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

• 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.
• Taisuke Otsu & Myung Hwan Seo, 2014, "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 571, Jan.
• Javier Hidalgo & Jungyoon Lee, 2014, "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 576, Aug.
• Myung Hwan Seo & Yongcheol Shin, 2014, "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 577, Sep.
• Lasha Lanchava, 2014, "Does Religious Activity Affect Childbearing Decisions? The Case of Georgia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp521, Dec.
• Romuald Méango, 2014, "International Student Migration: A Partial Identification Analysis," CESifo Working Paper Series, CESifo, number 4677.
• Gianfranco Piras & Ingmar R. Prucha, 2014, "On the Finite Sample Properties of Pre-Test Estimators of Spatial Models," CESifo Working Paper Series, CESifo, number 4725.
• Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014, "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series, CESifo, number 4822.
• Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014, "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," CESifo Working Paper Series, CESifo, number 4834.
• Harald Badinger & Peter Egger, 2014, "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," CESifo Working Paper Series, CESifo, number 4847.
• Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014, "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series, CESifo, number 5030.
• Jan Frederik Kiviet & Qu Feng, 2014, "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," CESifo Working Paper Series, CESifo, number 5088.
• Matthew J. Baker, 2014, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 3, Jul.
• Gianluca Orefice & Luiz Lima & Erik Figueiredo, 2014, "Migration and Regional Trade Agreement: a (new) Gravity Estimation," Working Papers, CEPII research center, number 2014-13, Sep.
• E. Otranto & Mucciardi & Bertuccelli, 2014, "Spatial Effects in Dynamic Conditional Correlations," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201406.
• Natalia Kruger, 2014, "Más allá del acceso: segregación social e inequidad en el sistema educativo argentino," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Hern�n Rinc�n & Diego Rodr�guez & Jorge Toro & Santiago T�llez, 2014, "FISCO: Modelo Fiscal para Colombia," Borradores de Economia, Banco de la Republica, number 12336, Dec.
• Linda Gómez González & Paula Leyva Rodr�guez & Fabi�n Bernal L�pez, 2014, "Movilidad económica en Colombia 1994-2005," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 12806, Jan.
• Gustavo Gonzalez Palomino, 2014, "Diferencias en los ingresos laborales en Colombia, 2001‐2006: un análisis de descomposición de Oaxaca para los sectores formal e informal," Revista CIFE, Universidad Santo Tomás.
• BAUWENS, Luc & GRIGORYEVA, Lyudmila & ORTEGA, Juan-Pablo, 2014, "Estimation and empirical performance of non-scalar dynamic conditional correlation models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014012, Jun.
• BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2014, "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014053, Nov.
• Sergey, Ivashchenko, 2014, "Estimating nonlinear DSGE models with moments based methods," Dynare Working Papers, CEPREMAP, number 32, Jan.
• Kulish, Mariano & Pagan, Adrian, 2014, "Estimation and Solution of Models with Expectations and Structural Changes," Dynare Working Papers, CEPREMAP, number 34, Feb.
• Sheen, Jeffrey & Wang, Ben Z., 2014, "An Estimated Small Open Economy Model with Labour Market Frictions," Dynare Working Papers, CEPREMAP, number 35, Feb.
• Dominik Sliwicki, 2014, "Application of Kernel Estimators to Estimation Efficiency of Active Labor Market Programs," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 1, pages 27-40.
• Ghysels, Eric, 2014, "Factor Analysis with Large Panels of Volatility Proxies," CEPR Discussion Papers, Centre for Economic Policy Research, number 10034, Jun.
• Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers, Centre for Economic Policy Research, number 9931, Apr.
• Christian Francq & Jean-Michel Zakoian, 2014, "Multi-level Conditional VaR Estimation in Dynamic Models," Working Papers, Center for Research in Economics and Statistics, number 2014-01.
• Dimitra Chatzi & Dikaios Tserkezos, 2014, "Testing the Linearity of a Time Series," Working Papers, University of Crete, Department of Economics, number 1401, Oct.
• Elisabetta De Cao, 2014, "The height production function from birth to maturity," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2014-31.
• Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014, "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws140503, Feb.
• Gagliardini, Patrick & Gourieroux, Christian, 2014, "Efficiency In Large Dynamic Panel Models With Common Factors," Econometric Theory, Cambridge University Press, volume 30, issue 5, pages 961-1020, October.
• Cao, Jing, 2014, "Quantifying Randomness Versus Consensus in Wine Quality Ratings," Journal of Wine Economics, Cambridge University Press, volume 9, issue 2, pages 202-213, August.
• Fogarty, James J. & Sadler, Rohan, 2014, "To Save or Savor: A Review of Approaches for Measuring Wine as an Investment," Journal of Wine Economics, Cambridge University Press, volume 9, issue 3, pages 225-248, December.
• Ping Yu & Peter C.B. Phillips, 2014, "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1966, Dec.
• Avouyi-Dovi, Sanvi (ed.), 2014, "Le système financier indien à l'épreuve de la crise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14810.
• 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.