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

2017

• Montanari, Giorgio E. & Doretti, Marco & Bartolucci, Francesco, 2017, "A multilevel latent Markov model for the evaluation of nursing homes' performance," MPRA Paper, University Library of Munich, Germany, number 80691, Aug.
• Razzak, Weshah, 2017, "The PPP Puzzle: An Update," MPRA Paper, University Library of Munich, Germany, number 80774, Aug.
• Botosaru, Irene & Ferman, Bruno, 2017, "On the Role of Covariates in the Synthetic Control Method," MPRA Paper, University Library of Munich, Germany, number 80796, Aug.
• Gbato, Andre, 2017, "Impact of taxation on growth in Subsaharan Africa: new evidence based on a new data set," MPRA Paper, University Library of Munich, Germany, number 80903.
• Bibi, Abdelouahab & Ghezal, Ahmed, 2017, "Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models," MPRA Paper, University Library of Munich, Germany, number 81126, Sep.
• Gallic, Ewen & Vermandel, Gauthier, 2017, "Weather Shocks, Climate Change and Business Cycles," MPRA Paper, University Library of Munich, Germany, number 81230, Aug.
• Fries, Sébastien & Zakoian, Jean-Michel, 2017, "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper, University Library of Munich, Germany, number 81345, Sep.
• Clarke, Damian, 2017, "Estimating Difference-in-Differences in the Presence of Spillovers," MPRA Paper, University Library of Munich, Germany, number 81604, Sep.
• Mapapu, Babalwa & Phiri, Andrew, 2017, "Carbon emissions and economic growth in South Africa: A quantile regression approach," MPRA Paper, University Library of Munich, Germany, number 81801, Oct.
• Iheonu, Chimere & Ihedimma, Godfrey & Onwuanaku, Chigozie, 2017, "Institutional Quality and Economic Performance in West Africa," MPRA Paper, University Library of Munich, Germany, number 82212, Jun.
• Batabyal, Amitrajeet & Yoo, Seung Jick, 2017, "A Measurement Issue Regarding the Link between a Region's Creative Infrastructure and its Income," MPRA Paper, University Library of Munich, Germany, number 82351, Aug.
• AMBA OYON, Claude Marius & Mbratana, Taoufiki, 2017, "Simultaneous equation models with spatially autocorrelated error components," MPRA Paper, University Library of Munich, Germany, number 82395, Oct.
• Urbina, Jilber, 2017, "Eficiencia técnica en la producción de café en Nicaragua: Un análisis de fronteras estocásticas
  [Technical efficiency in coffee production: a stochastic frontier analysis for Nicaragua]," MPRA Paper, University Library of Munich, Germany, number 82690, Mar, revised Sep 2017.
• Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017, "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper, University Library of Munich, Germany, number 82828, Aug.
• Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017, "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 82830.
• Guduza, Sinazo & Phiri, Andrew, 2017, "Efficient Market Hypothesis: Evidence from the JSE equity and bond markets," MPRA Paper, University Library of Munich, Germany, number 83487, Dec.
• Sun, Yiguo & Malikov, Emir, 2017, "Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 83671.
• El Alaoui, Aicha & Nekrache, Hassane, 2017, "For sustainable economic growth that seeks to improve environmental quality: an empirical analysis applied to morocco, algeria, tunisia, and egypt," MPRA Paper, University Library of Munich, Germany, number 85121, May, revised Mar 2018.
• MESTRE, Roman & TERRAZA, Michel, 2017, "Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-
  [Time-Frequency varying Beta Estimation -A continuous wavelets approach-]," MPRA Paper, University Library of Munich, Germany, number 86335, Dec.
• Yang, Cynthia Fan, 2017, "Common Factors and Spatial Dependence: An Application to US House Prices," MPRA Paper, University Library of Munich, Germany, number 89032, Nov, revised 20 Aug 2018.
• Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017, "Frequentist model averaging for threshold models," MPRA Paper, University Library of Munich, Germany, number 92036, Nov.
• Wang, Fa, 2017, "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper, University Library of Munich, Germany, number 93484, May, revised 19 May 2019.
• Erard, Brian, 2017, "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A New and More Versatile Approach," MPRA Paper, University Library of Munich, Germany, number 99887, Jun, revised 26 Apr 2020.
• Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
• Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017, "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers, University of Pretoria, Department of Economics, number 201752, Jul.
• Michal Gerthofer & Michal Pešta, 2017, "Stochastic Claims Reserving in Insurance Using Random Effects," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 542-560, DOI: 10.18267/j.pep.625.
• José R. Maria & Paulo Júlio, 2017, "The Portuguese post-2008 period: A narrative from an estimated DSGE model," Working Papers, Banco de Portugal, Economics and Research Department, number w201715.
• Tatiana Komarova & Denis Nekipelov & Ahnaf Al Rafi & Evgeny Yakovlev, 2017, "K-anonymity: A note on the trade-off between data utility and data security," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 48, pages 44-62.
• Mario Larch & Joschka Wanner & Yoto Yotov & Thomas Zylkin, 2017, "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2017-7, Apr.
• Andreas Knaut & Martin Paschmann, 2017, "Price Volatility in Commodity Markets with Restricted Participation," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2017-2, Jan.
• Andreas Knaut & Martin Paschmann, 2017, "Decoding Restricted Participation in Sequential Electricity Markets," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2017-5, Jun.
• Julius Frieling & Reinhard Madlener, 2017, "Fueling the US Economy: Energy as a Production Factor from the Great Depression until Today," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2017, May.
• Erika Olaya & Jessica Armijos, 2017, "Efecto de la inversión extranjera directa en el crecimiento económico en Ecuador durante 1980-2015: un análisis de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 31-38.
• Karina Córdova & Alejandra Criollo & Sharon Macas, 2017, "¿Importa el nivel de desarrollo en la determinación de la propensión marginal a importar? Una comparación empírica entre Ecuador, Chile y Estados Unidos," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 39-47.
• Sayed Mohamad Mirhashemi Dehnavi & Ahmad Sadraei Javaheri & Hossein Marzban & Sayed Morteza Mirdehghan, 2017, "A Test for Natural Monopoly in Iranian Electricity Distribution Industry: A Panel Random Coefficients Model Analysis," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 1, pages 119-148.
• Hadi Rezaei & Mohammad Alizadeh & Younes Nademi, 2017, "Effective Factors on Per Capita Healthcare Expenditure: A Comparison of Spatial Models in Selected Developing Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 2, pages 1-26.
• Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 18-2017, Nov.
• Daniel Ciuiu, 2017, "Bayesian Inference for Linear Regression," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 170803, Mar.
• Florin Marius Pavelescu, 2017, "Impactul factorului de inflamare a erorilor (VIF) asupra valorilor calculate ale testului Student în cazul regresiilor lineare multiple," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 172804, Nov.
• Andreea – Cristina PETRICA & Stelian STANCU, 2017, "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 1, pages 57-72, March.
• Ton de Waal & Wieger Coutinho, 2017, "Preserving Logical Relations while Estimating Missing Values," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 3, pages 47-59, September.
• Cyril May & Greg Farrell, 2017, "Modelling exchange rate volatility dynamics: Empirical evidence from South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 705, Aug.
• Sayef Bakari, 2017, "The Impact Of Domestic Investment On Economic Growth: New Evidence From Malaysia," Journal of Smart Economic Growth, , volume 2, issue 2, pages 105-121, September.
• Rahul Mukherjee, 2017, "Causal Inference Using Potential Outcomes for a General Assignment Scheme," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4607283, Jul.
• Gavira Durón, Nora & Aguilar Galindo, Julio Irving, 2017, "Métodos numéricos para cálculo de la prima de opciones asiáticas / Numerical Methods for Calculation of Asian Options Premium," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 27-66, enero-jun.
• Bertille Antoine & Prosper Dovonon, 2017, "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp17-15, Sep.
• Michał Bernardelli, 2017, "Predicting Hourly Internet Traffic in the RTB System – Panel Approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 11-26.
• Maciej Jewczak & Klaudia Twardowska, 2017, "Health Needs of the Polish Society and the Willingness to Pay for Health Services," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 69, pages 159-174.
• Riadh El Abed, 2017, "Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 9, issue 1 (March), pages 86-106.
• Yu-Chin Hsu & Chung-Ming Kuan & Giorgio Teng-Yu Lo, 2017, "Quantile Treatment Effects in Regression Discontinuity Designs with Covariates," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A009, Aug.
• Yu-Chin Hsu & Tsung-Chih Lai & Robert P. Lieli, 2017, "Estimating Counterfactual Treatment Effects to Assess External Validity," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A011, Aug.
• Mihaela Simionescu, 2017, "Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-06, May, revised May 2017.
• Daniel Stefan Armeanu & Adrian Enciu & Sorin-Iulian Cioaca, 2017, "Romanian Capital Market in a Globalized World," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 2, Jan, DOI: 10.5281/zenodo.581756.
• Taras Bodnar & Taras Zabolotskyy, 2017, "How risky is the optimal portfolio which maximizes the Sharpe ratio?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 101, issue 1, pages 1-28, January, DOI: 10.1007/s10182-016-0270-3.
• Shouji Fujimoto & Takayuki Mizuno & Takaaki Ohnishi & Chihiro Shimizu & Tsutomu Watanabe, 2017, "Relationship between population density and population movement in inhabitable lands," Evolutionary and Institutional Economics Review, Springer, volume 14, issue 1, pages 117-130, June, DOI: 10.1007/s40844-016-0064-z.
• Massimiliano Caporin & Rangan Gupta, 2017, "Time-varying persistence in US inflation," Empirical Economics, Springer, volume 53, issue 2, pages 423-439, September, DOI: 10.1007/s00181-016-1144-y.
• Michihito Ando, 2017, "How much should we trust regression-kink-design estimates?," Empirical Economics, Springer, volume 53, issue 3, pages 1287-1322, November, DOI: 10.1007/s00181-016-1155-8.
• Zhao Zhao & Guowei Cui & Shaoping Wang, 2017, "A Monte Carlo comparison of estimating the number of dynamic factors," Empirical Economics, Springer, volume 53, issue 3, pages 1217-1241, November, DOI: 10.1007/s00181-016-1167-4.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2017, "Hybrid scheme for Brownian semistationary processes," Finance and Stochastics, Springer, volume 21, issue 4, pages 931-965, October, DOI: 10.1007/s00780-017-0335-5.
• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017, "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, volume 52, issue 1, pages 73-91, December, DOI: 10.1007/s41775-017-0003-x.
• Ryo Okui, 2017, "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Springer, volume 68, issue 3, pages 283-304, September, DOI: 10.1111/jere.12080.
• Junko Koeda, 2017, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Springer, volume 68, issue 4, pages 443-457, December, DOI: 10.1111/jere.12117.
• Sabuj Kumar Mandal & Devleena Chakravarty, 2017, "Role of energy in estimating turning point of Environmental Kuznets Curve: an econometric analysis of the existing studies," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 19, issue 2, pages 387-401, October, DOI: 10.1007/s40847-018-0048-4.
• C. Sean Burns & Charles W. Fox, 2017, "Language and socioeconomics predict geographic variation in peer review outcomes at an ecology journal," Scientometrics, Springer;Akadémiai Kiadó, volume 113, issue 2, pages 1113-1127, November, DOI: 10.1007/s11192-017-2517-5.
• Sandra Nieto & Raul Ramos, 2017, "Overeducation, Skills and Wage Penalty: Evidence for Spain Using PIAAC Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 134, issue 1, pages 219-236, October, DOI: 10.1007/s11205-016-1423-1.
• Maddalena Cavicchioli, 2017, "Estimation and asymptotic covariance matrix for stochastic volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 437-452, August, DOI: 10.1007/s10260-016-0373-8.
• Pedro Pires Ribeiro & José Dias Curto, 2017, "Volatility spillover effects in interbank money markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 153, issue 1, pages 105-136, February, DOI: 10.1007/s10290-016-0268-7.
• Bing Li, 2017, "Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 3, pages 1-5.
• Ilker Met & Guven Tunalı & Ayfer Erkoc & Sinan Tanrikulu & M. Ozgur Dolgun, 2017, "Branch Efficiency and Location Forecasting: Application of Ziraat Bank," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 4, pages 1-1.
• Stefanos G. Giakoumatos & Malapani Eleni, 2017, "Poverty in Greece using Small Area Estimation Methods," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 3, pages 1-3.
• Giulio Bottazzi & Le Li & Angelo Secchi, 2017, "Aggregate fluctuations and the distribution of firm growth rates," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/24, Sep.
• Scott French, 2017, "Comparative Advantage and Biased Gravity," Discussion Papers, School of Economics, The University of New South Wales, number 2017-03, Jan.
• Scott French, 2017, "A Gravity-Based Revealed Comparative Advantage Estimator," Discussion Papers, School of Economics, The University of New South Wales, number 2017-05, Feb.
• Rachida Ouysse, 2017, "Constrained principal components estimation of large approximate factor models," Discussion Papers, School of Economics, The University of New South Wales, number 2017-12, Apr.
• Bruce E. Hansen & Seojeong Jay Lee, 2017, "Asymptotic Theory for Clustered Samples," Discussion Papers, School of Economics, The University of New South Wales, number 2017-18, Dec.
• Hirukawa, Masayuki & Prokhorov, Artem, 2017, "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/18063, Mar.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2017, "Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 85-102, March, DOI: 10.1080/07474938.2015.1114262.
• Filip Žikeš & Jozef Baruník & Nikhil Shenai, 2017, "Modeling and forecasting persistent financial durations," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 10, pages 1081-1110, November, DOI: 10.1080/07474938.2014.977057.
• Bertille Antoine & Eric Renault, 2017, "On the relevance of weaker instruments," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 928-945, October, DOI: 10.1080/07474938.2017.1307598.
• Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017, "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 108-136, January, DOI: 10.1080/10485252.2016.1254781.
• Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017, "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 250-264, April, DOI: 10.1080/07350015.2015.1052461.
• A.M.M. Shahiduzzaman Quoreshi, 2017, "A bivariate integer-valued long-memory model for high-frequency financial count data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 3, pages 1080-1089, February, DOI: 10.1080/03610926.2014.997361.
• V. Filimonov & G. Demos & D. Sornette, 2017, "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 8, pages 1167-1186, August, DOI: 10.1080/14697688.2016.1276298.
• Alexis Habiyaremye, 2017, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Taylor & Francis Journals, volume 56, issue 3, pages 296-311, July, DOI: 10.1080/03031853.2017.1361853.
• Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017, "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-029/III, Feb.
• Tom Boot & Didier Nibbering, 2017, "Inference in high-dimensional linear regression models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-032/III, Mar, revised 05 Jul 2017.
• Sander Barendse, 2017, "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-034/III, Mar.
• Manabu Asai & Chia-Lin Chang & Michael McAleer, 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-038/III, Apr.
• David Allen & Michael McAleer, 2017, "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-069/III, Jul.
• Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017, "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-097/III, Oct.
• Einmahl, Jesson & Einmahl, John & de Haan, L.F.M., 2017, "Limits to Human Life Span Through Extreme Value Theory," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-051.
• Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John, 2017, "Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-050.
• Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-017.
• Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM, Tilburg University, School of Economics and Management, number c849e96f-3ad1-461e-96c6-f.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2017, "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1049, May.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2017, "Are University Admissions Academically Fair?," The Review of Economics and Statistics, MIT Press, volume 99, issue 3, pages 449-464, July.
• Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano, 2017, "Automatic portmanteau tests with applications to market risk management," Stata Journal, StataCorp LLC, volume 17, issue 4, pages 901-915, December.
• David E. Allen & Michael McAleer, 2017, "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-22, Jul.
• Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017, "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-23, Oct.
• Margherita Comola & Marcel Fafchamps, 2017, "The Missing Transfers: Estimating Misreporting in Dyadic Data," Economic Development and Cultural Change, University of Chicago Press, volume 65, issue 3, pages 549-582, DOI: 10.1086/690810.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017, "A Combined Estimator of Regression Models with Measurement Errors," Working Papers, University of California at Riverside, Department of Economics, number 201902, Jun.
• Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017, "Time-varying Model Averaging," Working Papers, University of California at Riverside, Department of Economics, number 202001, Nov.
• Alex Klein & Guy Tchuente, 2017, "Spatial differencing for sample selection models," Studies in Economics, School of Economics, University of Kent, number 1701, Jan.
• Habiyaremye, Alexis, 2017, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2017-024, Jun.
• Fernando Delbianco & Andrés Fioriti, 2017, "Empirical search and characterization of contemporaneity using breaks and regime switching
  [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de régimen]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 34, issue 68, pages 75-91, january-J.
• Dare, Wale & Fengler, Matthias, 2017, "Global estimation of realized spot volatility in the presence of price jumps," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1715, Sep.
• Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani, 2017, "Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness," Department of Economics University of Siena, Department of Economics, University of Siena, number 753, May.
• Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017, "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena, Department of Economics, University of Siena, number 761, Nov.
• Federico Crudu, 2017, "Errors-in-Variables Models with Many Proxies," Department of Economics University of Siena, Department of Economics, University of Siena, number 774, Jan.
• Judith Anne Clarke, 2017, "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers, Department of Economics, University of Victoria, number 1701, Jun.
• Ryan T. Godwin & David E. Giles, 2017, "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant," Econometrics Working Papers, Department of Economics, University of Victoria, number 1702, Jul.
• David E. Giles, 2017, "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1703, Aug.
• Barańska Anna, 2017, "Compensation for Real Properties Acquired for Roads in Different Procedures - Comparative Analysis," Real Estate Management and Valuation, Sciendo, volume 25, issue 4, pages 40-49, December, DOI: 10.1515/remav-2017-0028.
• Hassan O. Ozekhome, 2017, "Foreign Aid, Foreign Direct Investment And Economic Growth In Ecowas Countries: Are There Diminishing Returns In The Aid-Growth Nexus?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 17, issue 1, pages 61-84, June.
• Hassan O. Ozekhome, 2017, "Does Money Supply Growth Cause Inflation In The West African Monetary Zone?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 17, issue 2, pages 57-80, December.
• Pierre Chausse & George Luta, 2017, "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers, University of Waterloo, Department of Economics, number 1707, Dec, revised Dec 2017.
• Pierre Chausse, 2017, "Regularized Empirical Likelihood as a Solution to the No Moment," Working Papers, University of Waterloo, Department of Economics, number 1708, Nov, revised Nov 2017.
• Harald Oberhofer & Michael Pfaffermayr, 2017, "Estimating the Trade and Welfare Effects of Brexit. A Panel Data Structural Gravity Model," WIFO Working Papers, WIFO, number 546, Dec.
• W. Bentley MacLeod, 2017, "Viewpoint: The human capital approach to inference," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 50, issue 1, pages 5-39, February, DOI: 10.1111/caje.12249.
• Manuel Arellano & Stéphane Bonhomme, 2017, "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, volume 85, issue , pages 1-28, January.
• Mariano Kulish & Adrian Pagan, 2017, "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 255-274, March, DOI: 10.1002/jae.2527.
• Jack Fosten, 2017, "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1087-1106, September.
• Xavier D'Haultfœuille & Roland Rathelot, 2017, "Measuring segregation on small units: A partial identification analysis," Quantitative Economics, Econometric Society, volume 8, issue 1, pages 39-73, March.
• Inés P. Murillo & José L. Raymond & Jorge Calero, 2017, "Efficiency in the transformation of schooling into competences: A cross-country analysis using PIAAC data," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2017-11, Nov, revised Nov 2017.
• Jin Seo Cho & Halbert White, 2017, "Directionally Differentiable Econometric Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103, Apr.
• Jin Seo Cho & Halbert White, 2017, "Supplements to "Directionally Differentiable Econometric Models"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103a, Apr.
• Simionescu, Mihaela, 2017, "Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach," GLO Discussion Paper Series, Global Labor Organization (GLO), number 82.
• Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2017, "Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training," GLO Discussion Paper Series, Global Labor Organization (GLO), number 93.
• Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2017, "Immigration Policy and Remittance Behaviour," GLO Discussion Paper Series, Global Labor Organization (GLO), number 94.
• El Abed, Riadh & Zardoub, Amna, 2017, "Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-97.
• Chang, Yoosoon & Kwak, Boreum, 2017, "U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2017.
• Han, Sungmin, 2017, "Contributions of Public Investment to Economic Growth and Productivity," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 39, issue 4, pages 25-50, DOI: 10.23895/kdijep.2017.39.4.25.
• Will, Matthias Georg, 2017, "Voluntary turnover: What we measure and what it (really) means," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2017-01.
• Tryphonides, Andreas, 2017, "Conditional moment restrictions and the role of density information in estimated structural models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-016.
• Li, Xinjue & Zbonakova, Lenka & Härdle, Wolfgang Karl, 2017, "Penalized adaptive method in forecasting with large information set and structure change," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-023.
• Zhu, Junyi & Pasteau, Etienne, 2017, "Love and money with inheritance: marital sorting between labor income and inherited wealth in the modern partnership," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168086.
• Olivier Ledoit & Michael Wolf, 2017, "Analytical nonlinear shrinkage of large-dimensional covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 264, Sep, revised Nov 2018.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-02, Jan.
• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017, "Identification and estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-35, Oct.
• Firmin Doko Tchatoka & Robert Garrard & Virginie Masson, 2017, "Testing for Stochastic Dominance in Social Networks," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2017-02, Feb.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017, "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
• Marie Allard & Camille Bronsard & Christian Gouriéroux, 2017, "Aversions to Impatience, Uncertainty and Illiquidity," Annals of Economics and Statistics, GENES, issue 125-126, pages 9-39.
• Marine CARRASCO & Mohamed DOUKALI, 2017, "Efficient Estimation Using Regularized Jackknife IV Estimator," Annals of Economics and Statistics, GENES, issue 128, pages 109-149, DOI: 10.15609/annaeconstat2009.128.0109.
• Patrick GAGLIARDINI & Olivier SCAILLET, 2017, "A Specification Test for Nonparametric Instrumental Variable Regression," Annals of Economics and Statistics, GENES, issue 128, pages 151-202, DOI: 10.15609/annaeconstat2009.128.0151.
• Nicolas ASIN & Jan JOHANNES, 2017, "Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence," Annals of Economics and Statistics, GENES, issue 128, pages 5-66, DOI: 10.15609/annaeconstat2009.128.0005.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series, Institute for Advanced Development Studies, number 06/2017, Oct.
• Stelios Arvanitis & Nikolas Topalogou, 2017, "Testing for Prospect and Markowitz stochastic dominance efficiency," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201701, Jan.
• Sara María González Betancor & Alexis Jorge López Puig, 2017, "¿En qué mes naciste? Un acercamiento a la repetición en Primaria," Investigaciones de Economía de la Educación volume 12, Asociación de Economía de la Educación, chapter 24, in: Juan Cándido Gómez Gallego & María Concepción Pérez Cárceles & Laura Nieto Torrejón, "Investigaciones de Economía de la Educación 12".
• Khalid Maman Waziri, 2017, "Generalized Glass Ceilings in the United States – A Stochastic Metafrontier Approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1727, Aug.
• Hafner, Christian & Preminger, Arie, 2017, "On asymptotic theory for ARCH(infinite) models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017009, Jan.
• Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017014, Jan.
• Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017, "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017026, Jan.
• Hafner, Christian & Linton, Oliver, 2017, "An Almost Closed Form Estimator For The EGARCH Model," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017040, Jan.
• Hafner, Christian & Preminger, Arie, 2017, "On Asymptotic Theory for ARCH (infinity) Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017041, Jan.
• Nikolaos Stoupos & Apostolos Kiohos, 2017, "Post-Communist Countries of the EU and the Euro: Dynamic Linkages between Exchange Rates," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue 4, pages 511-538, December.
• Erkan Arı & Ayşegül Yıldız, 2017, "Examination of Affecting Variables for Youth Unemployment with Cointegration Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 2, pages 309-316, December, DOI: http://dx.doi.org/10.17093/alphanum.
• T. Tony Cai & Wenguang Sun, 2017, "Large-Scale Global and Simultaneous Inference: Estimation and Testing in Very High Dimensions," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 411-439, September, DOI: 10.1146/annurev-economics-063016-10.
• Ibrahim A. Onour, 2017, "Crime Surge and Institutional Weakness: are They Associated? Evidence from a Conflict Country," International Journal of World Policy and Development Studies, Academic Research Publishing Group, volume 3, issue 1, pages 1-9, 01-2017.
• Simon Clinet & Yoann Potiron, 2017, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers, arXiv.org, number 1701.01185, Jan, revised Jun 2018.
• Patrick Kline & Christopher R. Walters, 2017, "On Heckits, LATE, and Numerical Equivalence," Papers, arXiv.org, number 1706.05982, Jun, revised Oct 2018.
• David T. Frazier & Tatsushi Oka & Dan Zhu, 2017, "Indirect Inference with a Non-Smooth Criterion Function," Papers, arXiv.org, number 1708.02365, Aug, revised Jul 2019.
• Simon Clinet & Yoann Potiron, 2017, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers, arXiv.org, number 1709.02502, Sep, revised Feb 2019.
• Isaiah Andrews & Maximilian Kasy, 2017, "Identification of and correction for publication bias," Papers, arXiv.org, number 1711.10527, Nov.
• Mile Bosnjak, 2017, "Structural Change In Croatian Real Gdp Growth Rates," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 26, issue 1, pages 205-218, june.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Institute for Fiscal Studies, number 06/17, Jan, DOI: 10.1920/wp.cem.2017.0617.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Institute for Fiscal Studies, number 19/17, May, DOI: 10.1920/wp.cem.2017.1917.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Institute for Fiscal Studies, number 59/17, Dec, DOI: 10.1920/wp.cem.2017.5917.
• Eleonora Kirieieva & Daruna Kostyuchenko, 2017, "State And Prospects Of Rural Development In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 4, DOI: 10.30525/2256-0742/2017-3-4-120-127.
• Nikolaos I. Papanikolaou, 2017, "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES12, Dec.
• Margarita Lambova, 2017, "“Representative” Samples and Their “Justification”," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 172-197.
• Maryna Tatar & Olena Sergienko & Sergii Kavun & Lidiya Guryanova, 2017, "Complex of Management Models of the Enterprise Competitiveness for Steel Industry in the Currency Instable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 102-124.
• Andrea Nocera, 2017, "Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1703, Jun.
• Mauricio Maximiliano Gómez Aguirre & Constanza Matarrelli, 2017, "Evaluation of Core Inflation Measures for Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201773, Dec.
• Luis J. Álvarez, 2017, "Business cycle estimation with high-pass and band-pass local polynomial regression," Working Papers, Banco de España, number 1702, Jan.
• Gergely Akos Ganics, 2017, "Optimal density forecast combinations," Working Papers, Banco de España, number 1751, Dec.
• Federico Belotti & Giuseppe Ilardi, 2017, "Consistent inference in fixed-effects stochastic frontier models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1147, Oct.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2017, "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 35, issue 83, pages 161-187, June, DOI: 10.1016/j.espe.2017.04.001.
• F. Borel-Mathurin & S. Loisel & J. Segers, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats Economiques et financiers, Banque de France, number 32.
• Ryo Okui, 2017, "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 3, pages 283-304, September.
• Junko Koeda, 2017, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 4, pages 443-457, December.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2017, "Local explosion modelling by non-causal process," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 3, pages 737-756, June.
• Markus Frölich & Martin Huber, 2017, "Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 5, pages 1645-1666, November.
• Alexander Aue & Lajos Horváth & Daniel F. Pellatt, 2017, "Functional Generalized Autoregressive Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 1, pages 3-21, January.
• Pierre Perron & Eduardo Zorita & Timothy J. Vogelsang & Nasreen Nawaz, 2017, "Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 5, pages 640-667, September.
• Joakim Westerlund & Simon Reese & Paresh Narayan, 2017, "A Factor Analytical Approach to Price Discovery," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 3, pages 366-394, June.
• Emanuele Bacchiocchi, 2017, "On the Identification of Interdependence and Contagion of Financial Crises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 6, pages 1148-1175, December.
• Brian Adams, 2017, "Zone Pricing in Retail Oligopoly," Economic Working Papers, Bureau of Labor Statistics, number 494.
• Robert S. Martin, 2017, "Estimation of Average Marginal Effects in Multiplicative Unobserved Effects Panel Models," Economic Working Papers, Bureau of Labor Statistics, number 497.
• Seungmoon Choi & Byungkuk Kim, 2017, "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 23, issue 1, pages 23-54, March.
• Seungmoon Choi & Byungkuk Kim, 2017, "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-7, Feb.
• F. Lilla, 2017, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1099, Apr.
• Rasmus T. Varneskov & Pierre Perron, 2017, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2017-006, Jan.
• Shim Jeungbo & Lee Seung-Hwan, 2017, "Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 11, issue 1, pages 1-29, January, DOI: 10.1515/apjri-2016-0021.