Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General

2019

• 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.
• Poissonnier, Aurélien, 2019, "Iterative solutions for structural gravity models in panels," International Economics, Elsevier, volume 157, issue C, pages 55-67, DOI: 10.1016/j.inteco.2018.07.003.
• Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019, "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 128-142, DOI: 10.1016/j.intfin.2019.02.007.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2019, "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1748-1769, DOI: 10.1016/j.ijforecast.2019.03.014.

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, Mar, 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 working papers, 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, C.E.P.R. Discussion Papers, number 12682, Feb.
• Tenreyro, Silvana & McLeay, Michael, 2018, "Optimal Inflation and the Identification of the Phillips Curve," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12981, Jun.
• Den Haan, Wouter & Drechsel, Thomas, 2018, "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13145, Aug.
• Fabian Goessling, 2018, "Randomized Quasi Sequential Markov Chain Monte Carlo²," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7018, Feb.
• Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018, "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers, Center for Research in Economics and Statistics, number 2018-08, Jun.
• Zainab Iftikhar, 2018, "The effect of norms on fertility and its implications for the quantity-quality trade-off in Pakistan," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2018014, Nov.
• Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
• Maribel Jiménez, 2018, "La movilidad intergeneracional del ingreso y sus métodos de estimación. Un análisis comparativo para Argentina y Chile," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 115, pages 79-103, Enero.
• Słoczyński, Tymon & Wooldridge, Jeffrey M., 2018, "A General Double Robustness Result For Estimating Average Treatment Effects," Econometric Theory, Cambridge University Press, volume 34, issue 1, pages 112-133, February.
• Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018, "Alternative Asymptotics And The Partially Linear Model With Many Regressors," Econometric Theory, Cambridge University Press, volume 34, issue 2, pages 277-301, April.
• Cho, Jin Seo & White, Halbert, 2018, "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1101-1131, October.
• Aka, Joël & Ugaglia, Adeline Alonso & Lescot, Jean-Marie, 2018, "Pesticide Use and Risk Aversion in the French Wine Sector," Journal of Wine Economics, Cambridge University Press, volume 13, issue 4, pages 451-460, November.
• Mittnik, Stefan & Semmler, Willi, 2018, "Overleveraging, Financial Fragility, And The Banking–Macro Link: Theory And Empirical Evidence," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 1, pages 4-32, January.
• Gross, Marco & Henry, Jerome & Semmler, Willi, 2018, "Destabilizing Effects Of Bank Overleveraging On Real Activity—An Analysis Based On A Threshold Mcs-Gvar," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 7, pages 1750-1768, October.
• Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2018, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1019, Feb.
• Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1019r, Feb, revised Apr 2019.
• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018, "Predicting risk with risk measures : an empirical study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1803, Feb.
• Marcel, Bräutigam & Marie, Kratz, 2018, "On the Dependence between Quantiles and Dispersion Estimators," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1807, Dec.
• Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2018, "Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier," Working Paper Series, European Central Bank, number 2136, Mar.
• Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
• Sickles, Robin C. & Song, Wonho & Zelenyuk, Valentin, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," Working Papers, Rice University, Department of Economics, number 18-008, Sep.
• Ebru Caglayan Akay & mer Faruk Bolukbasi & Engin Bekar, 2018, "Robust and Resistant Estimations of Hedonic Prices for Second Hand Cars: an Application to the Istanbul Car Market," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 39-47.
• Zul - Amry, 2018, "Bayesian Approach for Indonesia Inflation Forecasting," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 96-102.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018, "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 210-219.
• B. Mapapu & Andrew Phiri, 2018, "Carbon Emissions and Economic Growth in South Africa: A Quantile Regresison Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 1, pages 195-202.
• Poonpong Suksawang & Sukonthip Suphachan & Kanokkarn Kaewnuch, 2018, "Electricity Consumption Forecasting in Thailand using Hybrid Model SARIMA and Gaussian Process with Combine Kernel Function Technique," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 98-109.
• Wajdi Hamza Dawod Alredany, 2018, "A Regression Analysis of Determinants Affecting Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 110-119.
• Nelson Javier Hern ndez Bueno & Mar a de los ngeles Pinto Calder n & Yecid Alfonso Mu oz Maldonado & Adalberto Ospino Castro, 2018, "Determination of Models of Simple Regression and Multivariate Analysis for the Forecast of the Electricity Price in Colombia at 2030," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 202-211.
• Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018, "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 48-60, DOI: 10.1016/j.asieco.2018.10.001.
• Hartigan, Luke, 2018, "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, volume 119, issue C, pages 55-73, DOI: 10.1016/j.csda.2017.09.007.
• Franke, Reiner, 2018, "Reviving Kalecki’s business cycle model in a growth context," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 157-171, DOI: 10.1016/j.jedc.2017.12.009.
• Jansen, Jeroen & Das, Sanjiv R. & Fabozzi, Frank J., 2018, "Local volatility and the recovery rate of credit default swaps," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 1-29, DOI: 10.1016/j.jedc.2018.04.002.
• McNevin, Bruce D. & Nix, Joan, 2018, "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, volume 68, issue C, pages 570-585, DOI: 10.1016/j.econmod.2017.03.024.
• Mastromarco, Camilla & Simar, Léopold, 2018, "Globalization and productivity: A robust nonparametric world frontier analysis," Economic Modelling, Elsevier, volume 69, issue C, pages 134-149, DOI: 10.1016/j.econmod.2017.09.015.
• Westerlund, Joakim & Petrova, Yana, 2018, "Asymptotic collinearity in CCE estimation of interactive effects models," Economic Modelling, Elsevier, volume 70, issue C, pages 331-337, DOI: 10.1016/j.econmod.2017.07.023.
• Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018, "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, volume 72, issue C, pages 306-319, DOI: 10.1016/j.econmod.2018.02.006.
• Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018, "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, volume 73, issue C, pages 354-364, DOI: 10.1016/j.econmod.2018.04.014.
• Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018, "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 62-79, DOI: 10.1016/j.najef.2017.11.004.
• Ibhagui, Oyakhilome W. & Olokoyo, Felicia O., 2018, "Leverage and firm performance: New evidence on the role of firm size," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 57-82, DOI: 10.1016/j.najef.2018.02.002.
• Zhao, Shangwei & Ullah, Aman & Zhang, Xinyu, 2018, "A class of model averaging estimators," Economics Letters, Elsevier, volume 162, issue C, pages 101-106, DOI: 10.1016/j.econlet.2017.10.023.
• Lobato, Ignacio N. & Velasco, Carlos, 2018, "Efficiency improvements for minimum distance estimation of causal and invertible ARMA models," Economics Letters, Elsevier, volume 162, issue C, pages 150-152, DOI: 10.1016/j.econlet.2017.11.013.
• Kim, Ju Hyun & Park, Byoung G., 2018, "Weak convergence of local quantile treatment effect processes," Economics Letters, Elsevier, volume 162, issue C, pages 49-52, DOI: 10.1016/j.econlet.2017.10.021.
• Lee, Jiyon, 2018, "A spatial latent class model," Economics Letters, Elsevier, volume 162, issue C, pages 62-68, DOI: 10.1016/j.econlet.2017.10.004.
• Kim, Byungsoo, 2018, "Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator," Economics Letters, Elsevier, volume 162, issue C, pages 93-97, DOI: 10.1016/j.econlet.2017.11.003.
• Fan, Yanqin & Hou, Lei & Yan, Karen X., 2018, "On the density estimation of air pollution in Beijing," Economics Letters, Elsevier, volume 163, issue C, pages 110-113, DOI: 10.1016/j.econlet.2017.12.020.
• Kutlu, Levent, 2018, "A distribution-free stochastic frontier model with endogenous regressors," Economics Letters, Elsevier, volume 163, issue C, pages 152-154, DOI: 10.1016/j.econlet.2017.12.026.
• Li, Shaomin & Wang, Kangning & Ren, Yanyan, 2018, "Robust estimation and empirical likelihood inference with exponential squared loss for panel data models," Economics Letters, Elsevier, volume 164, issue C, pages 19-23, DOI: 10.1016/j.econlet.2017.12.029.
• Dantas, Raissa N.D. & Duarte, Gisleia & da Mota Silveira Neto, Raul & Sampaio, Breno, 2018, "Height restrictions and housing prices: A difference-in-discontinuity approach," Economics Letters, Elsevier, volume 164, issue C, pages 58-61, DOI: 10.1016/j.econlet.2018.01.002.
• Lewbel, Arthur, 2018, "Identification and estimation using heteroscedasticity without instruments: The binary endogenous regressor case," Economics Letters, Elsevier, volume 165, issue C, pages 10-12, DOI: 10.1016/j.econlet.2018.01.003.
• Yang, Jingjing & Vogelsang, Timothy J., 2018, "Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators," Economics Letters, Elsevier, volume 165, issue C, pages 21-27, DOI: 10.1016/j.econlet.2018.01.023.
• Tsionas, Mike G., 2018, "Bayesian local influence analysis: With an application to stochastic frontiers," Economics Letters, Elsevier, volume 165, issue C, pages 54-57, DOI: 10.1016/j.econlet.2018.02.005.
• Hayakawa, Kazuhiko, 2018, "Corrected standard errors for optimal minimum distance estimator," Economics Letters, Elsevier, volume 167, issue C, pages 5-9, DOI: 10.1016/j.econlet.2018.02.029.
• Qin, Ruibing & Ma, Junjie, 2018, "An efficient algorithm to estimate the change in variance," Economics Letters, Elsevier, volume 168, issue C, pages 15-17, DOI: 10.1016/j.econlet.2018.03.031.
• Burlig, Fiona, 2018, "Improving transparency in observational social science research: A pre-analysis plan approach," Economics Letters, Elsevier, volume 168, issue C, pages 56-60, DOI: 10.1016/j.econlet.2018.03.036.
• Anatolyev, Stanislav, 2018, "Almost unbiased variance estimation in linear regressions with many covariates," Economics Letters, Elsevier, volume 169, issue C, pages 20-23, DOI: 10.1016/j.econlet.2018.05.003.
• Wu, Jianhong, 2018, "Eigenvalue difference test for the number of common factors in the approximate factor models," Economics Letters, Elsevier, volume 169, issue C, pages 63-67, DOI: 10.1016/j.econlet.2018.05.009.
• Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018, "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, volume 170, issue C, pages 24-26, DOI: 10.1016/j.econlet.2018.05.024.
• Dimitrakopoulos, Stefanos, 2018, "Accounting for persistence in panel count data models. An application to the number of patents awarded," Economics Letters, Elsevier, volume 171, issue C, pages 245-248, DOI: 10.1016/j.econlet.2018.08.004.
• Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2018, "Moment redundancy test with application to efficiency-improving copulas," Economics Letters, Elsevier, volume 171, issue C, pages 29-33, DOI: 10.1016/j.econlet.2018.07.009.
• Lee, Tae-Hwy & Ullah, Aman & Wang, He, 2018, "The second-order bias of quantile estimators," Economics Letters, Elsevier, volume 173, issue C, pages 143-147, DOI: 10.1016/j.econlet.2018.09.022.
• Dias, Gustavo Fruet & Kapetanios, George, 2018, "Estimation and forecasting in vector autoregressive moving average models for rich datasets," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 75-91, DOI: 10.1016/j.jeconom.2017.06.022.
• Han, Xu, 2018, "Estimation and inference of dynamic structural factor models with over-identifying restrictions," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 125-147, DOI: 10.1016/j.jeconom.2017.09.001.
• Chen, Songnian & Zhou, Yahong & Ji, Yuanyuan, 2018, "Nonparametric identification and estimation of sample selection models under symmetry," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 148-160, DOI: 10.1016/j.jeconom.2017.09.004.
• Belotti, Federico & Ilardi, Giuseppe, 2018, "Consistent inference in fixed-effects stochastic frontier models," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 161-177, DOI: 10.1016/j.jeconom.2017.09.005.
• Pei, Youquan & Huang, Tao & You, Jinhong, 2018, "Nonparametric fixed effects model for panel data with locally stationary regressors," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 286-305, DOI: 10.1016/j.jeconom.2017.06.023.
• Zhang, Xinyu & Yu, Jihai, 2018, "Spatial weights matrix selection and model averaging for spatial autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2017.05.021.
• Čížek, Pavel & Lei, Jinghua, 2018, "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2017.11.003.
• Caner, Mehmet & Kock, Anders Bredahl, 2018, "Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 143-168, DOI: 10.1016/j.jeconom.2017.11.005.
• Hirukawa, Masayuki & Prokhorov, Artem, 2018, "Consistent estimation of linear regression models using matched data," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 344-358, DOI: 10.1016/j.jeconom.2017.07.006.
• Sun, Yiguo & Malikov, Emir, 2018, "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2017.12.006.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018, "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2017.12.007.
• Freyberger, Joachim & Rai, Yoshiyasu, 2018, "Uniform confidence bands: Characterization and optimality," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 119-130, DOI: 10.1016/j.jeconom.2018.01.006.
• Liu, Zhi & Kong, Xin-Bing & Jing, Bing-Yi, 2018, "Estimating the integrated volatility using high-frequency data with zero durations," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 18-32, DOI: 10.1016/j.jeconom.2017.12.008.
• Giesecke, Kay & Schwenkler, Gustavo, 2018, "Filtered likelihood for point processes," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 33-53, DOI: 10.1016/j.jeconom.2017.11.011.
• Kolesár, Michal, 2018, "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 86-100, DOI: 10.1016/j.jeconom.2018.01.004.
• Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu, 2018, "Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 147-158, DOI: 10.1016/j.jeconom.2017.04.005.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 223-247, DOI: 10.1016/j.jeconom.2018.02.003.
• Antoine, Bertille & Boldea, Otilia, 2018, "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 268-300, DOI: 10.1016/j.jeconom.2018.02.005.
• Gourieroux, Christian & Jasiak, Joann, 2018, "Misspecification of noncausal order in autoregressive processes," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 226-248, DOI: 10.1016/j.jeconom.2018.03.012.
• Blasques, Francisco & Duplinskiy, Artem, 2018, "Penalized indirect inference," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 34-54, DOI: 10.1016/j.jeconom.2018.03.004.
• Chaudhuri, Saraswata & Frazier, David T. & Renault, Eric, 2018, "Indirect Inference with endogenously missing exogenous variables," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 55-75, DOI: 10.1016/j.jeconom.2018.03.005.
• Francq, Christian & Zakoïan, Jean-Michel, 2018, "Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 381-401, DOI: 10.1016/j.jeconom.2018.03.018.
• Yang, Zhenlin, 2018, "Unified M-estimation of fixed-effects spatial dynamic models with short panels," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 423-447, DOI: 10.1016/j.jeconom.2017.08.019.
• Clinet, Simon & Potiron, Yoann, 2018, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 103-142, DOI: 10.1016/j.jeconom.2018.05.002.