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

2015

• David P. Byrne & Susumu Imai & Vasilis Sarafidis & Masayuki Hirukawa, 2015, "Instrument-free Identification and Estimation of Differentiated Products Models," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 26, Jan.
• Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:04.
• MIHĂILĂ, Teodora, 2015, "Modeling The Informal Economy: A Review," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 4, pages 93-103.
• Vesna Bucevska, 2015, "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 4, pages 493-510.
• Gupta Kapil & Kaur Mandeep, 2015, "Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India," South East European Journal of Economics and Business, Sciendo, volume 10, issue 2, pages 69-88, December, DOI: 10.1515/jeb-2015-0009.
• Junko Koeda, 2015, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1506, Jul.
• Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
• David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015, "Inference on Causal Effects in a Generalized Regression Kink Design," Econometrica, Econometric Society, volume 83, issue , pages 2453-2483, November.
• Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015, "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 117-136, February.
• Stelios Arvanitis & Antonis Demos, 2015, "A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 200-241, June.
• Christian Bünnings & Harald Tauchmann, 2015, "Who Opts out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany," Health Economics, John Wiley & Sons, Ltd., volume 24, issue 10, pages 1331-1347, October, DOI: 10.1002/hec.3091.
• Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015, "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 2, pages 331-357, May, DOI: 10.1111/iere.12107.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 46-73, January.
• Fulvio Corsi & Stefano Peluso & Francesco Audrino, 2015, "Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 377-397, April.
• Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015, "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 987-1009, September.
• Joakim Westerlund & Milda Norkute & Paresh Kumar Narayan, 2015, "A Factor Analytical Approach to the Efficient Futures Market Hypothesis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 357-370, April.
• Hong Ben Yee, 2015, "On The Impact Of The Boundary On Dynamics: Anti-Persistence In The Case Of The Hkd Exchange Rate Corridor," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-25, DOI: 10.1142/S2010495215500062.
• Mazin A. M. Al Janabi, 2015, "Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-28, DOI: 10.1142/S2424786315500280.
• Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2015, "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-77, Jan.
• Tae-Hwan Kim & Christophe Muller, 2015, "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-82, Jun.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables," Discussion Papers, Department of Economics, University of York, number 15/01, Feb.
• Saruta Benjanuvatra & Peter Burridge, 2015, "QML Estimation of the Spatial Weight Matrix in the MR-SAR Model," Discussion Papers, Department of Economics, University of York, number 15/24, Sep.
• Feodoria, Mark & Förstemann, Till, 2015, "Lethal lapses: How a positive interest rate shock might stress German life insurers," Discussion Papers, Deutsche Bundesbank, number 12/2015.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2015, "Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks," Discussion Papers, Deutsche Bundesbank, number 23/2015.
• Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015, "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers, Deutsche Bundesbank, number 46/2015.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015, "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-03.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015, "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-03 [rev.].
• Stankov, Petar & Vasilev, Aleksandar, 2015, "What Explains the Diversity of Regulatory Reform Outcomes?," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 141915.
• Kraicova, Lucie & Barunik, Jozef, 2015, "Estimation of long memory in volatility using wavelets," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 33.
• Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015, "Modeling and forecasting persistent financial durations," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 36.
• Qin, Duo, 2015, "Resurgence of the endogeneity-backed instrumental variable methods," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-35, DOI: 10.5018/economics-ejournal.ja.2015-.
• Zhilova, Mayya, 2015, "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-031.
• Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija, 2015, "TERES: Tail event risk expectile based shortfall," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-047.
• Manner, Hans & Hafner, Christian & Simar, Leopold, 2015, "The wrong skewness problem in stochastic frontier models: A new approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112812.
• Kruse, Yves Robinson & Kaufmann, Hendrik, 2015, "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112897.
• Wiegand, Manuel, 2015, "Friendship and money, oil and water? Credit constraints and "Family and Friends" finance," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112965.
• Dengler, Katharina, 2015, "Effectiveness of Sequences of Classroom Training for Welfare Recipients: What works best in West Germany?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113119.

2014

• Zhu, Ke & Li, Wai Keung, 2014, "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 52732, Jan.
• Phiri, Andrew & Dube, Wisdom, 2014, "Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach," MPRA Paper, University Library of Munich, Germany, number 52950, Jan.
• Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014, "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper, University Library of Munich, Germany, number 53419, Feb.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Forecasting Distress in European SME Portfolios," MPRA Paper, University Library of Munich, Germany, number 53572, Feb.
• Deluna, Roperto Jr & Cruz, Edgardo, 2014, "Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model," MPRA Paper, University Library of Munich, Germany, number 53580, Feb.
• Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar, 2014, "Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour," MPRA Paper, University Library of Munich, Germany, number 54118.
• Francq, Christian & Zakoian, Jean-Michel, 2014, "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper, University Library of Munich, Germany, number 54250.
• Chong, Terence Tai Leung & Yan, Isabel K., 2014, "Estimating and Testing Threshold Regression Models with Multiple Threshold Variables," MPRA Paper, University Library of Munich, Germany, number 54732, Mar.
• Donna, Javier & Espin-Sanchez, Jose, 2014, "Complements and Substitutes in Sequential Auctions: The Case of Water Auctions," MPRA Paper, University Library of Munich, Germany, number 55079, Feb.
• Puente-Ajovin, Miguel & Ramos, Arturo, 2014, "On the parametric description of the French, German, Italian and Spanish city size distributions," MPRA Paper, University Library of Munich, Germany, number 55285, Apr.
• Nazir, Sidra & Qayyum, Abdul, 2014, "Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis," MPRA Paper, University Library of Munich, Germany, number 55929, revised 2014.
• Halkos, George & Kevork, Ilias, 2014, "Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
  [Confidence intervals for percentiles in stationary ARMA processes: An application using environmental data]," MPRA Paper, University Library of Munich, Germany, number 56134, May.
• Mishra, Sudhanshu K, 2014, "What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?," MPRA Paper, University Library of Munich, Germany, number 56861, Jun.
• Alimi, R. Santos, 2014, "A Time Series and Panel Analysis of Government Spending and National Income," MPRA Paper, University Library of Munich, Germany, number 56994, May.
• Long, Ting-Hsuan & Emura, Takeshi, 2014, "A control chart using copula-based Markov chain models," MPRA Paper, University Library of Munich, Germany, number 57419, Jul.
• Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G., 2014, "A Poisson Stochastic Frontier Model with Finite Mixture Structure," MPRA Paper, University Library of Munich, Germany, number 57485, Jul.
• Bouoiyour, Jamal & Selmi, Refk, 2014, "How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?," MPRA Paper, University Library of Munich, Germany, number 57505, Jul.
• Liu-Evans, Gareth, 2014, "A note on approximating moments of least squares estimators," MPRA Paper, University Library of Munich, Germany, number 57543, Jul.
• Juodis, Arturas & Sarafidis, Vasilis, 2014, "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," MPRA Paper, University Library of Munich, Germany, number 57659, Jul.
• Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2014, "Variance targeting estimation of multivariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 57794, Aug.
• Pan, Chi-Hung & Emura, Takeshi, 2014, "Corrections to: Multivariate normal distribution approaches for dependently truncated data," MPRA Paper, University Library of Munich, Germany, number 57852, Aug.
• Guo, Xu & Li, Gao Rong & Wong, Wing Keung, 2014, "Specification Testing of Production Frontier Function in Stochastic Frontier Model," MPRA Paper, University Library of Munich, Germany, number 57999, Aug.
• Emura, Takeshi & Chen, Yi-Hau, 2014, "Gene selection for survival data under dependent censoring: a copula-based approach," MPRA Paper, University Library of Munich, Germany, number 58043, May.
• Gautam, Bishnu Prasad, 2014, "Economic Dynamics of Tourism in Nepal: A VECM Approach," MPRA Paper, University Library of Munich, Germany, number 58102, Jan.
• Ugur, Mehmet & Mitra, Arup, 2014, "Effects of innovation on employment in low-income countries: A mixed-method systematic review," MPRA Paper, University Library of Munich, Germany, number 58214, Jun, revised 27 Aug 2014.
• Ruja, Catalin, 2014, "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper, University Library of Munich, Germany, number 58244, Jul.
• Aiello, Francesco & Bonanno, Graziella, 2014, "On the Sources of Heterogeneity in Banking Efficiency Literature," MPRA Paper, University Library of Munich, Germany, number 58591, Sep.
• Preminger, Arie & Storti, Giuseppe, 2014, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper, University Library of Munich, Germany, number 59082, Jan.
• Zhu, Ke & Ling, Shiqing, 2014, "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper, University Library of Munich, Germany, number 59099, Oct.
• Toro Gonzalez, Daniel, 2014, "Demand Model Simulation in R with Endogenous Prices and Unobservable Quality," MPRA Paper, University Library of Munich, Germany, number 59117, Sep.
• Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014, "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper, University Library of Munich, Germany, number 59640.
• Qiu, Yumou & Chen, Song Xi, 2014, "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper, University Library of Munich, Germany, number 59641.
• Ahmad, Ali & Francq, Christian, 2014, "Poisson qmle of count time series models," MPRA Paper, University Library of Munich, Germany, number 59804, Nov.
• Md., Samsur Jaman, 2014, "Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram," MPRA Paper, University Library of Munich, Germany, number 60270, Nov.
• Bayram, Deniz & Dayé, Modeste, 2014, "Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction," MPRA Paper, University Library of Munich, Germany, number 60465.
• Ucal, Meltem & Bilgin, Mehmet Hüseyin & Haug, Alfred A., 2014, "Income Inequality and FDI: Evidence with Turkish Data," MPRA Paper, University Library of Munich, Germany, number 61104, Jun.
• Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig, 2014, "Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?," MPRA Paper, University Library of Munich, Germany, number 63515, Oct.
• Mammadov, Fuad, 2014, "Central Bank Credibility and Black Market Exchange Rate Premia: A Panel Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 65572, Dec.
• Aldubaikhi, Ammar, 2014, "KANBAN system in Automobile Industries: Feasible Study," MPRA Paper, University Library of Munich, Germany, number 66942, Jun.
• Donna, Javier & Espin Sanchez, Jose, 2014, "Let the Punishment Fit the Criminal," MPRA Paper, University Library of Munich, Germany, number 67003, Aug.
• Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014, "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper, University Library of Munich, Germany, number 67074, revised 2015.
• EL BOUHADI, Hamid & OUAHID, Driss, 2014, "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines
  [Dating structural changes in time series : the case of the Moroccan macroeconomic series]," MPRA Paper, University Library of Munich, Germany, number 68168, Dec.
• Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014, "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper, University Library of Munich, Germany, number 72880, Jul, revised 15 Nov 2014.
• Urbina, Jilber, 2014, "Producto Potencial y Brecha del Producto en Nicaragua
  [Potential output and output gap in Nicaragua]," MPRA Paper, University Library of Munich, Germany, number 75592, Oct, revised Dec 2015.
• SELLAMI, Ahmed & CHIKHI, Mohamed, 2014, "اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011)
  [Causality and cointegration Testing between Savings and Investment in the Algerian Economy during (1970-2011)]," MPRA Paper, University Library of Munich, Germany, number 76692, revised 2014.
• Ben Naceur, Hassen, 2014, "Stock Market Indexes: A random walk test with ARCH (q) disturbances," MPRA Paper, University Library of Munich, Germany, number 78978, Sep.
• de la Fonteijne, Marcel R., 2014, "Okun's Law, Dead or Alive: A Fundamental Approach," MPRA Paper, University Library of Munich, Germany, number 83911.
• Marconi, Gabriele, 2014, "European higher education policies and the problem of estimating a complex model with a small cross-section," MPRA Paper, University Library of Munich, Germany, number 87600, Dec.
• Degiannakis, Stavros & Filis, George & Kizys, Renatas, 2014, "The effects of oil price shocks on stock market volatility: Evidence from European data," MPRA Paper, University Library of Munich, Germany, number 96296.
• Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
• Muhammad Zakaria, 2014, "Effects of Trade Liberalization on Exports, Imports and Trade Balance in Pakistan: A Time Series Analysis," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 1, pages 121-139, DOI: 10.18267/j.pep.476.
• Ursel Baumann, 2014, "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers, Banco de Portugal, Economics and Research Department, number w201404.
• Sugata Marjit & Sattwik Santra & Koushik Kumar Hati, 2014, "Does inequality affect the consumption patterns of the poor? – The role of status seeking behaviour," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 514, Jan.
• Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014, "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP032014, Mar.
• Thomai Filippeli & Konstantinos Theodoridis, 2014, "DSGE Priors for BVAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 713, Mar.
• Oleg Groshev, 2014, "Time varying vine copulas for multivariate returns (in Russian)," Quantile, Quantile, issue 12, pages 53-67, February.
• Peter Ganong & Simon Jäger, 2015, "A Permutation Test for the Regression Kink Design," Working Paper, Harvard University OpenScholar, number 174531, Jan.
• Ruijun Bu & Jie Cheng & Kaddour Hadri, 2014, "Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 14-01.
• Castillo, Paul & Rojas, Youel, 2014, "Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 27-46.
• Castillo, Paul & Rojas, Youel, 2014, "Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets," Working Papers, Banco Central de Reserva del Perú, number 2014-012, Aug.
• Gilles Criton & Olivier Scaillet, 2014, "Hedge Fund Managers: Luck and Dynamic Assessment," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 28-38, March-Apr.
• Mehmet Soytas & Limor Golan & George-Levi Gayle, 2014, "What Accounts for the Racial Gap in Time Allocation and Intergenerational Transmission of Human Capital?," 2014 Meeting Papers, Society for Economic Dynamics, number 83.
• Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao & Wasana Karunarathne, 2014, "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," ADBI Working Papers, Asian Development Bank Institute, number 468, Mar.
• Whitney Newey & Kenneth West, 2014, "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 33, issue 1, pages 125-132.
• Aomar Ibourk & Jabrane Amaghouss, 2014, "Impact of Migrant Remittances on the Human Development of Women: Econometric Evidence from Panel Data - L’impatto delle rimesse dei lavoratori stranieri sullo sviluppo umano delle donne: evidenze econ," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 3, pages 387-411.
• Hansa Jain & Dileep Singh, 2014, "Industrial Growth and Wage Structure: An Inter-Regional Analysis," Journal of Regional Development and Planning, Rajarshi Majumder, volume 3, issue 1, pages 1-18.
• Kaiping Wang, 2014, "Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 65-75, December.
• Ana Michaela ANDREI, 2014, "Using asymmetric Okun law and Phillips curve for potential output estimates: an empirical study for Romania," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2014, issue 23, pages 6-18, December.
• Fatima Olanike Kareem & Olayinka Idowu Kareem, 2014, "Specification and Estimation of Gravity Models: A Review of the Issues in the Literature," RSCAS Working Papers, European University Institute, number 2014/74, Jun.
• Mihaela Simionescu (Bratu), 2014, "The Bayesian Modelling Of Inflation Rate In Romania," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 2, pages 147-160, June.
• Ana Maria Dobre & Cecilia Roxana Adam, 2014, "The Progress of R in Romanian Official Statistics," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 2, pages 45-54, June.
• Nicoleta Caragea & Antoniade-Ciprian Alexandru & Ana Maria Dobre, 2014, "R – a Global Sensation in Data Science," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 2, pages 7-16, June.
• Kent Wang & Yuqiang Guo, 2014, "Predictability of time-varying jump premiums: Evidence based on calibration," Australian Journal of Management, Australian School of Business, volume 39, issue 3, pages 369-394, August, DOI: 10.1177/0312896213497730.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2014, "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, , volume 35, issue 1, pages 35-56, January, DOI: 10.5547/01956574.35.1.3.
• George Djolov, 2014, "A Note on the Estimation of the Gini Index," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 3, pages 237-256, August, DOI: 10.1177/0973801014531134.
• ALARCON-OSUNA, Moises Alejandro & DIAZ-PEREZ, Claudia del Carmen, 2014, "The Technology Based Sectors In Mexico: An Analysis For The Firm Size And The Production Scale," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 23, issue 4, pages 40-60.
• Mehmet Fedai KAYA & Muslu Kaz?m KÖREZ & Süleyman DÜNDAR, 2014, "Estimation of the Distribution of Remaning Life Time of the People in Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201556, Jun.
• Alicja Wolny-Dominiak, 2014, "Claims reserving with HGLM," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902819, Dec.
• Bertille Antoine & Otilia Boldea, 2014, "Efficient Inference with Time-Varying Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-03, Jun.
• Bertille Antoine & Eric Renault, 2014, "On the relevance of weaker instruments," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-04, Jul, revised 10 Oct 2016.
• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014, "Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A002, Feb, revised Aug 2014.
• Andras Fulop & Jun Yu, 2014, "Bayesian Analysis of Bubbles in Asset Prices," Working Papers, Singapore Management University, School of Economics, number 04-2014, Jul.
• Junhui Qian & Liangjun Su, 2014, "Shrinkage Estimation of Regression Models with Multiple Structural Changes," Working Papers, Singapore Management University, School of Economics, number 06-2014, Aug.
• Shew Fan Liu & Zhenlin Yang, 2014, "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers, Singapore Management University, School of Economics, number 14-2014, Sep.
• Zhenlin Yang, 2014, "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers, Singapore Management University, School of Economics, number 16-2014, Sep.
• Duo Qin, 2014, "Inextricability of Autonomy and Confluence in Econometrics," Working Papers, Department of Economics, SOAS University of London, UK, number 189, Jun.
• Ahmet Burçin YERELİ & Işıl Fulya ORKUNOĞLU ŞAHİN, 2014, "Türkiye’deki Hanehalklarının Haberleşme Talebinin Ampirik Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 21(21).
• Romuald Kenmoe & Simona Sanfelici, 2014, "An application of nonparametric volatility estimators to option pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 393-412, October, DOI: 10.1007/s10203-013-0150-1.
• Harry Kelejian, 2014, "Omitted factors and spatial lags in the dependent variable," Letters in Spatial and Resource Sciences, Springer, volume 7, issue 1, pages 23-33, March, DOI: 10.1007/s12076-013-0098-3.
• Gianfranco Piras, 2014, "Impact estimates for static spatial panel data models in R," Letters in Spatial and Resource Sciences, Springer, volume 7, issue 3, pages 213-223, October, DOI: 10.1007/s12076-013-0113-8.
• Minxian Yang, 2014, "Binary Choice Model with Endogeneity: Identification via Heteroskedasticity," Discussion Papers, School of Economics, The University of New South Wales, number 2014-34, Aug.
• Hirukawa, Masayuki & Prokhorov, Artem, 2014, "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2014-03, Sep.
• Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014, "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers, University of Sydney, School of Economics, number 2014-04, Mar.
• Wanling Huang & Artem Prokhorov, 2014, "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 7, pages 751-771, October, DOI: 10.1080/07474938.2012.690692.
• Clément Bosquet & Hervé Boulhol, 2014, "Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 7, pages 772-784, October, DOI: 10.1080/07474938.2013.806102.
• Martin Huber, 2014, "Treatment Evaluation in the Presence of Sample Selection," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 8, pages 869-905, November, DOI: 10.1080/07474938.2013.806197.
• Joakim Westerlund, 2014, "Heteroscedasticity Robust Panel Unit Root Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 112-135, January, DOI: 10.1080/07350015.2013.857612.
• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014, "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 3, pages 395-415, July, DOI: 10.1080/07350015.2014.888290.
• Xiao Ling & David E. Giles, 2014, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 43, issue 8, pages 1778-1792, April, DOI: 10.1080/03610926.2012.675114.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014, "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1573-1585, September, DOI: 10.1080/14697688.2013.847280.
• Oguz Atuk & Cem Aysoy & Mustafa Utku Ozmen & Cagri Sarikaya, 2014, "Turkiye�de Enflasyonun Is Cevrimlerine Duyarliligi : Cikti Acigina Duyarli TUFE Alt Gruplarinin Saptanmasi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1437.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014, "Maximum Likelihood Estimation for Score-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-029/III, Mar, revised 23 Oct 2017.
• Federico Carlini & Katarzyna Lasak, 2014, "On an Estimation Method for an Alternative Fractionally Cointegrated Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-052/III, May.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014, "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-067/III, Jun.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-074/III, Jun.
• Matthias Weber & Martin Schumacher & Harald Binder, 2014, "Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-089/I, Jul.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Optimal Formulations for Nonlinear Autoregressive Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-103/III, Aug.
• Francisco Blasques & Siem Jan Koopman & Max Mallee, 2014, "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-105/III, Aug.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014, "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-107/III, Aug.
• Laurent Callot & Johannes Tang Kristensen, 2014, "Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-145/III, Nov, revised 09 Apr 2015.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-152/III, Dec.
• Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014, "An M-estimator of Spatial Tail Dependence," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-021.
• Noussair, C.N. & Tucker, S. & Xu, Yilong, 2014, "A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-051.
• He, Y. & Einmahl, J.H.J., 2014, "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-035.
• Julie LE GALLO & Jan MUTL, 2014, "Autocorrélation Spatiale Des Erreurs Et Erreurs De Mesure : Quelles Interactions ?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 40, pages 37-52.
• Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014, "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, volume 96, issue 5, pages 898-915, December.
• Laura Grigolon & Frank Verboven, 2014, "Nested Logit or Random Coefficients Logit? A Comparison of Alternative Discrete Choice Models of Product Differentiation," The Review of Economics and Statistics, MIT Press, volume 96, issue 5, pages 916-935, December.
• Michela Bia & Carlos A. Flores & Alfonso Flores-Lagunes & Alessandra Mattei, 2014, "A Stata package for the application of semiparametric estimators of dose–response functions," Stata Journal, StataCorp LLC, volume 14, issue 3, pages 580-604, September.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Stata Journal, StataCorp LLC, volume 14, issue 3, pages 623-661, September.
• Fardous Alom, 2014, "Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 6, issue 2, pages 105-128, July.
• Karabiyik, H. & Urbain, J.R.Y.J. & Westerlund, J., 2014, "CCE estimation of factor-augmented regression models with more factors than observables," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 007, Jan, DOI: 10.26481/umagsb.2014007.
• Majid M. Al-Sadoon, 2014, "A general theory of rank testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1411, Feb, revised Feb 2015.
• Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014, "Ambiguity and Reality," Working Papers on Finance, University of St. Gallen, School of Finance, number 1418, Dec.
• Giovanni Marano & Gianni Betti & Francesca Gagliardi, 2014, "Latent class Markov models for addressing measurement problems in poverty dynamics," Department of Economics University of Siena, Department of Economics, University of Siena, number 695, Apr.
• Bin Peng & Giovanni Forchini, 2014, "Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 20, Mar.
• KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang, 2014, "Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 347, Mar.
• Giorgio Calzolari & Laura Magazzini, 2014, "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers, University of Verona, Department of Economics, number 12/2014, Jul.
• Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014, "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 37-48, July, DOI: 10.2478/foli-2013-0022.
• Beręsewicz Maciej, 2014, "Estimating The Size Of The Secondary Real Estate Market Based On Internet Data Sources," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 259-269, December, DOI: 10.1515/foli-2015-0012.
• Tomasz Skoczylas, 2014, "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-06.
• Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2014, "A new framework for US city size distribution: Empirical evidence and theory," ERSA conference papers, European Regional Science Association, number ersa14p633, Nov.
• Alexander Torbenko, 2014, "Interregional Inequality and Federal Expenditures and Transfers in Russia," ERSA conference papers, European Regional Science Association, number ersa14p82, Nov.
• Harald Badinger & Peter Egger, 2014, "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp173, Apr.
• Harald Badinger & Jesus Crespo Cuaresma, 2014, "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp183, Sep.
• Badinger, Harald & Egger, Peter, 2014, "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 173, Apr.
• Badinger, Harald & Crespo Cuaresma, Jesus, 2014, "Aggregravity: Estimating Gravity Models from Aggregate Data," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 183, Sep.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014, "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, volume 82, issue 2, pages 785-809, March.
• Koen Jochmans, 2014, "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, volume 17, issue 3, pages 373-382, October.
• Peter Fuleky & Eric Zivot, 2014, "Indirect inference based on the score," Econometrics Journal, Royal Economic Society, volume 17, issue 3, pages 383-393, October.
• Martina Grunow & Robert Nuscheler, 2014, "Public And Private Health Insurance In Germany: The Ignored Risk Selection Problem," Health Economics, John Wiley & Sons, Ltd., volume 23, issue 6, pages 670-687, June, DOI: 10.1002/hec.2942.
• Wagner Piazza Gaglianone & Luiz Renato Lima, 2014, "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 736-757, August.
• Chuan-Hsiang Han & Wei-Han Liu & Tzu-Ying Chen, 2014, "VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-35, DOI: 10.1142/S0219024914500095.
• Yunmi Kim & Tae-Hwan Kim & Tolga Ergun, 2014, "The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-74, Dec.
• Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014, "Specification Testing in Nonstationary Time Series Models," Discussion Papers, Department of Economics, University of York, number 14/19, Sep.
• Jia Chen & Degui Li & Hua Liang & Suojin Wang, 2014, "Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data," Discussion Papers, Department of Economics, University of York, number 14/26, Apr.
• Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2014, "The risk of financial intermediaries," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2014.
• Schwarz, Claudia, 2014, "Investor fears and risk premia for rare events," Discussion Papers, Deutsche Bundesbank, number 03/2014.
• Knüppel, Malte, 2014, "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers, Deutsche Bundesbank, number 40/2014.
• Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014, "A new semiparametric approach to analysing conditional income distributions," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 192.