Research classified by Journal of Economic Literature (JEL) codes

---

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

2015

• 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.
• Guillermo Benavides & Isela Elizabeth Téllez-León & Francisco Venegas-Martínez, 2015, "Effects of Volatility of the Exchange Rate on Inflation Expectations and Growth Prospects in Mexico (2002-2014)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 63-78, November.
• 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.
• Silvia Goncalves & 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-Étienne (GATE Lyon St-Étienne), 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.
• Ali Ahmad & Christian Francq, 2015, "Poisson QMLE of Count Time Series Models," Post-Print, HAL, number hal-01533548, Nov, DOI: 10.1111/jtsa.12167.
• 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.
• 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 Vázquez, 2015, "El papel de las bluelaws en los modelos de evolución 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, Institute of Labor Economics (IZA), number 8758, Jan.
• Cockx, Bart & Ghirelli, Corinna, 2015, "Scars of Recessions in a Rigid Labor Market," IZA Discussion Papers, Institute of Labor Economics (IZA), 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, Institute of Labor Economics (IZA), 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, Institute of Labor Economics (IZA), 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.
• Zhi-fang Su & Yujen Hsiao & Mei-Yuan Chen, 2015, "Effects of Higher Education on the Unconditional Distribution of Financial Literacy," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 11, issue 1, pages 1-22, January.
• Jordi Arcarons & Samuel Calonge, 2015, "Inference tests for tax progressivity and income redistribution: the Suits approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 13, issue 2, pages 207-223, June, DOI: 10.1007/s10888-014-9280-0.
• Sırma Şeker & Stephen Jenkins, 2015, "Poverty trends in Turkey," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 13, issue 3, pages 401-424, September, DOI: 10.1007/s10888-015-9300-8.
• William Horrace, 2015, "Moments of the truncated normal distribution," Journal of Productivity Analysis, Springer, volume 43, issue 2, pages 133-138, April, DOI: 10.1007/s11123-013-0381-8.
• Riccardo Bramante & Giovanni Petrella & Diego Zappa, 2015, "On the use of the market model R-square as a measure of stock price efficiency," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 379-391, February, DOI: 10.1007/s11156-013-0410-8.
• Thomas Chiang & Jiandong Li & Sheng-Yung Yang, 2015, "Dynamic stock–bond return correlations and financial market uncertainty," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 59-88, July, DOI: 10.1007/s11156-013-0430-4.
• Michael Wyrwich, 2015, "Entrepreneurship and the intergenerational transmission of values," Small Business Economics, Springer, volume 45, issue 1, pages 191-213, June, DOI: 10.1007/s11187-015-9649-x.
• Purva Hegde DESAI & M. Fatima DeSOUZA, 2015, "Severity and Controllability of Service Failures as Perceived by Passengers in Airline Industry," Turkish Economic Review, KSP 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, KSP Journals, volume 2, issue 1, pages 15-17, March.
• Thor Pajhede, 2015, "Backtesting Value-at-Risk: A Generalized Markov Framework," Discussion Papers, University of Copenhagen. Department of Economics, number 15-18, Nov.
• Emilio Rojas Olea & Werner Kristjanpoller Rodríguez, 2015, "Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 9-31, Julio - D, DOI: 10.17533/udea.le.n83a01.
• Jacco Thijssen & Daniele Bergantini, 2015, "A Sequential Approach to Combined Clinical Trial and Health Technology Adoption Decisions," Working Papers, Academic Unit of Health Economics, Leeds Institute of Health Sciences, University of Leeds, number 1505.
• Marielle Brunette & Johanna Choumert & Stéphane Couture & Claire Montagne-Huck, 2015, "A Meta-analysis of the Risk Aversion Coefficients of Natural Resource Managers Evaluated by Stated Preference Methods," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2015-13, revised 2015.
• John P. Robinson & Elena Tracy & Yoonjoo Lee, 2015, "Cruising through the millennium - 2003-13 changes in American Daily life," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 12, issue 1, pages 133-152, December.
• Kathrin Jordan, 2015, "Relevance of risk information for depositors’ judgment and decision-making," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 15-28, June.
• Deniz Dilan Karaman Örsal & Antonia Arsova, 2015, "Meta-analytic cointegrating rank tests for dependent panels," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 349, Nov.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2015, "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 178, Jan.
• Badi H. Baltagi & Long Liu, 2015, "Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 183, Sep.
• Barbaroushan, Mohsen & Baradaran Kazem Zadeh, Reza & Khalili Nasr, Arash, 2015, "Identify Factors Affecting the Adoption and Use of Electronic Wallet," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 25, pages 429-454, October.
• Vojtěch Fiala & Svatopluk Kapounek & Ondřej Veselý, 2015, "Impact of Social Media on the Stock Market: Evidence from Tweets," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 1, issue 1, pages 24-35, DOI: 10.11118/ejobsat.v1i1.35.
• Michael Schwandt, 2015, "Is Your Boss Really Smarter Than You Are? The Influence of the Length of Employment and the Level of Hierarchy on Employee Knowledge about Risk Management," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 11, issue 01, pages 47-53.
• William E. Griffiths & Gholamreza Hajargasht, 2015, "Welfare Consequences of Information Aggregation and Optimal Market Size," Department of Economics - Working Papers Series, The University of Melbourne, number 1190, Jan.
• Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015, "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series, The University of Melbourne, number 1191, May.
• Laura Panza & Tomasz Wozniak, 2015, "Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis," Department of Economics - Working Papers Series, The University of Melbourne, number 1193, May.
• Tomasz Wozniak, 2015, "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series, The University of Melbourne, number 1194, May.
• Amita Majumder & Ranjan Ray, 2015, "Estimates of Spatial Prices in India and their Sensitivity to Alternative Estimation Methods and Choice of Items," Monash Economics Working Papers, Monash University, Department of Economics, number 11-15, Feb.
• Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed, 2015, "Growth-Globalisation-Emissions Nexus: The Role of Population in Australia," Monash Economics Working Papers, Monash University, Department of Economics, number 12-15, Feb.
• Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed, 2015, "Growth-Globalisation-Emissions Nexus: The Role of Population in Australia," Monash Economics Working Papers, Monash University, Department of Economics, number 23-15, Mar.
• Chowdhury, Abdur, 2015, "Can Ten do it Better? Impact of Red Card in the English Premier League," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2015-01, Mar.
• Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo, 2015, "Cross-sectional Independence Test for a Class of Parametric Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/15.
• Biqing Cai & Chaohua Dong & Jiti Gao, 2015, "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/15.
• Maxwell L. King & Sivagowry Sriananthakumar, 2015, "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/15.
• Gabriella Conti & James J. Heckman & Rodrigo Pinto, 2015, "The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviors," NBER Working Papers, National Bureau of Economic Research, Inc, number 21454, Aug.
• Vahid Montazerhodjat & Andrew W. Lo, 2015, "Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 21499, Aug.
• Ulrich K. Müller & Mark W. Watson, 2015, "Low-Frequency Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21564, Sep.
• Drapkin, I. & Mariev, O. & Chukavina, K., 2015, "Inflow and Outflow Potentials of Foreign Direct Investment in the Russian Economy: Numerical Estimation Based on the Gravity Approach," Journal of the New Economic Association, New Economic Association, volume 28, issue 4, pages 75-95.
• Dany Lang & Mark Setterfield, 2015, "Is there scientific progress in macroeconomics? The case of the NAIRU," Working Papers, New School for Social Research, Department of Economics, number 1509, May.
• Constanţa Popescu & Mohammad Jaradat & Şerb Diana & Cicioc Nicoleta, 2015, "Quantitative methods applied in the analysis of teenagers problems," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 2, pages 21-27, December.
• Natalia Futekova & Vladimir Monov, 2015, "Statistical Study on the Need for a Preliminary Assessment of the Effectiveness of the Implementation Process of ERP-Systems in Bulgarian SMEs," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 46-63, October.
• John-Oliver Engler & Stefan Baumgärtner, 2015, "Model Choice and Size Distribution: A Bayequentist Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 97, issue 3, pages 978-997.
• Dilip B. Madan, 2015, "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 260-292.
• Joakim Westerlund & Paresh Narayan, 2015, "Testing for Predictability in Conditionally Heteroskedastic Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 342-375.
• Piotr Kokoszka & Hong Miao & Xi Zhang, 2015, "Functional Dynamic Factor Model for Intraday Price Curves," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 456-477.
• In-Koo Cho & Kenneth Kasa, 2015, "Learning and Model Validation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 1, pages 45-82.
• Simona Ghita & Emilia Titan & Cristina Boboc, 2015, "Effects of the Global Financial Crisis on the Resources of Health System in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 98-103, May.
• Aquino Llinares, Nieves, 2015, "Unfolding Analysis of Work Conditions Affecting Employees’ Health According to their Positions in the Area of Solid Waste || Análisis unfolding de las condiciones de trabajo que afectan la salud de lo," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 20, issue 1, pages 53-63, December.
• LONZO LUBU, Gastonfils & KABWE OMOYI, Fanny, 2015, "Intermediation Financiere Et Croissance Economique En Republique Democratique Du Congo
  [Financial Intermediation And Economic Growth In Dr Congo]," MPRA Paper, University Library of Munich, Germany, number 61261, Jan.
• Chletsos, Michael & Giotis, Georgios P., 2015, "The employment effect of minimum wage using 77 international studies since 1992: A meta-analysis," MPRA Paper, University Library of Munich, Germany, number 61321, Jan.
• Keita, Moussa, 2015, "A simple empirical analysis on the link between socioeconomic status and spatial mobility," MPRA Paper, University Library of Munich, Germany, number 61517, Jan.
• Hauff, Michael von & Mistri, Avijit, 2015, "Economic Growth, Safe Drinking Water and Ground Water Storage: Examining Environmental Kuznets Curve (EKC) in Indian Context," MPRA Paper, University Library of Munich, Germany, number 61656, Jan.
• von Hauff, Michael & Mistri, Avijit, 2015, "Economic Growth, Safe Drinking Water and Ground Water Storage: Examining Environmental Kuznets Curve (EKC) in Indian Context," MPRA Paper, University Library of Munich, Germany, number 61684, Jan.
• Kulaksizoglu, Tamer, 2015, "Unit Roots and Smooth Transitions: A Replication," MPRA Paper, University Library of Munich, Germany, number 61867, Feb.
• Zhu, Ke, 2015, "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," MPRA Paper, University Library of Munich, Germany, number 61930, Feb.
• Debgupta, Sanchari, 2015, "Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach," MPRA Paper, University Library of Munich, Germany, number 62468, Feb.
• Francq, Christian & Thieu, Le Quyen, 2015, "Qml inference for volatility models with covariates," MPRA Paper, University Library of Munich, Germany, number 63198, Mar.
• Mendez Parra, Maximiliano, 2015, "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper, University Library of Munich, Germany, number 63831, Mar, revised 06 Apr 2015.
• Dogru, Bülent, 2015, "Is Per Capıta Real GDP Stationary in High Income OECD Countrıes? Evidence from Panel Unıt Root Test With Multiple Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 63856, Apr.
• Francesco, Bartolucci & Silvia, Bacci & Claudia, Pigini, 2015, "A misspecification test for finite-mixture logistic models for clustered binary and ordered responses," MPRA Paper, University Library of Munich, Germany, number 64220.
• esposito, francesco paolo & cummins, mark, 2015, "Multiple hypothesis testing of market risk forecasting models," MPRA Paper, University Library of Munich, Germany, number 64986, Mar.
• Medel, Carlos, 2015, "Producers, Politicians, Warriors, and Forecasters: Who's Who in the Oil Market?," MPRA Paper, University Library of Munich, Germany, number 65298, Jun.
• Medel, Carlos A., 2015, "Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis," MPRA Paper, University Library of Munich, Germany, number 65667, Jul.
• Fedotenkov, Igor, 2015, "A note on the bootstrap method for testing the existence of finite moments," MPRA Paper, University Library of Munich, Germany, number 66033, Jun.
• Fedotenkov, Igor, 2015, "A simple nonparametric test for the existence of finite moments," MPRA Paper, University Library of Munich, Germany, number 66089, Aug.
• Kim, Jae, 2015, "How to Choose the Level of Significance: A Pedagogical Note," MPRA Paper, University Library of Munich, Germany, number 66373, Aug.
• Zhu, Ke, 2015, "Hausman tests for the error distribution in conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 66991, Sep.
• Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015, "Tests for sphericity in multivariate garch models," MPRA Paper, University Library of Munich, Germany, number 67411, Sep.
• Ferman, Bruno & Pinto, Cristine, 2015, "Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 67665, Nov.
• Kim, Jae & Choi, In, 2015, "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper, University Library of Munich, Germany, number 68411, Dec.
• Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K., 2015, "Estimation and Inference of Threshold Regression Models with Measurement Errors," MPRA Paper, University Library of Munich, Germany, number 68457, Nov.
• Chong, Terence Tai Leung & Lin, Shiyu, 2015, "Predictive Models for Disaggregate Stock Market Volatility," MPRA Paper, University Library of Munich, Germany, number 68460, Nov.
• Wang, Xuexin, 2015, "A Note on Consistent Conditional Moment Tests," MPRA Paper, University Library of Munich, Germany, number 69005, Jul.
• Sokolovska, Olena & Sokolovskyi, Dmytro, 2015, "Analysis of dependence of tax behavior on macroeconomic factors: the case of OECD countries," MPRA Paper, University Library of Munich, Germany, number 69059, Sep, revised Jan 2016.
• Kevorchian, Cristian & Gavrilescu, Camelia, 2015, "Use of maximum entropy in estimating production risks in crop farms," MPRA Paper, University Library of Munich, Germany, number 69377, Nov.
• Azimi, Mohammad Naim, 2015, "Is CPI generated from stationary process? An investigation on unit root hypothesis of India’s CPI," MPRA Paper, University Library of Munich, Germany, number 69518, Oct, revised 03 Jan 2016.
• Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015, "Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014," MPRA Paper, University Library of Munich, Germany, number 72422, Sep.
• beare, brendan & shi, xiaoxia, 2015, "An improved bootstrap test of density ratio ordering," MPRA Paper, University Library of Munich, Germany, number 74772, Aug.
• Ghassan, Hassan B. & Taher, Farid B., 2015, "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models," MPRA Paper, University Library of Munich, Germany, number 75460, Jan, revised Jan 2015.
• Atukeren, Erdal & Cevik, Emrah Ismail & Korkmaz, Turhan, 2015, "Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests," MPRA Paper, University Library of Munich, Germany, number 76038.
• Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015, "The US Real GNP is Trend-Stationary After All," Working Papers, University of Pretoria, Department of Economics, number 201581, Nov.
• Osabuohien-Irabor Osarumwense, 2015, "Day-of-the-week effect in the Nigerian Stock Market Returns and Volatility: Does the Distributional Assumptions Influence Disappearance?," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 4, pages 33-44, DOI: 10.18267/j.efaj.148.
• Saša Obradović & Milka Grbić, 2015, "Causality Relationship between Financial Intermediation by Banks and Economic Growth: Evidence from Serbia," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 1, pages 60-72, DOI: 10.18267/j.pep.500.
• Eva Litavcová & Robert Bucki & Róbert Štefko & Petr Suchánek & Sylvia Jenčová, 2015, "Consumer's Behaviour in East Slovakia after Euro Introduction during the Crisis," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 3, pages 332-353, DOI: 10.18267/j.pep.522.
• Cláudia Duarte, 2015, "Covariate-augmented unit root tests with mixed-frequency data," Working Papers, Banco de Portugal, Economics and Research Department, number w201507.
• Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2015, "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers, Banco de Portugal, Economics and Research Department, number w201517.
• Stan Hurn & Peter C B Phillips & Shuping Shi, 2015, "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series, National Centre for Econometric Research, number 107, Aug.
• Rahmi Yamak & Havvanur Feyza Erdem & Fatma Kolcu, 2015, "Comparing Equation of Exchange and Wage-Cost Mark-up Identity for Turkish Economy," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 58, pages 117-138, December.