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

2018

• Lam, Clifford & Feng, Phoenix, 2018, "A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 226-257, DOI: 10.1016/j.jeconom.2018.06.001.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018, "Confidence regions for entries of a large precision matrix," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 57-82, DOI: 10.1016/j.jeconom.2018.03.020.
• Robinson, Peter M. & Velasco, Carlos, 2018, "Inference on trending panel data," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 282-304, DOI: 10.1016/j.jeconom.2018.06.003.
• Jin, Fei & Lee, Lung-fei, 2018, "Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 336-358, DOI: 10.1016/j.jeconom.2018.06.005.
• Hong, Han & Li, Jessie, 2018, "The numerical delta method," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 379-394, DOI: 10.1016/j.jeconom.2018.06.007.
• Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er, 2018, "Nonparametric regression with multiple thresholds: Estimation and inference," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 472-514, DOI: 10.1016/j.jeconom.2018.06.011.
• Li, Kunpeng & Li, Qi & Lu, Lina, 2018, "Quasi maximum likelihood analysis of high dimensional constrained factor models," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 574-612, DOI: 10.1016/j.jeconom.2018.06.015.
• Hsiao, Cheng, 2018, "Panel models with interactive effects," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 645-673, DOI: 10.1016/j.jeconom.2018.06.017.
• Hsiao, Cheng & Zhou, Qiankun, 2018, "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 114-128, DOI: 10.1016/j.jeconom.2018.04.005.
• Wang, Wenjie & Doko Tchatoka, Firmin, 2018, "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 188-211, DOI: 10.1016/j.jeconom.2018.07.003.
• Dong, Chaohua & Linton, Oliver, 2018, "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 212-236, DOI: 10.1016/j.jeconom.2018.05.007.
• Wang, Qiying & Wu, Dongsheng & Zhu, Ke, 2018, "Model checks for nonlinear cointegrating regression," Journal of Econometrics, Elsevier, volume 207, issue 2, pages 261-284, DOI: 10.1016/j.jeconom.2018.08.002.
• James, Jonathan, 2018, "Estimation of factor structured covariance mixed logit models," Journal of choice modelling, Elsevier, volume 28, issue C, pages 41-55, DOI: 10.1016/j.jocm.2018.05.006.
• Xiao, Xiao & Zhou, Chen, 2018, "The decomposition of jump risks in individual stock returns," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 207-228, DOI: 10.1016/j.jempfin.2018.04.002.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018, "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, volume 70, issue C, pages 545-562, DOI: 10.1016/j.eneco.2017.06.001.
• Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018, "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
• Wen, Fenghua & Ye, Zhengke & Yang, Huaidong & Li, Ke, 2018, "Exploring the rebound effect from the perspective of household: An analysis of China's provincial level," Energy Economics, Elsevier, volume 75, issue C, pages 345-356, DOI: 10.1016/j.eneco.2018.08.018.
• Alam, Md. Samsul & Miah, Mohammad Dulal & Hammoudeh, Shawkat & Tiwari, Aviral Kumar, 2018, "The nexus between access to electricity and labour productivity in developing countries," Energy Policy, Elsevier, volume 122, issue C, pages 715-726, DOI: 10.1016/j.enpol.2018.08.009.
• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018, "New bid-ask spread estimators from daily high and low prices," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 69-86, DOI: 10.1016/j.irfa.2018.08.014.
• Hodoshima, Jiro & Misawa, Tetsuya & Miyahara, Yoshio, 2018, "Comparison of utility indifference pricing and mean-variance approach under normal mixture," Finance Research Letters, Elsevier, volume 24, issue C, pages 221-229, DOI: 10.1016/j.frl.2017.09.008.
• Li, Haiqi & Zheng, Chaowen, 2018, "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, volume 25, issue C, pages 83-89, DOI: 10.1016/j.frl.2017.10.008.
• Papanikolaou, Nikolaos I., 2018, "To be bailed out or to be left to fail? A dynamic competing risks hazard analysis," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 61-85, DOI: 10.1016/j.jfs.2017.11.005.
• Soderbery, Anson, 2018, "Trade elasticities, heterogeneity, and optimal tariffs," Journal of International Economics, Elsevier, volume 114, issue C, pages 44-62, DOI: 10.1016/j.jinteco.2018.04.008.
• Börger, Matthias & Schupp, Johannes, 2018, "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 369-380, DOI: 10.1016/j.insmatheco.2017.09.024.
• Eling, Martin & Jung, Kwangmin, 2018, "Copula approaches for modeling cross-sectional dependence of data breach losses," Insurance: Mathematics and Economics, Elsevier, volume 82, issue C, pages 167-180, DOI: 10.1016/j.insmatheco.2018.07.003.
• Chavez-Demoulin, Valérie & Guillou, Armelle, 2018, "Extreme quantile estimation for β-mixing time series and applications," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 59-74, DOI: 10.1016/j.insmatheco.2018.09.004.
• Chong, Terence T.L. & Yan, Isabel K., 2018, "Forecasting currency crises with threshold models," International Economics, Elsevier, volume 156, issue C, pages 156-174, DOI: 10.1016/j.inteco.2018.02.001.
• Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 233-254, DOI: 10.1016/j.intfin.2018.01.005.
• Knüppel, Malte, 2018, "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," International Journal of Forecasting, Elsevier, volume 34, issue 1, pages 105-116, DOI: 10.1016/j.ijforecast.2017.08.006.
• Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan, 2018, "Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 51-66, DOI: 10.1016/j.jbankfin.2018.04.021.
• Wu, Liuren, 2018, "Estimating risk-return relations with analysts price targets," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 183-197, DOI: 10.1016/j.jbankfin.2018.06.010.
• Cheng, Benjamin & Nikitopoulos, Christina Sklibosios & Schlögl, Erik, 2018, "Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 148-166, DOI: 10.1016/j.jbankfin.2017.05.012.
• Benth, Fred Espen & Paraschiv, Florentina, 2018, "A space-time random field model for electricity forward prices," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 203-216, DOI: 10.1016/j.jbankfin.2017.03.018.
• Chen, Yong & Eaton, Gregory W. & Paye, Bradley S., 2018, "Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 48-73, DOI: 10.1016/j.jfineco.2018.05.011.
• Yang, Lixiong & Su, Jen-Je, 2018, "Debt and growth: Is there a constant tipping point?," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 133-143, DOI: 10.1016/j.jimonfin.2018.06.002.
• Cordero, Jose M. & Gil-Izquierdo, María, 2018, "The effect of teaching strategies on student achievement: An analysis using TALIS-PISA-link," Journal of Policy Modeling, Elsevier, volume 40, issue 6, pages 1313-1331, DOI: 10.1016/j.jpolmod.2018.04.003.
• Grabarczyk, Peter & Wagner, Martin & Frondel, Manuel & Sommer, Stephan, 2018, "A cointegrating polynomial regression analysis of the material kuznets curve hypothesis," Resources Policy, Elsevier, volume 57, issue C, pages 236-245, DOI: 10.1016/j.resourpol.2018.03.009.
• Fang, Libing & Xiao, Binqing & Yu, Honghai & You, Qixing, 2018, "A stable systemic risk ranking in China’s banking sector: Based on principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 1997-2009, DOI: 10.1016/j.physa.2017.11.115.
• Liu, Wei-han, 2018, "Hidden Markov model analysis of extreme behaviors of foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1007-1019, DOI: 10.1016/j.physa.2018.07.060.
• Fu, Hui & Chen, Wenting & He, Xin-Jiang, 2018, "On a class of estimation and test for long memory," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 906-920, DOI: 10.1016/j.physa.2018.06.092.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018, "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 237-253, DOI: 10.1016/j.qref.2017.08.001.
• Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018, "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, volume 69, issue C, pages 130-142, DOI: 10.1016/j.regsciurbeco.2018.01.007.
• Wang, Wei & Lee, Lung-Fei & Bao, Yan, 2018, "GMM estimation of the spatial autoregressive model in a system of interrelated networks," Regional Science and Urban Economics, Elsevier, volume 69, issue C, pages 167-198, DOI: 10.1016/j.regsciurbeco.2018.01.008.
• Arbia, Giuseppe & Bramante, Riccardo & Facchinetti, Silvia & Zappa, Diego, 2018, "Modeling inter-country spatial financial interactions with Graphical Lasso: An application to sovereign co-risk evaluation," Regional Science and Urban Economics, Elsevier, volume 70, issue C, pages 72-79, DOI: 10.1016/j.regsciurbeco.2018.02.006.
• Jin, Fei & Lee, Lung-fei, 2018, "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 35-57, DOI: 10.1016/j.regsciurbeco.2017.03.006.
• Shi, Wei & Lee, Lung-fei, 2018, "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 6-34, DOI: 10.1016/j.regsciurbeco.2017.03.007.
• Simaan, Majeed & Simaan, Yusif & Tang, Yi, 2018, "Estimation error in mean returns and the mean-variance efficient frontier," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 109-124, DOI: 10.1016/j.iref.2017.10.019.
• Racicot, François-Éric & Théoret, Raymond, 2018, "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 637-675, DOI: 10.1016/j.iref.2018.07.006.
• Long, Zhiming & Herrera, Rémy, 2018, "Some considerations on China’s long-run economic growth: 1952–2015 from the analysis of factor contributions to that of the profit rate," Structural Change and Economic Dynamics, Elsevier, volume 44, issue C, pages 14-22, DOI: 10.1016/j.strueco.2018.01.004.
• Bansal, Prateek & Daziano, Ricardo A & Guerra, Erick, 2018, "Minorization-Maximization (MM) algorithms for semiparametric logit models: Bottlenecks, extensions, and comparisons," Transportation Research Part B: Methodological, Elsevier, volume 115, issue C, pages 17-40, DOI: 10.1016/j.trb.2018.06.010.
• Weshah Razzak, 2018, "The Purchasing Power Parity Puzzle: An Update," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 2, pages 77-104.
• Weshah Razzak, 2018, "The Purchasing Power Parity Puzzle: An Update," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/05, Jun.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-37, Aug.
• Sariev, Eduard & Germano, Guido, 2018, "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100211, Nov.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018, "Confidence regions for entries of a large precision matrix," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87513, Sep.
• Lam, Clifford & Feng, Phoenix, 2018, "A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88375, Sep.
• Robinson, Peter & Velasco, Carlos, 2018, "Inference on trending panel data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89192, Oct.
• Den Haan, Wouter J. & Drechsel, Thomas, 2018, "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90384, Aug.
• Rafiu Adewale Aregbeshola, 2018, "The machination of foreign direct investment flow to emerging markets – a focus on Africa," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 9, issue 4, pages 430-448, July, DOI: 10.1108/AJEMS-12-2017-0313.
• Xiaoping Li & Chunyang Zhou, 2018, "Dynamic asset allocation with asymmetric jump distribution," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 387-398, March, DOI: 10.1108/CFRI-08-2017-0180.
• Tindara Addabbo & Rosa María García-Fernández & Carmen María Llorca-Rodríguez & Anna Maccagnan, 2018, "Labor force heterogeneity and wage polarization: Italy and Spain," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 979-993, October, DOI: 10.1108/JES-03-2017-0071.
• Abdelmonem Oueslati & Yacine Hammami, 2018, "Forecasting stock returns in Saudi Arabia and Malaysia," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 259-279, May, DOI: 10.1108/RAF-05-2017-0089.
• Allen, D.E. & McAleer, M.J., 2018, ""Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-33, Aug.
• Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L., 2018, "Asymptotic Theory for Rotated Multivariate GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-38, Oct.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2018, "Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana. (A conditional approach to VaR with multivariate α-stable sub-Gaussian distributions)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 43-76, May.
• Korobilis, Dimitris & Koop, Gary, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 22665, Jul.
• Angélica Beatriz Contreras Cueva & Pamela Macías Alvarez & Olga Gonzalez Morales, 2018, "Incidencia de la certificación “Tesoros de México” sobre la ventaja competitiva de los hoteles," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 49, issue 2, pages 165-194, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/492018/Contrera.
• Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018, "On the robustness of the principal volatility components," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 474, Mar.
• Kunpeng Li & Qi Li & Lina Lu, 2018, "Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-2, Apr.
• Alexander Chudik & M. Hashem Pesaran, 2018, "Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 349, Nov, DOI: 10.24149/gwp349.
• Manuel Gonzalez-Astudillo, 2018, "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-040, Jun, DOI: 10.17016/FEDS.2018.040.
• Cristina Fuentes-Albero, 2018, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-054, Aug, DOI: 10.17016/FEDS.2018.054.
• George-Levi Gayle & Limor Golan & Mehmet A. Soytas, 2018, "Intergenerational Mobility and the Effects of Parental Education, Time Investment, and Income on Children’s Educational Attainment," Review, Federal Reserve Bank of St. Louis, volume 100, issue 3, pages 281-295, DOI: 10.20955/r.100.281-95.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_01, Feb.
• Tuğay GÜNEL, 2018, "The Relationship Between Young Populations, Life Expectancy at Birth, Number Of Doctors and Health Expenditure in Turkey: An Econometric Application," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1, pages 1-29, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 2, pages 1-29, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-28, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-28, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-28, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2018, "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 1-29, September.
• Marie Busch & Philipp Sibbertsen, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, volume 6, issue 1, pages 1-21, March.
• David E. Allen & Michael McAleer, 2018, "Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management," Energies, MDPI, volume 11, issue 7, pages 1-19, June.
• Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018, "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, volume 10, issue 9, pages 1-10, August.
• Michael Louis George, 2018, "Maximizing profit increase in manufacturing based on an Information Theory model," Working Papers, Institute of Business Entropy, number 0627, Aug.
• Tommy Soesmanto & Suzanne Bonner, 2018, "Dual mode delivery in introductory statistics: Design and evaluation," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201801, Jan.
• Balázs Egert, 2018, "Regulation, institutions and aggregate investment: new evidence from OECD countries," Post-Print, HAL, number hal-01705196, DOI: 10.1007/s11079-017-9449-9.
• Bernard Fingleton & Julie Le Gallo & Alain Pirotte, 2018, "A multidimensional spatial lag panel data model with spatial moving average nested random effects errors," Post-Print, HAL, number hal-01868535, Aug, DOI: 10.1007/s00181-017-1410-7.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-01980815, Jun, DOI: 10.1016/j.jeconom.2018.02.003.
• Stéphane Loisel, 2018, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013430, May.
• Stéphane Loisel, 2018, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013437, Mar.
• Serge Darolles & Christian Francq & Sebastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590180, Sep.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590232, Jun.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590251, May.
• Christian Francq & Le Quyen Thieu, 2018, "Qml Inference For Volatility Models With Covariates," Post-Print, HAL, number hal-05417285, Feb, DOI: 10.1017/S0266466617000512.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-05417292, Jun, DOI: 10.1016/j.jeconom.2018.02.003.
• Christian Francq & Jean-Michel Zakoïan, 2018, "Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models," Post-Print, HAL, number hal-05417295, Aug, DOI: 10.1016/j.jeconom.2018.03.018.
• Christian Francq & Genaro Sucarrat, 2018, "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," Post-Print, HAL, number hal-05417304, Jan, DOI: 10.1093/jjfinec/nbx032.
• Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print, HAL, number halshs-02148926, Sep, DOI: 10.1016/j.intfin.2018.01.005.
• Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018, "Predicting risk with risk measures : an empirical study," Working Papers, HAL, number hal-01791026, Feb.
• Rashid Javed & Mazhar Mughal, 2018, "Have a son, gain a voice: Son preference and female participation in household decision making," Working Papers, HAL, number hal-01810509, Jun.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working Papers, HAL, number hal-01880360.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working Papers, HAL, number hal-01880362, Nov.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers, HAL, number hal-01885142, Apr.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers, HAL, number halshs-01944656, Dec.
• Rashid Javed & Mazhar Mughal, 2018, "Have a son, gain a voice: Son preference and female participation in household decision making," Working papers of CATT, HAL, number hal-01810509, Jun.
• Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.
• Sédi-Anne Boukaka & Giulia Mancini & Giovanni Vecchi, 2018, "Poverty and Inequality in Francophone Africa, 1960s-2010s," HHB Working Papers Series, The Historical Household Budgets Project, number 16, Dec.
• Asche, Frank & Gaasland, Ivar & Straume, Hans-Martin & Vårdal, Erling, 2018, "Norwegian export of farmed salmon − trade costs and market concentration," Working Papers in Economics, University of Bergen, Department of Economics, number 11/18, Dec.
• Attanasio, Orazio & Molnar, Krisztina & Kovacs, Agnes, 2018, "Euler Equations, Subjective Expectations and Income Shocks," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 21/2018, Oct.
• Lillestøl, Jostein, 2018, "Sample statistics as convincing evidence: A tax fraud case," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/12, Sep.
• Irarrazabal, Alfonso A. & Ma, Lin, 2018, "The Effect of Income Shocks on the Oil Price," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 9-2018, Sep.
• Mazur, Stepan & Otryakhin, Dmitry & Podolskij, Mark, 2018, "Estimation of the linear fractional stable motion," Working Papers, Örebro University, School of Business, number 2018:3, Feb.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2018, "Identification Versus Misspecification in New Keynesian Monetary Policy Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 362, Nov.
• Blomquist, Sören & Newey, Whitney K, 2018, "The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity," Working Paper Series, Uppsala University, Department of Economics, number 2018:4, Mar.
• Payam MOHAMMAD ALIHA & Tamat SARMIDI & Fathin FAIZAH SAID, 2018, "Investigating The Impact Of Financial Innovation On The Volatility Of The Demand For Money In The United Stated In The Context Of An Arch/Garch Model," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 19-26, June.
• Amitrajeet A. BATABYAL & Seung JICK YOO, 2018, "A Measurement Issue Regarding The Link Between A Region'S Creative Infrastructure And Its Income," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 3, pages 127-132, December.
• Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018, "Forecasting Inflation in Argentina," IDB Publications (Working Papers), Inter-American Development Bank, number 8940, Jun, DOI: http://dx.doi.org/10.18235/0001160.
• López, Arnoldo & Ventosa-Santaulària, Daniel, 2018, "Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials," IDB Publications (Working Papers), Inter-American Development Bank, number 9207, Oct, DOI: http://dx.doi.org/10.18235/0001370.
• Luigi Grossi & Fany Nan, 2018, "The influence of renewables on electricity price forecasting: a robust approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2018/10.
• Federico A. Bugni & Jackson Bunting, 2018, "On the iterated estimation of dynamic discrete choice games," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/18, Feb.
• Nicky L. Grant & Richard J. Smith, 2018, "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/18, Mar.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018, "Locally robust semiparametric estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/18, Apr.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/18, May.
• Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018, "Nonlinear factor models for network and panel data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/18, Jul.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP73/18, Dec.
• Joao Riveiro, 2018, "El rol del tipo de cambio en Perú: ¿amortiguador o fuente de choques?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 33, issue 2, pages 79-89, October.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2018, "Valor en Riesgo mediante un modelo heterocedástico condicional ?-estable," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 1-26, Enero-Mar.
• Fernando Cruz-Aranda & Claudia Estrella Castillo Ramírez & Citlalli Pérez Flores, 2018, "Financiamiento del sistema de pensiones mexicano por medio de bonos de longevidad," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 387-417, Julio-Sep.
• Nora Gavira-Durón & Gabriel Alberto Agudelo-Torres & Luis Ceferino Franco-Arbeláez & Luis Eduardo Franco-Ceballos, 2018, "Efecto Potencial de un bloqueo económico a Turquía," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 441-460, Julio-Sep.
• Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018, "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-06, Jun.
• Michael Pfaffermayr, 2018, "Trade creation and trade diversion of regional trade agreements revisited: A constrained panel pseudo-maximum likelihood approach," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-10, Jul.
• Andreas Groll & Julien Hambuckers & Thomas Kneib & Nikolaus Umlauf, 2018, "LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-16, Aug.
• Yoosoon Chang & Junior Maih & Fei Tan, 2018, "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2018-011, Nov.
• Yoosoon Chang & Fei Tan & Xin Wei, 2018, "State Space Models with Endogenous Regime Switching," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2018-012, Nov.
• Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2018, "Replication Studies in Economics: How Many and Which Papers Are Chosen for Replication, and Why?," JRC Working Papers on Digital Economy, Joint Research Centre, number 2018-01, Apr.
• Antonio Cappiello, 2018, "Mediation: economic concepts and some examples of rational framework for legal professionals," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 72, issue 2, pages 149-158, April-Jun.
• Gill, David & Prowse, Victoria L., 2018, "Measuring Costly Effort Using the Slider Task," IZA Discussion Papers, IZA Network @ LISER, number 11411, Mar.
• Bhalotra, Sonia R. & Clarke, Damian, 2018, "Twin Birth and Maternal Condition," IZA Discussion Papers, IZA Network @ LISER, number 11742, Aug.
• Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2018, "Methods Matter: P-Hacking and Causal Inference in Economics," IZA Discussion Papers, IZA Network @ LISER, number 11796, Aug.
• Bhalotra, Sonia R. & Clarke, Damian, 2018, "The Twin Instrument: Fertility and Human Capital Investment," IZA Discussion Papers, IZA Network @ LISER, number 11878, Oct.
• Ömer YALÇINKAYA & Muhammet DAÅžTAN & Kerem KARABULUT, 2018, "Sustainability Of The Current Account Defict In Turkish Economy: A Periodic Time Series Analysis With Structural Breaks (1984q1-2017q4)," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 1-22, October, DOI: 10.15637/jlecon.258.
• Yogo Purwono & Irwan Adi Ekaputra & Zaäfri Ananto Husodo, 2018, "Estimation of Dynamic Mixed Hitting Time Model Using Characteristic Function Based Moments," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 2, pages 295-321, February, DOI: 10.1007/s10614-017-9692-6.
• George E. Halkos & Kyriaki D. Tsilika, 2018, "Programming Correlation Criteria with free CAS Software," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 299-311, June, DOI: 10.1007/s10614-016-9604-1.
• Ignacio Rosal, 2018, "Power laws in EU country exports," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 2, pages 311-337, May, DOI: 10.1007/s10663-016-9362-2.
• Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2018, "Vulnerability to poverty revisited: Flexible modeling and better predictive performance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 16, issue 3, pages 439-454, September, DOI: 10.1007/s10888-017-9374-6.
• Hiroyuki Usui, 2018, "Statistical distribution of building lot frontage: application for Tokyo downtown districts," Journal of Geographical Systems, Springer, volume 20, issue 3, pages 295-316, July, DOI: 10.1007/s10109-018-0268-3.
• Levent Kutlu & Ran Wang, 2018, "Estimation of cost efficiency without cost data," Journal of Productivity Analysis, Springer, volume 49, issue 2, pages 137-151, June, DOI: 10.1007/s11123-018-0527-9.
• Balázs Égert, 2018, "Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries," Open Economies Review, Springer, volume 29, issue 2, pages 415-449, April, DOI: 10.1007/s11079-017-9449-9.
• Yan Chen & Youran Qi & Qing Liu & Peter Chien, 2018, "Sequential sampling enhanced composite likelihood approach to estimation of social intercorrelations in large-scale networks," Quantitative Marketing and Economics (QME), Springer, volume 16, issue 4, pages 409-440, December, DOI: 10.1007/s11129-018-9199-z.
• Takahiro Hoshino & Keisuke Takahata, 2018, "Identification of heterogeneous treatment effects as a function of potential untreated outcome under the nonignorable assignment condition," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-005, Apr.
• Martin Wittenberg, 2018, "The top tail of South Africa's earnings distribution 1993-2014: Evidence from the Pareto distribution," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 224.
• Mihnea Constantinescu & Kristina Griskeviciene, 2018, "Network-based macro fluctuations: Evidence from Lithuania," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 6, May.
• Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018, "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 8, Jun.
• Ranjula Bali Swain & Supriya Garikipati, 2018, "Does Foreign Aid Improve Gender Performance in Recipient Countries?," Working Papers, University of Liverpool, Department of Economics, number 201811, Dec.
• Ruiqi Liu & Anton Schick & Zuofeng Shang & Yonghui Zhang & Qiankun Zhou, 2018, "Identification and estimation in panel models with overspecified number of groups," Departmental Working Papers, Department of Economics, Louisiana State University, number 2018-03, Apr.
• Giuliano Masiero & Fabrizio Mazzonna & Olaf Verbeek, 2018, "What drives the rise of antidepressant consumption? Evidence from Switzerland," IdEP Economic Papers, USI Università della Svizzera italiana, number 1801, Jun.
• Nicky L. Grant & Richard J. Smith, 2018, "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1802.
• Vahidin Jeleskovic & Anastasios Demertzidis, 2018, "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201839.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018, "Factor-Driven Two-Regime Regression," Department of Economics Working Papers, McMaster University, number 2018-14, Oct.
• Seojeong Lee & Youngki Shin, 2018, "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers, McMaster University, number 2018-15, Oct.
• Fatma Taşdemir & Erdal Özmen, 2018, "Exchange Rate Regimes As Thresholds: The Main Determinants Of Capital Inflows In Emerging Market Economies," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1810, Oct, revised Oct 2018.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2018, "Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 391, Nov, revised Nov 2018.
• Duangkamon Chotikapanich & William E. Griffiths & Gholamreza Hajargasht & Wasana Karunarathne & D.S. Prasada Rao, 2018, "Using the GB2 Income Distribution: A Review," Department of Economics - Working Papers Series, The University of Melbourne, number 2036, Feb.
• Nandipha Dondashe & Andrew Phiri, 2018, "Determinants of FDI in South Africa: Do macroeconomic variables matter?," Working Papers, Department of Economics, Nelson Mandela University, number 1802, Jan, revised Jan 2018.
• Kambale Kavese & Andrew Phiri, 2018, "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Working Papers, Department of Economics, Nelson Mandela University, number 1804, Jan, revised Jan 2018.
• Andrew Phiri, 2018, "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers, Department of Economics, Nelson Mandela University, number 1810, Mar, revised Mar 2018.
• Clement Moyo & Hlalefang Khobai & Nwabisa Kolisi & Zizipho Mbeki, 2018, "Financial develpoment and economic growth in Brazil: A non-linear ARDL approach," Working Papers, Department of Economics, Nelson Mandela University, number 1811, Mar, revised Mar 2018.
• Izunna Anyikwa & Micheal Brookes & Pierre Le Roux, 2018, "African stock markets integration: an analysis of the relationship between major stock markets in Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1812, Mar, revised Mar 2018.
• Andrew Phiri, 2018, "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers, Department of Economics, Nelson Mandela University, number 1816, Apr, revised Apr 2018.
• Kambale Kavese & Andrew Phiri, 2018, "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1819, May.
• Clement Moyo & Hlalefang Khobai, 2018, "Trade openess and economic growth in SADC countries," Working Papers, Department of Economics, Nelson Mandela University, number 1820, May.
• Andrew Phiri, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers, Department of Economics, Nelson Mandela University, number 1822, May.
• Zandile Zezethu & Andrew Phiri, 2018, "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers, Department of Economics, Nelson Mandela University, number 1823, Jun.
• Gosego Mothuti & Andrew Phiri, 2018, "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers, Department of Economics, Nelson Mandela University, number 1824, Jun.
• Bothwell Nyoni & Andrew Phiri, 2018, "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," Working Papers, Department of Economics, Nelson Mandela University, number 1833, Oct.
• Clement Moyo & Pierre Le Roux, 2018, "Financial development and economic growth in SADC countries: A panel study," Working Papers, Department of Economics, Nelson Mandela University, number 1834, Nov, revised Nov 2018.
• Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018, "Credit Risk Analysis using Machine and Deep learning models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18003, Feb, DOI: 10.3390/risks6020038.
• Chaohua Dong & Jiti Gao & Bin Peng, 2018, "Series estimation for single-index models under constraints," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/18.
• Amaresh K Tiwari, 2018, "Panel Data Binary Response Model In A Triangular System," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 110.
• M. Hakan Eratalay; Evgenii V. Vladimirov, 2018, "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 111.
• Tanel Rebane, 2018, "Complementarities In Performance Between Product Innovation, Marketing Innovation And Cooperation With Clients," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 113.
• María Carmen Sánchez-Sellero & Pedro Sánchez-Sellero & María Monserrat Cruz-González & Francisco Javier Sánchez-Sellero, 2018, "Relación entre sobrecualificación y satisfacción laboral durante la crisis española de 2008," Contaduría y Administración, Accounting and Management, volume 63, issue 2, pages 366-386, Abril-Jun.
• María Carmen Sánchez-Sellero & Pedro Sánchez-Sellero & María Monserrat Cruz-González & Francisco Javier Sánchez-Sellero, 2018, "Relation between overqualification and job satisfaction during the 2008 Spanish crisis," Contaduría y Administración, Accounting and Management, volume 63, issue 2, pages 387-406, Abril-Jun.
• Rodrigo Adão & Michal Kolesár & Eduardo Morales, 2018, "Shift-Share Designs: Theory and Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 24944, Aug.
• Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2018, "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 25134, Oct.