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

• 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.
• Taşpınar Süleyman & Doğan Osman, 2017, "Teaching Size and Power Properties of Hypothesis Tests Through Simulations," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-15, January, DOI: 10.1515/jem-2015-0014.
• Javed Farrukh & Podgórski Krzysztof, 2017, "Tail Behavior and Dependence Structure in the APARCH Model," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 2, pages 1-48, July, DOI: 10.1515/jtse-2016-0002.
• Kraicová Lucie & Baruník Jozef, 2017, "Estimation of long memory in volatility using wavelets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-22, June, DOI: 10.1515/snde-2016-0101.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
• Frank Windmeijer, 2017, "Two-Stage Least Squares as Minimum Distance," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 17/683, Jun, revised 13 Jun 2018.
• Anna Gloria Billé & Samantha Leorato, 2017, "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS44, Dec.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 59-82.
• Yannis Maël Largent, 2017, "La dynamique de la dette et du déficit publics en périodes de récession et d’expansion," Revue économique, Presses de Sciences-Po, volume 68, issue 4, pages 571-594.
• Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017, "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/09, Nov.
• An Chen & Montserrat Guillen & Elena Vigna, 2017, "Solvency requirement in a unisex mortality model," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 504.
• Chandan Singha, 2017, "Analysing Adoption of Soil Conservation Measures by Farmers in Darjeeling District, India," Working papers, Centre for Development Economics, Delhi School of Economics, number 275, May.
• Andrew Foote & Mark J. Kutzbach & Lars Vilhuber, 2017, "Recalculating... : How Uncertainty in Local Labor Market Definitions Affects Empirical Findings," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 17-49, Jan.
• Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017, "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 590, Feb.
• Javier Hidalgo & Marcia M Schafgans, 2017, "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 597, Dec.
• Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017, "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series, CESifo, number 6313.
• Balazs Egert, 2017, "Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries," CESifo Working Paper Series, CESifo, number 6415.
• Mario Larch & Joschka Wanner & Yoto V. Yotov & Thomas Zylkin, 2017, "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," CESifo Working Paper Series, CESifo, number 6464.
• Alexander Chudik & M. Hashem Pesaran, 2017, "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series, CESifo, number 6688.
• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017, "Estimation of Heterogeneous Agent Models: A Likelihood Approach," CESifo Working Paper Series, CESifo, number 6717.
• Harald Oberhofer & Michael Pfaffermayr, 2017, "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," CESifo Working Paper Series, CESifo, number 6828.
• Nathaniel T. Wilcox, 2017, "Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions," Working Papers, Chapman University, Economic Science Institute, number 16-14.
• Elise Coudin & Jean-Marie Dufour, 2017, "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors," CIRANO Working Papers, CIRANO, number 2017s-06, Feb.
• W. Bentley MacLeod, 2017, "Viewpoint: The human capital approach to inference," Canadian Journal of Economics, Canadian Economics Association, volume 50, issue 1, pages 5-39, February, DOI: 10.1111/caje.12249.
• Francesco Aiello & Graziella Bonanno & Luigi Capristo, 2017, "Explaining Differences In Efficiency: The Case Of Local Government Literature," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201704, Jun.
• Mahmut MASCA, 2017, "Economic Performance Evaluation of European Union Countries by Topsis Method," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, volume 1, issue 1, pages 83-94, October.
• Manuel Arellano & Stéphane Bonhomme, 2017, "Sample Selection in Quantile Regression: A Survey," Working Papers, CEMFI, number wp2017_1702, Jan.
• Carlos Castro, 2017, "Does the market model provide a good counterfactual for event studies in finance?," Documentos de Trabajo, Universidad del Rosario, number 15894, Dec.
• Hernán Rincón & Diego Rodr�guez & Jorge Toro & Santiago T�llez, 2017, "FISCO: modelo fiscal para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 35, issue 83, pages 161-187, DOI: 10.1016/j.espe.2017.04.001.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Pe�arrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15810, Oct.
• Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017, "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 95-135.
• Sergio Solís Tepexpa & Luis Fernando Mu�oz Gonz�lez, 2017, "Análisis de la reciente modificación al índice bursátil inmobiliario en la bolsa mexicana de valores," Revista Lebret, Universidad Santo Tomás - Bucaramanga, volume 9, pages 25-44.
• Daniel Botero Guzman & Jhon Alexis D�az Contreras, 2017, "Análisis de la relación rentabilidad-riesgo en el mercado accionario internacional para un mundo parcialmente integrado," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 16771, Jul.
• Juan Carlos Rodríguez Marín & Pedro Delgado Jaimes & Taide Botello Velasco, 2017, "Determinantes del precio de la vivienda en Bucaramanga," Revista Equidad y Desarrollo, Universidad de la Salle, issue 30, pages 39-59, DOI: 10.19052/ed.3649.
• PREMINGER Arie & STORTI Giuseppe, 2017, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017015, Apr.
• Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017, "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2866, Jan.
• Christian M. HAFNER & Oliver LINTON, 2017, "An almost closed form estimator for the EGARCH model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2881, Jan.
• Christian M. Hafner & Arie Preminger, 2017, "On asymptotic theory for ARCH([infinite]) models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2917, Jan.
• Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017, "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12339, Sep.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017, "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers, Center for Research in Economics and Statistics, number 2017-10, Jan.
• Espasa, Antoni & Senra, Eva, 2017, "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 24678, Jun.
• Matteo CERVELLATI & Elena ESPOSITO & Uwe Sunde, 2017, "Long-Term Exposure to Malaria and Development: Disaggregate Evidence for Contemporaneous Africa," JODE - Journal of Demographic Economics, Cambridge University Press, volume 83, issue 1, pages 129-148, March, DOI: 10.1017/dem.2016.27.
• Françoise Delmez & Vincent Vandenberghe, 2017, "Working long hours: less productive but less costly? Firm-level evidence from Belgium," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2017022, Nov.
• Cervellati, Matteo & Esposito, Elena & Sunde, Uwe, 2017, "Long-Term Exposure To Malaria And Development: Disaggregate Evidence For Contemporaneous Africa," Journal of Demographic Economics, Cambridge University Press, volume 83, issue 1, pages 129-148, March.
• Kaplan, David M. & Sun, Yixiao, 2017, "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, volume 33, issue 1, pages 105-157, February.
• Carrasco, Marine & Kotchoni, Rachidi, 2017, "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, volume 33, issue 2, pages 479-526, April.
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 691-716, June.
• Hafner, Christian M. & Linton, Oliver, 2017, "An Almost Closed Form Estimator For The Egarch Model," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 1013-1038, August.
• Florens, Jean-Pierre & Sokullu, Senay, 2017, "Nonparametric Estimation Of Semiparametric Transformation Models," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 839-873, August.
• Hall, Stephen G. & Swamy, P. A. V. B. & Tavlas, George S., 2017, "Time-Varying Coefficient Models: A Proposal For Selecting The Coefficient Driver Sets," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 5, pages 1158-1174, July.
• Cuneyt KOYUNCU & Eda ÖZEN, 2017, "Religious, Ethnic, Linguistic and Cultural Diversity and Female Labor Force Participation," Journal of Economics Bibliography, EconSciences Journals, volume 4, issue 1, pages 87-93, March.
• Komain JIRANYAKUL, 2017, "Estimating the Threshold Level of Inflation for Thailand," Journal of Economics Bibliography, EconSciences Journals, volume 4, issue 2, pages 150-155, June.
• Thomas W. Quan & Kevin R. Williams, 2017, "Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2054R, Jun.
• Thomas W. Quan & Kevin R. Williams, 2017, "Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2054R2, Jun, revised Oct 2017.