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

2014

• 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.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014, "Efficient iterative maximum likelihood estimation of high-parameterized time series models," CFS Working Paper Series, Center for Financial Studies (CFS), number 450.
• Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne, 2014, "Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 150.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Gold, Oil, and Stocks," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 14.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Qin, Duo, 2014, "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-42.
• Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana, 2014, "Mutual excitation in eurozone sovereign CDS," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 51, DOI: 10.2139/ssrn.2438625.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2014, "Efficient iterative maximum likelihood estimation of high-parameterized time series models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-010.
• Durante, Fabrizio & Okhrin, Ostap, 2014, "Estimation procedures for exchangeable Marshall copulas with hydrological application," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-014.
• Spokoiny, Vladimir & Zhilova, Mayya, 2014, "Bootstrap confidence sets under model misspecification," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-067.
• Kripfganz, Sebastian, 2014, "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100604.
• Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014, "A new semiparamtetric approach to analysing Conditional Income Distributions," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100630.
• Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne, 2014, "Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-048.
• Eisenhauer, Philipp & Heckman, James J., 2014, "Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-081.
• Mittnik, Stefan & Semmler, Willi, 2014, "Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-110.
• Olivier Ledoit & Michael Wolf, 2014, "Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks," ECON - Working Papers, Department of Economics - University of Zurich, number 137, Jan, revised Feb 2017.
• Ashok Kaul & Michael Wolf, 2014, "The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis," ECON - Working Papers, Department of Economics - University of Zurich, number 149, Mar, revised May 2014.
• Ashok Kaul & Michael Wolf, 2014, "The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis," ECON - Working Papers, Department of Economics - University of Zurich, number 165, Jun.
• Joseph P. Romano & Michael Wolf, 2014, "Resurrecting weighted least squares," ECON - Working Papers, Department of Economics - University of Zurich, number 172, Sep, revised Oct 2016.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2014, "Are University Admissions Academically Fair?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-06, Feb.
• Federico Carlini & Katarzyna Lasak, 2014, "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-15, Apr.
• Markku Lanne & Henri Nyberg, 2014, "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-17, May.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2014, "Discretization of Lévy semistationary processes with application to estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-21, Aug.
• Michael Creel & Dennis Kristensen, 2014, "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-30, Aug.
• Mehmet Caner & Anders Bredahl Kock, 2014, "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-36, Oct.
• Gustavo Fruet Dias & George Kapetanios, 2014, "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-37, Oct.
• Laurent Callot & Johannes Tang Kristensen, 2014, "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-41, Nov.
• Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014, "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-48, Dec.
• Tim Bollerslev & Viktor Todorov & Lai Xu, 2014, "Tail Risk Premia and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-49, Sep.
• Kerstin Gärtner & Mark Podolskij, 2014, "On non-standard limits of Brownian semi-stationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-50, Dec.
• Mark Podolskij, 2014, "Ambit fields: survey and new challenges," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-51, Dec.
• Tobias Fissler & Mark Podolskij, 2014, "Testing the maximal rank of the volatility process for continuous diffusions observed with noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-52, Dec.
• Claudio Heinrich & Mark Podolskij, 2014, "On spectral distribution of high dimensional covariation matrices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-54, Dec.
• Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Indirect inference with time series observed with error," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-57, Dec.
• Anders Bredahl Kock & Haihan Tang, 2014, "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-58, Dec.
• Mikuláš Gangur & Miroslav Plevný, 2014, "Tools for Consumer Rights Protection in the Prediction of Electronic Virtual Market and Technological Changes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue 36, pages 578-578, May.
• Ogundari, Kolawole, 2014, "A meta-regression analysis of frontier efficiency estimates from Africa," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 165911, DOI: 10.22004/ag.econ.165911.
• Guan, Zhengfei & Wu, Feng, 2014, "Non-Optimal Behavior and Estimation of Risk Preferences," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170636, May, DOI: 10.22004/ag.econ.170636.
• Mazouz, Khelifa & Wang, Jian, 2014, "Are commodity futures markets short-term efficient? An empirical investigation," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169763, Apr, DOI: 10.22004/ag.econ.169763.
• Kareem, Fatima O., 2014, "Modeling and Estimation of Gravity Equation in the Presence of Zero Trade: A Validation of Hypotheses Using Africa's Trade Data," 140th Seminar, December 13-15, 2013, Perugia, Italy, European Association of Agricultural Economists, number 163341, DOI: 10.22004/ag.econ.163341.
• Areal, Francisco J. & Balcombe, Kelvin G. & Rapsomanikis, George, , "Testing for bubbles in agricultural commodity markets," ESA Working Papers, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA), number 288981, DOI: 10.22004/ag.econ.288981.
• Angioloni, Simone & Ames, Glenn C.W. & Houston, Jack, 2014, "Food Insecurity and Educational Achievement," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas, Southern Agricultural Economics Association, number 162478, DOI: 10.22004/ag.econ.162478.
• Roxana-Otilia-Sonia HRITCU, 2014, "REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 191-195, June.
• Tomita Vasile & Cora Ionela Daniasa, 2014, "Mathematics Understanding Of Economy By The General Public In The Economic Departments," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 42, pages 39-44.
• Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2014, "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014012, Jan.
• Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2014, "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014007, Jan.
• Jan F. Kiviet & Qu Feng, 2014, "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-06, Nov.
• Arturas Juodis & Sarafidis, V., 2014, "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-07, Jul.
• Halim Kazan & Arzu Tavsamaz, 2014, "Non-routine Works Occur from Aviation Man-hour Estimation: Real-time Applications in Job Cards," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 2, issue 1, pages 23-42, June, DOI: http://dx.doi.org/10.17093/aj.17639.
• Sandra Nieto, 2014, "“Overeducation, skills and wage penalty: Evidence for Spain using PIAAC data”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201406, Mar, revised Mar 2014.
• Nassim N Taleb & Raphael Douady, 2014, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Papers, arXiv.org, number 1405.1791, May, revised Nov 2014.
• Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014, "Nonlinear Factor Models for Network and Panel Data," Papers, arXiv.org, number 1412.5647, Dec, revised Oct 2019.
• Stelios Arvanitis & Antonis Demos, 2014, "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," DEOS Working Papers, Athens University of Economics and Business, number 1406, May.
• Ivan Fernandez-Val & Martin Weidner, 2014, "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers, Institute for Fiscal Studies, number 32/14, Jul, DOI: 10.1920/wp.cem.2014.3214.
• Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo, 2014, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1403, Jul.
• Heng Chen, 2014, "Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation," Staff Working Papers, Bank of Canada, number 14-24, DOI: 10.34989/swp-2014-24.
• Kartik Anand & Ben Craig & Goetz von Peter, 2014, "Filling in the Blanks: Network Structure and Interbank Contagion," Staff Working Papers, Bank of Canada, number 14-26, DOI: 10.34989/swp-2014-26.
• Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2014, "Identification and estimation of outcome response with heterogeneous treatment externalities," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 974, Sep.
• Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez, 2014, "FISCO: Modelo Fiscal para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 855, Dec, DOI: 10.32468/be.855.
• Marlene Amstad & Simon Potter & Robert Rich, 2014, "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers, Bank for International Settlements, number 453, Jul.
• Kartik Anand & Ben Craig & Goetz von Peter, 2014, "Filling in the Blanks: Network Structure and Interbank Contagion," BIS Working Papers, Bank for International Settlements, number 455, Aug.
• Marlene Amstad & Ye Huan & Guonan Ma, 2014, "Developing an underlying inflation gauge for China," BIS Working Papers, Bank for International Settlements, number 465, Sep.
• Sheng Guo, 2014, "Switching Regression Estimates Of The Intergenerational Persistence Of Consumption," Economic Inquiry, Western Economic Association International, volume 52, issue 4, pages 1503-1524, October.
• Ankita Mishra & Ranjan Ray, 2014, "Spatial Variation in Prices and Expenditure Inequalities in Australia," The Economic Record, The Economic Society of Australia, volume 90, issue 289, pages 137-159, June.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014, "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2279-2337, October.
• Alfonso Miranda & Sophia Rabe-Hesketh, 2014, "Missing ordinal covariate with informative selection," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 177, issue 2, pages 319-344, February.
• Francisco Blasques, 2014, "Transformed Polynomials For Nonlinear Autoregressive Models Of The Conditional Mean," Journal of Time Series Analysis, Wiley Blackwell, volume 35, issue 3, pages 218-238, May.
• Jan R. Magnus & Wendun Wang, 2014, "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 6, pages 874-897, December.
• Huong Thu Le & Alison L. Booth, 2014, "Inequality in Vietnamese Urban–Rural Living Standards, 1993–2006," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 60, issue 4, pages 862-886, December.
• Melanie Krause, 2014, "Parametric Lorenz Curves and the Modality of the Income Density Function," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 60, issue 4, pages 905-929, December.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009," Scottish Journal of Political Economy, Scottish Economic Society, volume 61, issue 2, pages 129-153, May.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an uncertain economic environment," Working Paper, Norges Bank, number 2014/17, Dec.
• Bong Geul Chun & Dong Gyu Lee, 2014, "The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-6, Apr.
• M. E. Bontempi & I. Mammi, 2014, "pca2: implementing a strategy to reduce the instrument count in panel GMM," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp960, Aug.
• Seong Yeon Chang & Pierre Perron, 2014, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-011, Apr, revised 20 Sep 2015.
• Arvanitis Stelios & Demos Antonis, 2014, "Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 2, pages 183-235, July, DOI: 10.1515/jtse-2012-0003.
• Bassil Charbel, 2014, "The Effect of Terrorism on Tourism Demand in the Middle East," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 4, pages 669-684, December, DOI: 10.1515/peps-2014-0032.
• Wang Xia & Shang Yuhuang & Zheng Tingguo, 2014, "An extensive study on Markov switching models with endogenous regressors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 4, pages 403-418, September, DOI: 10.1515/snde-2012-0071.
• David Card & Zhuan Pei & David S. Lee & Andrea Weber, 2014, "Inference on Causal Effects in a Generalized Regression Kink Design," Working Papers, Brandeis University, Department of Economics and International Business School, number 83, Dec, revised Jan 2015.
• Guonan Ma, 2014, "Developing an underlying inflation gauge for China," Bruegel Working Papers, Bruegel, number 853, Oct.
• Grégory Jolivet & Hélène Turon, 2014, "Consumer Search Costs and Preferences on the Internet," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 14/647, Nov.
• Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014, "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1412, Jun.
• Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014, "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1413, Jun.
• Sanja Vuković, 2014, "Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 3, issue 2, pages 85-119.
• Sun, Yixiao, 2014, "Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8479f4s2, May.
• Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton, 2014, "The Value of Bosses," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1318, Dec.