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

• 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.
• 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.
• Gillian van Heerden & Paul Alagidede, 2013, "Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)," ERSA Working Paper Series, Economic Research Southern Africa, number 344, Apr.
• Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013, "Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi," ERSA Working Paper Series, Economic Research Southern Africa, number 350, May.
• Alain Kabundi & Eliphas Ndou & Nombulelo Gumata, 2013, "Important Channels of Transmission Monetary Policy Shock in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 375, Sep.
• Deborah E. Lee & Mario du Preez & Michael C. Sale, 2013, "Nonparametric estimation of a hedonic price model: A South African case study," ERSA Working Paper Series, Economic Research Southern Africa, number 379, Oct.
• 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.