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

• 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.
• Feitó-Madrigal, Duniesky & Portal-Boza, Malena, 2014, "Las instituciones en el crecimiento económico," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 41, pages 53-74, segundo s.
• Sandra Nieto, 2014, "“Overeducation, skills and wage penalty: Evidence for Spain using PIAAC data”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201411, Mar, revised Mar 2014.
• DUPUY Arnaud & GALICHON Alfred, 2014, "Canonical correlation and assortative matching: A remark," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2014-10, Jul.
• Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone, 2014, "Improving quarterly index of turnover by means of a calibration estimator," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 68, issue 1, pages 15-22, January-M.
• Antonio Cappiello, 2014, "World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 68, issue 1, pages 79-86, January-M.
• Antonio Cappiello, 2014, "Luigi Bodio: promoter of the political and high scientific mission of statistics and pioneer of the international statistical cooperation," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 68, issue 3-4, pages 199-205, July-Dece.
• Sloczynski, Tymon & Wooldridge, Jeffrey M., 2014, "A General Double Robustness Result for Estimating Average Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 8084, Mar.
• Ganong, Peter & Jäger, Simon, 2014, "A Permutation Test and Estimation Alternatives for the Regression Kink Design," IZA Discussion Papers, IZA Network @ LISER, number 8282, Jun.
• Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano, 2014, "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," IZA Discussion Papers, IZA Network @ LISER, number 8548, Oct.
• Jolivet, Grégory & Turon, Hélène, 2014, "Consumer Search Costs and Preferences on the Internet," IZA Discussion Papers, IZA Network @ LISER, number 8643, Nov.
• Comola, Margherita & Fafchamps, Marcel, 2014, "Estimating Mis-reporting in Dyadic Data: Are Transfers Mutually Beneficial?," IZA Discussion Papers, IZA Network @ LISER, number 8664, Nov.
• Sergey Ivashchenko, 2014, "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 1, pages 71-82, January, DOI: 10.1007/s10614-013-9363-1.
• Athanasios Athanasenas & Constantinos Katrakilidis & Emmanouil Trachanas, 2014, "Government spending and revenues in the Greek economy: evidence from nonlinear cointegration," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 2, pages 365-376, May, DOI: 10.1007/s10663-013-9221-3.
• Klaus Düllmann & Thomas Kick, 2014, "Stress testing German banks against a global credit crunch," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 337-361, November, DOI: 10.1007/s11408-014-0236-y.
• M. Bárcena & P. Menéndez & M. Palacios & F. Tusell, 2014, "Alleviating the effect of collinearity in geographically weighted regression," Journal of Geographical Systems, Springer, volume 16, issue 4, pages 441-466, October, DOI: 10.1007/s10109-014-0199-6.
• Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014, "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 111-129, February, DOI: 10.1007/s11123-013-0339-x.
• Pedro Macedo & Elvira Silva & Manuel Scotto, 2014, "Technical efficiency with state-contingent production frontiers using maximum entropy estimators," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 131-140, February, DOI: 10.1007/s11123-012-0314-y.
• Sungwon Lee & Young Lee, 2014, "Stochastic frontier models with threshold efficiency," Journal of Productivity Analysis, Springer, volume 42, issue 1, pages 45-54, August, DOI: 10.1007/s11123-013-0364-9.
• Che-Lin Su, 2014, "Estimating discrete-choice games of incomplete information: Simple static examples," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 2, pages 167-207, June, DOI: 10.1007/s11129-014-9144-8.
• Myung Jae Sung, 2014, "Square Density Weighted Average Derivatives Estimation of Single Index Models," Korean Economic Review, Korean Economic Association, volume 30, pages 301-331.
• Mihaela Simionescu & Mirela Niculae & Marinel Nedelut, 2014, "An Econometric Model for Financial Stability Indicators," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 167-171, March.
• Giorgio Calzolari & Roxana Halbleib, 2014, "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-25, Dec.
• Haruo Iwakura, 2014, "Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects," KIER Working Papers, Kyoto University, Institute of Economic Research, number 886, Jan.
• Haruo Iwakura & Ryo Okui, 2014, "Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 887, Feb.
• Ryo Okui & Takahide Yanagi, 2014, "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 906, Nov.
• Takahide Yanagi, 2014, "The Effect of Measurement Error in the Sharp Regression Discontinuity Design," KIER Working Papers, Kyoto University, Institute of Economic Research, number 910, Dec.
• Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas, 2014, "Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/18, Dec.
• Stephen G. Hall, & P. A. V. B. Swamy & George S. Tavlas, 2014, "On the Interpretation of Instrumental Variables in the Presence of Specification Errors," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/19, Dec.
• Nicolas DEBARSY & Fei JIN & Lung-fei LEE, 2014, "Large Sample Properties of the Matrix Exponential Spatial Specification with an Application to FDI," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2244.
• Fernando Antonio Lucena Aiube & Tara Keshar Nanda Baidya, 2014, "Analysis of the Behavior of Volatility in Crude Oil Price," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 1, pages 64-72, February.
• Marcel Förster, 2014, "An Empirical Analysis of Business Cycles in a New Keynesian Model with Inventories," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201413.
• Eleonora Patacchini & Tiziano Arduini & Edoardo Rainone, 2014, "Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 167, Apr.
• Badi H. Baltagi & Long Liu, 2014, "Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 174, Dec.
• Badi H. Baltagi & Chihwa Kao & Bin Peng, 2014, ""On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 176, Dec.
• Salehi, Mehdi, 2014, "Stock Price Forecasting," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 4, pages 107-127, July.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2014, "Estimating a DSGE model with Limited Asset Market Participation for the Euro Area," Working Papers, University of Milano-Bicocca, Department of Economics, number 286, Nov, revised Nov 2014.
• Jentsch, Carsten & Leucht, Anne, 2014, "Bootstrapping Sample Quantiles of Discrete Data," Working Papers, University of Mannheim, Department of Economics, number 14-15.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2014, "Testing for Leverage Effect in Financial Returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14022, Feb.
• 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)," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14053, Feb.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "On the Super-Additivity and Estimation Biases of Quantile Contributions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14090, Dec, DOI: 10.1016/j.physa.2015.02.038.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2014, "Semiparametric Localized Bandwidth Selection in Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/14.
• Jia Chen & Jiti Gao, 2014, "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/14.
• Haotian Chen & Xibin Zhang, 2014, "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 28/14.
• Chaohua Dong & Jiti Gao & Dag Tjostheim, 2014, "Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/14.
• Bin Peng & Chaohua Dong & Jiti Gao, 2014, "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/14.
• Jan F. KIVIET & Qu FENG, 2014, "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1413, Nov.
• Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014, "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1415, Dec.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014, "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19792, Jan.
• Drew D. Creal & Jing Cynthia Wu, 2014, "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 20115, May.
• Phillipp Eisenhauer & James J. Heckman & Stefano Mosso, 2014, "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20622, Oct.
• Bhat, Chandra R., 2014, "The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models," Foundations and Trends(R) in Econometrics, now publishers, volume 7, issue 1, pages 1-117, July, DOI: 10.1561/0800000022.
• Startz, Richard, 2014, "Choosing the More Likely Hypothesis," Foundations and Trends(R) in Econometrics, now publishers, volume 7, issue 2, pages 119-189, November, DOI: 10.1561/0800000028.
• Shoora B. Paudyal, Ph.D., 2014, "Modelling and Forecasting Demand for Nepali Tourism," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 1, pages 58-89, April.
• Petya Koralova, 2014, "Evaluation of the Efficiency of Economic Activity of Inland Ports at the Bulgarian Section of the Danube River," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 109-119, July.
• Dimitar At. Dimitrov & Magdalena Baymakova & Georgi T. Popov, 2014, "Healthcare Expenditure in Times of Crisis," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 69-84, December.
• Ginters Buss, 2015, "Tracking economic activity in the euro area: Multivariate direct filter approach," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 2, pages 5-25, DOI: 10.1787/jbcma-2014-5js0bcts1433.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2014, "Dynamic factor models: A review of the literature," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 73-107, DOI: 10.1787/jbcma-2013-5jz417f7b7nv.
• Manuel Gavilano, 2014, "Analisis del Servicio de Internet Movil: Aplicacion de Tecnicas de Analisis Multivariado," Documentos de Trabajo, OSIPTEL, number 23.
• Pece Andreea Maria & Mihut Ioana Sorina & Oros Olivera Ecaterina, 2014, "The Impact Of The Financial Crisis On Long Memory: Evidence From European Banking Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 781-788, July.
• Meltem Ucal & Mehmet Hüseyin Bilgin & Alfred Haug, 2014, ": Income Inequality and FDI: Evidence with Turkish Data," Working Papers, University of Otago, Department of Economics, number 1407, Jun, revised Jun 2014.
• Ai Deng, 2014, "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 122-150.
• J. Isaac Miller, 2014, "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 3, pages 584-614.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2014, "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 206-246.
• Ciobanu Carmen Liliana, 2014, "The Impact of E.U. Founds between 2007-2013," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 68-73, May.
• Ying-Ying Lee, 2014, "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 706, May.
• Luis García, 2014, "Assesing the smpact of a student loan program on time-to-degree: The case of a program in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-375.
• Monika Moscibrodzka, 2014, "The Use Of Methods Of Multidimensional Comparative Analysis In Evaluation Of The Standard Of Living Of Poland’S Population In Comparison With Other Countries Of The European Union," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 3, pages 29-47, September, DOI: 10.12775/OeC.2014.018.
• Octávio Figueiredo & Paulo Guimarães & Douglas Woodward, 2014, "Industry Localization, Distance Decay, and Knowledge Spillovers: Following the Patent Paper Trail," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 521, Jan.

2013

• Calmès, Christian & Théoret, Raymond, 2013, "Market-oriented banking, financial stability and macro-prudential indicators of leverage," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 13-34, DOI: 10.1016/j.intfin.2013.07.004.
• Barth, Mary E. & Israeli, Doron, 2013, "Disentangling mandatory IFRS reporting and changes in enforcement," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 178-188, DOI: 10.1016/j.jacceco.2013.11.002.
• Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine, 2013, "Estimation sample selection for discretionary accruals models," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 190-211, DOI: 10.1016/j.jacceco.2013.07.001.
• Lundtofte, Frederik & Wilhelmsson, Anders, 2013, "Risk premia: Exact solutions vs. log-linear approximations," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4256-4264, DOI: 10.1016/j.jbankfin.2013.07.035.
• Wheelock, David C. & Wilson, Paul W., 2013, "The evolution of cost-productivity and efficiency among US credit unions," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 75-88, DOI: 10.1016/j.jbankfin.2012.08.003.
• Shang, Hua, 2013, "Inference in asset pricing models with a low-variance factor," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1046-1060, DOI: 10.1016/j.jbankfin.2012.11.007.
• Zakamulin, Valeriy, 2013, "Forecasting the size premium over different time horizons," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1061-1072, DOI: 10.1016/j.jbankfin.2012.11.006.
• Wang, Kent & Liu, Junwei & Liu, Zhi, 2013, "Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1777-1786, DOI: 10.1016/j.jbankfin.2013.01.024.
• Chen, Yunling & Liu, Ming & Su, Jun, 2013, "Greasing the wheels of bank lending: Evidence from private firms in China," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2533-2545, DOI: 10.1016/j.jbankfin.2013.02.002.
• Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013, "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2546-2559, DOI: 10.1016/j.jbankfin.2013.02.019.
• Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013, "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3704-3715, DOI: 10.1016/j.jbankfin.2013.04.034.
• Hammami, Yacine & Lindahl, Anna, 2013, "Estimating and testing beta pricing models on industries," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 45-63, DOI: 10.1016/j.jeconbus.2013.05.003.
• Corsi, Fulvio & Fusari, Nicola & La Vecchia, Davide, 2013, "Realizing smiles: Options pricing with realized volatility," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 284-304, DOI: 10.1016/j.jfineco.2012.08.015.
• De Moor, Lieven & Sercu, Piet, 2013, "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 129-155, DOI: 10.1016/j.jimonfin.2012.04.002.
• Chakraborty, Indrani, 2013, "Does capital structure depend on group affiliation? An analysis of Indian firms," Journal of Policy Modeling, Elsevier, volume 35, issue 1, pages 110-120, DOI: 10.1016/j.jpolmod.2012.02.006.
• Andreano, M. Simona & Laureti, Lucio & Postiglione, Paolo, 2013, "Economic growth in MENA countries: Is there convergence of per-capita GDPs?," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 669-683, DOI: 10.1016/j.jpolmod.2013.02.005.
• García-Valiñas, María de los Ángeles & González-Gómez, Francisco & Picazo-Tadeo, Andrés J., 2013, "Is the price of water for residential use related to provider ownership? Empirical evidence from Spain," Utilities Policy, Elsevier, volume 24, issue C, pages 59-69, DOI: 10.1016/j.jup.2012.07.009.
• Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer, 2013, "Not all estimators are born equal: The empirical properties of some estimators of long memory," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 29-42, DOI: 10.1016/j.matcom.2012.08.005.
• Aielli, Gian Piero & Caporin, Massimiliano, 2013, "Fast clustering of GARCH processes via Gaussian mixture models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 205-222, DOI: 10.1016/j.matcom.2012.09.015.
• Liao, Yin, 2013, "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 25-48, DOI: 10.1016/j.pacfin.2013.01.002.
• Chou, Pin-Huang & Chou, Robin K. & Ko, Kuan-Cheng & Chao, Chun-Yi, 2013, "What affects the cool-off duration under price limits?," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 256-278, DOI: 10.1016/j.pacfin.2013.01.004.
• Wang, Wei & Lee, Lung-fei, 2013, "Estimation of spatial panel data models with randomly missing data in the dependent variable," Regional Science and Urban Economics, Elsevier, volume 43, issue 3, pages 521-538, DOI: 10.1016/j.regsciurbeco.2013.02.001.
• Doğan, Osman & Taşpınar, Süleyman, 2013, "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, volume 43, issue 6, pages 903-926, DOI: 10.1016/j.regsciurbeco.2013.09.002.
• George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong, 2013, "Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2013/01, Jan.
• Stephen Hansen & Michael McMahon, 2013, "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-18, Apr.
• Michael Hanemann & Xavier Labandeira & José M. Labeaga, 2013, "Energy Demand for Heating: Short Run and Long Run," Working Papers, Economics for Energy, number 07-2013, Apr.
• Hansen, Stephen & McMahon, Michael, 2013, "Estimating Bayesian decision problems with heterogeneous priors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 51547.
• Tommaso Proietti & Alessandra Luati, 2013, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Chapters, Edward Elgar Publishing, chapter 15, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
• Anna Simoni & Jean-Pierre Florens, 2013, "Regularizing Priors for Linear Inverse Problems," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-32.
• Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado, 2013, "Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 177-205., January-J.
• Simeon Oludiran Akinleye & Stephen Ekpo, 2013, "Oil Price Shocks and Macroeconomic Performance in Nigeria," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 4, Cierre, pages 565-624.
• Victor Aguirregabiria & Arvind Magesan, 2013, "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032001.