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

• Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016, "Empirical Hedging Performance on Long-Dated Crude Oil Derivatives," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 376, Sep.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2016, "Bayesian Nonparametric Conditional Copula Estimation of Twin Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:08.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
• Wawrowski Łukasz, 2016, "The Spatial Fay-Herriot Model in Poverty Estimation," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 191-202, December, DOI: 10.1515/foli-2016-0034.
• Alfred J. H. Aruna, 2016, "Velocity Of Money Within The Framework Of Monetary Targeting In Sierra Leone," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 1, pages 62-96, June.
• Ekemini Usuah & John Odozi & Oluwatosin Adeniyi, 2016, "Financial Liberalization And Small Medium Scale Enterprises Growth In Nigeria," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 1, pages 97-117, June.
• Natalia Nehrebecka & Aneta Dzik-Walczak, 2016, "Publication selection bias in the sources of financing the enterprises research? A Meta-Regression Analysis," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-02.
• Yingxia Pu & Ying Ge, 2016, "Multilateral mechanism analysis of interprovincial migration flows in China," ERSA conference papers, European Regional Science Association, number ersa16p423, Dec.
• Alberto Abadie & Guido W. Imbens, 2016, "Matching on the Estimated Propensity Score," Econometrica, Econometric Society, volume 84, issue , pages 781-807, March.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, volume 84, issue , pages 985-1046, May.
• Olivier Scaillet, 2016, "On ill‐posedness of nonparametric instrumental variable regression with convexity constraints," Econometrics Journal, Royal Economic Society, volume 19, issue 2, pages 232-236, June.
• Jason R. Blevins, 2016, "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 773-804, August.
• Simon Reese & Joakim Westerlund, 2016, "Panicca: Panic on Cross‐Section Averages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 961-981, September.
• Chen, Mingli, 2016, "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1120.
• Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88, Jun.
• Webel, Karsten, 2016, "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers, Deutsche Bundesbank, number 07/2016.
• Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016, "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers, Deutsche Bundesbank, number 45/2016.
• Kufenko, Vadim & Prettner, Klaus, 2016, "You can't always get what you want? Estimator choice and the speed of convergence," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 20-2016.
• Agnani, Betty & Aray, Henry, 2016, "Effects of Oscar awards on movie production," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-8.
• Kim, Kun Ho & Park, Suna, 2016, "Inference and Forecasting Based on the Phillips Curve," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 38, issue 2, pages 1-20, DOI: 10.23895/kdijep.2016.38.2.1.
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2016, "Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-024.
• Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016, "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-025.
• Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko, 2016, "Functional principal component analysis for derivatives of multivariate curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-033.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2016, "Factorisable multi-task quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-057.
• Stammann, Amrei & Heiß, Florian & McFadden, Daniel, 2016, "Estimating Fixed Effects Logit Models with Large Panel Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145837.
• Olivier Ledoit & Michael Wolf, 2016, "Numerical implementation of the QuEST function," ECON - Working Papers, Department of Economics - University of Zurich, number 215, Jan, revised Jan 2017.
• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016, "Large dynamic covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 231, Jul, revised Apr 2017.
• Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016, "Improving weighted least squares inference," ECON - Working Papers, Department of Economics - University of Zurich, number 232, Aug, revised Nov 2017.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2016, "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," ECON - Working Papers, Department of Economics - University of Zurich, number 238, Dec, revised May 2018.
• Yunus Emre Ergemen, 2016, "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-05, Jan.
• Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016, "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-12, Apr.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016, "Component shares in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-25, Sep.
• Joachim Lebovits & Mark Podolskij, 2016, "Estimation of the global regularity of a multifractional Brownian motion," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-33, Dec.
• Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016, "Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices," Annals of Economics and Statistics, GENES, issue 123-124, pages 103-134, DOI: 10.15609/annaeconstat2009.123-124.0.
• Christian Francq & Jean-Michel Zakoïan, 2016, "Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels," Annals of Economics and Statistics, GENES, issue 123-124, pages 9-28, DOI: 10.15609/annaeconstat2009.123-124.0.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016, "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, volume 8, issue 1, pages 1-32, January.
• Raluca Necula & Mirela Stoian & Manea Draghici, 2016, "The Convergent Evolution of Romania’s Gross Domestic Product in Relation to the Average Macro-Economic Result of the European Union Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 575-575, August.
• Kadjo, Didier & Ricker-Gilbert, Jacob & Tahirou, Abdoulaye & Shively, Gerald & Baco, Nasser, 2016, "Adverse selection in informal maize markets in Benin," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia, African Association of Agricultural Economists (AAAE), number 249289, Sep, DOI: 10.22004/ag.econ.249289.
• Thompson, Jada M. & Pendell, Dustin L., 2016, "A System Approach for Three-Dimensional Panel Data to Estimate Poultry Trade Impacts due to Animal Disease Outbreaks," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236003, DOI: 10.22004/ag.econ.236003.
• Wang, Xiaojin, 2016, "Is Fair Trade Fair for Consumers? A Hedonic Analysis of U.S. Retail Fair Trade Coffee Prices," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236344, DOI: 10.22004/ag.econ.236344.
• Areal, Francisco José & Balcombe, Kevin & Rapsomanikis, George, None, "Testing for bubbles in agriculture commodity markets," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 16, issue 01, DOI: 10.22004/ag.econ.241272.
• Cavaliere, Giuseppe & Ørregaard Nielsen, Morten & Taylor, A.M. Robert, 2016, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274649, Nov, DOI: 10.22004/ag.econ.274649.
• Zhou, Mo, 2016, "Residential Water Demand in China: Applications of Double-Log Model and EDM System," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229774, DOI: 10.22004/ag.econ.229774.
• Chen, Mingli, , "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," Economic Research Papers, University of Warwick - Department of Economics, number 269326, DOI: 10.22004/ag.econ.269326.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold, 2016, "Robust frontier estimation from noisy data: a Tikhonov regularization approach," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016028, Jan.
• Hafner, C. & Laurent, S. & Violante, F., 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016034, Jan.
• Hafner, C. & Linton, O., 2016, "An Almost Closed Form Estimator for the EGARCH model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016036, Jan.
• Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2016, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016007, Jan.
• Jan F. Kiviet, 2016, "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-03, Dec.
• Giorgio Calcagnini & Germana Giombini & Francesco Perugini, 2016, "Bank Foundations, Social Capital, and the Growth of Italian Provinces," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 131, Nov.
• Esin Firuzan & Berhan Çoban, 2016, "Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 1, pages 35-44, June, DOI: http://dx.doi.org/10.17093/aj.2016..
• Susanne M. Schennach, 2016, "Recent Advances in the Measurement Error Literature," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 341-377, October.
• Mitsuhiro OKANO & Yoshihisa INADA, 2016, "地域四半期gdpの推計に向けた諸課題," APIR Discussion Paper Series, Asia Pacific Institute of Research, number 1005188, Mar.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers, arXiv.org, number 1602.08258, Feb.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers, arXiv.org, number 1606.00142, Jun.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016, "Locally Robust Semiparametric Estimation," Papers, arXiv.org, number 1608.00033, Jul, revised Aug 2020.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers, arXiv.org, number 1609.03344, Sep, revised Sep 2016.
• David M. Kaplan & Yixiao Sun, 2016, "Smoothed estimating equations for instrumental variables quantile regression," Papers, arXiv.org, number 1609.09033, Sep.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016, "Predictability Hidden by Anomalous Observations," Papers, arXiv.org, number 1612.05072, Dec.
• Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016, "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers, Central Bank of Azerbaijan Republic, number 1601, Apr.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2016, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Institute for Fiscal Studies, number 29/16, Jul, DOI: 10.1920/wp.cem.2016.2916.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016, "Locally robust semiparametric estimation," CeMMAP working papers, Institute for Fiscal Studies, number 31/16, Aug, DOI: 10.1920/wp.cem.2016.3116.
• Kate Ho & Adam Rosen, 2016, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Institute for Fiscal Studies, number 45/16, Aug, DOI: 10.1920/wp.cem.2016.4516.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1639.
• Calista Cheung & Dmitry Granovsky, 2016, "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers, Bank of Canada, number 16-3, DOI: 10.34989/sdp-2016-3.
• M. Dietsch & K. Düllmann & H. Fraisse & P. Koziol & C. Ott, 2016, "Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans," Débats Economiques et financiers, Banque de France, number 23.
• Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
• Michael Creel, 2016, "Neural Nets for Indirect Inference," Working Papers, Barcelona School of Economics, number 942, Nov.
• John Pencavel, 2016, "Whose Preferences Are Revealed In Hours Of Work?," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 9-24, January.
• Erich Battistin & Mario Padula, 2016, "Survey instruments and the reports of consumption expenditures: evidence from the consumer expenditure surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 179, issue 2, pages 559-581, February.
• Ali Ahmad & Christian Francq, 2016, "Poisson QMLE of Count Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 3, pages 291-314, May.
• Seong Yeon Chang & Pierre Perron, 2016, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 4, pages 555-574, July.
• Jonas Andersson & Jarle Møen, 2016, "A Simple Improvement of the IV-estimator for the Classical Errors-in-Variables Problem," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 1, pages 113-125, February.
• Markku Lanne & Henri Nyberg, 2016, "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 4, pages 595-603, August.
• Gauthier Lanot & David Leece, 2016, "Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans," Real Estate Economics, American Real Estate and Urban Economics Association, volume 44, issue 4, pages 771-813, October.
• Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016, "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 99-125, February.
• BRATIAN Vasile, 2016, "Brownian Movement Of Stock Quotes Of The Companies Listed On The Bucharest Stock Exchange And Probability Ranges," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 1, pages 7-20, June.
• Arthur Lewbel, 2016, "Identification and Estimation Using Heteroscedasticity Without Instruments: The Binary Endogenous Regressor Case," Boston College Working Papers in Economics, Boston College Department of Economics, number 927, Dec.
• Richard Harris & Evarist Stoja & Linh Nguyen, 2016, "Systematic tail risk," Bank of England working papers, Bank of England, number 637, Dec.
• Mike G. Tsionas, 2016, "Alternative Bayesian compression in Vector Autoregressions and related models," Working Papers, Bank of Greece, number 216, Nov.
• Mike G. Tsionas, 2016, "Alternatives to large VAR, VARMA and multivariate stochastic volatility models," Working Papers, Bank of Greece, number 217, Dec.
• Sun-Joong Yoon & Chang Gyun Park, 2016, "Non-Recourse Mortgage Loans and Implied Option Prices (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 1, pages 63-92, March.
• F. Lilla, 2016, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1084, Nov.
• Panagiotou Dimitrios & Stavrakoudis Athanassios, 2016, "Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 14, issue 1, pages 121-131, May, DOI: 10.1515/jafio-2015-0001.
• Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016, "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 153-177, January, DOI: 10.1515/jem-2013-0002.
• Sweidan Osama D., 2016, "Political Instability and Economic Growth: Evidence from Jordan," Review of Middle East Economics and Finance, De Gruyter, volume 12, issue 3, pages 279-300, December, DOI: 10.1515/rmeef-2015-0025.
• David Pacini & Frank Windmeijer, 2016, "Robust Inference for the Two-Sample 2SLS Estimator," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/676, Jun.
• Foued Aloulou & Sana Naouar, 2016, "Analyse microéconométrique des accidents routiers en Tunisie," Revue économique, Presses de Sciences-Po, volume 67, issue 6, pages 1211-1230.
• Linton, O. & Wu, J., 2016, "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1671, Dec.
• Pesaran, H. & Yang, Cynthia Fan, 2016, "Econometric Analysis of Production Networks with Dominant Units," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1678, Dec.
• Karen Poghosyan, 2016, "A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 2, pages 81-99.
• Phillip, Garry & Xu, Yongdeng, 2016, "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/10, Oct.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series, CESifo, number 5965.
• M. Hashem Pesaran & Cynthia Fan Yang, 2016, "Econometric Analysis of Production Networks with Dominant Units," CESifo Working Paper Series, CESifo, number 6141.
• D’Haultfoeuille, Xavier & Rathelot, Roland, 2016, "Measuring Segregation on Small Units: A Partial Identification Analysis," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 291.
• Olivier Scaillet, 2016, "On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-06, Jan.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-12, Feb.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016, "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-51, Aug, revised Dec 2016.
• Francesco Aiello & Graziella Bonanno, 2016, "Multilevel Empirics For Small Banks In Local Markets," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201611, Oct.
• Francesco Aiello & Graziella Bonanno, 2016, "On The Sources Of Heterogeneity In Banking Efficiency Literature," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201612, Nov.
• Victor Aguirregabiria & Arvind Magesan, , "Soultion and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers, Department of Economics, University of Calgary, number 2016-32, revised 24 May 2016.
• Manuel Arellano & Stéphane Bonhomme, 2016, "Quantile Selection Models with an Application to Understanding Changes in Wage Inequality," Working Papers, CEMFI, number wp2016_1610, Dec.
• Elkin Castano & Santiago Gallon, 2016, "A solution for multicollinearity in stochastic frontier production function models," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 9-23.
• Marisol Valencia Cárdenas & Juan Gabriel Vanegas L�pez & Juan Carlos Correa Morales & Jorge An�bal Restrepo Morales, 2016, "Comparación de pronósticos para la dinámica del turismo en Medellín, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 199-230.
• Fabián Ernesto Vidal Sánchez, 2016, "“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15232, Nov.
• Luis Miguel Bolívar Caro & Gabriel Orlando Rodr�guez Puello & Daniel Alfonso Forero vargas, 2016, "La inversión extranjera directa y su desempeno en Colombia, 1994 - 2014," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 10, issue 2, pages 241-278.
• HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016009, Apr.
• HAFNER, Christian & PREMINGER, Arie, 2016, "On Asymptotic Theory for ARCH(infinite) Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016030, Aug.
• Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016, "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2923, Jan.
• Aguirregabiria, Victor & Magesan, Arvind, 2016, "Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11300, May.
• Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2016, "Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11376, Jul.
• Xavier D'Haultfoeuille & Roland Rathelot, 2016, "Measuring Segregation on Small Units: A Partial Identification Analysis," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 1611, May.
• Christian Gouriéroux & Joann Jasiak, 2016, "Robust Analysis of the Martingale Hypothesis," Working Papers, Center for Research in Economics and Statistics, number 2016-18, Apr.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2016, "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers, Center for Research in Economics and Statistics, number 2016-33, Sep.
• Sonia Bhalotra & Damian Clarke, 2016, "The Twin Instrument," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2016-38.
• Rosanna Cataldo & Maria Gabriella Grassia & Natale Carlo Lauro & Elena Ragazzi & Lisa Sella, 2016, "Individual Disadvantage and Training Policies: The Makings of "Model-based" Composite Indicators," IRCrES Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY, number 201602, Jul.
• Florens, Jean-Pierre & Simoni, Anna, 2016, "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, volume 32, issue 1, pages 71-121, February.
• Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016, "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, volume 32, issue 3, pages 655-685, June.
• Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2016, "Structural Threshold Regression," Econometric Theory, Cambridge University Press, volume 32, issue 4, pages 827-860, August.
• Qian, Junhui & Su, Liangjun, 2016, "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1376-1433, December.
• Manamba EPAPHRA, 2016, "Nonlinearities in Inflation and Growth Nexus: The Case of Tanzania," Journal of Economics and Political Economy, EconSciences 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, EconSciences 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, EconSciences 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, EconSciences 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, EconSciences Journals, volume 3, issue 3, pages 459-481, September.
• Thomas W. Quan & Kevin R. Williams, 2016, "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 2054, Nov.
• Xinyu WU & Hailin ZHOU, 2016, "GARCH DIFFUSION MODEL, iVIX, AND VOLATILITY RISK PREMIUM," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 327-342.
• Bogdan IFTIMIE & Simona-Mihaela CHIRU, 2016, "Macroeconomic Performances Under Inflation Targeting. The Case Of Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 193-209.
• Atanu DAS, 2016, "Higher Order Adaptive Kalman Filter For Time Varying Alpha And Cross Market Beta Estimation In Indian Market," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 211-228.
• Virgil DAMIAN & Cosmin – Octavian CEPOI, 2016, "Volatility Estimators With High-Frequency Data From Bucharest Stock Exchange," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 247-264.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1588.
• Diego Campoy & Cecilia Parada, 2016, "Desigualdad en el Acceso a los Servicios Públicos y Niveles de Satisfacción de los Individuos," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0193, Jan.
• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1618, Nov.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016, "The information in systemic risk rankings," Working Paper Series, European Central Bank, number 1875, Jan.
• Manganelli, Simone, 2016, "Deciding with judgment," Working Paper Series, European Central Bank, number 1947, Aug.
• Behnam Nikbin & Saman Panahi, 2016, "Estimation of Private Consumption Function of Iran: Autoregressive Distributed Lag Approach to Co-integration," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 653-659.
• Chee Yin Yip & Hock Eam Lim & Hooi Hooi Lean, 2016, "Effectiveness of a Cluster of Determinants to Increase Economic Growth Rate: A Combined Statistical Criteria Approach," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 728-735.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2016, "Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1194-1199.
• Tanattrin Bunnag, 2016, "Volatility Transmission in Crude Oil, Gold, Standard and Poor s 500 and US Dollar Index Futures using Vector Autoregressive Multivariate Generalized Autoregressive Conditional Heteroskedasticity Model," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 39-52.
• Tatyana V. Terenteva & Tatyana V. Varkulevich & Marina E. Vasilenko & Ekaterina G. Shumik & Kseniya V. Smitskih, 2016, "Methodical Review of the Social and Economic Development Rankings of the Region Based on Primorsky Krai," International Review of Management and Marketing, Econjournals, volume 6, issue 4, pages 807-813.
• Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel, 2016, "Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity," Applied Energy, Elsevier, volume 177, issue C, pages 285-297, DOI: 10.1016/j.apenergy.2016.05.111.
• Long, Zhiming & Herrera, Rémy, 2016, "Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database," China Economic Review, Elsevier, volume 40, issue C, pages 33-53, DOI: 10.1016/j.chieco.2016.05.002.
• Bauwens, Luc & Grigoryeva, Lyudmila & Ortega, Juan-Pablo, 2016, "Estimation and empirical performance of non-scalar dynamic conditional correlation models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 17-36, DOI: 10.1016/j.csda.2015.02.013.
• Diks, Cees & Wang, Juanxi, 2016, "Can a stochastic cusp catastrophe model explain housing market crashes?," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 68-88, DOI: 10.1016/j.jedc.2016.05.008.
• Khalaf, Lynda & Schaller, Huntley, 2016, "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 165-177, DOI: 10.1016/j.jedc.2016.07.002.
• Bu, Ruijun & Cheng, Jie & Hadri, Kaddour, 2016, "Reducible diffusions with time-varying transformations with application to short-term interest rates," Economic Modelling, Elsevier, volume 52, issue PA, pages 266-277, DOI: 10.1016/j.econmod.2014.10.039.
• von Hippel, Paul T. & Bellows, Laura & Osborne, Cynthia & Lincove, Jane Arnold & Mills, Nick, 2016, "Teacher quality differences between teacher preparation programs: How big? How reliable? Which programs are different?," Economics of Education Review, Elsevier, volume 53, issue C, pages 31-45, DOI: 10.1016/j.econedurev.2016.05.002.
• Zhang, Hongliang, 2016, "The role of testing noise in the estimation of achievement-based peer effects," Economics of Education Review, Elsevier, volume 54, issue C, pages 113-123, DOI: 10.1016/j.econedurev.2016.04.008.
• Oikawa, Koki, 2016, "A microfoundation for stochastic frontier analysis," Economics Letters, Elsevier, volume 139, issue C, pages 15-17, DOI: 10.1016/j.econlet.2015.12.006.
• Hayakawa, Kazuhiko, 2016, "Identification problem of GMM estimators for short panel data models with interactive fixed effects," Economics Letters, Elsevier, volume 139, issue C, pages 22-26, DOI: 10.1016/j.econlet.2015.12.012.
• Arai, Yoichi & Ichimura, Hidehiko, 2016, "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, volume 141, issue C, pages 103-106, DOI: 10.1016/j.econlet.2016.01.024.
• Wang, Yun & Zhang, Yonghui & Zhou, Qiankun, 2016, "A Stein-like estimator for linear panel data models," Economics Letters, Elsevier, volume 141, issue C, pages 156-161, DOI: 10.1016/j.econlet.2016.02.016.
• Zhang, Xinyu & Ullah, Aman & Zhao, Shangwei, 2016, "On the dominance of Mallows model averaging estimator over ordinary least squares estimator," Economics Letters, Elsevier, volume 142, issue C, pages 69-73, DOI: 10.1016/j.econlet.2016.02.027.
• Baetje, Fabian & Friedrici, Karola, 2016, "Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence," Economics Letters, Elsevier, volume 143, issue C, pages 38-43, DOI: 10.1016/j.econlet.2016.03.014.
• Wu, Jianhong, 2016, "Robust determination for the number of common factors in the approximate factor models," Economics Letters, Elsevier, volume 144, issue C, pages 102-106, DOI: 10.1016/j.econlet.2016.04.026.
• Peng, Bin, 2016, "Inference on modelling cross-sectional dependence for a varying-coefficient model," Economics Letters, Elsevier, volume 145, issue C, pages 1-5, DOI: 10.1016/j.econlet.2016.05.008.
• Kiviet, Jan F., 2016, "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, volume 145, issue C, pages 192-195, DOI: 10.1016/j.econlet.2016.06.021.
• Zhao, Shangwei & Zhang, Xinyu & Gao, Yichen, 2016, "Model averaging with averaging covariance matrix," Economics Letters, Elsevier, volume 145, issue C, pages 214-217, DOI: 10.1016/j.econlet.2016.06.011.
• Pacini, David & Windmeijer, Frank, 2016, "Robust inference for the Two-Sample 2SLS estimator," Economics Letters, Elsevier, volume 146, issue C, pages 50-54, DOI: 10.1016/j.econlet.2016.06.033.
• Tran, Kien C. & Tsionas, Mike G., 2016, "On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors," Economics Letters, Elsevier, volume 147, issue C, pages 19-22, DOI: 10.1016/j.econlet.2016.08.014.
• Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016, "Estimation and test for quantile nonlinear cointegrating regression," Economics Letters, Elsevier, volume 148, issue C, pages 27-32, DOI: 10.1016/j.econlet.2016.09.014.
• Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun, 2016, "Model averaging with high-dimensional dependent data," Economics Letters, Elsevier, volume 148, issue C, pages 68-71, DOI: 10.1016/j.econlet.2016.09.010.
• Ibragimov, Rustam & Prokhorov, Artem, 2016, "Heavy tails and copulas: Limits of diversification revisited," Economics Letters, Elsevier, volume 149, issue C, pages 102-107, DOI: 10.1016/j.econlet.2016.10.024.
• Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016, "Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem," Economics Letters, Elsevier, volume 149, issue C, pages 131-134, DOI: 10.1016/j.econlet.2016.10.034.
• Lee, Jungyoon & Robinson, Peter M., 2016, "Series estimation under cross-sectional dependence," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2015.08.001.
• Lu, Xun & Su, Liangjun, 2016, "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 148-175, DOI: 10.1016/j.jeconom.2015.09.005.
• Hill, Jonathan B. & Prokhorov, Artem, 2016, "GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 18-45, DOI: 10.1016/j.jeconom.2015.09.001.
• Bester, C. Alan & Hansen, Christian B., 2016, "Grouped effects estimators in fixed effects models," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 197-208, DOI: 10.1016/j.jeconom.2012.08.022.
• Simar, Léopold & Vanhems, Anne & Van Keilegom, Ingrid, 2016, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 360-373, DOI: 10.1016/j.jeconom.2015.06.015.
• Choi, Hwan-sik, 2016, "Information theory for maximum likelihood estimation of diffusion models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 110-128, DOI: 10.1016/j.jeconom.2015.10.002.
• Su, Liangjun & Hoshino, Tadao, 2016, "Sieve instrumental variable quantile regression estimation of functional coefficient models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 231-254, DOI: 10.1016/j.jeconom.2015.10.006.
• Qian, Junhui & Su, Liangjun, 2016, "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 86-109, DOI: 10.1016/j.jeconom.2015.09.004.
• Rao, D.S. Prasada & Hajargasht, Gholamreza, 2016, "Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 414-425, DOI: 10.1016/j.jeconom.2015.12.012.
• Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y., 2016, "Nonstationarity in time series of state densities," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 152-167, DOI: 10.1016/j.jeconom.2015.06.025.
• Choi, Yongok & Jacewitz, Stefan & Park, Joon Y., 2016, "A reexamination of stock return predictability," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 168-189, DOI: 10.1016/j.jeconom.2015.02.048.
• Fernández-Val, Iván & Weidner, Martin, 2016, "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 291-312, DOI: 10.1016/j.jeconom.2015.12.014.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2016, "Structural analysis with Multivariate Autoregressive Index models," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 332-348, DOI: 10.1016/j.jeconom.2016.02.002.
• Wolter, James Lewis, 2016, "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 1-16, DOI: 10.1016/j.jeconom.2016.01.002.
• Kitagawa, Toru & Muris, Chris, 2016, "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 271-289, DOI: 10.1016/j.jeconom.2016.03.002.
• Wang, Xiaohu & Yu, Jun, 2016, "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 35-53, DOI: 10.1016/j.jeconom.2016.02.014.
• Horváth, Lajos & Trapani, Lorenzo, 2016, "Statistical inference in a random coefficient panel model," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 54-75, DOI: 10.1016/j.jeconom.2016.01.006.
• Galvao, Antonio F. & Kato, Kengo, 2016, "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 92-112, DOI: 10.1016/j.jeconom.2016.01.008.
• Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016, "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 405-417, DOI: 10.1016/j.jeconom.2016.04.014.
• Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016, "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 116-137, DOI: 10.1016/j.jeconom.2016.04.005.
• Mykland, Per A. & Zhang, Lan, 2016, "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 242-262, DOI: 10.1016/j.jeconom.2016.05.005.
• Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016, "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 309-318, DOI: 10.1016/j.jeconom.2016.05.009.
• Conrad, Christian & Mammen, Enno, 2016, "Asymptotics for parametric GARCH-in-Mean models," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 319-329, DOI: 10.1016/j.jeconom.2016.05.010.
• Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching, 2016, "On consistency of minimum description length model selection for piecewise autoregressions," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 360-368, DOI: 10.1016/j.jeconom.2016.05.013.
• Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016, "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 369-382, DOI: 10.1016/j.jeconom.2016.05.014.
• Shi, Zhentao, 2016, "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 104-119, DOI: 10.1016/j.jeconom.2016.07.004.
• Li, Yingying & Xie, Shangyu & Zheng, Xinghua, 2016, "Efficient estimation of integrated volatility incorporating trading information," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 33-50, DOI: 10.1016/j.jeconom.2016.05.017.
• Li, Chenxu & Chen, Dachuan, 2016, "Estimating jump–diffusions using closed-form likelihood expansions," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 51-70, DOI: 10.1016/j.jeconom.2016.07.001.
• Seo, Myung Hwan & Shin, Yongcheol, 2016, "Dynamic panels with threshold effect and endogeneity," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 169-186, DOI: 10.1016/j.jeconom.2016.03.005.
• Miyauchi, Yuhei, 2016, "Structural estimation of pairwise stable networks with nonnegative externality," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 224-235, DOI: 10.1016/j.jeconom.2016.08.001.