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

• 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

• 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.
• Bhattacharya, Sharad Nath & Bhattacharya, Mousumi, 2013, "Long memory in return structures from developed markets," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• 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.
• Alfred Galichon, 2013, "Identification of Matching Complementarities: A Geometric Viewpoint," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032005.
• Kosuke Uetake & Yasutora Watanabe, 2013, "Estimating Supermodular Games Using Rationalizable Strategies," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032008.
• Luciano Nakabashi & Ana Elisa Gonçalves Pereira & Adolfo Sachsida, 2013, "Institutions and growth: a developing country case study," Journal of Economic Studies, Emerald Group Publishing Limited, volume 40, issue 5, pages 614-634, October, DOI: 10.1108/JES-09-2011-0111.
• Petrick, Matin & Kloss, Mathias, 2013, "Identifying Factor Productivity from Micro-data: The case of EU agriculture," Factor Markets Working Papers, Centre for European Policy Studies, number 144, Jan.
• Sergey Ivashchenko, 2013, "Estimating Nonlinear DSGE Models with Moments Based Methods," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2013/03, Jun.
• Daniela Bragoli & Camilla Ferretti & Piero Ganugi & Giancarlo Ianulardo, 2013, "Monetary regimes and statistical regularity: the Classical Gold Standard (1880-1913) through the lenses of Markov models," Discussion Papers, University of Exeter, Department of Economics, number 1301.
• Ladislav KRISTOUFEK & Petra LUNACKOVA, 2013, "Long-term Memory in Electricity Prices: Czech Market Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 407-424, November.
• Nikolay Gospodinov & Serena Ng, 2013, "Minimum distance estimation of possibly non-invertible moving average models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-11.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013, "Shrinkage estimation of high-dimensional factor models with structural instabilities," Working Papers, Federal Reserve Bank of Philadelphia, number 14-4, Dec.
• Toke Fosgaard & Lars Gårn Hansen & Erik Wengström, 2013, "Understanding the Nature of Cooperation Variability," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/4, Mar.
• Michael Louis George, , "Derivation of the the conversion factor from bits of entropy to dollars of waste," Working Papers, Institute of Business Entropy, number 0604.
• Michael Louis George, 2013, "Derivation of the Probability Distribution of WIP velocities," Working Papers, Institute of Business Entropy, number 0622, Oct.
• Michael Louis George, 2013, "Derivation of Minimum Batch size to minimize WIP and Cycle Time," Working Papers, Institute of Business Entropy, number 0623, Oct.
• Michael Louis George, 2013, "Effective Mass Me of WIP derived from Little’s Law," Working Papers, Institute of Business Entropy, number 0624, Oct.
• Michael Louis George, 2013, "Equi-partition of Energy of WIP R," Working Papers, Institute of Business Entropy, number 0625, Oct.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Dynamic factor models: A review of the literature," Post-Print, HAL, number hal-01385974, DOI: 10.1787/jbcma-2013-5jz417f7b7nv.
• Heni Boubaker & Anne Peguin-Feissolle, 2013, "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Post-Print, HAL, number hal-01498239.
• Christian Francq & Olivier Wintenberger & Jean-Michel Zakoïan, 2013, "GARCH models without positivity constraints: Exponential or log GARCH?," Post-Print, HAL, number hal-05417502, Nov, DOI: 10.1016/j.jeconom.2013.05.004.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient Estimation Using the Characteristic Function," Working Papers, HAL, number hal-00867850, Sep.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Adaptive Realized Kernels," Working Papers, HAL, number hal-00867967, Sep.
• Jean-Pierre Florens & Anna Simoni, 2013, "Regularizing Priors for Linear Inverse Problems," Working Papers, HAL, number hal-00873180, Oct.
• Sato, Yoshihiro & Söderbom, Måns, 2013, "System GMM estimation of panel data models with time varying slope coefficients," Working Papers in Economics, University of Gothenburg, Department of Economics, number 577, Dec.
• Pingel, Ronnie & Waernbaum, Ingeborg, 2013, "Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2013:5, Feb.
• Fosgaard, Toke & Hansen , Lars Gårn & Wengström, Erik, 2013, "Understanding the Nature of Cooperation Variability," Working Papers, Lund University, Department of Economics, number 2013:6, Mar.
• Melberg, Hans Olav & Sørensen, Jan, 2013, "How does end of life costs and increases in life expectancy affect projections of future hospital spending?," HERO Online Working Paper Series, University of Oslo, Health Economics Research Programme, number 2013:9, Dec.
• Ando, Michihito, 2013, "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2013:15, Nov.
• Ando, Michihito, 2013, "How Much Should We Trust Regression-Kink-Design Estimates?," Working Paper Series, Uppsala University, Department of Economics, number 2013:22, Nov.
• Kurozumi, Eiji & Aono, Kohei, 2013, "Estimation And Inference In Predictive Regressions," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 54, issue 2, pages 231-250, December, DOI: 10.15057/26018.
• Masato Ubukata & Toshiaki Watanabe, 2013, "Pricing Nikkei 225 Options Using Realized Volatility," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-273, Jan.
• Matthew J. Baker, 2013, "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 440.
• Mohammad Taghi Khosravi Larijani & Abbas Rezazadeh Karsalari & Mehdi Aghaee, 2013, "The Effects of Oil Price Shocks on real GDP in Iran," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 3, pages 18-29, September.
• Michael Adusei, 2013, "Financial Development and Economic Growth: Evidence from Ghana," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 61-76.
• Kosovka Ognjenovic, 2013, "How Structural Changes Affect Enterprises’ Expectations about Employment in Serbia?," Economic Analysis, Institute of Economic Sciences, volume 46, issue 3-4, pages 141-151.
• Florens, Jean-Pierre & Simoni, Anna, 2013, "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 767, Mar.
• Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013, "Random coefficients in static games of complete information," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/13, Mar.
• Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013, "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/13, Apr.
• Joel L. Horowitz, 2013, "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/13, Jul.
• Joachim Freyberger & Joel L. Horowitz, 2013, "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/13, Jul.
• Stefan Hoderlein & Yuya Sasaki, 2013, "Outcome conditioned treatment effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP39/13, Aug.
• Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013, "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/13, Aug.
• Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/13, Sep.
• Xiaohong Chen & Timothy M. Christensen, 2013, "Optimal uniform convergence rates for sieve nonparametric instrumental variables regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/13, Nov.
• Ivan Fernandez-Val & Martin Weidner, 2013, "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 CWP60/13, Dec.
• M. Suphi ÖZÇOMAK & Elif GÖLVEREN & Eray YÜCEL, 2013, "Zaruri harcama - gelir ilişkisi ve demografik faktörler: Parametrik olmayan çekirdek kestirim sonuçları," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 324, pages 09-40.
• Mr. Roger Farmer & Mr. Vadim Khramov, 2013, "Solving and Estimating Indeterminate DSGE Models," IMF Working Papers, International Monetary Fund, number 2013/200, Oct.
• Isela Elizabeth Téllez León & Francisco Venegas Martínez, 2013, "¿Ha sido la Dinámica de la Balanza de Pagos Realmente una Restricción para el Crecimiento Económico en México? - Parte 1," 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 8, issue 2, pages 205-225, Julio-Dic.
• Natasha Agarwal et al, 2013, "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2013-021, Oct.
• Juan Bacilio Guerrero & Juan Alberto Acosta, 2013, "Construcción del Índice de Cohesión Social para México: Una propuesta mediante un análisis de componentes principales," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 6, issue 2, pages 33-47, Diciembre.
• Carlos A. Medel, 2013, "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 50, issue 1, pages 133-161, May.
• BIA Michela & FLORES Carlos A. & FLORES-LAGUNES Alfonso & MATTEI Alessandra, 2013, "A Stata package for the application of semiparametric estimators of dose-response functions," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2013-07, Apr.
• Brodeur, Abel & Lé, Mathias & Sangnier, Marc & Zylberberg, Yanos, 2013, "Star Wars: The Empirics Strike Back," IZA Discussion Papers, IZA Network @ LISER, number 7268, Mar.
• O'Neill, Donal & Sweetman, Olive, 2013, "Estimating Obesity Rates in the Presence of Measurement Error," IZA Discussion Papers, IZA Network @ LISER, number 7288, Mar.
• Brewer, Mike & Crossley, Thomas F. & Joyce, Robert, 2013, "Inference with Difference-in-Differences Revisited," IZA Discussion Papers, IZA Network @ LISER, number 7742, Nov.
• Heshmati, Almas, 2013, "The Effect of Credit Guarantees on R&D Investment of SMEs in Korea," IZA Discussion Papers, IZA Network @ LISER, number 7851, Dec.
• George Adu, 2013, "Determinants of economic growth in Ghana: parametric and nonparametric investigations," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 2, pages 277-301, July-Dece.
• Thomas Lux, 2013, "Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach," Annals of Finance, Springer, volume 9, issue 2, pages 217-248, May, DOI: 10.1007/s10436-012-0219-9.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013, "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, volume 9, issue 2, pages 249-269, May, DOI: 10.1007/s10436-012-0220-3.
• Heni Boubaker & Anne Péguin-Feissolle, 2013, "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 3, pages 291-306, October, DOI: 10.1007/s10614-012-9355-6.
• Philippe Bergevin & Christian Calmès & Raymond Théoret, 2013, "Time-Varying Leverage and Basel III: A Look at Canadian Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 3, pages 233-247, August, DOI: 10.1007/s11294-013-9411-6.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013, "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, volume 18, issue 1, pages 69-108, March, DOI: 10.1007/s10887-012-9083-8.
• Nazneen Ferdous & Chandra Bhat, 2013, "A spatial panel ordered-response model with application to the analysis of urban land-use development intensity patterns," Journal of Geographical Systems, Springer, volume 15, issue 1, pages 1-29, January, DOI: 10.1007/s10109-012-0165-0.
• Kelsey MacCormack & Jason Brodeur & Carolyn Eyles, 2013, "Evaluating the impact of data quantity, distribution and algorithm selection on the accuracy of 3D subsurface models using synthetic grid models of varying complexity," Journal of Geographical Systems, Springer, volume 15, issue 1, pages 71-88, January, DOI: 10.1007/s10109-011-0160-x.
• Daniel Griffith & Manfred Fischer, 2013, "Constrained variants of the gravity model and spatial dependence: model specification and estimation issues," Journal of Geographical Systems, Springer, volume 15, issue 3, pages 291-317, July, DOI: 10.1007/s10109-013-0182-7.
• Harald Badinger & Peter Egger, 2013, "Estimation and testing of higher-order spatial autoregressive panel data error component models," Journal of Geographical Systems, Springer, volume 15, issue 4, pages 453-489, October, DOI: 10.1007/s10109-012-0174-z.
• Ryan Mutter & William Greene & William Spector & Michael Rosko & Dana Mukamel, 2013, "Investigating the impact of endogeneity on inefficiency estimates in the application of stochastic frontier analysis to nursing homes," Journal of Productivity Analysis, Springer, volume 39, issue 2, pages 101-110, April, DOI: 10.1007/s11123-012-0277-z.
• Pavlos Almanidis, 2013, "Accounting for heterogeneous technologies in the banking industry: a time-varying stochastic frontier model with threshold effects," Journal of Productivity Analysis, Springer, volume 39, issue 2, pages 191-205, April, DOI: 10.1007/s11123-012-0306-y.
• Wen-Jen Tsay & Cliff Huang & Tsu-Tan Fu & I.-Lin Ho, 2013, "A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 259-269, June, DOI: 10.1007/s11123-012-0283-1.
• Eduardo Fé & Richard Hofler, 2013, "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 271-284, June, DOI: 10.1007/s11123-012-0286-y.
• Eduardo Fé, 2013, "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 285-302, June, DOI: 10.1007/s11123-012-0287-x.
• Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013, "Globalisation and technological convergence in the EU," Journal of Productivity Analysis, Springer, volume 40, issue 1, pages 15-29, August, DOI: 10.1007/s11123-012-0308-9.
• Paolo Guarda & Abdelaziz Rouabah & Michael Vardanyan, 2013, "Identifying bank outputs and inputs with a directional technology distance function," Journal of Productivity Analysis, Springer, volume 40, issue 2, pages 185-195, October, DOI: 10.1007/s11123-012-0326-7.
• Takafumi Kato, 2013, "Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 169-195, July, DOI: 10.1007/s11146-011-9345-9.
• Frederik Lundtofte, 2013, "The quality of public information and the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 4, pages 715-740, May, DOI: 10.1007/s11156-012-0295-y.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013, "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1304, Feb.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2013, "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1305, Feb.
• Turan G. Bali & Hao Zhou, 2013, "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1306, Feb.
• Regős, Gábor, 2013, "Kockázattal kiegészített Taylor-szabályok becslése Magyarországra
  [Estimation of risk-augmented Taylor rules for Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 670-702.
• Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani, 2013, "Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 879, Oct.
• Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 164.
• Massimo Mucciardi, 2013, "Student time allocation and self-rated performance – Evidence from a sample survey in Sicily (Italy)," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 10, issue 1, pages 1-8, November.
• Fernando Rios-Avila, 2013, "Feasible Estimation of Linear Models with N-fixed Effects," Economics Working Paper Archive, Levy Economics Institute, number wp_782, Dec.
• Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013, "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 109, Apr.
• Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013, "Forecasting distress in European SME portfolios," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-2.
• David Ardia & Kris Boudt, 2013, "Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy," Cahiers de recherche, CIRPEE, number 1328.
• Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko, 2013, "Pauvreté monétaire versus non-monétaire au Burundi," Working Papers PMMA, PEP-PMMA, number 2013-11.
• Marcel Förster, 2013, "The Great Moderation: Inventories, Shocks or Monetary Policy?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201348.
• Qu Feng & William Horrace & Guiying Laura Wu, 2013, "Wrong Skewness and Finite Sample Correction in Parametric Stochastic Frontier Models Abstract: In parametric stochastic frontier models, the composed error is specified as the sum of a two-sided noise component and a one-sided inefficiency component,," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 154, Feb.
• Yoonseok Lee & Donggyun Shin, 2013, "Measuring Social Unrest Based on Income Distribution," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 160, Oct.
• Eleonora Patacchini & Xiaodong Liu & Edoardo Rainone, 2013, "The Allocation of Time in Sleep: A Social Network Model with Sampled Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 162, Nov.
• Tehranchian, Amir Mansour, 2013, "Substitution Test between Inflation and Unemployment in Iran: An Application of Kalman Filter," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 17, pages 17-46, December.
• Carlo Fiorio & Stefano Iacus & Alessandro Santoro, 2013, "Taxpaying response of small firms to an increased probability of audit: some evidence from Italy," Working Papers, University of Milano-Bicocca, Department of Economics, number 251, Jul, revised Jul 2013.
• Ankita Mishra & Ranjan Ray, 2013, "Spatial Variation in Prices and Expenditure Inequalities in Australia," Monash Economics Working Papers, Monash University, Department of Economics, number 34-13, Jul.
• Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/13.
• Peter C. B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/13.
• Degui Li & Peter C. B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/13.
• Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/13.
• Jan F. KIVIET & Jerzy NIEMCZYK, 2013, "On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1311, Nov.
• Andrzej Kociecki & Marcin Kolasa, 2013, "Global identification of linearized DSGE models," NBP Working Papers, Narodowy Bank Polski, number 170.
• Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò, 2013, "Solving and Estimating Indeterminate DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 19457, Sep.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2013, "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19460, Sep.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013, "The Joint Cross Section of Stocks and Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 19590, Oct.
• Verónica Frisancho & Kala Krishna & Sergey Lychagin & Cemile Yavas, 2013, "Better Luck Next Time: Learning Through Retaking," NBER Working Papers, National Bureau of Economic Research, Inc, number 19663, Nov.
• Angelo Mele, 2013, "Approximate variational inference for a model of social interactions," Working Papers, NET Institute, number 13-16, Sep.
• Lilia TARANENCO, 2013, "Economic Crisis Impact On Small And Medium Enterprises In The Republic Of Moldova And The Efficiency Of Managerial Methods," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 179-189.
• Simar, Léopold & Wilson, Paul W., 2013, "Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives," Foundations and Trends(R) in Econometrics, now publishers, volume 5, issue 3–4, pages 183-337, June, DOI: 10.1561/0800000020.
• Pundit,Madhavi, 2013, "Comovement in business cycles and trade in intermediate goods," Working Papers, National Institute of Public Finance and Policy, number 13/116, Jan.
• Jason R. Blevins, 2013, "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers, Ohio State University, Department of Economics, number 13-02, Dec.
• Ai Deng, 2013, "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 122-150, December.
• Matias Iaryczower & Gabriel Katz & Sebastian Saiegh, 2013, "Voting in the Bicameral Congress: Large Majorities as a Signal of Quality," The Journal of Law, Economics, and Organization, Oxford University Press, volume 29, issue 5, pages 957-991, October.
• Francesco Aiello & Graziella Bonanno, 2013, "Profit and cost efficiency in the Italian banking industry (2006-2011)," Economics and Business Letters, Oviedo University Press, volume 2, issue 4, pages 190-205.
• Ciobanu Carmen Liliana, 2013, "Analysis of the Degree of Absorption of EU Funds, 2007-2013," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 170-174, May.
• James Wolter, 2013, "Separating the impact of macroeconomic variables and global frailty in event data," Economics Series Working Papers, University of Oxford, Department of Economics, number 667, Jul.
• Felix Chan, 2013, "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1306, Jul.
• Gómez Déniz, Emilio & Calderín Ojeda, Enrique, 2013, "The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 16, issue 1, pages 121-142, December.
• Ornelas, Arelly & Guillén, Montserrat, 2013, "A Comparison between General Population Mortality and Life Tables for Insurance in Mexico under Gender Proportion Inequality || Una comparación entre la mortalidad de la población general y las tablas de vida de los seguros en México ante porcentajes," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 16, issue 1, pages 47-67, December.
• Arlette Beltrán & Pablo Lavado, 2013, "Medición del valor agregado del hogar: nuevos enfoques para el caso peruano," Working Papers, Centro de Investigación, Universidad del Pacífico, number 13-15, Dec.
• Dionisio Ramirez & Gabriel Rodríguez, 2013, "Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-367.
• Rafal Siedlecki & Daniel Papla, 2013, "Forecasting economic crisis using gradient measurement of development and log-logistic function," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 28-40, October.
• Zhichao Guo & Yuanhua Feng & Thomas Gries, 2013, "Changes of China's agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 72, Nov.
• Bista, Raghu, 2013, "Environmental Investment in Community Forest Management (CFM): Its effects on Social Protection of the poor households of Mid Hill Nepal," MPRA Paper, University Library of Munich, Germany, number 100280, Jan, revised 13 Jan 2013.
• Cuddington, John & Dagher, Leila, 2013, "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," MPRA Paper, University Library of Munich, Germany, number 116122.
• Halkos, George & Kevork, Ilias, 2013, "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper, University Library of Munich, Germany, number 44189, Feb.
• González-Val, Rafael & Ramos, Arturo & Sanz, Fernando & Vera-Cabello, María, 2013, "Size Distributions for All Cities: Which One is Best?," MPRA Paper, University Library of Munich, Germany, number 44314, Feb.
• Idrovo Aguirre, Byron & Lennon S., Joaquín, 2013, "Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile
  [Methods for Detection Housing Bubble: Evidence from Chile]," MPRA Paper, University Library of Munich, Germany, number 44741, Mar, revised 04 Mar 2013.
• Francq, Christian & Zakoian, Jean-Michel, 2013, "Inference in non stationary asymmetric garch models," MPRA Paper, University Library of Munich, Germany, number 44901, Mar.
• Guardabascio, Barbara & Ventura, Marco, 2013, "Estimating the dose-response function through the GLM approach," MPRA Paper, University Library of Munich, Germany, number 45013, Mar, revised 13 Mar 2013.
• Reza Paocarina, Edison Bolívar, 2013, "Una aproximación metodológica al Balance Estructural: Aplicación a Ecuador
  [A Methodological Approach to Structural Balance: Application to Ecuador]," MPRA Paper, University Library of Munich, Germany, number 45064, Mar.
• Wintenberger, Olivier, 2013, "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper, University Library of Munich, Germany, number 46027, Jan.
• Aguirregabiria, Victor & Magesan, Arvind, 2013, "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper, University Library of Munich, Germany, number 46056, Apr.
• Rashid, Abdul & Jehan, Zanaib, 2013, "Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 46937, Apr.
• Teneng, Dean, 2013, "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47852, Jun.
• Areal, Francisco J & Balcombe, Kelvin & Rapsomanikis, George, 2013, "Testing for bubbles in agriculture commodity markets," MPRA Paper, University Library of Munich, Germany, number 48015.
• Gao, Wei & Yao, Qiwei & Bergsman, Wicher, 2013, "A Proposed Estimator for Dynamic Probit Models," MPRA Paper, University Library of Munich, Germany, number 48336, Jul.
• Su, EnDer, 2013, "Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets," MPRA Paper, University Library of Munich, Germany, number 48444, Jan.
• Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia, 2013, "Estimating International Migration on the Base of Small Area Techniques," MPRA Paper, University Library of Munich, Germany, number 48775.
• Aiello, Francesco & Bonanno, Graziella, 2013, "Profit and cost efficiency in the Italian banking industry (2006-2011)," MPRA Paper, University Library of Munich, Germany, number 48940, Aug.
• Su, EnDer, 2013, "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper, University Library of Munich, Germany, number 49190, Jan.
• Delavari, Majid & Gandali Alikhani, Nadiya, 2013, "The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol," MPRA Paper, University Library of Munich, Germany, number 49733, Jan.
• Delis, Manthos & Karavias, Yiannis, 2013, "Optimal versus realized bank credit risk and monetary policy," MPRA Paper, University Library of Munich, Germany, number 49795, Sep.
• Zhu, Ying, 2013, "Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors," MPRA Paper, University Library of Munich, Germany, number 49846, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper, University Library of Munich, Germany, number 49921, Sep.
• GUO-FITOUSSI, Liang, 2013, "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper, University Library of Munich, Germany, number 50005, Sep.
• Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew, 2013, "Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model," MPRA Paper, University Library of Munich, Germany, number 50544, Oct.
• Dinda, Soumyananda, 2013, "Climate Change Creates Trade Opportunity in India," MPRA Paper, University Library of Munich, Germany, number 50636, Feb, revised 14 Oct 2013.
• Loumrhari, Ghizlan, 2013, "Vieillissement démographique, longévité et épargne. Le cas du Maroc
  [Ageing population, longevity and save. The case of Morocco]," MPRA Paper, University Library of Munich, Germany, number 50649, Sep.