015.03.038.
• Omay, Tolga, 2015, "Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing," Economics Letters, Elsevier, volume 134, issue C, pages 123-126, DOI: 10.1016/j.econlet.2015.07.010.
• Egger, Peter H. & Tarlea, Filip, 2015, "Multi-way clustering estimation of standard errors in gravity models," Economics Letters, Elsevier, volume 134, issue C, pages 144-147, DOI: 10.1016/j.econlet.2015.06.023.
• Kruse, Robinson, 2015, "A modified test against spurious long memory," Economics Letters, Elsevier, volume 135, issue C, pages 34-38, DOI: 10.1016/j.econlet.2015.07.019.
• He, Ming & Lin, Kuan-Pin, 2015, "Testing spatial effects and random effects in a nested panel data model," Economics Letters, Elsevier, volume 135, issue C, pages 85-91, DOI: 10.1016/j.econlet.2015.07.028.
• Ando, Tomohiro & Bai, Jushan, 2015, "A simple new test for slope homogeneity in panel data models with interactive effects," Economics Letters, Elsevier, volume 136, issue C, pages 112-117, DOI: 10.1016/j.econlet.2015.09.019.
• Odaki, Mitsuhiro, 2015, "Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses," Economics Letters, Elsevier, volume 136, issue C, pages 187-189, DOI: 10.1016/j.econlet.2015.09.028.
• Guerrero, Omar A. & López, Eduardo, 2015, "Firm-to-firm labor flows and the aggregate matching function: A network-based test using employer–employee matched records," Economics Letters, Elsevier, volume 136, issue C, pages 9-12, DOI: 10.1016/j.econlet.2015.08.009.
• Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco, 2015, "Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 111-123, DOI: 10.1016/j.jeconom.2014.09.002.
• Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2015, "Inference on factor structures in heterogeneous panels," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 145-157, DOI: 10.1016/j.jeconom.2014.08.004.
• Gençay, Ramazan & Signori, Daniele, 2015, "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 62-80, DOI: 10.1016/j.jeconom.2014.08.002.
• Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015, "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 81-96, DOI: 10.1016/j.jeconom.2014.09.008.
• Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard, 2015, "Improved likelihood ratio tests for cointegration rank in the VAR model," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 97-110, DOI: 10.1016/j.jeconom.2014.08.007.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 280-294, DOI: 10.1016/j.jeconom.2014.08.009.
• Jin, Fei & Lee, Lung-fei, 2015, "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 295-314, DOI: 10.1016/j.jeconom.2014.09.005.
• Breunig, Christoph, 2015, "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 328-346, DOI: 10.1016/j.jeconom.2014.09.006.
• Wan, Yuanyuan & Xu, Haiqing, 2015, "Inference in semiparametric binary response models with interval data," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 347-360, DOI: 10.1016/j.jeconom.2014.09.009.
• Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015, "Specification tests for partially identified models defined by moment inequalities," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 259-282, DOI: 10.1016/j.jeconom.2014.10.013.
• Yang, Zhenlin, 2015, "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 33-59, DOI: 10.1016/j.jeconom.2014.10.005.
• Bekker, Paul A. & Crudu, Federico, 2015, "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 332-342, DOI: 10.1016/j.jeconom.2014.08.012.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2015, "Cross-sectional averages versus principal components," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 372-377, DOI: 10.1016/j.jeconom.2014.09.014.
• Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015, "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 378-391, DOI: 10.1016/j.jeconom.2014.08.013.
• Robinson, Peter M. & Velasco, Carlos, 2015, "Efficient inference on fractionally integrated panel data models with fixed effects," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 435-452, DOI: 10.1016/j.jeconom.2014.12.003.
• Westerlund, Joakim, 2015, "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 453-467, DOI: 10.1016/j.jeconom.2014.06.015.
• Westerlund, Joakim, 2015, "The power of PANIC," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 495-509, DOI: 10.1016/j.jeconom.2014.03.013.
• Clark, Todd E. & McCracken, Michael W., 2015, "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 160-177, DOI: 10.1016/j.jeconom.2014.06.016.
• Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015, "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 222-244, DOI: 10.1016/j.jeconom.2014.06.018.
• Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015, "Empirical likelihood for regression discontinuity design," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 94-112, DOI: 10.1016/j.jeconom.2014.04.023.
• Cheng, Xu & Liao, Zhipeng, 2015, "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 443-464, DOI: 10.1016/j.jeconom.2015.02.019.
• Shi, Xiaoxia, 2015, "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2015.01.004.
• Zhu, Ke & Li, Wai Keung, 2015, "A bootstrapped spectral test for adequacy in weak ARMA models," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 113-130, DOI: 10.1016/j.jeconom.2015.02.005.
• Lee, Donghoon & Song, Kyungchul, 2015, "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 131-153, DOI: 10.1016/j.jeconom.2014.12.009.
• Bücher, Axel & Jäschke, Stefan & Wied, Dominik, 2015, "Nonparametric tests for constant tail dependence with an application to energy and finance," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 154-168, DOI: 10.1016/j.jeconom.2015.02.002.
• Hsiao, Cheng & Zhang, Junwei, 2015, "IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 312-322, DOI: 10.1016/j.jeconom.2015.01.008.
• Zu, Yang, 2015, "Nonparametric specification tests for stochastic volatility models based on volatility density," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 323-344, DOI: 10.1016/j.jeconom.2015.02.045.
• Breitung, Jörg & Demetrescu, Matei, 2015, "Instrumental variable and variable addition based inference in predictive regressions," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 358-375, DOI: 10.1016/j.jeconom.2013.10.018.
• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015, "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 376-384, DOI: 10.1016/j.jeconom.2015.03.041.
• Delgado, Miguel A. & Robinson, Peter M., 2015, "Non-nested testing of spatial correlation," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 385-401, DOI: 10.1016/j.jeconom.2015.02.044.
• Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015, "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 458-471, DOI: 10.1016/j.jeconom.2015.02.031.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015, "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 557-579, DOI: 10.1016/j.jeconom.2015.02.039.
• Debarsy, Nicolas & Jin, Fei & Lee, Lung-fei, 2015, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 1-21, DOI: 10.1016/j.jeconom.2015.02.046.
• Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015, "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 111-134, DOI: 10.1016/j.jeconom.2015.03.042.
• Chen, Xiaohong & Christensen, Timothy M., 2015, "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 447-465, DOI: 10.1016/j.jeconom.2015.03.010.
• Green, Carl & Long, Wei & Hsiao, Cheng, 2015, "Testing error serial correlation in fixed effects nonparametric panel data models," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 466-473, DOI: 10.1016/j.jeconom.2015.03.011.
• Porter, Jack & Yu, Ping, 2015, "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 132-147, DOI: 10.1016/j.jeconom.2015.06.002.
• Chen, Xiaohong & Liao, Zhipeng, 2015, "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 163-186, DOI: 10.1016/j.jeconom.2015.07.001.
• Yamamoto, Yohei & Tanaka, Shinya, 2015, "Testing for factor loading structural change under common breaks," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 187-206, DOI: 10.1016/j.jeconom.2015.06.018.
• Cheng, Xu, 2015, "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 207-228, DOI: 10.1016/j.jeconom.2015.07.003.
• Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015, "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 54-69, DOI: 10.1016/j.jeconom.2015.06.021.
• Chen, Min & Zhu, Ke, 2015, "Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 313-320, DOI: 10.1016/j.jeconom.2015.03.025.
• Ho, Hwai-Chung, 2015, "Sample quantile analysis for long-memory stochastic volatility models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 360-370, DOI: 10.1016/j.jeconom.2015.03.029.
• Horváth, Lajos & Rice, Gregory, 2015, "Testing for independence between functional time series," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 371-382, DOI: 10.1016/j.jeconom.2015.03.030.
• Robinson, Peter M. & Rossi, Francesca, 2015, "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 447-456, DOI: 10.1016/j.jeconom.2015.03.036.
• Doyle, Orla & Fitzpatrick, Nick & Lovett, Judy & Rawdon, Caroline, 2015, "Early intervention and child physical health: Evidence from a Dublin-based randomized controlled trial," Economics & Human Biology, Elsevier, volume 19, issue C, pages 224-245, DOI: 10.1016/j.ehb.2015.09.004.
• Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
• Kim, Jae H. & Ji, Philip Inyeob, 2015, "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2015.08.006.
• Baillie, Richard T. & Kim, Kun Ho, 2015, "Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 99-111, DOI: 10.1016/j.jempfin.2015.08.007.
• Uritskaya, Olga Y. & Uritsky, Vadim M., 2015, "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, volume 49, issue C, pages 72-81, DOI: 10.1016/j.eneco.2015.01.012.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
• Du, Limin & He, Yanan, 2015, "Extreme risk spillovers between crude oil and stock markets," Energy Economics, Elsevier, volume 51, issue C, pages 455-465, DOI: 10.1016/j.eneco.2015.08.007.
• Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam, 2015, "Sentiment in oil markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 179-185, DOI: 10.1016/j.irfa.2015.01.005.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015, "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 107-123, DOI: 10.1016/j.irfa.2015.06.001.
• Yazgan, M. Ege & Özkan, Harun, 2015, "Detecting structural changes using wavelets," Finance Research Letters, Elsevier, volume 12, issue C, pages 23-37, DOI: 10.1016/j.frl.2014.12.003.
• Ardia, David & Boudt, Kris, 2015, "Testing equality of modified Sharpe ratios," Finance Research Letters, Elsevier, volume 13, issue C, pages 97-104, DOI: 10.1016/j.frl.2015.02.008.
• Neto, David, 2015, "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy," International Economics, Elsevier, volume 144, issue C, pages 83-94, DOI: 10.1016/j.inteco.2015.07.001.
• Carroll, Rachael & Kearney, Colm, 2015, "Testing the mixture of distributions hypothesis on target stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 1-14, DOI: 10.1016/j.intfin.2015.05.003.
• Woźniak, Tomasz, 2015, "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 876-894, DOI: 10.1016/j.ijforecast.2015.01.005.
• Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015, "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 172-183, DOI: 10.1016/j.jbankfin.2015.09.009.
• Boffelli, Simona & Urga, Giovanni, 2015, "Macroannouncements, bond auctions and rating actions in the European government bond spreads," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 148-173, DOI: 10.1016/j.jimonfin.2015.01.004.
• Iglesias, Emma M., 2015, "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 1-13, DOI: 10.1016/j.jpolmod.2015.01.006.
• Jung, Alexander & Latsos, Sophia, 2015, "Do federal reserve bank presidents have a regional bias?," European Journal of Political Economy, Elsevier, volume 40, issue PA, pages 173-183, DOI: 10.1016/j.ejpoleco.2015.06.004.
• Liu, Shew Fan & Yang, Zhenlin, 2015, "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, volume 55, issue C, pages 55-67, DOI: 10.1016/j.regsciurbeco.2015.08.004.
• Ballot, Gérard & Fakhfakh, Fathi & Galia, Fabrice & Salter, Ammon, 2015, "The fateful triangle: Complementarities in performance between product, process and organizational innovation in France and the UK," Research Policy, Elsevier, volume 44, issue 1, pages 217-232, DOI: 10.1016/j.respol.2014.07.003.
• Huang, Chao-Hsi & Yang, Chih-Yuan, 2015, "European exchange rate regimes and purchasing power parity: An empirical study on eleven eurozone countries," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 100-109, DOI: 10.1016/j.iref.2014.09.008.
• Wang, Juan & Zhang, Dongxiang & Zhang, Jian, 2015, "Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 157-164, DOI: 10.1016/j.iref.2014.11.020.
• Xie, Tian & Xu, Yi & Zhang, Xinsheng, 2015, "A new method of measuring herding in stock market and its empirical results in Chinese A-share market," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 324-339, DOI: 10.1016/j.iref.2014.12.004.
• Arize, Augustine C. & Malindretos, John & Ghosh, Dilip, 2015, "Purchasing power parity-symmetry and proportionality: Evidence from 116 countries," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 69-85, DOI: 10.1016/j.iref.2014.11.014.
• Gonzalez-Perez, Maria T., 2015, "Model-free volatility indexes in the financial literature: A review," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 141-159, DOI: 10.1016/j.iref.2015.02.018.
• Sin, Chor-yiu (CY), 2015, "The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 298-311, DOI: 10.1016/j.iref.2015.02.026.
• Agbeyegbe, Terence D., 2015, "An inverted U-shaped crude oil price return-implied volatility relationship," Review of Financial Economics, Elsevier, volume 27, issue C, pages 28-45, DOI: 10.1016/j.rfe.2015.08.001.
• Biggiero, Lucio & Angelini, Pier Paolo, 2015, "Hunting scale-free properties in R&D collaboration networks: Self-organization, power-law and policy issues in the European aerospace research area," Technological Forecasting and Social Change, Elsevier, volume 94, issue C, pages 21-43, DOI: 10.1016/j.techfore.2014.04.009.
• Robert Taylor & Byung Chul Ahn, 2015, "Testing the Null of Stationarity in the Presence of Structural Breaks for Multiple Time Series," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 58, issue 2, pages 85-119.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015, "Extremal dependence tests for contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-40, Nov.
• Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015, "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58513, May.
• Robinson, Peter M. & Velasco, Carlos, 2015, "Efficient inference on fractionally integrated panel data models with fixed effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60795, Apr.
• Demir Şeker, Sırma & Jenkins, Stephen P., 2015, "Poverty trends in Turkey," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61012.
• Robinson, Peter & Rossi, Francesca, 2015, "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61432, Mar.
• Delgado, Miguel A. & Robinson, Peter, 2015, "Non-nested testing of spatial correlation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61433, Mar.
• Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015, "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63663, Jan.
• Lleo, Sebastien & Ziemba, Bill, 2015, "The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65107, Aug.
• Muhamed Zulkhibri & Ismaeel Naiya & Reza Ghazal, 2015, "Structural change and economic growth in selected emerging economies," International Journal of Development Issues, Emerald Group Publishing Limited, volume 14, issue 2, pages 98-116, July, DOI: 10.1108/IJDI-09-2014-0064.
• Kelbesa Abdisa Megersa, 2015, "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 42, issue 5, pages 878-892, October, DOI: 10.1108/JES-06-2014-0095.
• Yue, X-G. & Cao, Y. & McAleer, M.J., 2015, "From Disorder to Order," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-31, Oct.
• Gupta, A, 2015, "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers, University of Essex, Department of Economics, number 23824, Oct.
• Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015, "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 16807, Nov.
• Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2015, "Inference in differences-in-differences with few treated groups and heteroskedasticity," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 406, Oct.
• Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015, "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 764, May.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2015, "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-9, Oct.
• Kurt Graden Lunsford, 2015, "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1528, Dec, DOI: 10.26509/frbc-wp-201528.
• George-Levi Gayle & Chen Li & Robert A. Miller, 2015, "Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation," Working Papers, Federal Reserve Bank of St. Louis, number 2015-17, Aug, DOI: 10.20955/wp.2015.017.
• David C. Wheelock & Paul W. Wilson, 2015, "The Evolution of Scale Economies in U.S. Banking," Working Papers, Federal Reserve Bank of St. Louis, number 2015-21, Aug, DOI: 10.20955/wp.2015.021.
• Sílvia Gonçalves & Michael W. McCracken & Benoit Perron, 2015, "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers, Federal Reserve Bank of St. Louis, number 2015-25, Sep, DOI: 10.20955/wp.2015.025.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, March.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, April.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, May.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, June.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "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 1-31, December.
• Russell Davidson & James G. MacKinnon, 2015, "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, volume 3, issue 4, pages 1-39, December.
• Sebastien Lleo & William T. Ziemba, 2015, "The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?," IJFS, MDPI, volume 3, issue 3, pages 1-30, August.
• Corine Autant-Bernard, 2015, "Que savons-nous de l’impact économique des parcs scientifiques ? Une revue de la littérature," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1526.
• Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015, "Time-varying risk premium in large cross-sectional equity datasets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:76321.
• Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015, "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01297132, Nov.
• Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2015, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Post-Print, HAL, number hal-00858174, Sep, DOI: 10.1016/j.jeconom.2015.02.046.
• Russell Davidson & James G. Mackinnon, 2015, "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print, HAL, number hal-01456100, Dec, DOI: 10.3390/econometrics3040825.
• Gérard Ballot & Fathi Fakhfakh & Fabrice Galia & Ammon Salter, 2015, "The fateful triangle: Complementarities in performance between product, process and organizational innovation in France and the UK," Post-Print, HAL, number hal-04149205, DOI: 10.1016/j.respol.2014.07.003.
• Ali Ahmad & Christian Francq, 2015, "Poisson QMLE of Count Time Series Models," Post-Print, HAL, number hal-05417334, Nov, DOI: 10.1111/jtsa.12167.
• Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015, "Non-linear externalities in firm localization," Working Papers, HAL, number hal-01297132, Nov.
• Corinne Autant-Bernard, 2015, "Que savons-nous de l’impact économique des parcs scientifiques ? Une revue de la littérature," Working Papers, HAL, number halshs-01211662, Oct.
• Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie, 2015, "A Multivariate Test Against Spurious Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-547, Mar.
• Hansen, Bjørn Gunnar & Li, Yushu, 2015, "Future world market prices of milk and feed looking into the crystal ball," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/17, Apr.
• Laffers, Lukas & Mellace, Giovanni, 2015, "A Note on Testing the LATE Assumptions," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 4/2015, Mar.
• KUROZUMI, Eiji & 黒住, 英司 & YAMAMOTO, Yohei & 山本, 庸平, 2015, "Confidence Sets for the Break Date Based on Optimal Tests," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2015-01, Jan.
• YAMAMOTO, Yohei & 山本, 庸平, 2015, "Asymptotic Inference for Common Factor Models in the Presence of Jumps," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2015-05, Jul.
• Gabriella Conti & James J. Heckman & Rodrigo Pinto, 2015, "The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviors," Working Papers, Human Capital and Economic Opportunity Working Group, number 2015-011, Jul.
• Orla Doyle & Liam Delaney & Christine O'Farrelly & Nick Fitzpatrick & Michael Daly, 2015, "Can Early Intervention Improve Maternal Well-being? Evidence from a Randomized Controlled Trial," Working Papers, Human Capital and Economic Opportunity Working Group, number 2015-015, Dec.
• Orla Doyle & Nick Fitzpatrick & Judy Lovett & Caroline Rawdon, 2015, "Early intervention and child physical health: Evidence from a Dublin-based randomized controlled trial," Working Papers, Human Capital and Economic Opportunity Working Group, number 2015-016, Dec.
• Javier de la Ballina Ballina & Rodolfo V zquez, 2015, "El papel de las bluelaws en los modelos de evoluci n de los for matos comerciales," Hacienda Pública Española / Review of Public Economics, IEF, volume 213, issue 2, pages 63-82, June.
• Abbas ali Rezaei, 2015, "“Revenue-led Spending” or “Spending-led Revenue” : Evidence from Iran (1978-2012)," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 1, pages 3-19, March.
• Mustafa Omar Mohammed & Fauziah Md Taib, 2015, "Developing Islamic Banking Performance Measures Based On Maqasid Al-Shari’Ah Framework: Cases Of 24 Selected Banks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 1, issue 1, pages 55-78, August, DOI: https://doi.org/10.21098/jimf.v1i1..
• Ivan A. Canay & Vishal Kamat, 2015, "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 CWP27/15, Jun.
• Eleanor Sanderson & Frank Windmeijer, 2015, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/15, Jun.
• Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Treatment effects with many covariates and heteroskedasticity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/15, Jul.
• Russell Davidson, 2015, "A discrete model for bootstrap iteration," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/15, Jul.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2015, "Inference under covariate-adaptive randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/15, Aug.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP54/15, Sep.
• Maria Elena Bontempi & Laura Bottazzi & Roberto Golinelli, 2015, "ynamic corporate capital structure behavior:empirical assessment in the light of heterogeneity and non stationarity," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 537.
• Joshua B. Miller & Adam Sanjurjo, 2015, "Is it a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 548.
• Joshua B. Miller & Adam Sanjurjo, 2015, "Surprised by the Gambler’s and Hot Hand Fallacies? A Truth in the Law of Small Numbers," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 552.
• Mihaela Cornelia SANDU, 2015, "The factors responsible with corporate reputation: A structural equation modelling approach," Romanian Journal of Economics, Institute of National Economy, volume 40, issue 1(49), pages 170-183, june.
• Rothe, Christoph, 2015, "Robust Confidence Intervals for Average Treatment Effects under Limited Overlap," IZA Discussion Papers, IZA Network @ LISER, number 8758, Jan.
• Cockx, Bart & Ghirelli, Corinna, 2015, "Scars of Recessions in a Rigid Labor Market," IZA Discussion Papers, IZA Network @ LISER, number 8889, Feb.
• Conti, Gabriella & Heckman, James J. & Pinto, Rodrigo, 2015, "The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviors," IZA Discussion Papers, IZA Network @ LISER, number 9247, Aug.
• Yun, Myeong-Su & Lin, Eric S., 2015, "An Alternative Estimator for Industrial Gender Wage Gaps: A Normalized Regression Approach," IZA Discussion Papers, IZA Network @ LISER, number 9381, Sep.
• Nik Mohd Hazrul Nik Hashim & Ameet Pandit & Syed Shah Alam & Rosli Abdul Manan, 2015, "Why resist? examining the impact of technological Advancement and perceived usefulness on Malaysians’ switching intentions: The moderators," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 3, pages 65-80, July-Sepe.
• Joseph Boniface Ajefu*, 2015, "Impact of defence spending on economic growth in Africa: The Nigerian case," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 4, pages 227-244, October-D.