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

2014

• Alexander Sohn & Nadja Klein & Thomas Kneib, 2014, "A New Semiparametric Approach to Analysing Conditional Income Distributions," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 676.
• Daniel Cerquera & François Laisney & Hannes Ullrich, 2014, "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1419.
• Duangkamon Chotikapanich & William E. Griffiths & D. S. Prasada Rao & Wasana Karunarathne, 2014, "Income Distributions, Inequality, and Poverty in Asia, 1992–2010," Development Economics Working Papers, East Asian Bureau of Economic Research, number 24045, Mar.
• Abdelkamel Alj & Rajae Azrak & Guy Melard, 2014, "On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-05, Jan.
• Marta Bañbura & Domenico Giannone & Michèle Lenza, 2014, "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-15, Mar.
• Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel, 2014, "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series, European Central Bank, number 154, Jul.
• Baumann, Ursel & Albuquerque, Bruno & Krustev, Georgi, 2014, "Has US household deleveraging ended? a model-based estimate of equilibrium debt," Working Paper Series, European Central Bank, number 1643, Mar.
• Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series, European Central Bank, number 1733, Sep.
• Duygun, Meryem & Kutlu, Levent & Sickles, Robin C., 2014, "Measuring Productivity and Efficiency: A Kalman," Working Papers, Rice University, Department of Economics, number 15-010, Oct.
• Mohamed BOUZAHZAH & Radouane BACHAR, 2014, "Exchange Rate Policy in Morocco and Persistence of Real Exchange Rate Misalignments," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 122-134.
• Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri, 2014, "Long Memory Analysis: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 16-26.
• Ghizlan Loumrhari, 2014, "Ageing, Longevity and Savings: The Case of Morocco," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 344-352.
• Serpil TURKYILMAZ & Mesut BALIBEY, 2014, "Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 400-410.
• Alex Granate, 2014, "Directions of the State Effect on the Development of Communication Systems of the Agrarian Sector Enterprises," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 572-579.
• Aomar Ibourk & Jabrane Amaghouss, 2014, "Impact of Migrant Remittances on Economic Empowerment of Women: A Macroeconomic Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 597-611.
• Mesut BALLIBEY & Serpil T RKYILMAZ, 2014, "Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 836-848.
• Rafik Nazarian & Ashkan Amiri, 2014, "Asymmetry of the Oil Price Pass Through to Inflation in Iran," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 457-464.
• Nuno Carlos Leit o, 2014, "Economic Growth, Carbon Dioxide Emissions, Renewable Energy and Globalization," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 391-399.
• Abbas Ali Abounoori & Rafik Nazarian & Ashkan Amiri, 2014, "Oil Price Pass-Through into Domestic Inflation: The Case of Iran," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 4, pages 662-669.
• Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014, "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 158-171, DOI: 10.1016/j.csda.2013.07.028.
• Kiviet, Jan F. & Phillips, Garry D.A., 2014, "Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 424-448, DOI: 10.1016/j.csda.2013.09.021.
• Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon, 2014, "Recovering default risk from CDS spreads with a nonlinear filter," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 87-104, DOI: 10.1016/j.jedc.2013.09.006.
• Artuç, Erhan & Pourpourides, Panayiotis M., 2014, "R&D and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 47, issue C, pages 54-71, DOI: 10.1016/j.jedc.2014.07.006.
• Muñiz, Cristina & Rodríguez, Plácido & Suárez, María J., 2014, "Sports and cultural habits by gender: An application using count data models," Economic Modelling, Elsevier, volume 36, issue C, pages 288-297, DOI: 10.1016/j.econmod.2013.09.053.
• Todorova, Neda & Souček, Michael, 2014, "The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range," Economic Modelling, Elsevier, volume 36, issue C, pages 332-340, DOI: 10.1016/j.econmod.2013.10.003.
• Sánchez-Vidal, F. Javier, 2014, "High debt companies' leverage determinants in Spain: A quantile regression approach," Economic Modelling, Elsevier, volume 36, issue C, pages 455-465, DOI: 10.1016/j.econmod.2013.08.043.
• Siddig, Khalid & Grethe, Harald, 2014, "International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response?," Economic Modelling, Elsevier, volume 38, issue C, pages 12-22, DOI: 10.1016/j.econmod.2013.11.038.
• Aysun, Uluc & Bouvet, Florence & Hofler, Richard, 2014, "An alternative measure of structural unemployment," Economic Modelling, Elsevier, volume 38, issue C, pages 592-603, DOI: 10.1016/j.econmod.2014.02.009.
• Biner, Burhan, 2014, "Parity in professional sports when revenues are maximized," Economic Modelling, Elsevier, volume 40, issue C, pages 12-20, DOI: 10.1016/j.econmod.2014.03.002.
• Philippidis, G. & Resano, H. & Sanjuán, A.I., 2014, "Shifting Armington trade preferences: A re-examination of the Mercosur–EU negotiations," Economic Modelling, Elsevier, volume 40, issue C, pages 21-32, DOI: 10.1016/j.econmod.2014.03.016.
• Al Janabi, Mazin A.M., 2014, "Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects," Economic Modelling, Elsevier, volume 40, issue C, pages 369-381, DOI: 10.1016/j.econmod.2013.11.021.
• Haugom, Erik & Lien, Gudbrand & Veka, Steinar & Westgaard, Sjur, 2014, "Covariance estimation using high-frequency data: Sensitivities of estimation methods," Economic Modelling, Elsevier, volume 43, issue C, pages 416-425, DOI: 10.1016/j.econmod.2014.08.016.
• Campos, Rodolfo G. & Reggio, Iliana, 2014, "Measurement error in imputation procedures," Economics Letters, Elsevier, volume 122, issue 2, pages 197-202, DOI: 10.1016/j.econlet.2013.11.030.
• Anatolyev, Stanislav & Khabibullin, Renat & Prokhorov, Artem, 2014, "An algorithm for constructing high dimensional distributions from distributions of lower dimension," Economics Letters, Elsevier, volume 123, issue 3, pages 257-261, DOI: 10.1016/j.econlet.2014.02.022.
• Alj, Abdelkamel & Azrak, Rajae & Mélard, Guy, 2014, "On conditions in central limit theorems for martingale difference arrays," Economics Letters, Elsevier, volume 123, issue 3, pages 305-307, DOI: 10.1016/j.econlet.2014.03.008.
• Chau, Tak Wai, 2014, "On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators," Economics Letters, Elsevier, volume 123, issue 3, pages 333-335, DOI: 10.1016/j.econlet.2014.03.017.
• Norkute, Milda, 2014, "A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models," Economics Letters, Elsevier, volume 123, issue 3, pages 348-351, DOI: 10.1016/j.econlet.2014.03.020.
• Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas, 2014, "Can Markov switching model generate long memory?," Economics Letters, Elsevier, volume 124, issue 1, pages 117-121, DOI: 10.1016/j.econlet.2014.04.030.
• Jondeau, Eric & Pelgrin, Florian, 2014, "Estimating aggregate autoregressive processes when only macro data are available," Economics Letters, Elsevier, volume 124, issue 3, pages 341-347, DOI: 10.1016/j.econlet.2014.06.012.
• Han, Chirok & Kim, Hyoungjong, 2014, "The role of constant instruments in dynamic panel estimation," Economics Letters, Elsevier, volume 124, issue 3, pages 500-503, DOI: 10.1016/j.econlet.2014.07.021.
• Lahaye, Jerome & Shaw, Philip, 2014, "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, volume 125, issue 1, pages 43-46, DOI: 10.1016/j.econlet.2014.07.003.
• Fujiki, Hiroshi & Tanaka, Migiwa, 2014, "Currency demand, new technology, and the adoption of electronic money: Micro evidence from Japan," Economics Letters, Elsevier, volume 125, issue 1, pages 5-8, DOI: 10.1016/j.econlet.2014.07.032.
• Westerlund, Joakim, 2014, "A simple test for nonstationarity in mixed panels with incidental trends," Economics Letters, Elsevier, volume 125, issue 2, pages 160-163, DOI: 10.1016/j.econlet.2014.09.003.
• Ando, Sakai, 2014, "Measuring US sectoral shocks in the world input–output network," Economics Letters, Elsevier, volume 125, issue 2, pages 204-207, DOI: 10.1016/j.econlet.2014.09.007.
• Duan, Yunpeng & Xue, Yi, 2014, "Bipower variation with jumps and correlated returns," Economics Letters, Elsevier, volume 125, issue 3, pages 367-371, DOI: 10.1016/j.econlet.2014.10.018.
• Qian, Junhui & Su, Liangjun, 2014, "Structural change estimation in time series regressions with endogenous variables," Economics Letters, Elsevier, volume 125, issue 3, pages 415-421, DOI: 10.1016/j.econlet.2014.10.021.
• Chen, Heng, 2014, "Sheep in Wolf’s clothing: Using the least squares criterion for quantile estimation," Economics Letters, Elsevier, volume 125, issue 3, pages 426-431, DOI: 10.1016/j.econlet.2014.09.035.
• Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle, 2014, "A Γ-moment approach to monotonic boundary estimation," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 727-740, DOI: 10.1016/j.jeconom.2013.10.013.
• Vogelsang, Timothy J. & Wagner, Martin, 2014, "Integrated modified OLS estimation and fixed-b inference for cointegrating regressions," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 741-760, DOI: 10.1016/j.jeconom.2013.10.015.
• Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014, "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 15-21, DOI: 10.1016/j.jeconom.2013.08.003.
• Gan, Li & Hsiao, Cheng & Xu, Shu, 2014, "Model specification test with correlated but not cointegrated variables," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 80-85, DOI: 10.1016/j.jeconom.2013.08.008.
• Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J., 2014, "Neglected heterogeneity in moment condition models," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 86-100, DOI: 10.1016/j.jeconom.2013.08.009.
• Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur, 2014, "Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 426-443, DOI: 10.1016/j.jeconom.2013.06.004.
• 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," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 444-455, DOI: 10.1016/j.jeconom.2013.06.001.
• Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014, "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 456-470, DOI: 10.1016/j.jeconom.2013.06.005.
• Sun, Yixiao, 2014, "Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 659-677, DOI: 10.1016/j.jeconom.2013.10.001.
• Horowitz, Joel L., 2014, "Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 158-173, DOI: 10.1016/j.jeconom.2014.03.006.
• Lee, Lung-fei & Yu, Jihai, 2014, "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 174-197, DOI: 10.1016/j.jeconom.2014.03.003.
• Liu, Cheng & Tang, Cheng Yong, 2014, "A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 217-232, DOI: 10.1016/j.jeconom.2014.01.008.
• Kurz-Kim, Jeong-Ryeol & Loretan, Mico, 2014, "On the properties of the coefficient of determination in regression models with infinite variance variables," Journal of Econometrics, Elsevier, volume 181, issue 1, pages 15-24, DOI: 10.1016/j.jeconom.2014.02.004.
• Ibragimov, Rustam, 2014, "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, volume 181, issue 1, pages 25-33, DOI: 10.1016/j.jeconom.2014.02.005.
• Zu, Yang & Peter Boswijk, H., 2014, "Estimating spot volatility with high-frequency financial data," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 117-135, DOI: 10.1016/j.jeconom.2014.04.001.
• Wooldridge, Jeffrey M., 2014, "Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 226-234, DOI: 10.1016/j.jeconom.2014.04.020.
• Antoine, Bertille & Lavergne, Pascal, 2014, "Conditional moment models under semi-strong identification," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 59-69, DOI: 10.1016/j.jeconom.2014.04.008.
• Caner, Mehmet, 2014, "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 247-268, DOI: 10.1016/j.jeconom.2014.05.001.
• Hou, Jie & Perron, Pierre, 2014, "Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 309-328, DOI: 10.1016/j.jeconom.2014.05.004.
• Menzel, Konrad, 2014, "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 329-350, DOI: 10.1016/j.jeconom.2014.05.016.
• Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana, 2014, "Mutual excitation in Eurozone sovereign CDS," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 151-167, DOI: 10.1016/j.jeconom.2014.05.006.
• Bollerslev, Tim & Todorov, Viktor, 2014, "Time-varying jump tails," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 168-180, DOI: 10.1016/j.jeconom.2014.05.007.
• Mandal, Bidisha & Powell, Lisa M., 2014, "Child care choices, food intake, and children's obesity status in the United States," Economics & Human Biology, Elsevier, volume 14, issue C, pages 50-61, DOI: 10.1016/j.ehb.2014.04.001.
• Ngene, Geoffrey M. & Kabir Hassan, M. & Alam, Nafis, 2014, "Price discovery process in the emerging sovereign CDS and equity markets," Emerging Markets Review, Elsevier, volume 21, issue C, pages 117-132, DOI: 10.1016/j.ememar.2014.08.004.
• Kourtis, Apostolos, 2014, "On the distribution and estimation of trading costs," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 104-117, DOI: 10.1016/j.jempfin.2014.06.005.
• Kim, Kun Ho, 2014, "Counter-cyclical risk aversion," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 384-401, DOI: 10.1016/j.jempfin.2014.09.005.
• Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2014, "Level shifts in stock returns driven by large shocks," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 41-51, DOI: 10.1016/j.jempfin.2014.04.001.
• Scott, Michael J. & Daly, Don S. & Zhou, Yuyu & Rice, Jennie S. & Patel, Pralit L. & McJeon, Haewon C. & Page Kyle, G. & Kim, Son H. & Eom, Jiyong & Clarke, Leon E., 2014, "Evaluating sub-national building-energy efficiency policy options under uncertainty: Efficient sensitivity testing of alternative climate, technological, and socioeconomic futures in a regional integrated-assessment model," Energy Economics, Elsevier, volume 43, issue C, pages 22-33, DOI: 10.1016/j.eneco.2014.01.012.
• Zolotko, Mikhail & Okhrin, Ostap, 2014, "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, volume 43, issue C, pages 284-296, DOI: 10.1016/j.eneco.2014.02.019.
• Frömmel, Michael & Han, Xing & Kratochvil, Stepan, 2014, "Modeling the daily electricity price volatility with realized measures," Energy Economics, Elsevier, volume 44, issue C, pages 492-502, DOI: 10.1016/j.eneco.2014.03.001.
• Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, volume 45, issue C, pages 66-98, DOI: 10.1016/j.eneco.2014.06.008.
• Böckers, Veit & Heimeshoff, Ulrich, 2014, "The extent of European power markets," Energy Economics, Elsevier, volume 46, issue C, pages 102-111, DOI: 10.1016/j.eneco.2014.09.004.
• Bildirici, Melike E. & Bakirtas, Tahsin, 2014, "The relationship among oil, natural gas and coal consumption and economic growth in BRICTS (Brazil, Russian, India, China, Turkey and South Africa) countries," Energy, Elsevier, volume 65, issue C, pages 134-144, DOI: 10.1016/j.energy.2013.12.006.
• Zaevski, Tsvetelin S. & Kim, Young Shin & Fabozzi, Frank J., 2014, "Option pricing under stochastic volatility and tempered stable Lévy jumps," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 101-108, DOI: 10.1016/j.irfa.2013.10.004.
• Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014, "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 89-100, DOI: 10.1016/j.irfa.2014.05.009.
• Lin, Chien-Chih, 2014, "Estimation accuracy of high–low spread estimator," Finance Research Letters, Elsevier, volume 11, issue 1, pages 54-62, DOI: 10.1016/j.frl.2013.05.004.
• Duarte-Silva, Tiago & Tripolski Kimel, Maria, 2014, "Testing excess returns on event days: Log returns vs. dollar returns," Finance Research Letters, Elsevier, volume 11, issue 2, pages 173-182, DOI: 10.1016/j.frl.2014.03.001.
• Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis, 2014, "A sovereign risk index for the Eurozone based on stochastic dominance," Finance Research Letters, Elsevier, volume 11, issue 4, pages 375-384, DOI: 10.1016/j.frl.2014.07.002.
• Cho, Dooyeon & Doblas-Madrid, Antonio, 2014, "Trade intensity and purchasing power parity," Journal of International Economics, Elsevier, volume 93, issue 1, pages 194-209, DOI: 10.1016/j.jinteco.2014.01.007.
• Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai, 2014, "Estimating the extensive margin of trade," Journal of International Economics, Elsevier, volume 93, issue 1, pages 67-75, DOI: 10.1016/j.jinteco.2013.12.001.
• Pešta, Michal & Okhrin, Ostap, 2014, "Conditional least squares and copulae in claims reserving for a single line of business," Insurance: Mathematics and Economics, Elsevier, volume 56, issue C, pages 28-37, DOI: 10.1016/j.insmatheco.2014.02.007.
• Luciani, Matteo, 2014, "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 20-29, DOI: 10.1016/j.ijforecast.2013.05.001.
• Knüppel, Malte, 2014, "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 257-267, DOI: 10.1016/j.ijforecast.2013.08.004.
• Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca, 2014, "Short-term inflation projections: A Bayesian vector autoregressive approach," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 635-644, DOI: 10.1016/j.ijforecast.2013.01.012.
• Atilgan, Yigit, 2014, "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 205-215, DOI: 10.1016/j.jbankfin.2013.10.007.
• Hammami, Yacine & Lindahl, Anna, 2014, "An intertemporal capital asset pricing model with bank credit growth as a state variable," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 14-28, DOI: 10.1016/j.jbankfin.2013.10.008.
• Yan, Yuxing & Zhang, Shaojun, 2014, "Quality of PIN estimates and the PIN-return relationship," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 137-149, DOI: 10.1016/j.jbankfin.2014.03.006.
• Cordis, Adriana S. & Kirby, Chris, 2014, "Discrete stochastic autoregressive volatility," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 160-178, DOI: 10.1016/j.jbankfin.2014.03.020.
• Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2014, "The risk of financial intermediaries," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 1-12, DOI: 10.1016/j.jbankfin.2014.03.024.
• Guermat, Cherif, 2014, "Yes, the CAPM is testable," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 31-42, DOI: 10.1016/j.jbankfin.2014.05.001.
• Datta, Souvik & Gulati, Sumeet, 2014, "Utility rebates for ENERGY STAR appliances: Are they effective?," Journal of Environmental Economics and Management, Elsevier, volume 68, issue 3, pages 480-506, DOI: 10.1016/j.jeem.2014.09.003.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2014, "Macroeconomic risk and hedge fund returns," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 1-19, DOI: 10.1016/j.jfineco.2014.06.008.
• Kim, Myeong Hyeon & Kim, Baeho, 2014, "Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 281-297, DOI: 10.1016/j.jmacro.2014.10.001.
• Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2014, "Who mimics whom in the equity fund market? Evidence from the Korean equity fund market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 199-218, DOI: 10.1016/j.pacfin.2014.04.004.
• Doğan, Osman & Taşpınar, Süleyman, 2014, "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, volume 45, issue C, pages 1-21, DOI: 10.1016/j.regsciurbeco.2013.12.003.
• Piras, Gianfranco & Prucha, Ingmar R., 2014, "On the finite sample properties of pre-test estimators of spatial models," Regional Science and Urban Economics, Elsevier, volume 46, issue C, pages 103-115, DOI: 10.1016/j.regsciurbeco.2014.03.002.
• Nishimura, Junichi & Okada, Yosuke, 2014, "R&D portfolios and pharmaceutical licensing," Research Policy, Elsevier, volume 43, issue 7, pages 1250-1263, DOI: 10.1016/j.respol.2014.03.008.
• Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P., 2014, "Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion," Statistics & Probability Letters, Elsevier, volume 95, issue C, pages 132-138, DOI: 10.1016/j.spl.2014.08.015.
• Mariano Kulish & Adrian Pagan, 2014, "Estimation and Solution of Models with Expectations and Structural Changes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-15, Feb.
• Santos Silva, Joao & Tenreyro, Silvana & Wei, Kehai, 2014, "Estimating the extensive margin of trade," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55937, May.
• Lazear, Edward P. & Shaw, Kathryn L., 2014, "The value of bosses," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60611, Dec.
• Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2014, "Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1407, revised Sep 2014.
• Yixiao Sun, 2014, "Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033002.
• Yong Bao & Aman Ullah & Ru Zhang, 2014, "Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033003.
• Liang Hu & Yongcheol Shin, 2014, "Testing for Cointegration in Markov Switching Error Correction Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033005.
• Javier Hidalgo & Jungyoon Lee, 2014, "A CUSUM Test for Common Trends in Large Heterogeneous Panels," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033010.
• Jan F. Kiviet & Jerzy Niemczyk, 2014, "On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033013.
• Kyungchul Song, 2014, "Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033015.
• Enrique Martínez-García & Mark A. Wynne, 2014, "Assessing Bayesian Model Comparison in Small Samples," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034006.
• Nazmi Demir & Syed F. Mahmud & M. Nihat Solakoglu, 2014, "Sentiment and Beta Herding in the Borsa Istanbul (BIST)," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096016.
• Vanesa Jordá & José María Sarabia & Faustino Prieto, 2014, "On the Estimation of the Global Income Distribution Using a Parsimonious Approach," Research on Economic Inequality, Emerald Group Publishing Limited, "Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting", DOI: 10.1108/S1049-258520140000022003.
• Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014, "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Economic Research Association, volume 6, issue 1, pages 1-23, April.
• Christine Mauracher & Isabella Procidano & Giovanna Sacchi, 2014, "Customer satisfaction per l?innovazione dell?enoturismo in Veneto. Effetti delle nuove forme di integrazione turistica," Economia agro-alimentare, FrancoAngeli Editore, volume 16, issue 1, pages 157-178.
• Marco Pini & Paolo Quirino, 2014, "Dai primi studi sul reddito nazionale alla stima provinciale del reddito disponibile delle famiglie," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2014, issue 3, pages 79-113.
• Lucie Davidova & Vladimir Benacek, 2014, "Determinants of Austrian International Trade: Analysis Based on the Gravity Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/15, Feb, revised Feb 2014.
• Michal Paulus & Eva Michalikova & Vladimir Benacek, 2014, "German International Trade: Interpreting Export Flows According to the Gravity Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/19, May, revised May 2014.
• Michal Paulus & Eva Michalíková, 2014, "Gravity model analysis: robust evidence from the Czech Republic and corruption matching," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/32, Sep, revised Sep 2014.
• Jozef Baruník & Lucie Kraicová, 2014, "Estimation of Long Memory in Volatility Using Wavelets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/33, Sep, revised Sep 2014.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014, "Spurious Inference in Unidentified Asset-Pricing Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-12, Oct.
• Enrique Martínez García & Mark A. Wynne, 2014, "Assessing Bayesian model comparison in small samples," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 189, Aug, DOI: 10.24149/gwp189.
• Enrique Martínez García & Mark A. Wynne, 2014, "Technical note on \"assessing Bayesian model comparison in small samples\"," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 190, Aug, DOI: 10.24149/gwp190.
• Cristina Fuentes-Albero, 2014, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-84, Sep.
• Deepa Dhume Datta & Juan M. Londono & Landon J. Ross, 2014, "Generating Options-Implied Probability Densities to Understand Oil Market Events," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1122, Oct.
• Jerome Lahaye & Christopher J. Neely, 2014, "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers, Federal Reserve Bank of St. Louis, number 2014-034, Oct, DOI: 10.20955/wp.2014.034.
• Marlene Amstad & Simon M. Potter & Robert W. Rich, 2014, "The FRBNY staff underlying inflation gauge: UIG," Staff Reports, Federal Reserve Bank of New York, number 672, Apr.
• Eli Shnaider & Nava Haruvy & Arthur Yosef, 2014, "The Soft Regression Method- Suggested Improvements," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 21-33, November.
• Tom Engsted & Thomas Q. Pedersen, 2014, "Bias-Correction in Vector Autoregressive Models: A Simulation Study," Econometrics, MDPI, volume 2, issue 1, pages 1-27, March.
• António Alberto Santos & João Andrade, 2014, "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-10, Apr.
• António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal, 2014, "Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-25, Dec.
• De Cao, Elisabetta, 2014, "The height production function from birth to maturity," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 14018-EEF.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01149834, Dec.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2017, "Testing for Leverage Effects in the Returns of US Equities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00973922, Jan.
• Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier, 2014, "Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01025095, Feb.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Post-Print, HAL, number hal-01149834, Dec.
• Marine Carrasco & Rachidi Kotchoni, 2014, "Adaptive Realized Kernels," Post-Print, HAL, number hal-01386059, DOI: 10.1093/jjfinec/nbu015.
• Stéphane Loisel, 2014, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013669, Dec.
• Clément Bosquet & Hervé Boulhol, 2014, "Applying the GLM variance assumption to overcome the scale-dependence of the Negative Binomial QGPML Estimator," Post-Print, HAL, number hal-02979749, Dec, DOI: 10.1080/07474938.2013.806102.
• Koen Jochmans, 2014, "First-differencing in panel data models with incidental functions," Post-Print, HAL, number hal-03393015, Oct, DOI: 10.1111/ectj.12035.
• Christian Francq & Jean-Michel Zakoïan, 2014, "Multi-level Conditional VaR Estimation in Dynamic Models," Post-Print, HAL, number hal-05430959, DOI: 10.1007/978-3-319-03395-2_1.
• Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier, 2014, "Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)," Post-Print, HAL, number halshs-01025095, Feb.
• Geert Dhaene & Koen Jochmans, 2014, "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Publications (main), HAL, number hal-01070553, Mar.
• Koen Jochmans, 2014, "First-differencing in panel data models with incidental functions," Sciences Po Economics Publications (main), HAL, number hal-03393015, Oct, DOI: 10.1111/ectj.12035.
• Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2014, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Working Papers, HAL, number hal-01069198, Sep.
• Geert Dhaene & Koen Jochmans, 2014, "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers, HAL, number hal-01070553, Mar.
• Raicho Bolijov & Alfred Galichon, 2014, "Matching in Closed-Form: Equilibrium, identification, and comparative statics," Working Papers, HAL, number hal-01169654, Oct.
• Laurent E. Calvet & Veronika Czellar, 2014, "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers, HAL, number hal-02058272, Jun, DOI: 10.2139/ssrn.2444445.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, HAL, number halshs-01015390, Jun.
• Geert Dhaene & Koen Jochmans, 2014, "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers, HAL, number hal-01070553, Mar.
• Quoreshi, A.M.M. Shahiduzzaman, 2014, "Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/03, Apr.
• Norkute, Milda, 2014, "A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models," Working Papers, Lund University, Department of Economics, number 2014:7, Feb.
• Westerlund, Joakim & Reese, Simon, 2014, "Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors," Working Papers, Lund University, Department of Economics, number 2014:8, Feb, revised 27 Jan 2014.
• Westerlund, Joakim & Norkute, Milda, 2014, "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers, Lund University, Department of Economics, number 2014:12, Apr.
• Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik, 2014, "Institutional Quality, Trust and Stock-Market Participation: Learning to Forget," Working Papers, Lund University, Department of Economics, number 2014:39, Nov.
• Reese, Simon & Westerlund, Joakim, 2014, "PANICCA - PANIC on Cross-Section Averages," Working Papers, Lund University, Department of Economics, number 2015:3, Oct, revised 24 Mar 2015.
• Westerlund, Joakim & Reese, Simon & Narayan, Paresh, 2014, "A Factor Analytical Approach to Price Discovery," Working Papers, Lund University, Department of Economics, number 2015:4, Dec.
• Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik, 2014, "Institutional Quality, Trust and Stock Market Participation: Learning to Forget," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2014/2, Apr.
• Gaure, Simen, 2014, "Practical Correlation Bias Correction in Two-way Fixed Effects Linear Regression," Memorandum, Oslo University, Department of Economics, number 21/2014, Aug.
• Lanot, Gauthier & Leece, David, 2014, "Mortgage Loan Characteristics , Unobserved Heterogeneity and the Performance of United Kingdom Securitised Sub-Prime Loans," Umeå Economic Studies, Umeå University, Department of Economics, number 876, Feb.
• Erginbay UGURLU, 2014, "Forecasting Volatility: Evidence from the Bucharest Stock Exchange," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 302-310, December.
• Frisancho, Verónica & Krishna, Kala & Lychagin, Sergey & Yavas, Cemile, 2014, "Better Luck Next Time: Learning through Retaking," IDB Publications (Working Papers), Inter-American Development Bank, number 4785, Jan, DOI: http://dx.doi.org/10.18235/0011536.
• Kala Krishna & Sergey Lychagin & Cemile Yavas & Veronica Frisancho, 2014, "Better Luck Next Time: Learning through Retaking," Research Department Publications, Inter-American Development Bank, Research Department, number IDB-WP-483, Jan.
• Gary D. Ferrier & Hervé Leleu & Viviane Valdmanis & Michael Vardanyan, 2014, "A Directional Distance Function Approach to Identifying the Input/Output Status of Medical Residents," Working Papers, IESEG School of Management, number 2014-EQM-04, Feb.
• Markus Frölich & Martin Huber, 2014, "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/14, Jul.
• Ivan Fernandez-Val & Martin Weidner, 2014, "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 CWP32/14, Jul.
• Isela Elizabeth Téllez León & Francisco Venegas Martínez, 2014, "¿Ha sido la Dinámica de la Balanza de Pagos Realmente una Restricción para el Crecimiento Económico en México? Parte II," 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 9, issue 1, pages 61-88, Enero-Jun.
• Florin-Marius PAVELESCU, 2014, "An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, volume 38, issue 1(47), pages 89-106, June.
• Luis Antamba & Paúl Medina, 2014, "Movilidad endógena y variaciones demográficas: una aplicación para Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 7, issue 1, pages 51-71, Junio.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, Department of Research, Ipag Business School, number 2014-131, Jan.
• Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers, Department of Research, Ipag Business School, number 2014-209, Jan.