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

2016

• Laurent Callot & Johannes Tang Kristensen, 2016, "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035011.
• Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016, "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036001.
• Matthew Harding & Jerry Hausman & Christopher J. Palmer, 2016, "Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036016.
• Esfandiar Maasoumi & Yifeng Zhu, 2016, "The Wage Premium of Naturalized Citizenship," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036018.
• Daniel J. Henderson & Christopher F. Parmeter, 2016, "Model Averaging Over Nonparametric Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036024.
• Aditya R. Khanal & Ashok K. Mishra, 2016, "Financial performance of small farm business households: the role of internet," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 8, issue 4, pages 553-571, November, DOI: 10.1108/CAER-12-2014-0147.
• Amita Majumder & Chayanika Mitra, 2016, "Gender bias in household education expenditure: the case of West Bengal," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 9, issue 2, pages 129-150, November, DOI: 10.1108/IGDR-04-2016-0018.
• Troy Lorde & Mahalia Jackman & Simon Naitram & Shane Lowe, 2016, "Does crime depend on the “state” of economic misery?," International Journal of Social Economics, Emerald Group Publishing Limited, volume 43, issue 11, pages 1124-1134, November, DOI: 10.1108/IJSE-03-2015-0047.
• Ourania Theodosiadou & Vassilis Polimenis & George Tsaklidis, 2016, "Sensitivity analysis of market and stock returns by considering positive and negative jumps," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 456-472, August, DOI: 10.1108/JRF-01-2016-0008.
• Kunlapath Sukcharoen & David J. Leatham, 2016, "Dependence and extreme correlation among US industry sectors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 26-49, March, DOI: 10.1108/SEF-01-2015-0021.
• Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K., 2016, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-20, Apr.
• Asai, M. & McAleer, M.J., 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-35, Sep.
• Bhalotra, Sonia & Clarke, Damian, 2016, "The twin instrument," ISER Working Paper Series, Institute for Social and Economic Research, number 2016-17, Dec.
• Aurélien Poissonnier, 2016, "Solving for Structural Gravity in Panels Yes We Can," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 040, Dec.
• Yuri Balagula, 2016, "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/03, Jul.
• Charles ADUSEI & Louie DACOSTA, 2016, "Testing the Pecking Order Theory of Capital Structure in FTSE 350 Food Producers Firms in United Kingdom between 2001 and 2005," Expert Journal of Finance, Sprint Investify, volume 4, issue 1, pages 66-91.
• Louie DACOSTA & Charles ADUSEI, 2016, "Testing the Pecking Order Theory of Capital Structure in FTSE 350 Food Producers Firms in United Kingdom between 2001 and 2005," Expert Journal of Finance, Sprint Investify, volume 4, issue , pages 66-91.
• Mauro Iacobini & Gaetano Lisi, 2016, "Prezzi edonici delle caratteristiche abitative e analisi di regressione multipla: suggerimenti pratici per la stima," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 2, pages 5-42.
• Mauro Iacobini & Gaetano Lisi, 2016, "Modelli edonici e sottomercati immobiliari: la stima dell?effetto "ubicazione" con le variabili binarie "zone omi"," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 2, pages 43-70.
• Maria Michela Dickson & Giuseppe Espa & Diego Giuliani & Emanuele Taufer, 2016, "Metodi di campionamento spaziale per la selezione di campioni rappresentativi di imprese," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 89-99.
• Hailong Qian, 2016, "Redundancy of Moment Conditions in Restricted GMM Estimation," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 3, pages 468-497, September.
• Haiwen Zhou & Ruhai Zhou, 2016, "A Dynamic Model of the Choice of Technology in Economic Development," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 3, pages 498-518, September.
• Maria Berrittella & Carmelo Provenzano, 2016, "An Empirical Analysis of the Public Spending Decomposition on Organized Crime," Working Papers, Fondazione Eni Enrico Mattei, number 2016.01, Jan.
• Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2016, "Revisiting the synthetic control estimator," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 421, Jun.
• Tófoli, Paula Virgínia & Ziegelmann, Flávio Augusto & Silva Filho, Osvaldo Candido & Pereira, Pedro L. Valls, 2016, "Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 424, Jun.
• Kaiji Chen & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2016, "Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-9, Sep.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Large Vector Autoregressions with Stochastic Volatility and Flexible Priors," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1617, Jun.
• Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016, "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1622, Oct.
• Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang, 2016, "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 281, Aug, DOI: 10.24149/gwp281.
• Todd Prono, 2016, "Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-083, Oct, DOI: 10.17016/FEDS.2016.083r1.
• Manuel Gonzalez-Astudillo & John M. Roberts, 2016, "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-099, Dec, DOI: 10.17016/FEDS.2016.099.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016, "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports, Federal Reserve Bank of New York, number 788, Aug.
• Gustavo De Santis & Valentina Tocchioni & Chiara Seghieri & Sabina Nuti, 2016, "Women’s satisfaction during pregnancy and at delivery in Tuscany (Italy)," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_08, Nov.
• Mohammed H. Alemu & Søren Bøye Olsen & Suzanne E. Vedel & John Kinyuru & Kennedy O. Pambo, 2016, "Integrating sensory evaluations in incentivized discrete choice experiments to assess consumer demand for cricket flour buns in Kenya," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2016/02, May.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016, "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 1-31, January.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2016, "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 1-31, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-31, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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, 2016, "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, 2016, "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, 2016, "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 1-31, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2016, "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 1-30, September.
• Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, volume 4, issue 1, pages 1-20, March.
• Francesco Audrino & Yujia Hu, 2016, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, volume 4, issue 1, pages 1-24, February.
• P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016, "A Method for Measuring Treatment Effects on the Treated without Randomization," Econometrics, MDPI, volume 4, issue 2, pages 1-23, March.
• Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2016, "Towards a financial cycle for the US, 1973-2014," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 16013-GEM.
• Johannes VAN DER POL, 2016, "The modelling of networks using Exponential Random Graph Models: an introduction," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2016-22.
• Margherita Comola & Marcel Fafchamps, 2016, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01306614.
• Margherita Comola & Marcel Fafchamps, 2016, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," Post-Print, HAL, number hal-01306614.
• Marine Carrasco & Rachidi Kotchoni, 2017, "Efficient Estimation Using the Characteristic Function," Post-Print, HAL, number hal-01386060, DOI: 10.1017/S0266466616000025.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016, "Star Wars: The Empirics Strike Back," Post-Print, HAL, number hal-01447851, Jan, DOI: 10.1257/app.20150044.
• Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016, "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Post-Print, HAL, number hal-02534389, DOI: 10.1111/roie.12209.
• Jean-Pierre Florens & Anna Simoni, 2016, "Regularizing Priors For Linear Inverse Problems," Post-Print, HAL, number hal-03089887, Feb, DOI: 10.1017/S0266466614000796.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2016, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590533, Dec.
• Christian Francq & Lajos Horváth & Jean-Michel Zakoïan, 2016, "Variance Targeting Estimation of Multivariate GARCH Models," Post-Print, HAL, number hal-05417486, Mar, DOI: 10.1093/jjfinec/nbu030.
• Christian Francq & Jean-Michel Zakoïan, 2016, "Looking for efficient QML estimation of conditional value-at-risk at multiple risk levels," Post-Print, HAL, number hal-05430924.
• Emmanuel Bougna & Yves Crozet, 2016, "Towards a liberalised European rail transport: Analysing and modelling the impact of competition on productive efficiency," Post-Print, HAL, number halshs-02116030, Nov, DOI: 10.1016/j.retrec.2016.07.014.
• Margherita Comola & Marcel Fafchamps, 2016, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01306614.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016, "Star Wars: The Empirics Strike Back," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01447851, Jan, DOI: 10.1257/app.20150044.
• Rosnan Chotard & Michel Dacorogna & Marie Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," Working Papers, HAL, number hal-01424285, Nov.
• Lillestøl, Jostein, 2016, "Weibull Wind Worth: Wait and Watch?," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/2, Jan.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2016, "Log-normal creaming and the likelihood of discovering additional giant petroleum fields," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/3, Jan.
• Otneim, Håkon & Tjøstheim, Dag, 2016, "Non-parametric estimation of conditional densities: A new method," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/22, Dec.
• Biørn, Erik, 2016, "Panel data estimators and aggregation," Memorandum, Oslo University, Department of Economics, number 19/2016, Dec.
• Sergey Ivashchenko, 2016, "Estimation and filtering of nonlinear MS-DSGE models," HSE Working papers, National Research University Higher School of Economics, number WP BRP 136/EC/2016.
• Dengler, Katharina, 2016, "Effectiveness of sequences of classroom training for welfare recipients : what works best in West Germany?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201624.
• Peter Jevtic & Luca Regis, 2016, "A continuous-time stochastic model for the mortality surface of multiple populations," Working Papers, IMT School for Advanced Studies Lucca, number 03/2016, Jul, revised Jul 2016.
• Renato Balbontín, 2016, "Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-13.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Akkaya, Onur, 2016, "Cost Efficiency Analysis Of Swedish Financial Enterprises: An Empirical Investigation / Análisis De Los Costes Financieros De Las Empresas Suecas: Una Investigación Empírica," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 22, issue 1, pages 31-37.
• Farida & Hermanto Siregar & Nunung Nuryartono & Eka Intan KP, 2016, "Determinant of Microcredit Repayment," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 1, pages 57-80, July, DOI: https://doi.org/10.21098/bemp.v19i1.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2016, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/16, Jul.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016, "Locally robust semiparametric estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/16, Aug.
• Kate Ho & Adam Rosen, 2016, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/16, Aug.
• Yongquan Cao & Grey Gordon, 2016, "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2016-004, Sep, revised Jan 2018.
• Juan Carlos Escanciano, 2016, "A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-001, Nov.
• Antonio Cappiello, 2016, "Decision Making And Saint Petersburg Paradox: Focusing On Heuristic Parameters, Considering The Non-Ergodic Context And The Gambling Risks," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 70, issue 4, pages 147-158, October-D.
• Bhalotra, Sonia R. & Clarke, Damian, 2016, "The Twin Instrument," IZA Discussion Papers, IZA Network @ LISER, number 10405, Dec.
• Lavado, Pablo & Cueto, Santiago & Yamada, Gustavo & Wensjoe, Micaela, 2016, "The Effect of Fe y Alegria on School Achievement: Exploiting a School Lottery Selection as a Natural Experiment," IZA Discussion Papers, IZA Network @ LISER, number 10431, Dec.
• Yamada, Gustavo & Lavado, Pablo & Montenegro, Guadalupe, 2016, "The Effect of One Laptop per Child on Teachers' Pedagogical Practices and Students' Use of Time at Home," IZA Discussion Papers, IZA Network @ LISER, number 10432, Dec.
• Bardsley, Nicholas & Buechs, Milena & Schnepf, Sylke V., 2016, "Something from Nothing: Estimating Consumption Rates Using Propensity Scores, with Application to Emissions Reduction Policies," IZA Discussion Papers, IZA Network @ LISER, number 9707, Feb.
• Rothe, Christoph, 2016, "The Value of Knowing the Propensity Score for Estimating Average Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 9989, Jun.
• Kolesár, Michal & Rothe, Christoph, 2016, "Inference in Regression Discontinuity Designs with a Discrete Running Variable," IZA Discussion Papers, IZA Network @ LISER, number 9990, Jun.
• Maria Cristina Recchioni & Gabriele Tedeschi, 2016, "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/06.
• Ken Chamuva Shawa, 2016, "Drivers Of Private Saving In Sub-Saharan African Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 41, issue 2, pages 77-110, June.
• Jigme Nidup, 2016, "Road Accessibility And Wealth In Rural Bhutan: A Difference In Difference Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 41, issue 3, pages 55-73, September.
• Asheesh Pandey & Sanjay Sehgal, 2016, "Explaining Size Effect for Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 1, pages 45-68, March, DOI: 10.1007/s10690-015-9208-0.
• J. B. Qian, 2016, "Estimation of Panel Model with Spatial Autoregressive Error and Common Factors," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 3, pages 367-399, March, DOI: 10.1007/s10614-015-9494-7.
• Heni Boubaker, 2016, "A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 4, pages 693-731, December, DOI: 10.1007/s10614-015-9541-4.
• Jun Wang & Yang Wang & Hui Zeng, 2016, "A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis," Journal of Geographical Systems, Springer, volume 18, issue 1, pages 45-66, January, DOI: 10.1007/s10109-015-0224-4.
• Yongwan Chun & Daniel A. Griffith & Monghyeon Lee & Parmanand Sinha, 2016, "Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters," Journal of Geographical Systems, Springer, volume 18, issue 1, pages 67-85, January, DOI: 10.1007/s10109-015-0225-3.
• Jun Wang & Yang Wang & Hui Zeng, 2016, "A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis," Journal of Geographical Systems, Springer, volume 18, issue 1, pages 45-66, January, DOI: 10.1007/s10109-015-0224-4.
• Yongwan Chun & Daniel Griffith & Monghyeon Lee & Parmanand Sinha, 2016, "Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters," Journal of Geographical Systems, Springer, volume 18, issue 1, pages 67-85, January, DOI: 10.1007/s10109-015-0225-3.
• Daniel Wikström, 2016, "Modified fixed effects estimation of technical inefficiency," Journal of Productivity Analysis, Springer, volume 46, issue 1, pages 83-86, August, DOI: 10.1007/s11123-016-0473-3.
• Meryem Duygun & Levent Kutlu & Robin C. Sickles, 2016, "Measuring productivity and efficiency: a Kalman filter approach," Journal of Productivity Analysis, Springer, volume 46, issue 2, pages 155-167, December, DOI: 10.1007/s11123-016-0477-z.
• Stephan Lenor & Liam J. A. Lenten & Jordi McKenzie, 2016, "Rivalry Effects and Unbalanced Schedule Optimisation in the Australian Football League," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 49, issue 1, pages 43-69, August, DOI: 10.1007/s11151-015-9495-7.
• Tianhao Wu, 2016, "On a Class of Statistical Distance Measures for Sales Distribution: Theory, Simulation and Calibration," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 3, pages 141-152, September.
• Adam Nalepka & Mateusz Tomal, 2016, "The Identification of Factors Affecting Offer Prices of Residential Developments in the Area of the Cadastral Unit of Nowa Huta," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 96, pages 11-18, June, DOI: 10.14659/worej.2016.96.02.
• Manamba EPAPHRA, 2016, "Nonlinearities in Inflation and Growth Nexus: The Case of Tanzania," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 3, pages 471-512, September.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016, "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 3, pages 524-535, September.
• Latifa AITOUTOUHEN & Faris HAMZA, 2016, "Financial and Econometric Study of the Sustainability and Evaluation of Scenarios of Reforms for the Civil Regime of Moroccan," Turkish Economic Review, KSP Journals, volume 3, issue 4, pages 652-667, December.
• Bachar FAKHRY, 2016, "A Regime Switching Explanation of the Reactions of Market Participant during the Crisis," Journal of Economics Bibliography, KSP Journals, volume 3, issue 3, pages 434-449, September.
• Leleng KEBALO, 2016, "South African Exchange Rate After 2000s: An Econometric Investigation," Journal of Economics Bibliography, KSP Journals, volume 3, issue 3, pages 459-481, September.
• Jeppe Druedahl & Thomas Høgholm Jørgensen, 2016, "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints," Discussion Papers, University of Copenhagen. Department of Economics, number 16-09, Sep.
• Karoll Gomez, 2016, "An empirical analysis of unspanned risk for the U.S. yield curve," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 11-51, Julio - D, DOI: 10.17533/udea.le.n85a01.
• P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta, 2016, "A Method for Measuring Treatment Effects on the Treated without Randomization," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/02, Mar.
• Georgios Papastefanou & David Zajchowski, 2016, "Time for shopping – Social change of time use for shopping activities 1990-2012," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 13, issue 1, pages 109-131, December.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016, "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 1, pages 1-21, Jan-June.
• Maria Cipollina & Luca De Benedictis & Luca Salvatici & Claudio Vicarelli, 2016, "Policy Measurement And Multilateral Resistance In Gravity Models," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 16130.
• Sylvain Dessy, Setou Diarra, Roland Pongou & Setou Diarra & Roland Pongou, 2016, "Adolescent Brides and Grooms' Education: Theory and Evidence," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1610.
• Anastasios Demertzidis & Vahidin Jeleskovic, 2016, "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201649.
• Badi H. Baltagi & Chihwa Kao & Fa Wang, 2016, "The Identification and Estimation of a Large Factor Model with Structural Instability," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 194, Nov.
• Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016, "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 3, pages 225-243, July.
• Chun-Peng Zhang & Rong Kang & Chen Feng, 2016, "Financial Vulnerability, Capital Shocks and Economic Growth: Evidence from China (2005-2014)," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 2, issue 1, pages 23-31, DOI: 10.11118/ejobsat.v2i1.56.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "In search of the Euro Area Fiscal Stance," Working Papers, University of Milano-Bicocca, Department of Economics, number 324, Feb, revised 24 Feb 2016.
• Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016, "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 331, Mar, revised 11 Mar 2016.
• Marie Silvere MBOME, 2016, "Financial Development, Macroeconomic Stability and Growth," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2016-15, Nov.
• Gholamreza Hajargasht & William E. Griffiths, 2016, "Inference for Lorenz Curves," Department of Economics - Working Papers Series, The University of Melbourne, number 2022, Jan.
• Zoltán Zubor, 2016, "Volatility capital buffer to prevent the breach of the Solvency II capital requirements," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 1, pages 91-123.
• Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni, 2016, "Eigenvalue Ratio Estimators for the Number of Dynamic Factors," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 123, Oct.
• Dominique Guegan & Bertrand K. Hassani, 2016, "Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16066, Oct.
• Bertrand K. Hassani & Wei Yang, 2016, "The Lila distribution and its applications in risk modelling," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16068, Oct.
• Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu, 2016, "Error-in-Variables Jump Regression Using Local Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/16.
• Chaohua Dong & Jiti Gao & Bin Peng, 2016, "Another Look at Single-Index Models Based on Series Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/16.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2016, "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/16.
• Jan F. Kiviet, 2016, "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1607, May.
• Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2016, "Measuring expected time to default under stress conditions for corporate loans," NBP Working Papers, Narodowy Bank Polski, number 237.
• Karol Szafranek, 2016, "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers, Narodowy Bank Polski, number 239.
• Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016, "Solution and Estimation Methods for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21862, Jan.
• Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2016, "Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China," NBER Working Papers, National Bureau of Economic Research, Inc, number 22650, Sep.
• Eric M. Leeper & Bing Li, 2016, "Surplus-Debt Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 22662, Sep.
• Aleksandar Naydenov, 2016, "Clusterization of the European Union Countries by the Gross Value Added, the Number of Employed Persons and the Gross Value Added Growth Components," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 47-57, April.
• Vasil Bozev, 2016, "Comparative Study of Some European Union Countries by Gross Value Added and Number of Employed during 2000- 2014 trough TRAMO/SEATS MODEL," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 58-69, April.
• Abel Brodeur, 2016, "Terrorism and Employment : Evidence from Successful and Failed Terror Attacks," Working Papers, University of Ottawa, Department of Economics, number 1619E.
• Christian Francq & Lajos Horváth & Jean-Michel Zakoïan, 2016, "Variance Targeting Estimation of Multivariate GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 2, pages 353-382.
• Matias Iaryczower & Gabriel Katz, 2016, "More than Politics: Ability and Ideology in the British Appellate Committee," The Journal of Law, Economics, and Organization, Oxford University Press, volume 32, issue 1, pages 61-93.
• Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2016, "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 3, pages 889-931.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016, "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 4, pages 1511-1543.
• Gustavo Yamada & Nelson Oviedo, 2016, "Educación superior y subempleo profesional: ¿Una creciente burbuja mundial?," Working Papers, Centro de Investigación, Universidad del Pacífico, number 16-09, Dec.
• Lorenza Rossi & Emilio Zanetti Chini, 2016, "Firms’ Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 123, May.
• Monika Hadas-Dyduch, 2016, "Econometric-wavelet prediction in spatial aspect," Working Papers, Institute of Economic Research, number 30/2016, Jun, revised Jun 2016.
• Süß, Philipp, 2016, "The synthetic control method: Small T, small N Monte Carlo evidence and an application to the effects of privatizing probation services on revoke rates," MPRA Paper, University Library of Munich, Germany, number 104132, Jul.
• Koloch, Grzegorz, 2016, "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper, University Library of Munich, Germany, number 69001, Jan.
• Sarracino, Francesco & Mikucka, Malgorzata, 2016, "Estimation bias due to duplicated observations: a Monte Carlo simulation," MPRA Paper, University Library of Munich, Germany, number 69064, Jan.
• Fernández-Morales, Antonio, 2016, "Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution," MPRA Paper, University Library of Munich, Germany, number 69648.
• Keita, Moussa, 2016, "Introduction à la méthode statistique et probabiliste
  [Introduction to statistical and probabilistic method]," MPRA Paper, University Library of Munich, Germany, number 69824, Feb.
• Halkos, George & Tsilika, Kyriaki, 2016, "Measures of correlation and computer algebra," MPRA Paper, University Library of Munich, Germany, number 70200, Mar.
• Ismael, Mohanad & Sadeq, Tareq, 2016, "Does Phillips Exist in Palestine? An Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 70245, Mar.
• Gouriéroux, Christian & Zakoian, Jean-Michel, 2016, "Local Explosion Modelling by Noncausal Process," MPRA Paper, University Library of Munich, Germany, number 71105, May.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016, "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper, University Library of Munich, Germany, number 71670, Apr.
• Mishra, SK, 2016, "Shapley value regression and the resolution of multicollinearity," MPRA Paper, University Library of Munich, Germany, number 72116, Jun.
• Guma, Nomvuyo & Bonga-Bonga, Lumengo, 2016, "The relationship between savings and economic growth at the disaggregated level," MPRA Paper, University Library of Munich, Germany, number 72131, Jun.
• Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian, 2016, "Simultaneity of Crime Incidence in Mindanao," MPRA Paper, University Library of Munich, Germany, number 72648, Jul, revised 20 Jul 2016.
• Zaghdoudi, Taha, 2016, "spanel: le package R pour l’estimation des données de panel spatiale
  [spanel: an R package to estimate the spatial panel data]," MPRA Paper, University Library of Munich, Germany, number 72673, Jun.
• Davis, Brent, 2016, "“Attitudes to Leadership and Voting: Finding the Efficient Frontier”," MPRA Paper, University Library of Munich, Germany, number 72792, Aug.
• Wilcox, Nathaniel, 2016, "Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions," MPRA Paper, University Library of Munich, Germany, number 73068, Aug.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016, "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," MPRA Paper, University Library of Munich, Germany, number 73622, Sep.
• Bonga-Bonga, Lumengo & Lebese, Ntsakeseni Letitia, 2016, "Rethinking the current inflation target range in South Africa," MPRA Paper, University Library of Munich, Germany, number 73912, Aug.
• Ferman, Bruno & Pinto, Cristine, 2016, "Revisiting the Synthetic Control Estimator," MPRA Paper, University Library of Munich, Germany, number 73982, Sep.
• Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew, 2016, "The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models," MPRA Paper, University Library of Munich, Germany, number 74101, Sep.
• Barra, Cristian & Zotti, Roberto, 2016, "Investigating the impact of national income on environmental pollution. International evidence," MPRA Paper, University Library of Munich, Germany, number 74149, Sep.
• Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew, 2016, "Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period," MPRA Paper, University Library of Munich, Germany, number 74342, Oct.
• Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016, "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper, University Library of Munich, Germany, number 74360, Oct.
• Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016, "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper, University Library of Munich, Germany, number 74618, Jul, revised 17 Oct 2016.
• Phiri, Andrew, 2016, "Asymmetries in the revenue-expenditure nexus: New evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 75224, Nov.
• Thieu, Le Quyen, 2016, "Variance targeting estimation of the BEKK-X model," MPRA Paper, University Library of Munich, Germany, number 75572, Aug.
• Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016, "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 75770, Feb, revised 19 Dec 2016.
• Bakari, Sayef, 2016, "Does Domestic Investment Produce Economic Growth in Canada: Empirical Analysis Based on Correlation, Cointegration and Causality," MPRA Paper, University Library of Munich, Germany, number 75966, Dec.
• Stavrakoudis, Athanassios & Panagiotou, Dimitrios, 2016, "A stochastic frontier estimator of the aggregate degree of market power exerted by the U.S. beef and pork packing industries," MPRA Paper, University Library of Munich, Germany, number 75997.
• Yang, Bill Huajian & Du, Zunwei, 2016, "Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations," MPRA Paper, University Library of Munich, Germany, number 76270, Sep.
• Aknouche, Abdelhakim & Bendjeddou, Sara, 2016, "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper, University Library of Munich, Germany, number 76574, Dec, revised 03 Feb 2017.
• Pillai N., Vijayamohanan, 2016, "How Do You Interpret Your Regression Coefficients?," MPRA Paper, University Library of Munich, Germany, number 76867.
• Dogan, Osman & Taspinar, Suleyman, 2016, "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper, University Library of Munich, Germany, number 82829, Dec.