Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General

2015

• David C. Wheelock & Paul W. Wilson, 2015, "The Evolution of Scale Economies in U.S. Banking," Working Papers, Federal Reserve Bank of St. Louis, number 2015-21, Aug, DOI: 10.20955/wp.2015.021.
• Cecilia Mancini, 2015, "Truncated Realized Covariance when prices have infinite variation jumps," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2015-02, Apr.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-19, March.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-19, April.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-19, May.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-19, June.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-19, August.
• Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov, 2015, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-31, December.
• Osman Doğan, 2015, "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, volume 3, issue 1, pages 1-27, February.
• P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall, 2015, "On the Interpretation of Instrumental Variables in the Presence of Specification Errors," Econometrics, MDPI, volume 3, issue 1, pages 1-10, January.
• Mário Augusto & Rui Pascoal & Ana Margarida Monteiro, 2015, "Size Distribution of Portuguese Firms between 2006 and 2012," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-04, Feb.
• Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015, "Time-varying risk premium in large cross-sectional equity datasets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:76321.
• Fabian Dunker, 2015, "Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 192, Dec.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159741, Jun.
• Nassim Nicholas Taleb & Raphaël Douady, 2015, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02488594, Jul, DOI: 10.1016/j.physa.2015.02.038.
• Dominique Guegan & Lanouar Charfeddine, 2015, "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00645841.
• Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2015, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Post-Print, HAL, number hal-00858174, Sep, DOI: 10.1016/j.jeconom.2015.02.046.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print, HAL, number hal-01159741, Jun.
• Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01412976, Jun, DOI: 10.2139/ssrn.2502352.
• Eser Arisoy & Aslihan Altay-Salih & Levent Akdeniz, 2015, "Aggregate Volatility Expectations and Threshold CAPM," Post-Print, HAL, number hal-01634175, DOI: 10.1016/j.najef.2015.09.013.
• Stéphane Loisel, 2015, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013649, Apr.
• Laurent E. Calvet & Veronika Czellar, 2015, "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print, HAL, number hal-02313236, Apr, DOI: 10.1016/j.jeconom.2014.11.003.
• Nassim Nicholas Taleb & Raphaël Douady, 2015, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Post-Print, HAL, number hal-02488594, Jul, DOI: 10.1016/j.physa.2015.02.038.
• Clément Bosquet & Hervé Boulhol, 2015, "What is really puzzling about the "distance puzzle"," Post-Print, HAL, number hal-02980021, Dec.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel jackknife estimation of fixed-effect models," Post-Print, HAL, number hal-03392997, Feb, DOI: 10.1093/restud/rdv007.
• Ali Ahmad & Christian Francq, 2015, "Poisson QMLE of Count Time Series Models," Post-Print, HAL, number hal-05417334, Nov, DOI: 10.1111/jtsa.12167.
• Christian Francq & Simos Meintanis, 2015, "Fourier-type estimation of the power GARCH model with stable-Paretian innovations," Post-Print, HAL, number hal-05417341, Sep, DOI: 10.1007/s00184-015-0560-x.
• Christian Francq & Jean-Michel Zakoïan, 2015, "Risk-parameter estimation in volatility models," Post-Print, HAL, number hal-05417474, Jan, DOI: 10.1016/j.jeconom.2014.06.019.
• Dominique Guegan & Lanouar Charfeddine, 2015, "Which is the best model for the US inflation rate: a structural changes model or a long memory process," Post-Print, HAL, number halshs-00645841.
• Carlos Gamero Buron & Gérard Lassibille, 2015, "Satisfacción laboral en los países pobres: el caso de los docentes malgaches," Post-Print, HAL, number halshs-01345759, Jun.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015, "Star Wars: The Empirics Strike Back," PSE Working Papers, HAL, number halshs-01158500, May.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel jackknife estimation of fixed-effect models," Sciences Po Economics Publications (main), HAL, number hal-03392997, Feb, DOI: 10.1093/restud/rdv007.
• Bernard Candelpergher & Michel Miniconi & Florian Pelgrin, 2015, "Long-memory process and aggregation of AR(1) stochastic processes: A new characterization," Working Papers, HAL, number hal-01166527, Aug.
• Christophe Muller, 2017, "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers, HAL, number halshs-01157552, Feb.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015, "Star Wars: The Empirics Strike Back," Working Papers, HAL, number halshs-01158500, May.
• Pingel, Ronnie & Waernbaum, Ingeborg, 2015, "Correlation and efficiency of propensity score-based estimators for average causal effects," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2015:3, Feb.
• Frölich, Markus & Huber, Martin, 2015, "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2015:12, Jun, DOI: 10.1111/rssb.12232.
• Grenet, Julien & Grönqvist, Hans & Niknami, Susan, 2025, "The effects of electronic monitoring on offenders and their families," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2025:12, Jul.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015, "Best estimate reporting with asymmetric loss," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/7, Jan.
• Lillestøl, Jostein & Sinding-Larsen, Richard, 2015, "Beta-creaming," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/8, Feb.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 297, Mar.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 306, Aug.
• Quiroz, Matias, 2015, "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 307, Aug.
• Boris B. Demeshev & Oxana A. Malakhovskaya, 2015, "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers, National Research University Higher School of Economics, number WP BRP 105/EC/2015.
• Sorin-Iulian Cioaca, 2015, "Analyzing the Market Concentration of the Romanian Capital Market," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 1, pages 38-43, March.
• Irene Crimaldi & Michela Del Vicario & Greg Morrison & Walter Quattrociocchi & Massimo Riccaboni, 2015, "Homophily and Triadic Closure in Evolving Social Networks," Working Papers, IMT School for Advanced Studies Lucca, number 3/2015, May, revised May 2015.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric dynamic portfolio choice with multiple conditioning variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/15, Feb.
• Ivan Fernandez-Val & Martin Weidner, 2015, "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/15, Apr.
• Timothy M. Christensen, 2015, "Nonparametric stochastic discount factor decomposition," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/15, Jun.
• Xiaohong Chen & Timothy M. Christensen, 2015, "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/15, Jun.
• Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/15, Jul.
• Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015, "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/15, Jul.
• Hidehiko Ichimura & Whitney K. Newey, 2015, "The influence function of semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP44/15, Aug.
• Toru Kitagawa & Chris Muris, 2015, "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/15, Aug.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/15, Sep.
• Kate Ho & Adam Rosen, 2015, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP64/15, Oct.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2015, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP67/15, Oct.
• Manuel Arellano & Stéphane Bonhomme, 2015, "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP75/15, Dec.
• A. Carriero & G. Kapetanios & M. Marcellino, 2015, "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 558.
• Ioannis N. Kallianiotis, 2015, "The Optimal Taxation and the Current Tax System," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 3, pages 151-164, March.
• Humberto Ríos Bolívar & Tomás Gómez Rodríguez, 2015, "Competencia, Eficiencia y Estabilidad Financiera en el Sector Bancario Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 1, pages 39-58, Enero-Jun.
• Ana Maria DOBRE & Nicoleta CARAGEA, 2015, "Producing small area estimation using R in the Romanian official statistics," Romanian Journal of Economics, Institute of National Economy, volume 40, issue 1(49), pages 115-125, june.
• Florin-Marius PAVELESCU, 2015, "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, volume 41, issue 2(50), pages 25-41, december.
• Carolina Caetano & Juan Carlos Escaniano, 2015, "Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-009, May.
• Juan Carlos Escanciano, 2015, "Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-023, Aug.
• Card, David & Lee, David S. & Pei, Zhuan & Weber, Andrea, 2015, "Inference on Causal Effects in a Generalized Regression Kink Design," IZA Discussion Papers, IZA Network @ LISER, number 8757, Jan.
• Pencavel, John H., 2015, "Whose Preferences Are Revealed in Hours of Work?," IZA Discussion Papers, IZA Network @ LISER, number 9182, Jul.
• Gong, Xiaodong & Gao, Jiti, 2015, "Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia," IZA Discussion Papers, IZA Network @ LISER, number 9265, Aug.
• Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2015, "Going Beyond LATE: Bounding Average Treatment Effects of Job Corps Training," IZA Discussion Papers, IZA Network @ LISER, number 9511, Nov.
• Brodeur, Abel, 2015, "Terrorism and Employment: Evidence from Successful and Failed Terror Attacks," IZA Discussion Papers, IZA Network @ LISER, number 9526, Nov.
• Vivin Vincent Chandran & Caroline Geetha & Kwang Jing Yii & Amran Ahmed, 2015, "An Empirical Analysis of Engel Curve on Energy for Households in Sabah and Sarawak Based on Location and Income Group," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 5, pages 239-251, Special I.
• Kamel Helali & Maha Kalai, 2015, "Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 40, issue 2, pages 105-130, June.
• Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa, 2015, "The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 487, Jan.
• Ivlevs Artjoms & Hinks Timothy, 2015, "Bribing Behaviour and Sample Selection: Evidence from Post-Socialist Countries and Western Europe," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 2, pages 139-167, April, DOI: 10.1515/jbnst-2015-0204.
• Heni Boubaker, 2015, "Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 4, pages 551-574, December, DOI: 10.1007/s10614-014-9471-6.
• Aloys Prinz & Jan Piening & Thomas Ehrmann, 2015, "The success of art galleries: a dynamic model with competition and information effects," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 39, issue 2, pages 153-176, May, DOI: 10.1007/s10824-014-9217-2.
• Jorge Jódar & Gonzalo Sapriza & Christian Herrera & Luis Lambán & Agustín Medina, 2015, "Combining point and regular lattice data in geostatistical interpolation," Journal of Geographical Systems, Springer, volume 17, issue 3, pages 275-296, July, DOI: 10.1007/s10109-015-0214-6.
• Hung-pin Lai, 2015, "Maximum likelihood estimation of the stochastic frontier model with endogenous switching or sample selection," Journal of Productivity Analysis, Springer, volume 43, issue 1, pages 105-117, February, DOI: 10.1007/s11123-014-0410-2.
• Daniel Wikström, 2015, "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, volume 43, issue 1, pages 29-46, February, DOI: 10.1007/s11123-014-0424-9.
• Byeong Park & Léopold Simar & Valentin Zelenyuk, 2015, "Categorical data in local maximum likelihood: theory and applications to productivity analysis," Journal of Productivity Analysis, Springer, volume 43, issue 2, pages 199-214, April, DOI: 10.1007/s11123-014-0394-y.
• Emilio Gómez-Déniz & Jorge Pérez-Rodríguez, 2015, "Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors," Journal of Productivity Analysis, Springer, volume 43, issue 2, pages 215-223, April, DOI: 10.1007/s11123-014-0395-x.
• David Mayston, 2015, "Analysing the effectiveness of public service producers with endogenous resourcing," Journal of Productivity Analysis, Springer, volume 44, issue 1, pages 115-126, August, DOI: 10.1007/s11123-014-0428-5.
• Gholamreza Hajargasht, 2015, "Stochastic frontiers with a Rayleigh distribution," Journal of Productivity Analysis, Springer, volume 44, issue 2, pages 199-208, October, DOI: 10.1007/s11123-014-0417-8.
• Louis Grange & Felipe González & Ignacio Vargas & Rodrigo Troncoso, 2015, "A Logit Model With Endogenous Explanatory Variables and Network Externalities," Networks and Spatial Economics, Springer, volume 15, issue 1, pages 89-116, March, DOI: 10.1007/s11067-014-9271-5.
• Thomas Chiang & Jiandong Li & Sheng-Yung Yang, 2015, "Dynamic stock–bond return correlations and financial market uncertainty," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 59-88, July, DOI: 10.1007/s11156-013-0430-4.
• Mariana Balan, 2015, "From Learning to Productive Active Life in Romania and European Union," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 3, pages 180-186, September.
• Petru Balogh & Pompiliu Golea, 2015, "Forecasting Seasonal Factors Method Vs. Regression Method With MS Excel," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 4, pages 18-22, December.
• Fedor Iskhakov & Thomas Høgholm Jørgensen & John Rust & Bertel Schjerning, 2015, "Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks," Discussion Papers, University of Copenhagen. Department of Economics, number 15-19, Nov.
• Konstantinos Theodoridis & Haroon Mumtaz, 2015, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers, Lancaster University Management School, Economics Department, number 101219932.
• Anh Nguyen, 2015, "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers, Lancaster University Management School, Economics Department, number 75949436.
• Sadia Afrin & Mahmudul Hasan Fouiji & Muhammad Raquib, 2015, "Re-gendering globalization: Overcoming the phenomenon of gendering globalization," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 54-66, June.
• Amassoma Ditimi & Ogbuagu Matthew I., 2015, "FDI, private investment and public investment in Nigeria: An unravelled dynamic relation," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 5, pages 10-18, October.
• Shrabani Mukherjee, 2015, "Entrepreneurial Choice of Investment Capital for House-Based Industries: A case study in West Bengal," Working Papers, Madras School of Economics,Chennai,India, number 2015-097, Jan.
• Santosh K. Sahu & Nitika Agarwal, 2015, "Mergers and Acquisitions in the Indian Pharmaceutical Sector," Working Papers, Madras School of Economics,Chennai,India, number 2015-122, Sep.
• Santosh K. Sahu & Sukanya Das, 2015, "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," Working Papers, Madras School of Economics,Chennai,India, number 2015-131, Oct.
• Yoonseok Lee & Mehmet Caner & Xu Han, 2015, "Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 177, Jan.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2015, "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 178, Jan.
• omidinezhad, mohammad, 2015, "Estimating Probability of Default for Individual Obligors Based On Basel II," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 24, pages 223-250, July.
• Seifoddini, Jalal & Rahnamay Roodposhti, Fraydoon & Nikoomaram, Hashem, 2015, "Parametric Estimates of High Frequency Market Microstructure Noise as an Unsystematic Risk," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 4, pages 29-50, October.
• Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015, "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2015_01, Jan, revised Jan 2015.
• Periklis Boumparis & Costas Milas & Theodore Panagiotidis, 2015, "Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone," Discussion Paper Series, Department of Economics, University of Macedonia, number 2015_04, Sep, revised Sep 2015.
• Panayiotis Theodossiou, 2015, "Skewed Generalized Error Distribution of Financial Assets and Option Pricing," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 223-266, December.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers, University of Milano-Bicocca, Department of Economics, number 292, Feb, revised Feb 2015.
• Emanuele BACCHIOCCHI, 2015, "On the Identification of Interdependence and Contagion of Financial Crises," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-12, Jul.
• David P. Byrne & Susumu Imai & Vasilis Sarafidis, 2015, "Instrument-free Identifcation and Estimation of the Diferentiated Products Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1198, Feb.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015, Feb.
• Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015r, Feb, revised Jun 2015, DOI: 10.3905/jod.2016.24.1.018.
• Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015, "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/15.
• Xiaodong Gong & Jiti Gao, 2015, "Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/15.
• Chaohua Dong & Jiti Gao & Bin Peng, 2015, "Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/15.
• Tomasz Skoczylas, 2015, "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, volume 46, issue 5, pages 411-432.
• Mateusz Pipień & Sylwia Roszkowska, 2015, "Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters," NBP Working Papers, Narodowy Bank Polski, number 219.
• Thibault Fally, 2015, "Structural Gravity and Fixed Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 21212, May.
• Mogilat, A. & Salnikov, V., 2015, "Trade Effects Estimation for the Case of Eurasian Economic Space Countries: Application of Regional Gravity Model," Journal of the New Economic Association, New Economic Association, volume 27, issue 3, pages 80-108.
• Alireza Ermagun & David Levinson, 2015, ""Transit Makes you Short": On Health Impact Assessment of Transportation and the Built Environment," Working Papers, University of Minnesota: Nexus Research Group, number 000128.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-13, Sep.
• Sugata Marjit & Arijit Mukherjee & Koushik Kumar Hati, 2015, "Relative Social Status and Conflicting Measures of Poverty: A Behavioural Analytical Model," Discussion Papers, University of Nottingham, GEP, number 2015-02.
• Hristina Nikolova & Petya Koralova, 2015, "Impact Assessment of the Key Quantitative Indices for Road Transport Performance on Its Energy Efficiency," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 61-76, December.
• Diaconaşu Delia-Elena, 2015, "Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2015, "Star Wars: The Empirics Strike Back," Working Papers, University of Ottawa, Department of Economics, number 1505E.
• Daisuke Nagakura & Toshiaki Watanabe, 2015, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 1, pages 45-82.
• Dilip B. Madan, 2015, "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 260-292.
• Yingying Li & Per A. Mykland, 2015, "Rounding Errors and Volatility Estimation," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 478-504.
• Janine Balter, 2015, "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 505-519.
• Marine Carrasco & Rachidi Kotchoni, 2015, "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 757-797.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 3, pages 991-1030.
• Moraru Andreea-Daniela & Baca Eleonora, 2015, "Consumption Expenditure in Romania – between Present Constraints and Past Habits," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 552-555, May.
• James Wolter, 2015, "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers, University of Oxford, Department of Economics, number 761, Oct.
• Gian Piero Aielli & Massimiliano Caporin, 2015, "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0193, Feb.
• Ana Paula Ribeiro & Sandra Tavares Silva & Duarte Guimarães, 2015, "Macroeconomic Fundamentals of Poverty and Deprivation: An Empirical Study for Developed Countries," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 27, issue 1, pages 37-66, January.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015, "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-042, Dec, revised 09 Dec 2015.
• Kamila Tureckova, 2015, "Income Inequality By Method Of Non-Weighted Average Absolute Deviation: Case Study Of Central And Eastern European Countries*," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 4, pages 99-110, December, DOI: 10.12775/EQUIL.2015.037.
• Kamila Tureckova, 2015, "Income Inequality by Method of Non-weighted Average Absolute Deviation: case study of Central and Eastern European Countries," Working Papers, Institute of Economic Research, number 115/2015, Apr, revised Apr 2015.
• Doaa M. Salman, 2015, "Role of institution, government to robust international entrepreneurial activities and economic growth: New Evidence," Working Papers, Institute of Economic Research, number 15/2015, Mar, revised Mar 2015.
• Vogelsang, Timothy & Nawaz, Nasreen, 2015, "Estimation and Inference of Linear Trend Slope Ratios with an Application to Global Temperature Data," MPRA Paper, University Library of Munich, Germany, number 117435, Jan.
• Mistri, Avijit, 2015, "Estimation of Internal Migration in India, 2011 Census based on Life Table Survival Ratio (LTSR) Method," MPRA Paper, University Library of Munich, Germany, number 61577, Jan.
• Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B., 2015, "Lagged Explanatory Variables and the Estimation of Causal Effects," MPRA Paper, University Library of Munich, Germany, number 62350, Feb, revised 23 Feb 2015.
• Debgupta, Sanchari, 2015, "Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach," MPRA Paper, University Library of Munich, Germany, number 62468, Feb.
• Francesco, Aiello & Graziella, Bonanno, 2015, "Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives," MPRA Paper, University Library of Munich, Germany, number 62486, Mar.
• Lima, Gerson P., 2015, "Supply and Demand Is Not a Neoclassical Concern," MPRA Paper, University Library of Munich, Germany, number 63135, Mar.
• Francq, Christian & Thieu, Le Quyen, 2015, "Qml inference for volatility models with covariates," MPRA Paper, University Library of Munich, Germany, number 63198, Mar.
• Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015, "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper, University Library of Munich, Germany, number 63429.
• Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad, 2015, "Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
  [Modeling and forecasting of macroeconomic variables of the national economy: problems and practical issues]," MPRA Paper, University Library of Munich, Germany, number 63517, Mar.
• Soukiazis, Soukiazis & Antunes, Micaela & Stoian, Andreea, 2015, "The effects of internal and external imbalances on Romanian’s economic growth," MPRA Paper, University Library of Munich, Germany, number 63558, Jan.
• Aiello, Francesco & Bonanno, Graziella, 2015, "Multilevel empirics for small banks in local markets," MPRA Paper, University Library of Munich, Germany, number 64399, May.
• Dinda, Soumyananda, 2015, "Return on Universal Education: SSA Case Study on Bihar," MPRA Paper, University Library of Munich, Germany, number 64831, Jan, revised 06 Jun 2015.
• esposito, francesco paolo & cummins, mark, 2015, "Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 64987, May.
• Yang, Bill Huajian & Du, Zunwei, 2015, "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper, University Library of Munich, Germany, number 65168, Jun.
• Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015, "Price asymmetry between different pork cuts in the USA: a copula approach," MPRA Paper, University Library of Munich, Germany, number 65448, Jan.
• Papagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015, "Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry," MPRA Paper, University Library of Munich, Germany, number 65451, Mar.
• AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015, "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper, University Library of Munich, Germany, number 65514, Jul.
• Kelbore, Zerihun Getachew, 2015, "Trade Openness, Structural Transformation, and Poverty Reduction: Empirical Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 65537, Jun, revised 04 Jul 2015.
• Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
• Chau, Tak Wai, 2015, "Identification through Heteroscedasticity: What If We Have the Wrong Form of Heteroscedasticity?," MPRA Paper, University Library of Munich, Germany, number 65888, Jul.
• Greselin, Francesca & Zitikis, Ricardas, 2015, "Measuring economic inequality and risk: a unifying approach based on personal gambles, societal preferences and references," MPRA Paper, University Library of Munich, Germany, number 65892, Jul.
• Chaouech, Olfa, 2015, "Taylor rule in practice : Evidence from tunisia," MPRA Paper, University Library of Munich, Germany, number 66771, Jun, revised 18 Sep 2015.
• Ciuiu, Daniel, 2015, "Consumer models and the common influence of increasing VAT and decreasing wedges," MPRA Paper, University Library of Munich, Germany, number 66970, May, revised Jul 2015.
• Bartolucci, Francesco & Pigini, Claudia, 2015, "cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 67030, Oct.
• Francq, Christian & Sucarrat, Genaro, 2015, "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper, University Library of Munich, Germany, number 67140, Oct.
• Francq, Christian & Zakoian, Jean-Michel, 2015, "Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels," MPRA Paper, University Library of Munich, Germany, number 67195, Oct.
• Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia, 2015, "Composite likelihood inference for hidden Markov models for dynamic networks," MPRA Paper, University Library of Munich, Germany, number 67242, Oct.
• Bicchieri, Cristina & Marini, Annalisa, 2015, "Female Genital Mutilation: Fundamentals, Social Expectations and Change," MPRA Paper, University Library of Munich, Germany, number 67523, Oct.
• Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015, "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 67702, Aug.
• Bollers, Elton & Pile, Dennis, 2015, "The Nexus between Remittances and Economic Growth: Empirical Evidence from Guyana," MPRA Paper, University Library of Munich, Germany, number 67756, Nov.
• Francq, Christian & Zakoian, Jean-Michel, 2015, "Joint inference on market and estimation risks in dynamic portfolios," MPRA Paper, University Library of Munich, Germany, number 68100, Nov.
• Juodis, Arturas & Sarafidis, Vasilis, 2015, "A Simple Estimator for Short Panels with Common Factors," MPRA Paper, University Library of Munich, Germany, number 68164, Nov.
• Garas, Antonios & Lapatinas, Athanasios & Poulios, Konstantinos, 2015, "The complex-network based relation between migration and FDI in the OECD," MPRA Paper, University Library of Munich, Germany, number 68341, Dec.
• Troug, Haytem & Murray, Matt, 2015, "The Effects of Asymmetric Shocks in Oil Prices on the Performance of the Libyan Economy," MPRA Paper, University Library of Munich, Germany, number 68705, Oct.
• Troug, Haytem Ahmed & Murray, Matt, 2015, "Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels," MPRA Paper, University Library of Munich, Germany, number 68707, Sep.
• Abonazel, Mohamed R., 2015, "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper, University Library of Munich, Germany, number 68708, Dec.
• Stacey, Brian, 2015, "Sampling for Variance in a Population," MPRA Paper, University Library of Munich, Germany, number 69381, Mar.
• Stacey, Brian, 2015, "Fukushima: The Failure of Predictive Models," MPRA Paper, University Library of Munich, Germany, number 69383, Apr.
• Aknouche, Abdelhakim, 2015, "Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes," MPRA Paper, University Library of Munich, Germany, number 69572.
• Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2015, "A stochastic production frontier estimator of the degree of oligopsony power in the U.S. cattle industry," MPRA Paper, University Library of Munich, Germany, number 73525, revised 2016.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015, "US stock market regimes and oil price shocks," MPRA Paper, University Library of Munich, Germany, number 80436.
• Zhu, Ying, 2015, "Sparse Linear Models and l1−Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments," MPRA Paper, University Library of Munich, Germany, number 81217, Jul.
• Onanuga, Abayomi & Oshinloye, Michael & Onanuga, Olaronke, 2015, "Income and Household Consumption Expenditure in Nigeria," MPRA Paper, University Library of Munich, Germany, number 83334, Jan, revised 30 Apr 2015.
• Michaelides, Panayotis G. & Milios, John G. & Konstantakis, Konstantinos N. & Tarnaras, Panayiotis, 2015, "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," MPRA Paper, University Library of Munich, Germany, number 90145.