Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General
2016
- 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.
- Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2016, "Estimating and testing high dimensional factor models with multiple structural changes," MPRA Paper, University Library of Munich, Germany, number 98489, Mar, revised 26 Jul 2019.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
- Michael Princ, 2016, "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 3, pages 125-137, DOI: 10.18267/j.efaj.167.
- Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković, 2016, "Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 3, pages 253-270, DOI: 10.18267/j.pep.562.
- Piotr Kębłowski, 2016, "Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 4, pages 203-217, December.
- Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2016, "Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form," Working Paper, Economics Department, Queen's University, number 1324, Nov.
- Mirela Sorina Miescu, 2016, "IMF Programs and Sensitivity to External Shocks: An Empirical Application," Working Papers, Queen Mary University of London, School of Economics and Finance, number 791, Apr.
- Kaouther Jouaber-Snoussi & Rim Tekaya, 2016, "Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 14-25, November-.
- Mehmet Soytas & Limor Golan & George-Levi Gayle, 2016, "What Is The Source Of The Intergenerational Correlation In Earnings?," 2016 Meeting Papers, Society for Economic Dynamics, number 387.
- Alexey Shvedov, 2016, "Estimating the means and the covariances of fuzzy random variables," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 42, pages 121-138.
- Arora Nitin & OsatiEraghi Asghar, 2016, "Does India have a stable demand for money function after reforms? A macroeconometric analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 25-37.
- Oluremi Ogun, 2016, "Monetary aspects of business cycles in an open developing economy. - Aspetti monetari del ciclo economico in un’economia aperta in via di sviluppo," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 69-92.
- Nayrovi Ayala & Viviana Calva & Anahí Palacios, 2016, "Capital humano e ingreso laboral en Ecuador: un enfoque regional utilizando variables instrumentales," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 11-21.
- Marilú Briceño-Briceño & Genninna Dávila & Maribel Rojas, 2016, "Estimación de la Ley de Okun: evidencia empírica para Ecuador, América Latina y el Mundo," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 35-45.
- Amir Mansoor Tehranchian & Roozbeh Balounejad Nouri, 2016, "Examining the Persistence of Real Exchange Rate Misalignment in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 1-22.
- Cheng Liu & Ningning Xia & Jun Yu, 2016, "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2016, Nov.
- Paola Stolfi & Mauro Bernardi & Lea Petrella, 2016, "Multivariate Method Of Simulated Quantiles," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0212, Dec.
- Ignace De Vos & Gerdie Everaert, 2016, "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/920, Apr.
- Taku Yamamoto, 2016, "On the Treatment of a Measurement Error Regression Model," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3305807, Mar.
- Mazin A. M. Al Janabi, 2016, "Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Commodities Portfolios," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3605760, May.
- Hanh Pham, 2016, "Foreign Direct Investment, Productivity And Crowding-Out: Dynamic Panel Evidence On Vietnamese Firms," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205904, Mar.
- Jorge M. Andraz & Cristina M. Viegas & Nélia M. Norte, 2016, "On the relationship between sovereign bonds and credit default swaps in Portugal," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 18-36, March.
- Rosales Contreras, Jorge, 2016, "Intervalos de confianza para VaR y ES, y su aplicación al mercado colombiano," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 55-82, enero-jun.
- Michał Bernardelli, 2016, "Econometric modeling of panel data using parallel computing with Apache Spark," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 189-202.
- Michal Jakubczyk, 2016, "Choosing from multiple alternatives in cost-effectiveness analysis with fuzzy willingness-to-pay/accept and uncertainty," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-006, Apr.
- Michal Jakubczyk, 2016, "Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-011, Apr.
- Grzegorz Koloch, 2016, "Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-023, Dec.
- Riadh El Abed & Samir Maktouf, 2016, "Long Memory And Asymmetric Effect In East Asian Foreign Exchange Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 294-306.
- Liangjun Su & Pai Xu & Heng Ju, 2016, "Common Threshold in Quantile Regressions with an Application to Pricing for Reputation," Working Papers, Singapore Management University, School of Economics, number 02-2016, Feb.
- Ali GÜVERCİN, 2016, "Sentimental Herding: The Role of Regional and Global Shocks in Egyptian and Saudi Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
- Michael L. Polemis & Aikaterina Oikonomou, 2016, "Does regulation affect market power? Evidence from Greek SMEs," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 66, issue 4, pages 43-60, October-D.
- Daniel A. Griffith & Manfred M. Fischer, 2016, "Constrained Variants of the Gravity Model and Spatial Dependence: Model Specification and Estimation Issues," Advances in Spatial Science, Springer, chapter 0, in: Roberto Patuelli & Giuseppe Arbia, "Spatial Econometric Interaction Modelling", DOI: 10.1007/978-3-319-30196-9_3.
- Sungyup Chung, 2016, "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, volume 56, issue 1, pages 229-252, January, DOI: 10.1007/s00168-015-0732-7.
- Sungyup Chung, 2016, "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, volume 56, issue 1, pages 229-252, January, DOI: 10.1007/s00168-015-0732-7.
- Daniel Ambach & Robert Garthoff, 2016, "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 10, issue 1, pages 15-36, February, DOI: 10.1007/s11943-016-0177-1.
- D. Michele Cifarelli, 2016, "Estimation of the regression slope by means of Gini’s cograduation index," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 113-142, November, DOI: 10.1007/s10203-016-0174-4.
- Netsanet Haile & Jörn Altmann, 2016, "Structural analysis of value creation in software service platforms," Electronic Markets, Springer;IIM University of St. Gallen, volume 26, issue 2, pages 129-142, May, DOI: 10.1007/s12525-015-0208-8.
- Johan Blomquist & Joakim Westerlund, 2016, "Panel bootstrap tests of slope homogeneity," Empirical Economics, Springer, volume 50, issue 4, pages 1359-1381, June, DOI: 10.1007/s00181-015-0978-z.
- Francisco Alvarez & Cristina Mazón, 2016, "Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions," Empirical Economics, Springer, volume 50, issue 4, pages 1435-1466, June, DOI: 10.1007/s00181-015-0988-x.
- Zouheir Mighri & Faysal Mansouri, 2016, "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, volume 51, issue 3, pages 1115-1149, November, DOI: 10.1007/s00181-015-1029-5.
- Santosh K. Sahu & Sukanya Das, 2016, "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," India Studies in Business and Economics, Springer, in: N.S. Siddharthan & K. Narayanan, "Technology", DOI: 10.1007/978-981-10-1684-4_8.
- Sondra Collins & Edward Nissan, 2016, "Comparing Africa, Asia and Latin America/Caribbean countries using per capita GDP, remittances, openness, capital/labor ratios and freedom," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 188-198, January, DOI: 10.1007/s12197-014-9301-7.
- Ronald L. Oaxaca & David L. Dickinson, 2016, "Symmetric experimental designs: conditions for equivalence of panel data estimators," Journal of the Economic Science Association, Springer;Economic Science Association, volume 2, issue 1, pages 85-95, May, DOI: 10.1007/s40881-016-0022-x.
- Syed Jawad Hussain Shahzad & Muhammad Zakaria & Mobeen Ur Rehman & Tanveer Ahmed & Bashir Ahmed Fida, 2016, "Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 127, issue 1, pages 179-194, May, DOI: 10.1007/s11205-015-0950-5.
- Cheng Hsiao & Qiankun Zhou, 2016, "Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 25, issue 4, pages 675-683, November, DOI: 10.1007/s10260-016-0355-x.
- Lorenzo Ricci & Vincenzo Verardi & Catherine Vermandele, 2016, "A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors," Working Papers, European Stability Mechanism, number 19, Nov.
- Luke Hartigan, 2016, "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers, School of Economics, The University of New South Wales, number 2016-06, May.
- Timothy Neal, 2016, "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers, School of Economics, The University of New South Wales, number 2016-15, Oct.
- Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016, "Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/14745, Apr.
- Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016, "Speeding up MCMC by Efficient Data Subsampling," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/16205.
- Meltem Ucal & Alfred Albert Haug & Mehmet Hüseyin Bilgin, 2016, "Income inequality and FDI: evidence with Turkish data," Applied Economics, Taylor & Francis Journals, volume 48, issue 11, pages 1030-1045, March, DOI: 10.1080/00036846.2015.1093081.
- Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016, "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 232-256, February, DOI: 10.1080/07474938.2013.833809.
- Sofia Anyfantaki & Antonis Demos, 2016, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 293-310, February, DOI: 10.1080/07474938.2014.966639.
- Gerdie Everaert & Tom De Groote, 2016, "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 3, pages 428-463, March, DOI: 10.1080/07474938.2014.966635.
- Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger, 2016, "The Local Power of the CADF and CIPS Panel Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 5, pages 845-870, May, DOI: 10.1080/07474938.2014.977077.
- J. Isaac Miller, 2016, "Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 6, pages 1142-1171, June, DOI: 10.1080/07474938.2014.976527.
- Mariano Kulish & Adrian Pagan, 2016, "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 7, pages 1251-1270, August, DOI: 10.1080/07474938.2014.977075.
- Mehmet Caner & Anders Bredahl Kock, 2016, "Oracle Inequalities for Convex Loss Functions with Nonlinear Targets," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1377-1411, December, DOI: 10.1080/07474938.2015.1092797.
- Marine Carrasco & Guy Tchuente, 2016, "Efficient Estimation with Many Weak Instruments Using Regularization Techniques," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1609-1637, December, DOI: 10.1080/07474938.2015.1092806.
- Francesco Aiello & Graziella Bonanno, 2016, "Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives," International Review of Applied Economics, Taylor & Francis Journals, volume 30, issue 4, pages 507-526, July, DOI: 10.1080/02692171.2015.1122747.
- Edoardo Otranto & Massimo Mucciardi & Pietro Bertuccelli, 2016, "Spatial effects in dynamic conditional correlations," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 604-626, March, DOI: 10.1080/02664763.2015.1071343.
- Donna Feir & Thomas Lemieux & Vadim Marmer, 2016, "Weak Identification in Fuzzy Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 185-196, April, DOI: 10.1080/07350015.2015.1024836.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 375-390, July, DOI: 10.1080/07350015.2015.1040116.
- David E. Giles & Hui Feng & Ryan T. Godwin, 2016, "Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 45, issue 8, pages 2465-2483, April, DOI: 10.1080/03610926.2014.887104.
- Vahagn Galstyan, 2016, "LIML Estimation of Import Demand and Export Supply Elasticities," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0316, Mar, revised Jun 2016.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-005/III, Jan.
- Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-025/III, Apr.
- Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-071/III, Sep.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016, "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-082/III, Oct.
- Rothfelder, Mario & Boldea, Otilia, 2016, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-029.
- Rabovic, Renata & Cizek, Pavel, 2016, "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-013.
- Einmahl, John & Kiriliouk, A. & Segers, J.J.J., 2016, "A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-002.
- Rothfelder, Mario & Boldea, Otilia, 2016, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 40ca581a-e228-49ae-911f-e.
- Rabovic, Renata & Cizek, Pavel, 2016, "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8a4b2e5d-6787-4685-8b9e-1.
- Victor Aguirregabiria & Arvind Magesan, 2016, "Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers, University of Toronto, Department of Economics, number tecipa-562, May.
- Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2016, "Robust frontier estimation from noisy data: a Tikhonov regularization approach," TSE Working Papers, Toulouse School of Economics (TSE), number 16-665, Jun, revised Jul 2018.
- Tamara Burdisso & Maximo Sangiacomo, 2016, "Panel time series: Review of the methodological evolution," Stata Journal, StataCorp LLC, volume 16, issue 2, pages 424-442, June.
- Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-14, Sep.
- Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016, "Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-05, Dec.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications, School of Economics, University College Dublin, number 10197/7323, Oct.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers, School of Economics, University College Dublin, number 201602, Mar.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016, "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers, School of Economics, University College Dublin, number 201611, Aug.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016, "In search of the Euro area fiscal stance," Working Papers, School of Economics, University College Dublin, number 201612, Aug.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers, University of Connecticut, Department of Economics, number 2016-09, Sep.
- Badi H. Baltagi & Chihwa Kao & Bin Peng, 2016, "Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation," Working papers, University of Connecticut, Department of Economics, number 2016-32, Oct.
- Badi H. Baltagi & Chihwa Kao & Fa Wang, 2016, "Identification and Estimation of a Large Factor Model with Structural Instability," Working papers, University of Connecticut, Department of Economics, number 2016-34, Oct.
- Jack Fosten, 2016, "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-07, Mar.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016, "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Jan, DOI: 10.26481/umagsb.2016013.
- Innocenti, Stefania & Cowan, Robin, 2016, "Mimetic behaviour and institutional persistence: A two-armed bandit experiment," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2016-028, May.
- Giorgio Calcagnini & Germana Giombini & Francesco Perugini, 2016, "Bank Foundations, Social Capital, and the Growth of Italian Provinces," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1603, revised 2016.
- Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur, 2016, "Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients," Working Papers on Finance, University of St. Gallen, School of Finance, number 1607, Mar.
- Benth, Fred Espen & Paraschiv, Florentina, 2016, "A Structural Model for Electricity Forward Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1611, Jun.
- Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016, "Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 367, Jan.
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