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

• 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," Journal of 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.
• 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.
• Christiane Bozoyan & Tobias Wolbring, 2015, "The Usefulness of Directed Acyclic Graphs: What Can DAGs Contribute to a Residual Approach to Weight-Related Income Discrimination?," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 135, issue 1, pages 83-96, DOI: 10.3790/schm.135.1.83.
• Alexander Sohn, 2015, "Beyond Conventional Wage Discrimination Analysis: Assessing Comprehensive Wage Distributions of Males and Females Using Structured Additive Distributional Regression," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 802.
• Houda Rharrabti Zaid, 2015, "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-37.
• Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015, "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series, European Central Bank, number 1814, Jun.
• Schwarz, Claudia & Kripfganz, Sebastian, 2015, "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series, European Central Bank, number 1838, Aug.
• Albuquerque, Bruno & Krustev, Georgi, 2015, "Debt overhang and deleveraging in the US household sector: gauging the impact on consumption," Working Paper Series, European Central Bank, number 1843, Aug.
• Almanidis, Pavlos & Karagiannis, Giannis & Sickles, Robin C., 2015, "Semi-nonparametric Spline Modifications to the Cornwell-Schmidt-Sickles Estimator: An Analysis of U.S. Banking Productivity," Working Papers, Rice University, Department of Economics, number 15-008, Jun.
• Ioannis N. Kallianiotis, 2015, "Economic Crises and the Substitution of Fiscal Policy by Monetary Policy," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 44-68.
• Augustine C. Osigwe & Kenneth Obi, 2015, "Does Capacity Utilization Rate Affect Imports of Raw Materials in Nigeria?," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 489-492.
• Victoria V. Akberdina & Anatoly V. Grebenkin & Oleg M. Barbakov, 2015, "Modeling Response to Innovations in Industrialized Regions: The Russian Experience," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 910-921.
• Lev I. Ushvitskii & Tat'yana A. Kulagovskaya & Anna A. Ter-Grigor'yants & Irina V. Solovyova & Elena S. Mezentseva, 2015, "Methodological Tools for Risk Assessment in Industrial Enterprises," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 1011-1016.
• Tanattrin Bunnag, 2015, "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 105-120.
• Sholpan Smagulova & Amangeldi D. Omarov & Aybek B. Imashev, 2015, "The Value of Investment Resources Influx for the Development of the Electric Power Industry of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 374-384.
• Mohamed Osman, 2015, "Dynamic Asymmetries in the Electric Consumption of the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 461-467.
• Tanattrin Bunnag, 2015, "Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 647-659.
• Siti Indati Mustapa & Hussain Ali Bekhet, 2015, "Investigating Factors Affecting CO2 Emissions in Malaysian Road Transport Sector," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1073-1083.
• Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy, 2015, "Estimation of correlations in portfolio credit risk models based on noisy security prices," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 334-349, DOI: 10.1016/j.jedc.2015.10.001.
• Boubaker, Heni & Sghaier, Nadia, 2015, "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, volume 50, issue C, pages 254-265, DOI: 10.1016/j.econmod.2015.06.027.
• Todorova, Neda, 2015, "The course of realized volatility in the LME non-ferrous metal market," Economic Modelling, Elsevier, volume 51, issue C, pages 1-12, DOI: 10.1016/j.econmod.2015.07.005.
• Lian, Yu-Min & Liao, Szu-Lang & Chen, Jun-Home, 2015, "State-dependent jump risks for American gold futures option pricing," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 115-133, DOI: 10.1016/j.najef.2015.04.001.
• Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent, 2015, "Aggregate volatility expectations and threshold CAPM," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 231-253, DOI: 10.1016/j.najef.2015.09.013.
• Griffiths, William & Hajargasht, Gholamreza, 2015, "On GMM estimation of distributions from grouped data," Economics Letters, Elsevier, volume 126, issue C, pages 122-126, DOI: 10.1016/j.econlet.2014.11.031.
• Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou, 2015, "Variance change-point detection in panel data models," Economics Letters, Elsevier, volume 126, issue C, pages 140-143, DOI: 10.1016/j.econlet.2014.12.005.
• Henderson, Heath & Golan, Amos & Seabold, Skipper, 2015, "Incorporating prior information when true priors are unknown: An Information-Theoretic approach for increasing efficiency in estimation," Economics Letters, Elsevier, volume 127, issue C, pages 1-5, DOI: 10.1016/j.econlet.2014.12.014.
• Diez de los Rios, Antonio, 2015, "Optimal asymptotic least squares estimation in a singular set-up," Economics Letters, Elsevier, volume 128, issue C, pages 83-86, DOI: 10.1016/j.econlet.2015.01.006.
• Wang, Wei & Yu, Jihai, 2015, "Estimation of spatial panel data models with time varying spatial weights matrices," Economics Letters, Elsevier, volume 128, issue C, pages 95-99, DOI: 10.1016/j.econlet.2015.01.021.
• Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui, 2015, "Estimating the long rate and its volatility," Economics Letters, Elsevier, volume 129, issue C, pages 100-102, DOI: 10.1016/j.econlet.2015.02.022.
• Wang, Shaoping & Cui, Guowei & Li, Kunpeng, 2015, "Factor-augmented regression models with structural change," Economics Letters, Elsevier, volume 130, issue C, pages 124-127, DOI: 10.1016/j.econlet.2015.03.020.
• Yu, Ping, 2015, "Consistency of the least squares estimator in threshold regression with endogeneity," Economics Letters, Elsevier, volume 131, issue C, pages 41-46, DOI: 10.1016/j.econlet.2015.03.035.
• Chen, Liang, 2015, "Estimating the common break date in large factor models," Economics Letters, Elsevier, volume 131, issue C, pages 70-74, DOI: 10.1016/j.econlet.2015.03.037.
• Tran, Kien C. & Tsionas, Efthymios G., 2015, "Endogeneity in stochastic frontier models: Copula approach without external instruments," Economics Letters, Elsevier, volume 133, issue C, pages 85-88, DOI: 10.1016/j.econlet.2015.05.026.
• Egger, Peter H. & Tarlea, Filip, 2015, "Multi-way clustering estimation of standard errors in gravity models," Economics Letters, Elsevier, volume 134, issue C, pages 144-147, DOI: 10.1016/j.econlet.2015.06.023.
• Liu, Long, 2015, "A note on 2SLS estimation of the mixed regressive spatial autoregressive model," Economics Letters, Elsevier, volume 134, issue C, pages 49-52, DOI: 10.1016/j.econlet.2015.06.007.
• Anatolyev, Stanislav & Tarasyuk, Irina, 2015, "Missing mean does no harm to volatility!," Economics Letters, Elsevier, volume 134, issue C, pages 62-64, DOI: 10.1016/j.econlet.2015.06.011.
• Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2015, "Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone," Economics Letters, Elsevier, volume 136, issue C, pages 118-124, DOI: 10.1016/j.econlet.2015.09.011.
• Wikström, Daniel, 2015, "Consistent method of moments estimation of the true fixed effects model," Economics Letters, Elsevier, volume 137, issue C, pages 62-69, DOI: 10.1016/j.econlet.2015.08.036.
• Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015, "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 1-12, DOI: 10.1016/j.jeconom.2014.08.003.
• Francq, Christian & Zakoïan, Jean-Michel, 2015, "Risk-parameter estimation in volatility models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 158-173, DOI: 10.1016/j.jeconom.2014.06.019.
• Lee, Lung-fei & Yu, Jihai, 2015, "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 174-192, DOI: 10.1016/j.jeconom.2014.08.006.
• Aguilar, Mike & Hill, Jonathan B., 2015, "Robust score and portmanteau tests of volatility spillover," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 37-61, DOI: 10.1016/j.jeconom.2014.09.001.
• Kneip, Alois & Simar, Léopold & Van Keilegom, Ingrid, 2015, "Frontier estimation in the presence of measurement error with unknown variance," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 379-393, DOI: 10.1016/j.jeconom.2014.09.012.
• Freyberger, Joachim, 2015, "Asymptotic theory for differentiated products demand models with many markets," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 162-181, DOI: 10.1016/j.jeconom.2014.10.009.
• Chan, Nigel & Wang, Qiying, 2015, "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 182-195, DOI: 10.1016/j.jeconom.2014.04.025.
• Su, Liangjun & Yang, Zhenlin, 2015, "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 230-258, DOI: 10.1016/j.jeconom.2014.11.002.
• Bekker, Paul A. & Crudu, Federico, 2015, "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 332-342, DOI: 10.1016/j.jeconom.2014.08.012.
• Calvet, Laurent E. & Czellar, Veronika, 2015, "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 343-358, DOI: 10.1016/j.jeconom.2014.11.003.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2015, "Cross-sectional averages versus principal components," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 372-377, DOI: 10.1016/j.jeconom.2014.09.014.
• Robinson, Peter M. & Velasco, Carlos, 2015, "Efficient inference on fractionally integrated panel data models with fixed effects," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 435-452, DOI: 10.1016/j.jeconom.2014.12.003.
• Westerlund, Joakim, 2015, "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 453-467, DOI: 10.1016/j.jeconom.2014.06.015.
• Westerlund, Joakim, 2015, "The power of PANIC," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 495-509, DOI: 10.1016/j.jeconom.2014.03.013.
• Xu, Xingbai & Lee, Lung-fei, 2015, "A spatial autoregressive model with a nonlinear transformation of the dependent variable," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2014.12.005.
• Kock, Anders Bredahl & Callot, Laurent, 2015, "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 325-344, DOI: 10.1016/j.jeconom.2015.02.013.
• Carrasco, Marine & Tchuente, Guy, 2015, "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 427-442, DOI: 10.1016/j.jeconom.2015.02.018.
• Cheng, Xu & Liao, Zhipeng, 2015, "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 443-464, DOI: 10.1016/j.jeconom.2015.02.019.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015, "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 169-188, DOI: 10.1016/j.jeconom.2015.02.004.
• Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015, "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 201-216, DOI: 10.1016/j.jeconom.2015.01.005.
• Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015, "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 238-255, DOI: 10.1016/j.jeconom.2015.02.022.
• Caner, Mehmet & Fan, Qingliang, 2015, "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 256-274, DOI: 10.1016/j.jeconom.2015.01.007.
• Choi, Seungmoon, 2015, "Explicit form of approximate transition probability density functions of diffusion processes," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 57-73, DOI: 10.1016/j.jeconom.2015.02.003.