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

2013

• Erdoğan, Seyfettin & Karacan, Rıdvan & Alpaslan, Barış, 2013, "Interest Rates, Exchange Rates and Macroeconomic Performance," MPRA Paper, University Library of Munich, Germany, number 50838, Oct.
• Cagnone, Silvia & Bartolucci, Francesco, 2013, "Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data," MPRA Paper, University Library of Munich, Germany, number 51037, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns d," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.
• dogru, bulent, 2013, "Are Output Fluctuations Transitory in the MENA Region," MPRA Paper, University Library of Munich, Germany, number 51122, Oct.
• Zhu, Ke & Ling, Shiqing, 2013, "Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models," MPRA Paper, University Library of Munich, Germany, number 51509, Nov.
• Fildes, Robert & Petropoulos, Fotios, 2013, "An evaluation of simple forecasting model selection rules," MPRA Paper, University Library of Munich, Germany, number 51772, Apr.
• Francq, Christian & Sucarrat, Genaro, 2013, "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," MPRA Paper, University Library of Munich, Germany, number 51783, Oct.
• Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael, 2013, "A new framework for the US city size distribution: Empirical evidence and theory," MPRA Paper, University Library of Munich, Germany, number 52190, Dec.
• Shutes, Karl & Adcock, Chris, 2013, "Regularized Skew-Normal Regression," MPRA Paper, University Library of Munich, Germany, number 52217, Nov, revised 11 Dec 2013.
• Bentour, El Mostafa, 2013, "Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?," MPRA Paper, University Library of Munich, Germany, number 52290, May, revised 01 May 2013.
• Zhu, Ke & Li, Wai Keung, 2013, "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 52344, Dec.
• Schröder, Anna Louise & Fryzlewicz, Piotr, 2013, "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery," MPRA Paper, University Library of Munich, Germany, number 52379.
• n.a.m, Naseem & m.s, Hamizah, 2013, "Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia," MPRA Paper, University Library of Munich, Germany, number 52447.
• Sax, Christoph & Steiner, Peter, 2013, "Temporal Disaggregation of Time Series," MPRA Paper, University Library of Munich, Germany, number 53389, Dec.
• Awomuse, Bernard O. & Olorunleke, Kola & Alimi, R. Santos, 2013, "The effect of federal government size on economic growth in Nigeria, 1961-2011," MPRA Paper, University Library of Munich, Germany, number 53467, Jan.
• El Alaoui, Aicha & Ezzahidi, Elhadj & Eladnani, Mohamed Jellal, 2013, "Etimating NAIRU: the Morocco case," MPRA Paper, University Library of Munich, Germany, number 56815, Nov, revised Apr 2014.
• Yang, Bill Huajian, 2013, "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper, University Library of Munich, Germany, number 57244, Jul.
• Shutes, Karl & Adcock, Chris, 2013, "Regularized Extended Skew-Normal Regression," MPRA Paper, University Library of Munich, Germany, number 58445, Nov, revised 09 Sep 2014.
• Yu, Chao & Fang, Yue & Zhao, Xujie & Zhang, Bo, 2013, "Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise," MPRA Paper, University Library of Munich, Germany, number 63293, Mar, revised 10 Mar 2014.
• Zaghdoudi, Taha & Ochi, Anis & Soltani, Hassen, 2013, "Banking intermediation and economic growth: some evidence from mena countries," MPRA Paper, University Library of Munich, Germany, number 69614, Jul.
• Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013, "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper, University Library of Munich, Germany, number 79686, revised 2016.
• Goodness C. Aye & Pami Dua & Rangan Gupta, 2013, "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers, University of Pretoria, Department of Economics, number 201342, Aug.
• Ivana Malá, 2013, "Použití konečných směsí logaritmicko-normálních rozdělení pro modelování příjmů českých domácností
  [The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Household Income Distributions in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2013, issue 3, pages 356-372, DOI: 10.18267/j.polek.902.
• Barbara Będowska-Sójka, 2013, "Macroeconomic News Effects on the Stock Markets in Intraday Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 249-269, December.
• Thomas Brenner & Charlotte Schlump, 2013, "Universities, Public Research and Regional Innovation Output: An Empirical Study of 19 Technologies in Germany," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2013-03, Feb.
• Hyeongwoo Kim, 2013, "Generalized impulse response analysis: General or Extreme?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 10, issue 2, pages 135-141, Julio – D.
• Mariano Kulish & Adrian Pagan, 2013, "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series, National Centre for Econometric Research, number 94, Oct.
• Emma Aguila & Nelly Josefina Mejia Gonzalez & Francisco Perez-Arce & Alfonso Rivera Illingworth, 2013, "Programas de Pensiones No Contributivas y su Viabilidad Financiera El Caso de México," Working Papers, RAND Corporation, number WR-999, Jul.
• Mariano Kulish & Adrian Pagan, 2013, "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-11, Sep.
• Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013, "Important channels of transmission of monetary policy shock in South Africa," Working Papers, South African Reserve Bank, number 6021, Dec.
• Ogonna Nneji, 2013, "Liquidity Shocks and Stock Bubbles," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-07, Jul, revised Jan 2014.
• Sandra Nieto & Raúl Ramos, 2013, "Non-Formal Education, Overeducation And Wages," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 21, issue 1, pages 5-28, Spring.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2013, "A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance," Working Paper series, Rimini Centre for Economic Analysis, number 58_13, Oct.
• Sergey Aivazian & Boris Brodsky & Edward Sandoyan & Mariam Voskanyan & David Manukyan, 2013, "Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 30, issue 2, pages 3-25.
• Sergey Aivazian & Boris Brodsky & Edward Sandoyan & Mariam Voskanyan & David Manukyan, 2013, "Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 31, issue 3, pages 7-31.
• James Heckman, 2013, "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 31, issue 3, pages 129-137.
• Bilkis Raihana, 2013, "Change in Input Relations in Bangladesh Agriculture, 1973-1995," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 36, issue 3, pages 43-67.
• Aidi Wafa, 2013, "Liberalization Process and Financial Instability: A Mediterranean Perspective," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 59-84.
• Marinela GEAMĂNU & Barbu Bogdan POPESCU, 2013, "Analysis Of Romania’S External Debt And The Implications For Foreign Relations During 2000-2013," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 4, issue 3, pages 61-67.
• Duca, Ioana Andreea & Ruxanda, Gheorghe, 2013, "A View on the Risk-Neutral Density Forecasting of the Dax30 Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 101-114, June.
• Pavelescu, Marius Florin, 2013, "Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-158, June.
• Pavelescu, Florin Marius, 2013, "Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132603, Sep.
• Corina Saman, 2013, "Acuratetea prognozei si dinamica modelelor SARIMA: studiu de caz cursul de schimb Ron-Usd," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132604, Sep.
• Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli, 2013, "A note on dummies for policies in gravity models: a Montecarlo experiment," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0180, Sep.
• John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013, "Combining Two Consistent Estimators," Departmental Working Papers, Rutgers University, Department of Economics, number 201310, Jul.
• John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013, "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Departmental Working Papers, Rutgers University, Department of Economics, number 201311, Jul.
• Norman Swanson & Richard Urbach, 2013, "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers, Rutgers University, Department of Economics, number 201323, Aug.
• Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri, 2013, "Movements and co-movements across the European asset classes: portfolio allocations and policy implications," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.
• Mazin A.M. Al Janabi, 2012, "Risk Management in Trading and Investment Portfolios," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 2, pages 189-229, August, DOI: 10.1177/0972652712454516.
• Christian Glocker, 2013, "Government Expenditures and Business Cycles—Policy Reaction and Surprise Shocks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 3, pages 215-254, August, DOI: 10.1177/0973801013491533.
• Teodor Sedlarski & Angel Eremiev, 2013, "Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 11, issue 1, pages 227-251, March.
• Netsanet Haile & Jorn Altmann, 2013, "Estimating the Value Obtained from Using a Software Service Platform," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2013105, Aug, revised Aug 2013.
• Duo Qin & Yanqun Zhang, 2013, "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers, Department of Economics, SOAS University of London, UK, number 183, Sep.
• Ralf Münnich & Jan Burgard & Martin Vogt, 2013, "Small Area-Statistik: Methoden und Anwendungen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 6, issue 3, pages 149-191, March, DOI: 10.1007/s11943-013-0126-1.
• Guang-Hua Lian & Song-Ping Zhu, 2013, "Pricing VIX options with stochastic volatility and random jumps," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 36, issue 1, pages 71-88, May, DOI: 10.1007/s10203-011-0124-0.
• Flory Dieck-Assad & Ernesto Peralta, 2013, "Energy and capital inputs: cornerstones of productivity growth in Mexico: 1965–2004," Empirical Economics, Springer, volume 44, issue 2, pages 563-590, April, DOI: 10.1007/s00181-012-0557-5.
• Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013, "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, volume 44, issue 2, pages 761-774, April, DOI: 10.1007/s00181-011-0528-2.
• Estrella Gómez-Herrera, 2013, "Comparing alternative methods to estimate gravity models of bilateral trade," Empirical Economics, Springer, volume 44, issue 3, pages 1087-1111, June, DOI: 10.1007/s00181-012-0576-2.
• Rosa Bernardini Papalia & Silvia Bertarelli, 2013, "Nonlinearities in economic growth and club convergence," Empirical Economics, Springer, volume 44, issue 3, pages 1171-1202, June, DOI: 10.1007/s00181-012-0568-2.
• Victor Fernandez-Blanco & Luis Orea & Juan Prieto-Rodriguez, 2013, "Endogeneity and measurement errors when estimating demand functions with average prices: an example from the movie market," Empirical Economics, Springer, volume 44, issue 3, pages 1477-1496, June, DOI: 10.1007/s00181-012-0587-z.
• Stefan Bache & Christian Dahl & Johannes Kristensen, 2013, "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, volume 44, issue 3, pages 1593-1633, June, DOI: 10.1007/s00181-012-0570-8.
• Hatice Ozer Balli & Bent Sørensen, 2013, "Interaction effects in econometrics," Empirical Economics, Springer, volume 45, issue 1, pages 583-603, August, DOI: 10.1007/s00181-012-0604-2.
• Bishwa Koirala & Alok Bohara & Hui Li, 2013, "Effects of energy-efficiency building codes in the energy savings and emissions of carbon dioxide," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 15, issue 3, pages 271-290, July, DOI: 10.1007/s10018-013-0054-x.
• Dinghai Xu & John Knight, 2013, "Stochastic volatility model under a discrete mixture-of-normal specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 216-239, April, DOI: 10.1007/s12197-011-9178-7.
• Annalisa Fabretti, 2013, "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 2, pages 277-293, October, DOI: 10.1007/s11403-012-0096-3.
• Thong Pham & Peter Kooreman & Ruud Koning & Doede Wiersma, 2013, "Gender patterns in Vietnam’s child mortality," Journal of Population Economics, Springer;European Society for Population Economics, volume 26, issue 1, pages 303-322, January, DOI: 10.1007/s00148-012-0425-9.
• Pavel Čížek, 2013, "Reweighted least trimmed squares: an alternative to one-step estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 22, issue 3, pages 514-533, September, DOI: 10.1007/s11749-013-0335-5.
• Tomas Havranek & Zuzana Irsova, 2013, "Determinants of Bank Performance in Transition Countries: A Data Envelopment Analysis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 1, pages 1-17, April, DOI: 10.1007/s11300-013-0270-x.
• Zaghdoudi Taha & Ochi Anis & Soltani Hassen, 2013, "Banking Intermediation and Economic Growth: Some Evidence from MENA Countries," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 3, issue 4, pages 1-5.
• David E. Giles, 2013, "Constructing confidence bands for the Hodrick--Prescott filter," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 5, pages 480-484, March, DOI: 10.1080/13504851.2012.714057.
• Miguel Manjón Antolín & Juan A. Máñez & María E. Rochina Barrachina & Juan A. Sanchis Llopis, 2013, "Export intensity and the productivity gains of exporting," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 804-808, May, DOI: 10.1080/13504851.2012.748173.
• Markus Frölich & Blaise Melly, 2013, "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 3, pages 384-414, November, DOI: 10.1080/07474938.2012.718684.
• Jia Chen & Jiti Gao & Degui Li, 2013, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 8, pages 928-955, November, DOI: 10.1080/07474938.2012.690687.
• Jia Chen & Jiti Gao & Degui Li, 2013, "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 3, pages 315-330, July, DOI: 10.1080/07350015.2013.775093.
• Markus Frölich & Blaise Melly, 2013, "Unconditional Quantile Treatment Effects Under Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 3, pages 346-357, July, DOI: 10.1080/07350015.2013.803869.
• Carlos A. Flores & Alfonso Flores-Lagunes, 2013, "Partial Identification of Local Average Treatment Effects With an Invalid Instrument," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 4, pages 534-545, October, DOI: 10.1080/07350015.2013.822760.
• Bernd Heidergott & Warren Volk-Makarewicz, 2013, "A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-082/III, Jun.
• Jorge Ridderstaat & Peter Nijkamp, 2013, "Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-116/VIII, Aug, revised 05 Sep 2013.
• Cizek, P. & Lei, J., 2013, "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-062.
• Boon, M. & Einmahl, J.H.J. & McKeague, I.W., 2013, "Visualizing multiple quantile plots," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2fa144ec-4d06-40af-8a61-8.
• Cizek, P. & Lei, J., 2013, "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM, Tilburg University, School of Economics and Management, number 73e394eb-6799-4c79-af23-8.
• Victor Aguirregabiria & Pedro Mira, 2013, "Identification of Games of Incomplete Information with Multiple Equilibria and Common Unobserved Heterogeneity," Working Papers, University of Toronto, Department of Economics, number tecipa-474, Feb.
• Victor Aguirregabiria & Arvind Magesan, 2013, "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Working Papers, University of Toronto, Department of Economics, number tecipa-489, Jun.
• Vincent BOUCHER & Ismael MOURIFIÉ, 2013, "My Friend Far Far Away: Asymptotic Properties of Pairwise Stable Networks," Working Papers, University of Toronto, Department of Economics, number tecipa-499, Oct.
• Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper, 2013, "Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 500-515, May.
• Alexis Diamond & Jasjeet S. Sekhon, 2013, "Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies," The Review of Economics and Statistics, MIT Press, volume 95, issue 3, pages 932-945, July.
• Florens, Jean-Pierre & Simoni, Anna, 2013, "Regularizing Priors for Linear Inverse Problems," TSE Working Papers, Toulouse School of Economics (TSE), number 13-384, Mar.
• Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle, 2013, "A gamma-moment approach to monotonic boundaries estimation," TSE Working Papers, Toulouse School of Economics (TSE), number 13-411, May.
• Otávio Bartalotti, 2013, "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers, Tulane University, Department of Economics, number 1301, Jan.
• Natalia Melgar, 2013, "Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes towards Immigrants and Free-Trade," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1013, Aug.
• David M. Kaplan & Yixiao Sun, 2013, "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers, Department of Economics, University of Missouri, number 1314, Sep.
• Stephen Eliot Hansen & Michael McMahon, 2013, "Estimating Bayesian decision problems with heterogeneous priors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1357, Mar.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1304, Apr.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2013, "Extreme Downside Liquidity Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1326, Nov, revised Jul 2015.
• Monica Billio & Maddalena Cavicchioli, 2013, "�Markov Switching Models for Volatility: Filtering, Approximation and Duality�," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:24.
• Enrico Fabrizi & Maria Ferrante & Carlo Trivisano, 2013, "Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size," ERSA conference papers, European Regional Science Association, number ersa13p894, Nov.
• Jan F. Kiviet, 2013, "Identification and inference in a simultaneous equation under alternative information sets and sampling schemes," Econometrics Journal, Royal Economic Society, volume 16, issue 1, pages 24-59, February.
• Andrey Launov & Klaus Wälde, 2013, "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 4, pages 1159-1198, November, DOI: 10.1111/iere.12032.
• Libero Monteforte & Gianluca Moretti, 2013, "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 1, pages 51-61, January.
• Vidhura Tennekoon & Robert Rosenman, 2013, "Bias in Measuring Smoking Behavior," Working Papers, School of Economic Sciences, Washington State University, number 2013-10, Aug.
• Zongwu Cai & Qi Li, 2013, "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013, "The Validity of Instruments Revisited," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Zongwu Cai & Ying Fang, 2013, "Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Yafeng Wang & Brett Graham, 2013, "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "The Number of State Variables for CDS Pricing," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Peter Spencer, 2013, "The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models," Discussion Papers, Department of Economics, University of York, number 13/22, Aug.
• Düllmann, Klaus & Koziol, Philipp, 2013, "Evaluation of minimum capital requirements for bank loans to SMEs," Discussion Papers, Deutsche Bundesbank, number 22/2013.
• Kripfganz, Sebastian & Schwarz, Claudia, 2013, "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers, Deutsche Bundesbank, number 25/2013.
• Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013, "Forecasting distress in European SME portfolios," EIF Working Paper Series, European Investment Fund (EIF), number 2013/17.
• Reicher, Christopher Phillip, 2013, "A note on the identification of dynamic economic models with generalized shock processes," Kiel Working Papers, Kiel Institute for the World Economy, number 1821.
• Lux, Thomas, 2013, "Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal model," Kiel Working Papers, Kiel Institute for the World Economy, number 1871.
• Afanasyeva, Elena, 2013, "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 70.
• Bendel, Daniel & Demary, Markus & Jäger-Ambroçzewicz, 2013, "Konjunkturanalyse mit einem Gleichgewichtsmodell für die deutsche Wirtschaft," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 40, issue 3, pages 33-46, DOI: 10.2373/1864-810X.13-03-03.
• Bünnings, Christian & Tauchmann, Harald, 2013, "Who opts out of the statutory health insurance? A discrete time hazard model for Germany," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 10/2013.
• Bünnings, Christian & Tauchmann, Harald, 2013, "Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 458, DOI: 10.4419/86788517.
• Guo, Mengmeng & Zhou, Lhan & Huang, Jianhua Z. & Härdle, Wolfgang Karl, 2013, "Functional data analysis of generalized quantile regressions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-001.
• Mittnik, Stefan & Semmler, Willi, 2013, "The real consequences of financial stress," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-011.
• Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013, "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-037.
• Kripfganz, Sebastian & Schwarz, Claudia, 2013, "Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79756.
• Olivier Ledoit & Michael Wolf, 2013, "Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions," ECON - Working Papers, Department of Economics - University of Zurich, number 105, Jan, revised Jul 2013.
• Olivier Ledoit & Michael Wolf, 2013, "Optimal estimation of a large-dimensional covariance matrix under Stein’s loss," ECON - Working Papers, Department of Economics - University of Zurich, number 122, May, revised Mar 2017.
• Hendrik Kaufmannz & Robinson Kruse, 2013, "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-10, 04.
• Anders Bredahl Kock, 2013, "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-20, Dec.
• Asger Lunde & Anne Floor Brix, 2013, "Estimating Stochastic Volatility Models using Prediction-based Estimating Functions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-23, Feb.
• Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-29, Nov.
• Mark Podolskij & Nakahiro Yoshida, 2013, "Edgeworth expansion for functionals of continuous diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-33, Oct.
• Mehmet Caner & Anders Bredahl Kock, 2013, "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-51, Dec.
• 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, The Journal Economy and Sociology, issue 2, pages 179-189.
• Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013, "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers, New Economic School (NES), number w0167, Aug.
• Mostefa BELMOKADDEM & Sidi Mohamed Boumediene KHETIB & Mohamed Seghir GUELLIL, 2013, "A Macro –Econometric Study Of Oil Energy:Opaep Panel’S Data Analysis," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 31-50, JULY.
• Lumengo Bonga-Bonga, 2013, "Assessing the Stock Market Wealth Effect in South Africa," The African Finance Journal, Africagrowth Institute, volume 15, issue 1, pages 1-12.
• Sayo Oludare & Michael Olagunju & Olusegun Adelodun, 2013, "Stock Market Volatility And Non-Performing Loans: Evidence From Stocks Of The Nigerian Banks," The African Finance Journal, Africagrowth Institute, volume 15, issue 1, pages 82-104.
• Kinkingninhoun-Medagbe, Florent M. & Diagne, Aliou & Agboh-Noameshie, Afiavi R. & Lokossou, J. C., 2013, "Who Benefits More From Nerica Varieties? Gender Differential Impact on Yield and Income in Benin," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia, African Association of Agricultural Economists (AAAE), number 161290, DOI: 10.22004/ag.econ.161290.
• Mandal, Bidisha & Powell, Lisa M., 2013, "Child Care Choices, Food Choices, and Children’s Obesity Status," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149432, May, DOI: 10.22004/ag.econ.149432.
• Petrick, Martin & Kloss, Mathias, , "Identifying Factor Productivity from Micro-data: The case of EU agriculture," Working papers, Factor Markets, Centre for European Policy Studies, number 144004, DOI: 10.22004/ag.econ.144004.
• Siddig, K. & Grethe, H., None, "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 48, DOI: 10.22004/ag.econ.262307.
• Mandal, Raju & Bezbaruah, M.P., 2013, "Diversification of Cropping Pattern: Its Determinants and Role in Flood Affected Agriculture of Assam Plains," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, volume 68, issue 2, pages 1-13, DOI: 10.22004/ag.econ.206329.
• Ogundari, Kolawole, 2013, "The Paradigm of African Agricultural Efficiency, 1967-2012: What Does Meta-Analysis Reveal?," 2013 Conference, August 28-30, 2013, Christchurch, New Zealand, New Zealand Agricultural and Resource Economics Society, number 160418, Aug, DOI: 10.22004/ag.econ.160418.
• Dunker , Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2013, "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013041, Jan.
• Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013054, Jan.
• Simar, Leopold & Wilson, Paul, 2013, "Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013023, Jan.
• Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid, 2013, "Frontier estimation in nonparametric location-scale models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013035, Jan.
• Juan Pablo Brichetti & Jerónimo Montalvo & Jorge Puig, 2013, "Capacidad fiscal y desarrollo productivo: un análisis con datos de panel para los gobiernos subnacionales de Argentina," CEFIP, Working Papers, CEFIP, Universidad Nacional de La Plata, number 011, Dec.
• Farrukh Bashir & Tusawar Iftikhar Ahmad & Tehmina Hidayat, 2013, "Causes of Unemployment Among Highly Educated Women in Pakistan: A Case Study Of Bahawalnagar District," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 1, issue 1, pages 1-10, June.
• Eva Yamila da Silva Catela & Flávio Gonçalves, 2013, "Comércio Internacional e Performance das Firmas Brasileiras," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1b, pages 429-452.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Gold, Oil, and Stocks," Papers, arXiv.org, number 1308.0210, Aug, revised Mar 2014.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Papers, arXiv.org, number 1311.0412, Nov.
• Ivan Fernandez-Val & Martin Weidner, 2013, "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers, arXiv.org, number 1311.7065, Nov, revised Dec 2018.
• Michael Creel & Dennis Kristensen, 2013, "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 931.13, Jun.
• Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013, "Random coefficients in static games of complete information," CeMMAP working papers, Institute for Fiscal Studies, number 12/13, Mar, DOI: 10.1920/wp.cem.2013.1213.
• 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, Institute for Fiscal Studies, number 14/13, Apr, DOI: 10.1920/wp.cem.2013.1413.
• Stefan Hoderlein & Yuya Sasaki, 2013, "Outcome conditioned treatment effects," CeMMAP working papers, Institute for Fiscal Studies, number 39/13, Aug, DOI: 10.1920/wp.cem.2013.3913.
• Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013, "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers, Institute for Fiscal Studies, number 40/13, Aug, DOI: 10.1920/wp.cem.2013.4013.
• Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Institute for Fiscal Studies, number 45/13, Sep, DOI: 10.1920/wp.cem.2013.4513.
• Ivan Fernandez-Val & Martin Weidner, 2013, "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers, Institute for Fiscal Studies, number 60/13, Dec, DOI: 10.1920/wp.cem.2013.6013.
• Francesca Marino, 2013, "Regional fluctuations and national cohesion in the EU12: a pre-Maastricht assessment," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 0048, Aug, revised Aug 2013.
• Yuliyan Velkov & Georgi Kirov, 2013, "Fuzzy Model for Evaluation and Analysis of Short-Term Financial Aspects of the Enterprise," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 90-137.
• Ramdane Djoudad & Étienne Bordeleau, 2013, "Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne," Discussion Papers, Bank of Canada, number 13-2, DOI: 10.34989/sdp-2013-2.
• Antonio Diez de los Rios, 2013, "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Staff Working Papers, Bank of Canada, number 13-10, DOI: 10.34989/swp-2013-10.
• Rodolfo G. Campos & Iliana Reggio, 2013, "Measurement error in imputation procedures," Working Papers, Banco de España, number 1322, Dec.
• Sara Cecchetti & Laura Sigalotti, 2013, "Forward-looking robust portfolio selection," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 913, Jun.
• Matteo Luciani & Libero Monteforte, 2013, "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 930, Sep.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Dynamic Factor Models: A review of the Literature ," Working papers, Banque de France, number 430.
• Michael McMahon & Stephen E. Hansen, 2015, "Estimating Bayesian Decision Problems with Heterogeneous Priors," Working Papers, Barcelona School of Economics, number 683, Sep.
• Duangkamon Chotikapanich & William Griffiths & Wasana Karunarathne & D.S. Prasada Rao, 2013, "Calculating Poverty Measures from the Generalised Beta Income Distribution," The Economic Record, The Economic Society of Australia, volume 89, issue , pages 48-66, June.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013, "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2617-2649, December, DOI: 10.1111/jofi.12035.
• Christian Francq & Jean-Michel Zakoïan, 2013, "Optimal predictions of powers of conditionally heteroscedastic processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 75, issue 2, pages 345-367, March, DOI: 10.1111/rssb.2013.75.issue-2.
• Jianqing Fan & Yuan Liao & Martina Mincheva, 2013, "Large covariance estimation by thresholding principal orthogonal complements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 75, issue 4, pages 603-680, September.
• Olivier Wintenberger, 2013, "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 40, issue 4, pages 846-867, December.
• Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013, "Random Coefficients in Static Games of Complete Information," Boston College Working Papers in Economics, Boston College Department of Economics, number 835, Mar.
• Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013, "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics, Boston College Department of Economics, number 839, Aug.
• Stefan Hoderlein & Yuya Sasaki, 2013, "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 840, Aug.
• Barbara Guardabascio & Marco Ventura, 2013, "Estimating the dose-response function through the GLM approach," German Stata Users' Group Meetings 2013, Stata Users Group, number 10, Jul.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2013, "Oil price shocks and stock market volatility: evidence from European data," Working Papers, Bank of Greece, number 161, Sep.
• Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013, "Oil price shocks and volatility do predict stock market regimes," Working Papers, Bank of Greece, number 170, Dec.
• Seongyeon Chang & Pierre Perron, 2013, "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2013-020.
• Giles John & Murtazashvili Irina, 2013, "A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressorsa," Journal of Econometric Methods, De Gruyter, volume 2, issue 1, pages 69-87, July, DOI: 10.1515/jem-2012-0010.
• Bassil Charbel, 2013, "Intervention Model for Analyzing the Lebanese Tourism Sector," Review of Middle East Economics and Finance, De Gruyter, volume 8, issue 3, pages 1-15, January, DOI: 10.1515/rmeef-2012-0022.
• Razzak Weshah A. & Bentour El M., 2013, "Do Developing Countries Benefit from Foreign Direct Investments? An Analysis of Some Arab and Asian Countries," Review of Middle East Economics and Finance, De Gruyter, volume 9, issue 3, pages 357-388, December, DOI: 10.1515/rmeef-2012-0031.
• Kalyvitis Sarantis & Panopoulou Ekaterini, 2013, "Estimating C-CAPM and the equity premium over the frequency domain," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 551-571, December, DOI: 10.1515/snde-2013-0019.