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

• 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 2054R3, Jun, revised Jun 2018.
• Brian Adams & Kevin R. Williams, 2017, "Zone Pricing in Retail Oligopoly," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2079, Feb.
• Brian Adams & Kevin R. Williams, 2017, "Zone Pricing in Retail Oligopoly," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2079R, Feb, revised Apr 2017.
• Brian Adams & Kevin R. Williams, 2017, "Zone Pricing in Retail Oligopoly," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2079R2, Feb, revised Dec 2017.
• Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2114, Dec.
• George Bogdan STAN & Ioan Codruţ TURLEA, 2017, "Risk Estimation of Romanian Large Taxpayers Based on Transfer Pricing Analysis," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 281-298.
• Xinyu WU & Senchun REN & Hailin ZHOU, 2017, "Empirical Pricing Kernels: Evidence from the Hong Kong Stock Market," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 4, pages 263-278.
• Matthias Georg Will, 2017, "Voluntary Turnover: What We Measure and What It (Really) Means," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 897.
• Alexander Silbersdorff & Julia Lynch & Stephan Klasen & Thomas Kneib, 2017, "Reconsidering the Income-Illness Relationship Using Distributional Regression: An Application to Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 931.
• Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2017, "The Economics of Replication," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1640.
• Balázs Égert, 2017, "Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-17.
• Kick, Heinrich, 2017, "Pricing of bonds and equity when the zero lower bound is relevant," Working Paper Series, European Central Bank, number 1992, Jan.
• Gross, Marco & Henry, Jérôme & Semmler, Willi, 2017, "Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR," Working Paper Series, European Central Bank, number 2081, Jun.
• Abdul Waheed, 2017, "Determinants of External Debt: A Panel Data Analysis for Oil and Gas Exporting and Importing Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 234-240.
• Jassim Al-Daham, 2017, "Relationship between Exchange Rates and Stock Prices GCC Perspectives," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 11-24.
• Ernan Rustiadi & Ahmadriswan Nasution, 2017, "Can Social Capital Investment Reduce Poverty in Rural Indonesia?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 109-117.
• Adegbemi Babatunde Onakoya & Adedotun Victor Seyingbo, 2017, "Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 613-624.
• Moayad Al Rasasi & Goblan Algahtani & Abdulrahman Alqahtani, 2017, "The Effects of Global Commodity Prices on Domestic Prices in Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 590-594.
• Vasile Bratian & Claudiu Opreana & Amelia Bucur, 2017, "Evaluation of the Stock Quote Stochastic Approach, Market Efficiency and Technical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 307-316.
• Khairul Kabir Sumon & Md. Sazib Miyan, 2017, "Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 454-464.
• Jaber Akbari & Sadegh Bakhtiari & Morteza Sameti & Homayoun Ranjbar, 2017, "The Re-analysis of the Relationship between Government s Income and Expenditure in an Oil-based Economy with TVPFAVAR Approach (Iran as the Case of Study)," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 243-249.
• Miroslava Gennadevna Glukhova & Aleksandr Andreevich Zubarev, 2017, "Economic Appraisal of the Program of Diagnostics of Main Gas Pipelines," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 316-326.
• Hazem Marashdeh & Akhsyim Afandi, 2017, "Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 312-322.
• Ledoit, Olivier & Wolf, Michael, 2017, "Numerical implementation of the QuEST function," Computational Statistics & Data Analysis, Elsevier, volume 115, issue C, pages 199-223, DOI: 10.1016/j.csda.2017.06.004.
• Druedahl, Jeppe & Jørgensen, Thomas Høgholm, 2017, "A general endogenous grid method for multi-dimensional models with non-convexities and constraints," Journal of Economic Dynamics and Control, Elsevier, volume 74, issue C, pages 87-107, DOI: 10.1016/j.jedc.2016.11.005.
• Lee, Kyungsub & Seo, Byoung Ki, 2017, "Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 154-183, DOI: 10.1016/j.jedc.2017.04.004.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017, "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 140-161, DOI: 10.1016/j.jedc.2016.10.012.
• Szafranek, Karol, 2017, "Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy," Economic Modelling, Elsevier, volume 63, issue C, pages 334-348, DOI: 10.1016/j.econmod.2017.01.009.
• Wang, Jinzhong & Chen, Shijiang & Tao, Qizhi & Zhang, Ting, 2017, "Modelling the implied volatility surface based on Shanghai 50ETF options," Economic Modelling, Elsevier, volume 64, issue C, pages 295-301, DOI: 10.1016/j.econmod.2017.04.009.
• Wei, Chuanhua & Guo, Shuang & Zhai, Shufen, 2017, "Statistical inference of partially linear varying coefficient spatial autoregressive models," Economic Modelling, Elsevier, volume 64, issue C, pages 553-559, DOI: 10.1016/j.econmod.2017.04.015.
• Leeper, Eric M. & Li, Bing, 2017, "Surplus–debt regressions," Economics Letters, Elsevier, volume 151, issue C, pages 10-15, DOI: 10.1016/j.econlet.2016.11.034.
• Martínez-San Román, Valeriano & Mateo-Mantecón, Ingrid & Sainz-González, Rubén, 2017, "Intra-national home bias: New evidence from the United States commodity flow survey," Economics Letters, Elsevier, volume 151, issue C, pages 4-9, DOI: 10.1016/j.econlet.2016.11.038.
• Kutlu, Levent, 2017, "A constrained state space approach for estimating firm efficiency," Economics Letters, Elsevier, volume 152, issue C, pages 54-56, DOI: 10.1016/j.econlet.2017.01.005.
• Jales, Hugo & Ma, Jun & Yu, Zhengfei, 2017, "Optimal bandwidth selection for local linear estimation of discontinuity in density," Economics Letters, Elsevier, volume 153, issue C, pages 23-27, DOI: 10.1016/j.econlet.2017.01.024.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2017, "A suggestion for constructing a large time-varying conditional covariance matrix," Economics Letters, Elsevier, volume 156, issue C, pages 110-113, DOI: 10.1016/j.econlet.2017.04.020.
• Lu, Cuicui & Wooldridge, Jeffrey M., 2017, "Quasi-generalized least squares regression estimation with spatial data," Economics Letters, Elsevier, volume 156, issue C, pages 138-141, DOI: 10.1016/j.econlet.2017.04.004.
• Henningsen, Arne & Bělín, Matěj & Henningsen, Géraldine, 2017, "New insights into the stochastic ray production frontier," Economics Letters, Elsevier, volume 156, issue C, pages 18-21, DOI: 10.1016/j.econlet.2017.04.006.
• Chen, Xirong & Huang, Ta-Cheng & Li, Qi, 2017, "An alternative bandwidth selection method for estimating functional coefficient models," Economics Letters, Elsevier, volume 156, issue C, pages 27-31, DOI: 10.1016/j.econlet.2017.03.009.
• Zhang, Yonghui & Zhou, Qiankun & Jiang, Li, 2017, "Panel kink regression with an unknown threshold," Economics Letters, Elsevier, volume 157, issue C, pages 116-121, DOI: 10.1016/j.econlet.2017.05.033.
• Dias, Gustavo Fruet, 2017, "The time-varying GARCH-in-mean model," Economics Letters, Elsevier, volume 157, issue C, pages 129-132, DOI: 10.1016/j.econlet.2017.06.005.
• Snaith, Stuart & Termprasertsakul, Santi & Wood, Andrew, 2017, "The exchange rate exposure puzzle: The long and the short of it," Economics Letters, Elsevier, volume 159, issue C, pages 204-207, DOI: 10.1016/j.econlet.2017.08.005.
• Afsharian, Mohsen, 2017, "Metafrontier efficiency analysis with convex and non-convex metatechnologies by stochastic nonparametric envelopment of data," Economics Letters, Elsevier, volume 160, issue C, pages 1-3, DOI: 10.1016/j.econlet.2017.08.006.
• Martin, Robert S., 2017, "Estimation of average marginal effects in multiplicative unobserved effects panel models," Economics Letters, Elsevier, volume 160, issue C, pages 16-19, DOI: 10.1016/j.econlet.2017.08.020.
• Arvanitis, Stelios & Louka, Alexandros, 2017, "Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model," Economics Letters, Elsevier, volume 161, issue C, pages 135-137, DOI: 10.1016/j.econlet.2017.09.035.
• Poirier, Alexandre, 2017, "Efficient estimation in models with independence restrictions," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 1-22, DOI: 10.1016/j.jeconom.2016.07.007.
• Chang, Yoosoon & Choi, Yongok & Park, Joon Y., 2017, "A new approach to model regime switching," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 127-143, DOI: 10.1016/j.jeconom.2016.09.005.
• Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017, "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 180-195, DOI: 10.1016/j.jeconom.2016.09.013.
• Yang, Kai & Lee, Lung-fei, 2017, "Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 196-214, DOI: 10.1016/j.jeconom.2016.04.019.
• Hallin, Marc & La Vecchia, Davide, 2017, "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 233-247, DOI: 10.1016/j.jeconom.2016.08.002.
• Hidalgo, Javier & Schafgans, Marcia, 2017, "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 259-274, DOI: 10.1016/j.jeconom.2016.09.008.
• Romano, Joseph P. & Wolf, Michael, 2017, "Resurrecting weighted least squares," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 1-19, DOI: 10.1016/j.jeconom.2016.10.003.
• Massacci, Daniele, 2017, "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 101-129, DOI: 10.1016/j.jeconom.2016.11.001.
• Potiron, Yoann & Mykland, Per A., 2017, "Estimation of integrated quadratic covariation with endogenous sampling times," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 20-41, DOI: 10.1016/j.jeconom.2016.10.004.
• Karabiyik, Hande & Reese, Simon & Westerlund, Joakim, 2017, "On the role of the rank condition in CCE estimation of factor-augmented panel regressions," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 60-64, DOI: 10.1016/j.jeconom.2016.10.006.
• Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2017, "Identification and estimation of a large factor model with structural instability," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 87-100, DOI: 10.1016/j.jeconom.2016.10.007.
• Qu, Xi & Lee, Lung-fei & Yu, Jihai, 2017, "QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 173-201, DOI: 10.1016/j.jeconom.2016.11.004.
• Shi, Wei & Lee, Lung-fei, 2017, "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 323-347, DOI: 10.1016/j.jeconom.2016.12.001.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017, "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 165-188, DOI: 10.1016/j.jeconom.2017.01.008.
• Kristensen, Dennis & Salanié, Bernard, 2017, "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 189-208, DOI: 10.1016/j.jeconom.2016.10.008.
• Arvanitis, Stelios & Topaloglou, Nikolas, 2017, "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 253-270, DOI: 10.1016/j.jeconom.2017.01.006.
• Malikov, Emir & Sun, Yiguo, 2017, "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 12-34, DOI: 10.1016/j.jeconom.2017.02.005.
• Al-Sadoon, Majid M., 2017, "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 49-62, DOI: 10.1016/j.jeconom.2017.03.002.
• Maasoumi, Esfandiar & Wang, Le, 2017, "What can we learn about the racial gap in the presence of sample selection?," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 117-130, DOI: 10.1016/j.jeconom.2017.05.004.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2017, "Realized stochastic volatility with general asymmetry and long memory," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 202-212, DOI: 10.1016/j.jeconom.2017.05.010.
• Chen, Richard Y. & Mykland, Per A., 2017, "Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 79-103, DOI: 10.1016/j.jeconom.2017.05.015.
• Chesher, Andrew, 2017, "Understanding the effect of measurement error on quantile regressions," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 223-237, DOI: 10.1016/j.jeconom.2017.06.007.
• Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017, "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 312-325, DOI: 10.1016/j.jeconom.2017.06.013.
• Horowitz, Joel L. & Lee, Sokbae, 2017, "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 108-126, DOI: 10.1016/j.jeconom.2017.06.019.
• Benatia, David & Carrasco, Marine & Florens, Jean-Pierre, 2017, "Functional linear regression with functional response," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 269-291, DOI: 10.1016/j.jeconom.2017.08.008.
• Fan, Jianqing & Xue, Lingzhou & Yao, Jiawei, 2017, "Sufficient forecasting using factor models," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 292-306, DOI: 10.1016/j.jeconom.2017.08.009.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2017, "Using principal component analysis to estimate a high dimensional factor model with high-frequency data," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 384-399, DOI: 10.1016/j.jeconom.2017.08.015.
• Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017, "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 400-416, DOI: 10.1016/j.jeconom.2017.08.016.
• Creel, Michael, 2017, "Neural nets for indirect inference," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 36-49, DOI: 10.1016/j.ecosta.2016.11.008.
• Aydemir, Abdurrahman B. & Kırdar, Murat G., 2017, "Quasi-experimental impact estimates of immigrant labor supply shocks: The role of treatment and comparison group matching and relative skill composition," European Economic Review, Elsevier, volume 98, issue C, pages 282-315, DOI: 10.1016/j.euroecorev.2017.07.005.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert, 2017, "Improving the accuracy of asset price bubble start and end date estimators," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2016.11.001.
• Lee, Kyungsub & Seo, Byoung Ki, 2017, "Marked Hawkes process modeling of price dynamics and volatility estimation," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 174-200, DOI: 10.1016/j.jempfin.2016.08.004.
• Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk, 2017, "Systemic risk and cross-sectional hedge fund returns," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 109-130, DOI: 10.1016/j.jempfin.2017.03.002.
• Narayan, Seema & Narayan, Paresh Kumar, 2017, "Estimating the speed of adjustment to target levels: The case of energy prices," Energy Economics, Elsevier, volume 62, issue C, pages 419-427, DOI: 10.1016/j.eneco.2016.08.016.
• Borovkova, Svetlana & Schmeck, Maren Diane, 2017, "Electricity price modeling with stochastic time change," Energy Economics, Elsevier, volume 63, issue C, pages 51-65, DOI: 10.1016/j.eneco.2017.01.002.
• Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J., 2017, "Generating options-implied probability densities to understand oil market events," Energy Economics, Elsevier, volume 64, issue C, pages 440-457, DOI: 10.1016/j.eneco.2016.01.006.
• Kakeu, Johnson & Bouaddi, Mohammed, 2017, "Empirical evidence of news about future prospects in the risk-pricing of oil assets," Energy Economics, Elsevier, volume 64, issue C, pages 458-468, DOI: 10.1016/j.eneco.2015.10.018.
• Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017, "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, volume 65, issue C, pages 375-388, DOI: 10.1016/j.eneco.2017.04.022.
• Akhundjanov, Sherzod B. & Devadoss, Stephen & Luckstead, Jeff, 2017, "Size distribution of national CO2 emissions," Energy Economics, Elsevier, volume 66, issue C, pages 182-193, DOI: 10.1016/j.eneco.2017.06.012.
• Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral, 2017, "A meta-analysis on the price elasticity of energy demand," Energy Policy, Elsevier, volume 102, issue C, pages 549-568, DOI: 10.1016/j.enpol.2017.01.002.
• Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Finance Research Letters, Elsevier, volume 23, issue C, pages 23-30, DOI: 10.1016/j.frl.2017.06.010.
• Chen, An & Vigna, Elena, 2017, "A unisex stochastic mortality model to comply with EU Gender Directive," Insurance: Mathematics and Economics, Elsevier, volume 73, issue C, pages 124-136, DOI: 10.1016/j.insmatheco.2017.01.007.
• Boratyńska, Agata, 2017, "Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 135-140, DOI: 10.1016/j.insmatheco.2017.07.007.
• Hao, Xuemiao & Liang, Chunli & Wei, Linghua, 2017, "Evaluation of credit value adjustment in K-forward," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 95-103, DOI: 10.1016/j.insmatheco.2017.07.004.
• Bu, Ruijun & Jawadi, Fredj & Li, Yuyi, 2017, "An empirical comparison of transformed diffusion models for VIX and VIX futures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 116-127, DOI: 10.1016/j.intfin.2016.08.003.
• Paudel, Jayash & de Araujo, Pedro, 2017, "Demographic responses to a political transformation: Evidence of women’s empowerment from Nepal," Journal of Comparative Economics, Elsevier, volume 45, issue 2, pages 325-343, DOI: 10.1016/j.jce.2016.07.003.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017, "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 491-510, DOI: 10.1016/j.jfineco.2017.06.015.
• Bali, Turan G. & Brown, Stephen J. & Tang, Yi, 2017, "Is economic uncertainty priced in the cross-section of stock returns?," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 471-489, DOI: 10.1016/j.jfineco.2017.09.005.
• Buncic, Daniel & Gisler, Katja I.M., 2017, "The role of jumps and leverage in forecasting volatility in international equity markets," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 1-19, DOI: 10.1016/j.jimonfin.2017.09.001.
• Francq, Christian & Sucarrat, Genaro, 2017, "An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns," Journal of Multivariate Analysis, Elsevier, volume 153, issue C, pages 16-32, DOI: 10.1016/j.jmva.2016.09.010.
• Montes-Rojas, Gabriel, 2017, "Reduced form vector directional quantiles," Journal of Multivariate Analysis, Elsevier, volume 158, issue C, pages 20-30, DOI: 10.1016/j.jmva.2017.03.007.
• Fernandez, Viviana, 2017, "A historical perspective of the informational content of commodity futures," Resources Policy, Elsevier, volume 51, issue C, pages 135-150, DOI: 10.1016/j.resourpol.2016.12.002.
• Bouri, Elie & Jain, Anshul & Biswal, P.C. & Roubaud, David, 2017, "Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices," Resources Policy, Elsevier, volume 52, issue C, pages 201-206, DOI: 10.1016/j.resourpol.2017.03.003.
• Huang, Chun-Kai & North, Delia & Zewotir, Temesgen, 2017, "Exchangeability, extreme returns and Value-at-Risk forecasts," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 477, issue C, pages 204-216, DOI: 10.1016/j.physa.2017.02.080.
• Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017, "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 65-88, DOI: 10.1016/j.regsciurbeco.2017.04.008.
• Shahzad, Syed Jawad Hussain & Kumar, Ronald Ravinesh & Zakaria, Muhammad & Hurr, Maryam, 2017, "Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit," Renewable and Sustainable Energy Reviews, Elsevier, volume 70, issue C, pages 185-192, DOI: 10.1016/j.rser.2016.11.042.
• Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon, 2017, "Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 247-259, DOI: 10.1016/j.ribaf.2017.04.034.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2017, "EU unification and linkages among the European currencies: new evidence from the EU and the EEA," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 28-36, DOI: 10.1016/j.ribaf.2017.04.015.
• Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017, "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 173-190, DOI: 10.1016/j.ribaf.2017.05.008.
• Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro, 2017, "Edgeworth expansion for the pre-averaging estimator," Stochastic Processes and their Applications, Elsevier, volume 127, issue 11, pages 3558-3595, DOI: 10.1016/j.spa.2017.03.001.
• Ana Paula Martins, 2017, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 52-73.
• Hidalgo, Javier & Schafgans, Marcia, 2017, "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68839, Feb.
• Komarova, Tatiana & Nekipelov, Denis & Yakovlev, Evgeny, 2018, "Identification, data combination and the risk of disclosure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 79384, Apr.
• Komarova, Tatiana & Nekipelov, Denis & Al Rafi, Ahnaf & Yakovlev, Evgeny, 2017, "K-anonymity: a note on the trade-off between data utility and data security," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85923, Sep.
• Tsionas, Efthymios G. & Tran, Kien C. & Michaelides, Panayotis G., 2017, "Bayesian inference in threshold stochastic frontier models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86848, Dec.
• Hidalgo, Javier & Schafgans, Marcia M. A., 2017, "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87748.
• Boj del Val, Eva & Costa Cor, Teresa, 2017, "Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017, "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1711, revised Aug 2017.
• Otávio Bartalotti & Quentin Brummet, 2017, "Regression Discontinuity Designs with Clustered Data," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038017.
• Fang Wang & Xu Zheng, 2017, "Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 3, pages 323-342, August, DOI: 10.1108/CFRI-03-2016-0009.
• Raymond Kan & Guofu Zhou, 2017, "Modeling non-normality using multivariatet: implications for asset pricing," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 2-32, February, DOI: 10.1108/CFRI-10-2016-0114.
• Abdul Rashid & Farooq Ahmad & Ammara Yasmin, 2017, "Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan," Journal of Risk Finance, Emerald Group Publishing Limited, volume 18, issue 4, pages 368-380, August, DOI: 10.1108/JRF-03-2017-0049.
• Asai, M. & Chang, C-L. & McAleer, M.J., 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-038/III, Apr.
• Tan, A.C. & McAleer, M.J., 2017, "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 17-069/III, Jul.
• Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017, "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2017-27, Jan.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• M. Hakan Eratalay & Evgenii Vladimirov, 2017, "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2017/01, Jan.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017, "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-9, Nov.
• Nikolay Gospodinov & Esfandiar Maasoumi, 2017, "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-10, Nov.
• Lily Y. Liu, 2017, "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-1, May.
• Lina Lu, 2017, "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-3, Aug.
• Enrique Martínez García, 2017, "Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 321, Jul, DOI: 10.24149/gwp321.
• Alexander Chudik & M. Hashem Pesaran, 2017, "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 327, Sep, revised 27 Mar 2021, DOI: 10.24149/gwp327r2.
• Manuel Gonzalez-Astudillo, 2017, "GDP Trend-cycle Decompositions Using State-level Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-051, May, DOI: 10.17016/FEDS.2017.051.
• Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017, "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
• José E. Figueroa-López & Cecilia Mancini, 2017, "Optimum thresholding using mean and conditional mean square error," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2017-01, Mar.
• Arne Henningsen & Matěj Bělín & Géraldine Henningsen, 2017, "New insights into the stochastic ray production frontier," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/01, Jan.
• Mohammed H. Alemu & Søren B. Olsen, 2017, "Can a Repeated Opt-Out Reminder remove hypothetical bias in discrete choice experiments? An application to consumer valuation of novel food products," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/05, Apr.
• Peter Willemé, 2017, "Working Paper 14-17 - Modelling unobserved heterogeneity in distribution - Finite mixtures of the Johnson family of distributions," Working Papers, Federal Planning Bureau, Belgium, number 201714, Aug.
• Frölich, Markus & Huber, Martin, 2017, "Including covariates in the regression discontinuity design," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 489, Nov.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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 1-30, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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, 2017, "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, 2017, "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 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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 1-30, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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, 2017, "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 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "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.
• Luis J. Álvarez, 2017, "Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression," Econometrics, MDPI, volume 5, issue 1, pages 1-11, January.
• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, volume 5, issue 1, pages 1-54, March.
• Andras Fulop & Jun Yu, 2017, "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, volume 5, issue 4, pages 1-23, October.
• Magali Chaudey, 2017, "Why test the theory of incentives in a dynamic framework?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1733.
• Alexander Silbersdorff & Julia Lynch & Stephan Klasen & Thomas Kneib, 2017, "Reconsidering the Income-Illness Relationship using Distributional Regression: An Application to Germany," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 231, Jun.
• Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2017, "Vulnerability to poverty revisited: flexible modeling and better predictive performance," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 240, Nov.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017, "PIIGS in the Euro area: An empirical DSGE model," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201710, Oct.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print, HAL, number hal-01590010, Jun, DOI: 10.1017/S0266466616000128.
• Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01634155, DOI: 10.1016/j.jfineco.2017.06.015.
• Laurent Lamy & Manasa Patnam & Michael Visser, 2017, "Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance," Post-Print, HAL, number hal-01688267.
• Gary Ferrier & Herve Leleu & Vivian Valdmanis & Michael Vardanyan, 2017, "A directional distance function approach for identifying the input/output status of medical residents," Post-Print, HAL, number hal-01744641, Jul, DOI: 10.1080/00036846.2017.1349287.
• Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print, HAL, number hal-02000698, DOI: 10.1016/j.frl.2017.06.010.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013517, Dec.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013545, Jul.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013547, Apr.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Post-Print, HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• David Benatia & Marine Carrasco & Jean-Pierre Florens, 2017, "Functional linear regression with functional response," Post-Print, HAL, number hal-03523162, Dec, DOI: 10.1016/j.jeconom.2017.08.008.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2017, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590471, Aug.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2017, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590522, Jun.
• Margherita Comola & Marcel Fafchamps, 2017, "The Missing Transfers: Estimating Misreporting in Dyadic Data," Post-Print, HAL, number halshs-01630358, Apr, DOI: 10.1086/690810.
• Margherita Comola & Marcel Fafchamps, 2017, "The Missing Transfers: Estimating Misreporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01630358, Apr, DOI: 10.1086/690810.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT, HAL, number hal-01885142, Apr.
• Rinke, Saskia & Busch, Marie & Leschinski, Christian, 2017, "Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-584, Jan.
• Attanasio, Orazio & Kovacs, Agnes & Molnar, Krisztina, 2017, "Euler Equations, Subjective Expectations and Income Shocks," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 5/2017, Jan.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2017, "Creaming - and the depletion of resources: A Bayesian data analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/16, Nov.
• Bodnar, Taras & Mazur, Stepan & Parolya, Nestor, 2017, "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions," Working Papers, Örebro University, School of Business, number 2017:5, Aug.
• Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor, 2017, "Discriminant analysis in small and large dimensions," Working Papers, Örebro University, School of Business, number 2017:6, Aug.
• Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017, "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers, Örebro University, School of Business, number 2017:7, Aug.
• Buncic, Daniel, 2017, "Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 344, Oct.
• Payam MOHAMMAD ALIHA & Tamat SARMIDI & Abu Hassan SHAAR & Fathin FAIZAH SAID, 2017, "Investigating The Effects Of Financial Innovations On The Demand For Money In Malaysia Using The Ardl Appoach To Cointergration," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 177-193, June.
• Payam Mohammad ALIHA & Tamat SARMIDI & Abu Hassan SHAARI & Fathin Faizah SAID, 2017, "Payment Technologies And Money Demand: Evidence From Dynamic Panel," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 41-52, June.
• Oleh Moroz & Olena Shtovba, 2017, "Accounting of Scientometric Indicators for Management of Scientific Activity," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 174-179, March.
• Alberto Perez Fernandez & Jose Apolonio Venegas Venegas, 2017, "Bioethanol Production In Mexico: Socio- Economic Implications, Produccion De Bioetanol En Mexico: Implicaciones Socio-Economicas," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 1, pages 13-24.
• 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, Institut d'Economia de Barcelona (IEB), number 2017/12.
• Oliver Linton & Jianbin Wu, 2017, "A coupled component GARCH model for intraday and overnight volatility," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/17, Jan.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/17, Jan.
• Xiaohong Chen & Timothy M. Christensen, 2017, "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/17, Feb.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/17, May.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/17, Dec.
• Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael, 2017, "The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 333, Oct.
• Maria Sole Pagliari & Mrs. Swarnali A Hannan, 2017, "The Volatility of Capital Flows in Emerging Markets: Measures and Determinants," IMF Working Papers, International Monetary Fund, number 2017/041, Mar.
• Salvador Cruz Aké & Nora Gavira Durón & Reyna Susana García Ruíz, 2017, "Eficiencia de los modelos Poisson y Logístico en la asignación de probabilidades de incumplimiento a empresas mineras mexicanas," 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 12, issue 1, pages 1-21, Enero-Mar.