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

• 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.
• Puentes, Esteban & Wang, Fan & Behrman, Jere R. & Cunha, Flavio & Hoddinott, John & Maluccio, John A. & Adair, Linda S. & Borja, Judith B. & Martorell, Reynaldo & Stein, Aryeh D., 2016, "Early life height and weight production functions with endogenous energy and protein inputs," Economics & Human Biology, Elsevier, volume 22, issue C, pages 65-81, DOI: 10.1016/j.ehb.2016.03.002.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2016, "On the properties of the constrained Hansen–Jagannathan distance," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 121-150, DOI: 10.1016/j.jempfin.2015.10.001.
• Aboulamer, Anas & Kryzanowski, Lawrence, 2016, "Are idiosyncratic volatility and MAX priced in the Canadian market?," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 20-36, DOI: 10.1016/j.jempfin.2016.02.005.
• Kim, Kun Ho & Kim, Taejin, 2016, "Capital asset pricing model: A time-varying volatility approach," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 268-281, DOI: 10.1016/j.jempfin.2016.01.014.
• Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 461-475, DOI: 10.1016/j.jempfin.2016.01.002.
• Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 640-663, DOI: 10.1016/j.jempfin.2016.02.007.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016, "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 254-264, DOI: 10.1016/j.jempfin.2016.06.007.
• Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2016, "A consistent two-factor model for pricing temperature derivatives," Energy Economics, Elsevier, volume 55, issue C, pages 112-126, DOI: 10.1016/j.eneco.2015.12.020.
• Polemis, Michael L. & Tsionas, Mike G., 2016, "An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment," Energy Economics, Elsevier, volume 56, issue C, pages 384-388, DOI: 10.1016/j.eneco.2016.04.004.
• Afanasyev, Dmitriy O. & Fedorova, Elena A., 2016, "The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions," Energy Economics, Elsevier, volume 56, issue C, pages 432-442, DOI: 10.1016/j.eneco.2016.04.009.
• Deeney, Peter & Cummins, Mark & Dowling, Michael & Smeaton, Alan F., 2016, "Influences from the European Parliament on EU emissions prices," Energy Policy, Elsevier, volume 88, issue C, pages 561-572, DOI: 10.1016/j.enpol.2015.06.026.
• Galarraga, Ibon & Abadie, Luis M. & Kallbekken, Steffen, 2016, "Designing incentive schemes for promoting energy-efficient appliances: A new methodology and a case study for Spain," Energy Policy, Elsevier, volume 90, issue C, pages 24-36, DOI: 10.1016/j.enpol.2015.12.010.
• Fernandez, Viviana, 2016, "Futures markets and fundamentals of base metals," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 215-229, DOI: 10.1016/j.irfa.2016.03.014.
• Rivieccio, Giorgia & De Luca, Giovanni, 2016, "Copula function approaches for the analysis of serial and cross dependence in stock returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 55-61, DOI: 10.1016/j.frl.2016.01.006.
• Kourtis, Apostolos, 2016, "The Sharpe ratio of estimated efficient portfolios," Finance Research Letters, Elsevier, volume 17, issue C, pages 72-78, DOI: 10.1016/j.frl.2016.01.009.
• Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016, "Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 216-227, DOI: 10.1016/j.jfs.2016.07.006.
• Tatoutchoup, Francis Didier, 2016, "Optimal rate of paper recycling," Forest Policy and Economics, Elsevier, volume 73, issue C, pages 264-269, DOI: 10.1016/j.forpol.2016.09.022.
• Guo, Xu & Li, Jingyuan, 2016, "Confidence band for expectation dependence with applications," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 141-149, DOI: 10.1016/j.insmatheco.2015.09.012.
• Tursunalieva, Ainura & Silvapulle, Param, 2016, "Nonparametric estimation of operational value-at-risk (OpVaR)," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 194-201, DOI: 10.1016/j.insmatheco.2016.05.010.
• Brahimi, Brahim & Abdelli, Jihane, 2016, "Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 135-143, DOI: 10.1016/j.insmatheco.2016.06.005.
• Guo, Xu & Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016, "Preserving the Rothschild–Stiglitz type of increasing risk with background risk," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 144-149, DOI: 10.1016/j.insmatheco.2016.06.008.
• Ersan, Oguz & Alıcı, Aslı, 2016, "An unbiased computation methodology for estimating the probability of informed trading (PIN)," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 74-94, DOI: 10.1016/j.intfin.2016.04.001.

2015

• Marek Ďurica & Lucia Švábová, 2015, "Improvement Of Company Marketing Strategy Based On Analysis Of Google Search Results," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 115-122, September, DOI: 10.12955/cbup.v3.592.
• Mária Bohdalová & Michal Greguš, 2015, "Estimating Value-At-Risk Based On Non-Normal Distributions," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 188-195, September, DOI: 10.12955/cbup.v3.601.
• Christian M. Hafner & Sebastien Laurent & Francesco Violante, 2015, "Weak diffusion limits of dynamic conditional correlation models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-03, Jan.
• Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015, "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-10, Feb.
• Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek, 2015, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-11, Jan.
• Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015, "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-16, Mar.
• Laurent Callot & Johannes Tang Kristensen, 2015, "Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-29, Jun.
• Yunus Emre Ergemen & Abderrahim Taamouti, 2015, "Parametric Portfolio Policies with Common Volatility Dynamics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-41, Aug.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2015, "Hybrid scheme for Brownian semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-43, Sep.
• Mark Podolskij & Christian Schmidt & Mathias Vetter, 2015, "On U- and V-statistics for discontinuous Itô semimartingale," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-52, Nov.
• Mark Podolskij & Nopporn Thamrongrat, 2015, "A weak limit theorem for numerical approximation of Brownian semi-stationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-53, Nov.
• Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij, 2015, "Limit theorems for stationary increments Lévy driven moving averages," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-56, Dec.
• Andreas Basse-O'Connor & Mark Podolskij, 2015, "On critical cases in limit theory for stationary increments Lévy driven moving averages," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-57, Dec.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2015, "Edgeworth expansion for the pre-averaging estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-60, Dec.
• Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015, "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-61, 12.
• Firmin Doko Tchatoka & Wenjie Wang, 2015, "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2015-01, Jan.
• Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2015, "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2015-17, Sep.
• Stelios Arvanitis & Alexandros Louka, 2015, "A CLT For Martingale Transforms With Infinite Variance," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201507, Jul.
• Stelios Arvanitis & Nikolas Topaloglou, 2015, "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201511, Nov.
• Sandra Nieto, 2015, "Overeducation, skills and wage penalty: Evidence for Spain using PIAAC data," Investigaciones de Economía de la Educación volume 10, Asociación de Economía de la Educación, chapter 30, in: Marta Rahona López & Jennifer Graves, "Investigaciones de Economía de la Educación 10".
• Carlos Gamero Burón & Gerard Lassibille, 2015, "Satisfacción laboral en los países pobres: el caso de los docentes malgaches," Investigaciones de Economía de la Educación volume 10, Asociación de Economía de la Educación, chapter 38, in: Marta Rahona López & Jennifer Graves, "Investigaciones de Economía de la Educación 10".
• Mirela Octavia Sirbu & Andreea Simona Saseanu & Simona Ioana Ghita, 2015, "Consumers` perception on the use of innovative technologies in creating store atmosphere," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 17, issue 39, pages 567-567, May.
• Koutchadé, Philippe & Carpentier, Alain & Féménia, Fabienne, 2015, "Empirical modelling of production decisions of heterogeneous farmers with mixed models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205098, DOI: 10.22004/ag.econ.205098.
• Koutchade, Obafèmi Philippe & Carpentier, Alain & Femenia, Fabienne, 2015, "Corner solutions in empirical acreage choice models: an andogeneous switching regime approach with regime fixed cost," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 206060, DOI: 10.22004/ag.econ.206060.
• Madau, Fabio A., 2015, "Technical and Scale Efficiency in the Italian Citrus Farming: Comparison between SFA and DEA Approaches," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 16, issue 2, pages 1-13, DOI: 10.22004/ag.econ.253696.
• Kareem, Fatima Olanike & Brümmer, Bernhard & Martinez-Zarzoso, Inmaculada, 2015, "The Implication of European Union’s Food Regulations on Developing Countries: Food Safety Standards, Entry Price System and Africa’s Export," GlobalFood Discussion Papers, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development, number 198719, Feb, DOI: 10.22004/ag.econ.198719.
• Mahoukede, Kinkingninhoun-Medagbe & Aliou, Diagne & Rita A., Agboh-Noameshie, 2015, "Impact of NERICA Adoption on Productivity and Income in Benin: Is There Gender Difference?," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211634, DOI: 10.22004/ag.econ.211634.
• Koutchade, Philippe & Carpentier, Alain & Femenia, Fabienne, 2015, "Accounting for unobserved heterogeneity in micro-econometric agricultural production models: a random parameter approach," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212015, DOI: 10.22004/ag.econ.212015.
• Lokossou, Jourdain & Arouna, Aminou & Diagne, Aliou & Biaou, Gauthier, 2015, "Gender differential Impact of NERICA adoption on Total Factor Productivity: evidence from Benin Republic," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212056, DOI: 10.22004/ag.econ.212056.
• Koutchade, Philippe & Carpentier, Alain & Féménia, Fabienne, 2015, "Empirical modeling of production decisions of heterogeneous farmers with random parameter models," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 210097, DOI: 10.22004/ag.econ.210097.
• Parman, Bryon & Featherstone, Allen & Coffey, Brian, , "Is Efficiency Analysis All There Is With Data Envelopment Analysis," Working Papers, Mississippi State University, Department of Agricultural Economics, number 197532, DOI: 10.22004/ag.econ.197532.
• Byrne, David & Imai, Susumu & Sarafidis, Vasilis & Hirukawa, Masayuki, 2015, "Instrument-free Identification and Estimation of Differentiated Products Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274662, Jan, DOI: 10.22004/ag.econ.274662.
• Anido R., Jose Daniel, 2015, "Demand of food energy, food availability and nutrient intake in Venezuela: Main changes and their nutritional implications," Revista Espanola de Estudios Agrosociales y Pesqueros, Ministerio de Medio Ambiente, Rural y Marino (formerly Ministry of Agriculture), issue 240, pages 1-50, DOI: 10.22004/ag.econ.249679.
• Tae-Hwan Kim & Christophe Muller, 2015, "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1522, May, revised May 2015.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015, "Star Wars: The Empirics Strike Back," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1523, May, revised May 2015.
• Sorin Marius Pirnac, 2015, "Technical Analysis Of Ftse 100 Index Using Quantmod Package," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 114-122.
• Kneip, Alois & Simar, Leopold & Van Keilegom, Ingrid, 2015, "Frontier estimation in the presence of measurement error with unknown variance," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015004, Jan.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2015, "Categorical data in local maximum likelihood: theory and applications to productivity analysis," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015018, Jan.
• Arturas Juodis & Sarafidis, V., 2015, "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 15-03, Oct.
• Jan F. Kiviet, 2015, "When is it really justifiable to ignore explanatory variable endogeneity in a regression model?," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 15-05, Dec.
• Ibrahim Onur Oz & Tezer Yelkenci, 2015, "The Generalizability of Financial Distress Prediction Models: Evidence from Turkey," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 14, issue 4, pages 685-703, December.
• Kiran Aslam & Kashif Raza & Numan Ijaz, 2015, "Psychological And Socio €“ Economic Causes Of Criminal Behaviour In Pakistan: A Case Study Of District Bahawalnagar," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 3, issue 2, pages :100-113, December.
• Vesile Sinem Arıkan Kargı, 2015, "A Comparison of Artificial Neural Networks and Multiple Linear Regression Models As Predictors of Discard Rates In Plastic Injection Molding," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 65-72, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Oksana Domkina, 2015, "Risks of investment in personnel development: evidence from Ukrainian IT companies," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 10, pages 64-80, June.
• Nelson Ramírez-Rondán, 2015, "Maximum Likelihood Estimation of Dynamic Panel Threshold Models," Working Papers, Peruvian Economic Association, number 32, Mar.
• Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Alternative Asymptotics and the Partially Linear Model with Many Regressors," Papers, arXiv.org, number 1505.08120, May.
• Yoann Potiron & Per Mykland, 2015, "Estimation of integrated quadratic covariation with endogenous sampling times," Papers, arXiv.org, number 1507.01033, Jul, revised Nov 2016.
• Xiaohong Chen & Timothy M. Christensen, 2015, "Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," Papers, arXiv.org, number 1508.03365, Aug, revised Apr 2017.
• Fabian Dunker, 2015, "Adaptive estimation for some nonparametric instrumental variable models," Papers, arXiv.org, number 1511.03977, Nov, revised Aug 2021.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2015, "Edgeworth expansion for the pre-averaging estimator," Papers, arXiv.org, number 1512.04716, Dec.
• Univ. Prof. Ph. D. Mariana BALAN & PhD. Rodica PERCIUN, 2015, "Estimating Size And Structure Of Yough Romanian Migrants Based On The Gravity Models," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 39, issue 1, pages 65-77, September.
• Luis Alfredo Molina, 2015, "El crecimiento económico: estudio de convergencia regional en Colombia para los períodos 1970-2012," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 2, issue 3, pages 94-122, Octubre.
• Conrad, Christian & Mammen , Enno, 2015, "Asymptotics for parametric GARCH-in-Mean Models," Working Papers, University of Heidelberg, Department of Economics, number 0579, Jan.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric dynamic portfolio choice with multiple conditioning variables," CeMMAP working papers, Institute for Fiscal Studies, number 07/15, Feb, DOI: 10.1920/wp.cem.2015.0715.
• Ivan Fernandez-Val & Martin Weidner, 2015, "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers, Institute for Fiscal Studies, number 17/15, Apr, DOI: 10.1920/wp.cem.2015.1715.
• Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers, Institute for Fiscal Studies, number 36/15, Jul, DOI: 10.1920/wp.cem.2015.3615.
• Hidehiko Ichimura & Whitney K. Newey, 2015, "The influence function of semiparametric estimators," CeMMAP working papers, Institute for Fiscal Studies, number 44/15, Aug, DOI: 10.1920/wp.cem.2015.4415.
• Toru Kitagawa & Chris Muris, 2015, "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers, Institute for Fiscal Studies, number 46/15, Aug, DOI: 10.1920/wp.cem.2015.4615.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers, Institute for Fiscal Studies, number 49/15, Sep, DOI: 10.1920/wp.cem.2015.4915.
• Kate Ho & Adam Rosen, 2015, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Institute for Fiscal Studies, number 64/15, Oct, DOI: 10.1920/wp.cem.2015.6415.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2015, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Institute for Fiscal Studies, number 67/15, Oct, DOI: 10.1920/wp.cem.2015.6715.
• Manuel Arellano & Stéphane Bonhomme, 2015, "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers, Institute for Fiscal Studies, number 75/15, Dec, DOI: 10.1920/wp.cem.2015.7515.
• Mykola Bondar & Natalia Iershova, 2015, "Strategic Management Object As An Object Of Scientific Research," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 1, DOI: 10.30525/2256-0742/2015-1-1-47-54.
• Bruno Albuquerque & Georgi Krustev, 2015, "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Staff Working Papers, Bank of Canada, number 15-47, DOI: 10.34989/swp-2015-47.
• Tamara Burdisso & Máximo Sangiácomo, 2015, "Panel Time Series. Review of the Methodological Evolution," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201568, Nov.
• Julija Cerović & Vesna Karadžić, 2015, "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 60, issue 206, pages 87-116, July - Se.
• Majid M. Al-Sadoon, 2015, "A General Theory of Rank Testing," Working Papers, Barcelona School of Economics, number 750, Sep.
• Jeremy Greenwood & Georgi Kocharkov & Cezar Santos & Nezih Guner, 2015, "Technology and the Changing Family: a Unified Model of Marriage, Divorce Educational Attainment and Married Female Labor-Force Participation," Working Papers, Barcelona School of Economics, number 808, Sep.
• Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015, "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Sciendo, volume 6, issue 1, pages 36-55, March, DOI: 10.1515/bsrj-2015-0003.
• Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015, "Estimation of the marginal expected shortfall: the mean when a related variable is extreme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 77, issue 2, pages 417-442, March.
• Joakim Westerlund, 2015, "On the Importance of the First Observation in GLS Detrending in Unit Root Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 1, pages 152-161, February.
• J. M. C. Santos Silva & Silvana Tenreyro, 2015, "Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 1, pages 93-105, February.
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia & María Vera-Cabello, 2015, "Size distributions for all cities: Which one is best?," Papers in Regional Science, Wiley Blackwell, volume 94, issue 1, pages 177-196, March.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015, "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper, Norges Bank, number 2015/03, Feb.
• Richard D. F. Harris & Linh H Nguyen & Evarist Stoja, 2015, "Extreme downside risk and financial crises," Bank of England working papers, Bank of England, number 547, Sep.
• Kim, Sei-Wan & Park, Jee-Won, 2015, "Is There Diversification Incentive in Foreign Equity Fund Investment?: Evidence from Korean Equity Fund Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 1, pages 37-64, March.
• Seungmoon Choi, 2015, "Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 4, pages 28-58, December.
• Zhongjun Qu, 2015, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-002, Jun.
• Zhongjun Qu & Fan Zhuo, 2015, "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-003, Oct.
• Rasmus T. Varneskov & Pierre Perron, 2015, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-015, Sep.
• Albuquerque Bruno & Baumann Ursel & Krustev Georgi, 2015, "US household deleveraging following the Great Recession – a model-based estimate of equilibrium debt," The B.E. Journal of Macroeconomics, De Gruyter, volume 15, issue 1, pages 255-307, January, DOI: 10.1515/bejm-2013-0190.
• Chen Jau-er, 2015, "Factor instrumental variable quantile regression," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 1, pages 71-92, February, DOI: 10.1515/snde-2013-0014.
• Sebastian George, ENE & Danut, CHILAREZ, 2015, "The Influence Of Government Spending, Financial, Monetary And Fiscal Policies On The Gdp. Comparative Analysis Romania – Lithuania," Management Strategies Journal, Constantin Brancoveanu University, volume 29, issue 3, pages 6-15.
• Fernanda Maria Muller & Fábio Mariano Bayer, 2015, "Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 1, pages 40-73.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• Ben Jann, 2015, "Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 10, Mar, DOI: 10.7892/boris.81520.
• An Chen & Elena Vigna, 2015, "A unisex stochastic mortality model to comply with EU Gender Directive," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 440.
• Javier Hidalgo & Marcia M Schafgans, 2015, "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/583, Apr.
• Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series, CESifo, number 5189.
• Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series, CESifo, number 5333.
• Jo Thori Lind, 2015, "Spurious Weather Effects," CESifo Working Paper Series, CESifo, number 5365.
• David Neto, 2015, "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy," International Economics, CEPII research center, issue 144, pages 83-94.
• Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2015, "The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201502, Apr.
• Francesco Aiello & Graziella Bonanno, 2015, "Multilevel Empirics For Small Banks In Local Markets," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201503, May.
• Hafner, Christian & Manner, H. & Simar, L., 2015, "The “wrong skewness” problem in stochastic frontier models: a new approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015014, Mar.
• Piotr Ryszard Pluciennik, 2015, "The Assessment of Polish Bank Sector Condition on the Basis of Swap Spreads," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 7-22.
• Fafchamps, Marcel & Comola, Margherita, 2015, "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10575, May.
• Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai, 2015, "Estimating the Extensive Margin of Trade," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10787, Aug.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2015, "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10801, Sep.
• Ho, Kate & Rosen, Adam M., 2015, "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10883, Oct.
• Wolff, Christian & Papanikolaou, Nikolaos I., 2015, "Does the CAMEL bank ratings system follow a procyclical pattern?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10965, Nov.
• Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015, "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11032, Dec.
• Serguei Kaniovski & David Stadelmann, 2015, "The Probability of Legislative Shirking: Estimation and Validation," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2015-17, Oct.
• Jean-Pierre Florens & Anna Simoni, 2015, "Gaussian processes and Bayesian moment estimation," Working Papers, Center for Research in Economics and Statistics, number 2015-09, Nov.
• Elisabetta de Cao & Clemens Lutz, 2015, "Measuring attitudes regarding female genital mutilation through a list experiment," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2015-20.
• A. K. P. C. Swain & Manjula Das, 2015, "Some classes of modified ratio type estimators in sample surveys," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 16, issue 1, pages 37-52, May.
• Rajesh Tailor & Hilal A. Lone, 2015, "Improved separate ratio and product exponential type estimators in the case of post-stratification," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 16, issue 1, pages 53-64, May.
• James M. Lepkowski & Mahmoud A. Elkasabi & Steven G. Heeringa, 2015, "Joint Calibration Estimator for dual frame surveys," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 16, issue 1, pages 7-36, May.
• Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015, "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, volume 31, issue 5, pages 911-952, October.
• Tchatoka, Firmin Doko, 2015, "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, volume 31, issue 6, pages 1192-1228, December.
• Olkin, Ingram & Lou, Ying & Stokes, Lynne & Cao, Jing, 2015, "Analyses of Wine-Tasting Data: A Tutorial," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 4-30, May.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015, "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 8, pages 1749-1779, December.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015, "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2007, Jun.
• Alexander Sohn & Nadja Klein & Thomas Kneib, 2015, "A Semiparametric Analysis of Conditional Income Distributions," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 135, issue 1, pages 13-22, DOI: 10.3790/schm.135.1.13.