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

• 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

• 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.
• 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 & Jean-Michel Zakoïan, 2013, "Inference in nonstationary asymmetric GARCH models," Post-Print, HAL, number hal-05417494, Aug, DOI: 10.1214/13-AOS1132.
• 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.
• Christian Francq & Jean-Michel Zakoïan, 2013, "Optimal Predictions of Powers of Conditionally Heteroscedastic Processes," Post-Print, HAL, number hal-05417520, Mar, DOI: 10.1111/j.1467-9868.2012.01045.x.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient Estimation Using the Characteristic Function," Working Papers, HAL, number hal-00867850, Sep.
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• 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.