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

• 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, Centre for Economic Policy Research, 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.
• 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.