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
/ / / C13: Estimation: General

2019

• Serletis, Apostolos & Xu, Libo, 2019, "The demand for banking and shadow banking services," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 132-146, DOI: 10.1016/j.najef.2018.12.009.
• Zorgati, Imen & Lakhal, Faten & Zaabi, Elmoez, 2019, "Financial contagion in the subprime crisis context: A copula approach," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 269-282, DOI: 10.1016/j.najef.2018.11.014.
• Lin, Woon Leong & Law, Siong Hook & Ho, Jo Ann & Sambasivan, Murali, 2019, "The causality direction of the corporate social responsibility – Corporate financial performance Nexus: Application of Panel Vector Autoregression approach," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 401-418, DOI: 10.1016/j.najef.2019.03.004.
• Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019, "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101023.
• Bauer, Dietmar, 2019, "Periodic and seasonal (co-)integration in the state space framework," Economics Letters, Elsevier, volume 174, issue C, pages 165-168, DOI: 10.1016/j.econlet.2018.11.018.
• Kapar, Burcu & Olmo, Jose, 2019, "An analysis of price discovery between Bitcoin futures and spot markets," Economics Letters, Elsevier, volume 174, issue C, pages 62-64, DOI: 10.1016/j.econlet.2018.10.031.
• Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019, "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, volume 174, issue C, pages 65-69, DOI: 10.1016/j.econlet.2018.10.014.
• Clarke, Damian, 2019, "A convenient omitted variable bias formula for treatment effect models," Economics Letters, Elsevier, volume 174, issue C, pages 84-88, DOI: 10.1016/j.econlet.2018.10.035.
• Chen, Mingjing & Yan, Jingzhou, 2019, "Unbiased CCE estimator for Interactive Fixed Effects panels," Economics Letters, Elsevier, volume 175, issue C, pages 1-4, DOI: 10.1016/j.econlet.2018.11.029.
• Chudik, Alexander & Pesaran, M. Hashem, 2019, "Mean group estimation in presence of weakly cross-correlated estimators," Economics Letters, Elsevier, volume 175, issue C, pages 101-105, DOI: 10.1016/j.econlet.2018.12.036.
• De Vos, Ignace & Westerlund, Joakim, 2019, "On CCE estimation of factor-augmented models when regressors are not linear in the factors," Economics Letters, Elsevier, volume 178, issue C, pages 5-7, DOI: 10.1016/j.econlet.2019.02.001.
• Zhang, Yuanqing & Feng, Shuhui & Jin, Fei, 2019, "QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity," Economics Letters, Elsevier, volume 180, issue C, pages 1-5, DOI: 10.1016/j.econlet.2019.03.034.
• Hajargasht, Gholamreza & Prasada Rao, D.S. & Valadkhani, Abbas, 2019, "Reliability of basic heading PPPs," Economics Letters, Elsevier, volume 180, issue C, pages 102-107, DOI: 10.1016/j.econlet.2019.02.023.
• Choi, Chi-Young & Chudik, Alexander, 2019, "Estimating impulse response functions when the shock series is observed," Economics Letters, Elsevier, volume 180, issue C, pages 71-75, DOI: 10.1016/j.econlet.2019.04.017.
• Abe, Naohito & Rao, D.S. Prasada, 2019, "Multilateral Sato–Vartia index for international comparisons of prices and real expenditures," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108535.
• Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019, "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 101-119, DOI: 10.1016/j.jeconom.2018.09.007.
• Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping, 2019, "Semiparametric estimation of the bid–ask spread in extended roll models," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 160-178, DOI: 10.1016/j.jeconom.2018.09.010.
• Figueroa-López, José E. & Mancini, Cecilia, 2019, "Optimum thresholding using mean and conditional mean squared error," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 179-210, DOI: 10.1016/j.jeconom.2018.09.011.
• Dai, Chaoxing & Lu, Kun & Xiu, Dacheng, 2019, "Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 43-79, DOI: 10.1016/j.jeconom.2018.09.005.
• Fan, Jianqing & Wang, Weichen & Zhong, Yiqiao, 2019, "Robust covariance estimation for approximate factor models," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 5-22, DOI: 10.1016/j.jeconom.2018.09.003.
• Jacod, Jean & Li, Yingying & Zheng, Xinghua, 2019, "Estimating the integrated volatility with tick observations," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 80-100, DOI: 10.1016/j.jeconom.2018.09.006.
• Huang, Liquan & Khalil, Umair & Yıldız, Neşe, 2019, "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 346-366, DOI: 10.1016/j.jeconom.2017.10.009.
• Kim, Donggyu & Fan, Jianqing, 2019, "Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 395-417, DOI: 10.1016/j.jeconom.2018.10.003.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2019, "Asymptotic properties of the maximum likelihood estimator in regime switching econometric models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 442-467, DOI: 10.1016/j.jeconom.2018.09.019.
• Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019, "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 507-534, DOI: 10.1016/j.jeconom.2018.10.006.
• Sun, Yutec & Ishihara, Masakazu, 2019, "A computationally efficient fixed point approach to dynamic structural demand estimation," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 563-584, DOI: 10.1016/j.jeconom.2018.09.021.
• Jin, Fei & Lee, Lung-fei, 2019, "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 585-612, DOI: 10.1016/j.jeconom.2018.07.007.
• Fulop, Andras & Li, Junye, 2019, "Bayesian estimation of dynamic asset pricing models with informative observations," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 114-138, DOI: 10.1016/j.jeconom.2018.11.014.
• Müller, Ulrich K. & Wang, Yulong, 2019, "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 18-34, DOI: 10.1016/j.jeconom.2018.11.016.
• Fan, Jianqing & Kim, Donggyu, 2019, "Structured volatility matrix estimation for non-synchronized high-frequency financial data," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 61-78, DOI: 10.1016/j.jeconom.2018.12.019.
• Bibinger, Markus & Neely, Christopher & Winkelmann, Lars, 2019, "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 158-184, DOI: 10.1016/j.jeconom.2019.01.001.
• Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019, "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 208-237, DOI: 10.1016/j.jeconom.2019.01.002.
• Yang, Nian & Chen, Nan & Wan, Xiangwei, 2019, "A new delta expansion for multivariate diffusions via the Itô-Taylor expansion," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 256-288, DOI: 10.1016/j.jeconom.2019.01.003.
• Clinet, Simon & Potiron, Yoann, 2019, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 289-337, DOI: 10.1016/j.jeconom.2019.01.004.
• Cerovecki, Clément & Francq, Christian & Hörmann, Siegfried & Zakoïan, Jean-Michel, 2019, "Functional GARCH models: The quasi-likelihood approach and its applications," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 353-375, DOI: 10.1016/j.jeconom.2019.01.006.
• Dellaportas, Petros & Tsionas, Mike G., 2019, "Importance sampling from posterior distributions using copula-like approximations," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 45-57, DOI: 10.1016/j.jeconom.2018.11.004.
• Lu, Ye & Park, Joon Y., 2019, "Estimation of longrun variance of continuous time stochastic process using discrete sample," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 236-267, DOI: 10.1016/j.jeconom.2018.04.006.
• Hansen, Bruce E. & Lee, Seojeong, 2019, "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 268-290, DOI: 10.1016/j.jeconom.2019.02.001.
• Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019, "Robust inference for threshold regression models," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 291-309, DOI: 10.1016/j.jeconom.2019.01.008.
• Wooldridge, Jeffrey M., 2019, "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 137-150, DOI: 10.1016/j.jeconom.2018.12.010.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2019, "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 176-205, DOI: 10.1016/j.jeconom.2018.12.013.
• Andrews, Isaiah, 2019, "On the structure of IV estimands," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 294-307, DOI: 10.1016/j.jeconom.2018.12.017.
• Liao, Yuan & Simoni, Anna, 2019, "Bayesian inference for partially identified smooth convex models," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 338-360, DOI: 10.1016/j.jeconom.2019.03.001.
• Kutlu, Levent & Tran, Kien C. & Tsionas, Mike G., 2019, "A time-varying true individual effects model with endogenous regressors," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 539-559, DOI: 10.1016/j.jeconom.2019.01.014.
• Bollerslev, Tim & Meddahi, Nour & Nyawa, Serge, 2019, "High-dimensional multivariate realized volatility estimation," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 116-136, DOI: 10.1016/j.jeconom.2019.04.023.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2019, "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 137-154, DOI: 10.1016/j.jeconom.2019.04.024.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019, "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 155-176, DOI: 10.1016/j.jeconom.2019.04.025.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2019, "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 241-271, DOI: 10.1016/j.jeconom.2019.04.029.
• Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019, "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2019.04.037.
• Okui, Ryo & Yanagi, Takahide, 2019, "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 451-475, DOI: 10.1016/j.jeconom.2019.04.036.
• Chen, Heng & Fan, Yanqin, 2019, "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 476-502, DOI: 10.1016/j.jeconom.2019.05.015.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 503-521, DOI: 10.1016/j.jeconom.2019.06.001.
• Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019, "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 584-606, DOI: 10.1016/j.jeconom.2019.05.016.
• Frazier, David T. & Oka, Tatsushi & Zhu, Dan, 2019, "Indirect inference with a non-smooth criterion function," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 623-645, DOI: 10.1016/j.jeconom.2019.06.003.
• Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi, 2019, "Quantile-regression-based clustering for panel data," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 54-67, DOI: 10.1016/j.jeconom.2019.04.005.
• Giesecke, K. & Schwenkler, G., 2019, "Simulated likelihood estimators for discretely observed jump–diffusions," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 297-320, DOI: 10.1016/j.jeconom.2019.01.015.
• Fiorentini, Gabriele & Sentana, Enrique, 2019, "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 321-358, DOI: 10.1016/j.jeconom.2019.05.017.
• Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019, "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 359-397, DOI: 10.1016/j.jeconom.2019.05.019.
• Pakel, Cavit, 2019, "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 459-492, DOI: 10.1016/j.jeconom.2019.05.020.
• Linton, Oliver & Xiao, Zhijie, 2019, "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 608-631, DOI: 10.1016/j.jeconom.2019.01.016.
• DiCiccio, Cyrus J. & Romano, Joseph P. & Wolf, Michael, 2019, "Improving weighted least squares inference," Econometrics and Statistics, Elsevier, volume 10, issue C, pages 96-119, DOI: 10.1016/j.ecosta.2018.06.005.
• Norkutė, Milda & Westerlund, Joakim, 2019, "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, volume 11, issue C, pages 83-104, DOI: 10.1016/j.ecosta.2018.09.003.
• Leippold, Markus & Yang, Hanlin, 2019, "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 25-41, DOI: 10.1016/j.ecosta.2019.07.001.
• Ghysels, Eric & Qian, Hang, 2019, "Estimating MIDAS regressions via OLS with polynomial parameter profiling," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 1-16, DOI: 10.1016/j.ecosta.2018.02.001.
• Funke, Benedikt & Hirukawa, Masayuki, 2019, "Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 156-170, DOI: 10.1016/j.ecosta.2017.07.006.
• Gourieroux, Christian & Jasiak, Joann, 2019, "Robust analysis of the martingale hypothesis," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 17-41, DOI: 10.1016/j.ecosta.2018.07.001.
• Al-Sadoon, Majid M., 2019, "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 42-61, DOI: 10.1016/j.ecosta.2017.08.003.
• Gaggero, Alberto A. & Ogrzewalla, Lukas & Bubalo, Branko, 2019, "Pricing of the long-distance bus service in Europe: The case of Flixbus," Economics of Transportation, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.ecotra.2019.100120.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2019, "Identification versus misspecification in New Keynesian monetary policy models," European Economic Review, Elsevier, volume 113, issue C, pages 225-246, DOI: 10.1016/j.euroecorev.2018.12.010.
• González-Astudillo, Manuel, 2019, "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, volume 120, issue C, DOI: 10.1016/j.euroecorev.2019.103301.
• Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L., 2019, "On the robustness of the principal volatility components," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 201-219, DOI: 10.1016/j.jempfin.2019.03.006.
• Díaz-Hernández, Adán & Constantinou, Nick, 2019, "A multiple regime extension to the Heston–Nandi GARCH(1,1) model," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2019.05.004.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, volume 77, issue C, pages 93-104, DOI: 10.1016/j.eneco.2018.06.016.
• Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan, 2019, "Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model," Energy Economics, Elsevier, volume 78, issue C, pages 129-142, DOI: 10.1016/j.eneco.2018.10.038.
• Müller, Gernot & Seibert, Armin, 2019, "Bayesian estimation of stable CARMA spot models for electricity prices," Energy Economics, Elsevier, volume 78, issue C, pages 267-277, DOI: 10.1016/j.eneco.2018.10.016.
• Latini, Luca & Piccirilli, Marco & Vargiolu, Tiziano, 2019, "Mean-reverting no-arbitrage additive models for forward curves in energy markets," Energy Economics, Elsevier, volume 79, issue C, pages 157-170, DOI: 10.1016/j.eneco.2018.03.001.
• Chai, Jian & Du, Mengfan & Liang, Ting & Sun, Xiaojie Christine & Yu, Ji & Zhang, Zhe George, 2019, "Coal consumption in China: How to bend down the curve?," Energy Economics, Elsevier, volume 80, issue C, pages 38-47, DOI: 10.1016/j.eneco.2018.12.016.
• Chen, Zhenni & Du, Huibin & Li, Jianglong & Southworth, Frank & Ma, Shoufeng, 2019, "Achieving low-carbon urban passenger transport in China: Insights from the heterogeneous rebound effect," Energy Economics, Elsevier, volume 81, issue C, pages 1029-1041, DOI: 10.1016/j.eneco.2019.06.009.
• Bataille, Marc & Bodnar, Olivia & Steinmetz, Alexander & Thorwarth, Susanne, 2019, "Screening instruments for monitoring market power — The Return on Withholding Capacity Index (RWC)," Energy Economics, Elsevier, volume 81, issue C, pages 227-237, DOI: 10.1016/j.eneco.2019.03.011.
• Knaut, Andreas & Paschmann, Martin, 2019, "Price volatility in commodity markets with restricted participation," Energy Economics, Elsevier, volume 81, issue C, pages 37-51, DOI: 10.1016/j.eneco.2019.03.004.
• Haider, Salman & Danish, Mohd Shadab & Sharma, Ruchi, 2019, "Assessing energy efficiency of Indian paper industry and influencing factors: A slack-based firm-level analysis," Energy Economics, Elsevier, volume 81, issue C, pages 454-464, DOI: 10.1016/j.eneco.2019.04.027.
• Bernstein, David H. & Parmeter, Christopher F., 2019, "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, volume 82, issue C, pages 4-15, DOI: 10.1016/j.eneco.2017.12.024.
• Qiao, Hui & Chen, Siyu & Dong, Xiucheng & Dong, Kangyin, 2019, "Has China's coal consumption actually reached its peak? National and regional analysis considering cross-sectional dependence and heterogeneity," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104509.
• Akalpler, Ergin & Hove, Simbarashe, 2019, "Carbon emissions, energy use, real GDP per capita and trade matrix in the Indian economy-an ARDL approach," Energy, Elsevier, volume 168, issue C, pages 1081-1093, DOI: 10.1016/j.energy.2018.12.012.
• Dehghan Shabani, Zahra & Shahnazi, Rouhollah, 2019, "Energy consumption, carbon dioxide emissions, information and communications technology, and gross domestic product in Iranian economic sectors: A panel causality analysis," Energy, Elsevier, volume 169, issue C, pages 1064-1078, DOI: 10.1016/j.energy.2018.11.062.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2019, "Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility," Finance Research Letters, Elsevier, volume 28, issue C, pages 74-81, DOI: 10.1016/j.frl.2018.04.006.
• Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei William, 2019, "A note of techniques that mitigate floating-point errors in PIN estimation," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.017.
• Ling, Chengxiu, 2019, "Asymptotics of multivariate conditional risk measures for Gaussian risks," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 205-215, DOI: 10.1016/j.insmatheco.2019.03.003.
• Lledó, Josep & Pavía, Jose M. & Morillas-Jurado, Francisco G., 2019, "Incorporating big microdata in life table construction: A hypothesis-free estimator," Insurance: Mathematics and Economics, Elsevier, volume 88, issue C, pages 138-150, DOI: 10.1016/j.insmatheco.2019.06.005.
• Jevtić, Petar & Regis, Luca, 2019, "A continuous-time stochastic model for the mortality surface of multiple populations," Insurance: Mathematics and Economics, Elsevier, volume 88, issue C, pages 181-195, DOI: 10.1016/j.insmatheco.2019.07.001.

2018

• Torben G. Andersen & Rasmus T. Varneskov, 2018, "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-09, Feb.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2018, "Edgeworth expansion for Euler approximation of continuous diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-28, Nov.
• Modeste Dayé, 2018, "Volunteering at the Extensive Margin: Intrinsic or Extrinsic Motive?," Annals of Economics and Statistics, GENES, issue 131, pages 117-136, DOI: 10.15609/annaeconstat2009.131.0117.
• Michal Kolesár & Christoph Rothe, 2018, "Inference in Regression Discontinuity Designs with a Discrete Running Variable," American Economic Review, American Economic Association, volume 108, issue 8, pages 2277-2304, August.
• Dingaan Jack Khoza & J.W. Muteba Mwamba, 2018, "Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital," The African Finance Journal, Africagrowth Institute, volume 20, issue 1, pages 39-65.
• Asfaw, Solomon & Maggio, Giuseppe & Palma, Alessandro, , "Climate resilience pathways of rural households: evidence from Ethiopia," ESA Working Papers, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA), number 288952, DOI: 10.22004/ag.econ.288952.
• Petrick, Martin & Kloss, Mathias, , "Identifying factor productivity from micro-data: the case of EU agriculture," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 271870, DOI: 10.22004/ag.econ.271870.
• Kavase, Kambale & Phiri, Andrew, 2018, "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 14, issue 2, February, DOI: 10.22004/ag.econ.285187.
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2018, "Adaptive inference in heteroskedastic fractional time series models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274716, May, DOI: 10.22004/ag.econ.274716.
• Athanasios L. Athanasenas & Xanthippi Chapsa & Persefoni Polychronidou, 2018, "Serres National Cadaster: An Intestate Succession Preliminary Case Study," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 171-191, June.
• Aleksy Kwilinski, 2018, "Mechanism of formation of industrial enterprise development strategy in the information economy," Virtual Economics, The London Academy of Science and Business, volume 1, issue 1, pages 7-25, October, DOI: 10.34021/ve.2018.01.01(1).
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1845, Dec.
• Simar, Leopold & Zelenyuk, Valentin, 2018, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018020, Jan.
• Mastromarco, Camilla & Simar, Leopold, 2018, "Globalization and productivity: A robust nonparametric world frontier analysis," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018008, Jan.
• Mihai Carp & Constantin Toma, 2018, "Timeliness of Earnings Reported By Romanian Listed Companies," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 1, pages 46-68, March.
• Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018, "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers, Peruvian Economic Association, number 128, Oct.
• César Carrera, 2018, "Estimación del Consumo a partir de sus Componentes Principales en la Tabla Insumo-Producto," Working Papers, Peruvian Economic Association, number 129, Nov.
• Abdulla S. Al-Khulaifi, 2018, "An Empirical Study on Inflation and Economic Growth in Qatar," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 4, issue 9, pages 292-296, 09-2018.
• Federico A. Bugni & Jackson Bunting, 2018, "On the iterated estimation of dynamic discrete choice games," Papers, arXiv.org, number 1802.06665, Feb, revised May 2020.
• Ryo Okui & Takahide Yanagi, 2018, "Panel Data Analysis with Heterogeneous Dynamics," Papers, arXiv.org, number 1803.09452, Mar, revised Jan 2019.
• Alessandro Casini & Pierre Perron, 2018, "Generalized Laplace Inference in Multiple Change-Points Models," Papers, arXiv.org, number 1803.10871, Mar, revised Jan 2021.
• Alessandro Casini & Pierre Perron, 2018, "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers, arXiv.org, number 1804.00232, Apr, revised May 2020.
• Seojeong Lee, 2018, "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Papers, arXiv.org, number 1806.01457, Jun.
• Zhan Gao & Zhentao Shi, 2018, "Implementing Convex Optimization in R: Two Econometric Examples," Papers, arXiv.org, number 1806.10423, Jun, revised Aug 2019.
• Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers, arXiv.org, number 1807.10100, Jul.
• Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018, "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers, arXiv.org, number 1807.11863, Jul, revised Feb 2020.
• Gary Koop & Dimitris Korobilis, 2018, "Bayesian dynamic variable selection in high dimensions," Papers, arXiv.org, number 1809.03031, Sep, revised May 2020.
• Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018, "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers, arXiv.org, number 1810.05855, Oct.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018, "Factor-Driven Two-Regime Regression," Papers, arXiv.org, number 1810.11109, Oct, revised Sep 2020.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018, "Bootstrapping Structural Change Tests," Papers, arXiv.org, number 1811.04125, Nov.
• Seojeong Lee & Youngki Shin, 2018, "Complete Subset Averaging with Many Instruments," Papers, arXiv.org, number 1811.08083, Nov, revised Aug 2020.
• Hector Galindo-Silva & Nibene Habib Some & Guy Tchuente, 2018, "Fuzzy Difference-in-Discontinuities: Identification Theory and Application to the Affordable Care Act," Papers, arXiv.org, number 1812.06537, Dec, revised Apr 2021.
• Bogdan DIMA & Stefana Maria DIMA & Miruna-Lucia NACHESCU, 2018, "Does IFRSs adoption contribute to the protection of minority investors?," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 16, issue 152, pages 584-584.
• Muhammad Ashraf & Jolita Vveinhardt & Rizwan Raheem Ahmed & Dalia Streimikiene & Riaz Ahmed Mangi, 2018, "Exploring Intervening Influence of Interactional Justice between Procedural Justice and Job Performance: Evidence from South Asian Countries," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 20, issue 47, pages 169-169, February.
• Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers, Athens University of Economics and Business, number 1802, Feb.
• Inna Irtysheva & Mar Stehnei & Kostjantyn Zavhorodnij, 2018, "Innovative Approaches To Estimation Of Logistic Potential And The Purpose Of Logistic Regional Outsourcing Development," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-86-92.
• Sergyi Smerichevskyi & Ihor Kryvoviaziuk & Larysa Raicheva, 2018, "Economic Consequences Of Financial Stability Violation Of World Automotive Corporations," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-229-234.
• Maryna Kovbatiuk & Vladyslava Shevchuk, 2018, "Efficiency Evaluation Of Cooperation Between Transport Enterprises And Higher Education Institutions In The Transport And Logistics Cluster," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 5, DOI: 10.30525/2256-0742/2018-4-5-114-121.
• Svitlana Faizova & Marina Ivanova & Tetiana Pozhuieva, 2018, "Prospects For Improving The Methodology Of Strategic Enterprise Management," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 5, DOI: 10.30525/2256-0742/2018-4-5-371-378.
• Haipeng Xing & Ying Chen, 2018, "Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 1-18, February.
• David A. Swanson & Jeff Tayman & T.M. Bryan, 2018, "A Note on Rescaling the Arithmetic Mean for Right-skewed Positive Distributions," Review of Economics & Finance, Better Advances Press, Canada, volume 14, pages 17-24, November.
• Dimitar Zlatinov, 2018, "A Modelling Approach for Forecasting Net Exports of Electricity from Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 147-153.
• Valéry Dongmo Jiongo & Pierre Nguimkeu, 2018, "Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data," Staff Working Papers, Bank of Canada, number 18-28, DOI: 10.34989/swp-2018-28.
• Andrew Lee-Poy, 2018, "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes, Bank of Canada, number 2018-34, DOI: 10.34989/san-2018-34.
• Angelo Marsiglia Fasolo, 2018, "Monetary Policy Volatility Shocks in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 480, Aug.
• Lorena Garegnani & Mauricio Gómez Aguirre, 2018, "Forecasting Inflation in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201879, May.
• Antonio Di Cesare & Anna Rogantini Picco, 2018, "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 458, Oct.
• Padilla Alberto, 2018, "Adjustment of the Regional Indicator of Income in Retail Trade," Working Papers, Banco de México, number 2018-17, Sep.
• Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia, 2018, "Asymptotically unbiased inference for a panel VAR model with p lags," Borradores de Economia, Banco de la Republica de Colombia, number 1059, Nov, DOI: 10.32468/be.1059.
• Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia & María José Roa-García & Juliana Gamboa-Arbeláez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2018, "Effects of Interest Rate Caps on Financial Inclusion," Borradores de Economia, Banco de la Republica de Colombia, number 1060, Dec, DOI: 10.32468/be.1060.
• Vladimir Vasić, 2018, "Rešavanje Problema Multivarijacionih Nedostajućih Anketnih Podataka Primenom Em Algoritma (Solving Problems Of Multivariate Incomplete Surveys Data With Em Algorithm Implementation)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 30, pages 35-49, September.
• Bošnjak Mile & Kordić Gordana & Bilas Vlatka, 2018, "Determinants Of Financial Euroisation In A Small Open Economy: The Case Of Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 63, issue 218, pages 9-22, July – Se.
• Mihnea Constantinescu & Kristina Barauskaite, 2018, "Network-based macro fluctuations: what about an open economy?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 18, issue 2, pages 95-117.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2018, "Estimation of Discrete Choice Dynamic Programming Models," The Japanese Economic Review, Japanese Economic Association, volume 69, issue 1, pages 28-58, March, DOI: 10.1111/jere.12169.
• Francesco Aiello & Graziella Bonanno, 2018, "On The Sources Of Heterogeneity In Banking Efficiency Literature," Journal of Economic Surveys, Wiley Blackwell, volume 32, issue 1, pages 194-225, February, DOI: 10.1111/joes.12193.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018, "Bayesian non‐parametric conditional copula estimation of twin data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 523-548, April, DOI: 10.1111/rssc.12237.
• Osman DoÄŸan & Süleyman TaÅŸpinar, 2018, "Bayesian Inference in Spatial Sample Selection Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 1, pages 90-121, February, DOI: 10.1111/obes.12187.
• Francesco Aiello & Graziella Bonanno, 2018, "Multilevel empirics for small banks in local markets," Papers in Regional Science, Wiley Blackwell, volume 97, issue 4, pages 1017-1037, November, DOI: 10.1111/pirs.12285.
• Javier D. Donna & José†Antonio Espín†Sánchez, 2018, "Complements and substitutes in sequential auctions: the case of water auctions," RAND Journal of Economics, RAND Corporation, volume 49, issue 1, pages 87-127, March, DOI: 10.1111/1756-2171.12221.
• Bruno Albuquerque & Georgi Krustev, 2018, "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 64, issue 2, pages 459-481, June, DOI: 10.1111/roiw.12265.
• Yoosoon Chang & Junior Maih & Fei Tan, 2018, "State Space Models with Endogenous Regime Switching," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 9/2018, Nov.
• Christopher F. Baum & Arthur Lewbel, 2018, "Advice on using heteroscedasticity based identification," Boston College Working Papers in Economics, Boston College Department of Economics, number 975, Feb, revised 17 Jun 2019.
• Thomai Filippeli & Richard Harrison & Konstantinos Theodoridis, 2018, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England Staff Working Paper series, Bank of England, number 716, Mar.
• Çaðrý Levent Uslu & Burak Evren, 2018, "Liquidity flows, drawdowns and trading networks in order driven markets: An application to Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 176-190, September.
• Mothuti Gosego & Phiri Andrew, 2018, "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, volume 18, issue 4, pages 1-11, December, DOI: 10.1515/gej-2018-0045.
• Verdier Valentin, 2018, "Local Semi-Parametric Efficiency of the Poisson Fixed Effects Estimator," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-10, January, DOI: 10.1515/jem-2015-0022.
• Brewer Mike & Crossley Thomas F. & Joyce Robert, 2018, "Inference with Difference-in-Differences Revisited," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-16, January, DOI: 10.1515/jem-2017-0005.
• Arvanitis Stelios & Demos Antonis, 2018, "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-38, January, DOI: 10.1515/jem-2015-0009.
• Boubaker Heni, 2018, "A Generalized ARFIMA Model with Smooth Transition Fractional Integration Parameter," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 1, pages 1-20, January, DOI: 10.1515/jtse-2015-0001.
• Donayre Luiggi & Eo Yunjong & Morley James, 2018, "Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 1, pages 1-11, February, DOI: 10.1515/snde-2016-0084.
• Prono Todd, 2018, "Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-25, December, DOI: 10.1515/snde-2017-0070.
• Frank Windmeijer, 2018, "Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/696, Mar.
• Onatski, A., 2018, "Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1808, Jan.
• Chen, J. & Li, D. & Linton, O., 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1876, Oct.
• Linton, O. & Wu, J., 2018, "A Coupled Component GARCH Model for Intraday and Overnight Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1879, Sep.
• Mile Bošnjak, 2018, "Swiss Franc from the Croatian Perspective," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 3, pages 41-56.
• Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018, "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/13, Oct.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2018, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/21, Oct.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018, "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/5, Jan.
• José Luis Espert & Guido Vignoli, 2018, "Tipo de cambio real de largo plazo en Argentina: 1961-2017," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 630, Jun.
• Jungyoon Lee & Peter M Robinson, 2018, "Adaptive Inference on Pure Spatial Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 596, Jan.
• Hao Dong & Taisuke Otsu, 2018, "Nonparametric Estimation of Additive Model with Errors-in-Variables," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 600, Nov.
• Patrick Kline & Christopher R. Walters, 2018, "On Heckits, LATE, and Numerical Equivalence," CESifo Working Paper Series, CESifo, number 6994.
• Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2018, "Status Seeking Behavior of the Poor: A Study on India," CESifo Working Paper Series, CESifo, number 7213.
• Michael McLeay & Silvana Tenreyro, 2018, "Optimal Inflation and the Identification of the Phillips Curve," Discussion Papers, Centre for Macroeconomics (CFM), number 1815, Apr.
• Wouter J. Den Haan & Thomas Drechsel, 2018, "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," Discussion Papers, Centre for Macroeconomics (CFM), number 1826, Aug.
• Gill, David & Prowse, Victoria, 2018, "Measuring costly effort using the slider task," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 382.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-30, Apr.
• Terence T.L. Chong & Isabel K. Yan, 2018, "Forecasting currency crises with threshold models," International Economics, CEPII research center, issue 156, pages 156-174.
• Kotchikpa Gabriel Lawin & Lota Tamini, 2018, "Droits de propriété foncière et performance des petits producteurs agricoles des pays en développement : une synthèse de la littérature empirique," CIRANO Working Papers, CIRANO, number 2018s-05, Mar.
• Bertille Antoine & Prosper Dovonon, 2018, "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers, CIRANO, number 2018s-38, Dec.
• Maral Kichian & Milana Mihic, 2018, "How important are wealth effects on consumption in Canada?," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 3, pages 784-798, August, DOI: 10.1111/caje.12338.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1802, Jan.
• Alvarez Caro Diego Alejandro, 2018, "Riesgo De Crédito Y Ciclos Del Crecimiento Económico," Documentos de Trabajo, Universidad del Valle, CIDSE, number 16339, Apr.
• Alí M. Arrieta—Arrieta & �lvaro J. Fl�rez?Tan�s & Nelson Alvis Guzm�n, 2018, "Impacto de la mortalidad evitable en los patrones de mortalidad de la región Caribe, 1999—2014," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-30.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018, "Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018007, Mar.
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018, "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018018, Jun.
• Christian M. Hafner & Hans Manner & Léopold Simar, 2018, "The "wrong skewness" problem in stochastic frontier models: A new approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2958, Jan.
• Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2983, Jan, DOI: https://doi.org/10.1515/jtse-2018-0.
• Jonathan James, 2018, "Estimation of Factor Structured Covariance Mixed Logit Models," Working Papers, California Polytechnic State University, Department of Economics, number 1802.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 12682, Feb.