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

• 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.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013, "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/4, Mar.
• Le, Vo Phuong Mai & Meenagh, David, 2013, "Testing and Estimating Models Using Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/8, Jun.
• Villas-Boas, Sofia B & Bonnet, Celine & Dubois, Pierre, 2013, "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt61x6k2m7, May.
• Sun, Yixiao, 2013, "Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8x8307rz, May.
• Stephen Hansen & Michael McMahon, 2013, "Estimating Bayesian Decision Problems with Heterogeneous Priors," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1211, May.
• Peter M Robinson & Carlos Velasco, 2013, "Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 567, Mar.
• Jungyoon Lee & Peter M Robinson, 2013, "Panel Nonparametric Regression with Fixed Effects," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 569, Mar.
• Jungyoon Lee & Peter M Robinson, 2013, "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 570, Jun.
• Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013, "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers, Center for Economic and Financial Research (CEFIR), number w0167, Aug.
• Osman Dogan & Suleyman Taspinar, 2013, "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 1, Dec.
• Osman Dogan, 2013, "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term," Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics, number 2, Dec.
• Hansen,Stephen & McMahon, Michael, 2013, "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 127.
• Hansen, Stephen & McMahon, Michael, 2013, "Estimating Bayesian Decision Problems with Heterogeneous Priors," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 136.
• Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013, "Predictability Hidden by Anomalous Observations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-05, Mar.
• Matthias Thul & Ally Zhang, 2017, "Analytical Option Pricing Under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-78, Dec, revised Feb 2018.
• Guy Tchuente & Marine Carrasco, 2013, "Regularized LIML for many instruments," CIRANO Working Papers, CIRANO, number 2013s-20, Jul.
• Guy Tchuente & Marine Carrasco, 2013, "Efficient estimation with many weak instruments using regularization techniques," CIRANO Working Papers, CIRANO, number 2013s-21, Jul.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient estimation using the Characteristic Function," CIRANO Working Papers, CIRANO, number 2013s-22, Jul.
• Gabriele Fiorentini & Enrique Sentana, 2013, "Dynamic Specification Tests for Dynamic Factor Models," Working Papers, CEMFI, number wp2013_1306, Jun.
• P.A. Bekker & F. Crudu, 2013, "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201313.
• Jurany Beccie RAMÍREZ GALLEGO, 2013, "Estimación del producto potencial en Colombia:," Archivos de Economía, Departamento Nacional de Planeación, number 10704, Mar.
• Miguel SARMIENTOO & Andr�s CEPEDA & Hernando MUTIS & Juan F. P�REZ, 2013, "Nueva Evidencia sobre la Eficiencia de la Banca," Archivos de Economía, Departamento Nacional de Planeación, number 10705, Mar.
• Mauricio SANTAMARIA SALAMANCA & Gabriel PIRAQUIVE GALEANO & Gustavo HERNANDEZ DIAZ & Norberto ROJAS DELGADILLO, 2013, "Crecimiento económico y desempleo: Retos a largo plazo," Archivos de Economía, Departamento Nacional de Planeación, number 11202, Aug.
• Nancy Aireth DAZA BAEZ, 2013, "Determinantes del perfil de Ahorro en Colombia: Una estimación para hogares e individuos," Archivos de Economía, Departamento Nacional de Planeación, number 11207, Dec.
• Dewin Iván Pérez Fuentes & Jorge Leonardo Castillo Loaiza, 2013, "Incidencias de las muertes y la oferta laboral en la generación de capital humano en el departamento de Bolívar," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-32.
• HAFNER, Christian & LINTON, Oliver, 2013, "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013022, May.
• Nieswand, Maria & Walter, Matthias, 2013, "Cost Efficiency and Subsidization in German Local Public Bus Transit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9346, Feb.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013, "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9411, Mar.
• Farmer, Roger & Khramov, Vadim, 2013, "Solving and Estimating Indeterminate DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9663, Sep.
• Patacchini, Eleonora & Liu, Xiaodong & Rainone, Edoardo, 2013, "The Allocation of Time in Sleep: a Social Network Model with Sampled Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9752, Nov.
• Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013, "Forecasting distress in European SME portfolios," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-2.
• Christian Francq & Jean-Michel Zakoian, 2013, "Inference in Non Stationary Asymmetric Garch Models," Working Papers, Center for Research in Economics and Statistics, number 2013-11, Aug.
• Dong Li & Shiqing Ling & Jean-Michel Zakoian, 2013, "Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models," Working Papers, Center for Research in Economics and Statistics, number 2013-51, Dec.
• Campos, Rodolfo G. & Reggio, Iliana, 2013, "Measurement error and imputation of consumption in survey data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1219, Jul.
• Vogelsang, Timothy J. & Wagner, Martin, 2013, "A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 609-628, June.
• Nikhil Agarwal & William Diamond, 2013, "Identification and Estimation in Two-Sided Matching Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1905, Aug, revised Feb 2014.
• Peter C.B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1910, Sep.
• Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1911, Sep.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923, Nov.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923R, Nov, revised Apr 2015.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923R2, Nov, revised Jan 2017.
• Degui Li & Peter C.B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1929, Dec.
• Shakeeb Khan & Denis Nekipelov, 2013, "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers, Duke University, Department of Economics, number 13-16.
• Calvet , Laurent & Czellar, Veronika, 2013, "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series, HEC Paris, number 1048, Nov.
• Drehmann, Mathias & Alessandri, Piergiorgio, 2009, "An economic capital model integrating credit and interest rate risk in the banking book," Working Paper Series, European Central Bank, number 1041, Apr.
• de Vincent-Humphreys, Rupert & Puigvert Gutiérrez, Josep Maria, 2010, "A quantitative mirror on the Euribor market using implied probability density functions," Working Paper Series, European Central Bank, number 1281, Dec.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013, "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series, European Central Bank, number 1626, Dec.
• Tomaso Duso & Klaus Gugler & Florian Szücs, 2013, "An Empirical Assessment of the 2004 EU Merger Policy Reform," Economic Journal, Royal Economic Society, volume 123, issue 11, pages 596-619, November.
• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013, "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, volume 81, issue 2, pages 667-737, March, DOI: ECTA8718.
• Samih Antoine Azar, 2013, "Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 723-733.
• Xes�s Pereira L�pez & Andr� Carrascal Incera & Melchor Fern�ndez Fern�ndez, 2013, "Cocientes de localizaci�n mediante una doble parametrizaci�n," Documentos de trabajo - IRENe, IDEGA - Instituto Universitario de Estudios e Desenvolvemento de Galicia, number 0006, Mar.
• Wan, Huishan, 2013, "Does incorporating non-linearity into discretionary accrual models improve their performance?," Advances in accounting, Elsevier, volume 29, issue 1, pages 85-96, DOI: 10.1016/j.adiac.2013.03.008.
• Westerlund, Joakim, 2013, "Simple unit root testing in generally trending data with an application to precious metal prices in Asia," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 12-27, DOI: 10.1016/j.asieco.2013.04.004.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2013, "On the implementation and use of factor-augmented regressions in panel data," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 3-11, DOI: 10.1016/j.asieco.2013.02.002.
• Bouaddi, Mohammed & Taamouti, Abderrahim, 2013, "Portfolio selection in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2943-2962, DOI: 10.1016/j.jedc.2013.08.010.
• Mittnik, Stefan & Semmler, Willi, 2013, "The real consequences of financial stress," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1479-1499, DOI: 10.1016/j.jedc.2013.04.014.
• Kaeck, Andreas, 2013, "Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1872-1888, DOI: 10.1016/j.jedc.2013.04.008.
• Zhou, Jian, 2013, "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, volume 30, issue C, pages 196-204, DOI: 10.1016/j.econmod.2012.09.030.
• Aidi, Wafa, 2013, "Optima exchange crisis regression and twin crisis: Evidences for some MENA countries," Economic Modelling, Elsevier, volume 33, issue C, pages 306-311, DOI: 10.1016/j.econmod.2013.01.048.
• Hajargasht, Gholamreza & Griffiths, William E., 2013, "Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data," Economic Modelling, Elsevier, volume 33, issue C, pages 593-604, DOI: 10.1016/j.econmod.2013.04.046.
• Yang, Linghubo & Zhang, Dongxiang, 2013, "Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market," Economic Modelling, Elsevier, volume 35, issue C, pages 264-271, DOI: 10.1016/j.econmod.2013.07.011.
• Pan, Qi & Li, Yong, 2013, "Testing volatility persistence on Markov switching stochastic volatility models," Economic Modelling, Elsevier, volume 35, issue C, pages 45-50, DOI: 10.1016/j.econmod.2013.06.029.
• Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013, "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, volume 35, issue C, pages 892-899, DOI: 10.1016/j.econmod.2013.07.002.
• Dong, Chaohua & Gao, Jiti, 2013, "Solving replication problems in a complete market by orthogonal series expansion," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 306-317, DOI: 10.1016/j.najef.2012.06.009.
• Kunitomo, Naoto & Sato, Seisho, 2013, "Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 282-309, DOI: 10.1016/j.najef.2013.02.006.
• Zhang, Zhengyu & Tao, Ji, 2013, "Estimation of spatial autoregressive models with boundary specification problem," Economics Letters, Elsevier, volume 118, issue 1, pages 130-134, DOI: 10.1016/j.econlet.2012.10.001.
• Zhang, Zhengyu & Zhu, Pingfang, 2013, "An alternative simple quantile regression estimator," Economics Letters, Elsevier, volume 118, issue 1, pages 163-166, DOI: 10.1016/j.econlet.2012.09.036.
• Tran, Kien C. & Tsionas, Efthymios G., 2013, "GMM estimation of stochastic frontier model with endogenous regressors," Economics Letters, Elsevier, volume 118, issue 1, pages 233-236, DOI: 10.1016/j.econlet.2012.10.028.
• Liu, Xiaodong, 2013, "Estimation of a local-aggregate network model with sampled networks," Economics Letters, Elsevier, volume 118, issue 1, pages 243-246, DOI: 10.1016/j.econlet.2012.10.037.
• Ipatova, Ekaterina & Trapani, Lorenzo, 2013, "First-differenced inference for panel factor series," Economics Letters, Elsevier, volume 118, issue 2, pages 364-366, DOI: 10.1016/j.econlet.2012.11.026.
• Juodis, Artūras, 2013, "A note on bias-corrected estimation in dynamic panel data models," Economics Letters, Elsevier, volume 118, issue 3, pages 435-438, DOI: 10.1016/j.econlet.2012.12.013.
• Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon, 2013, "Generalized impulse response analysis in a fractionally integrated vector autoregressive model," Economics Letters, Elsevier, volume 118, issue 3, pages 462-465, DOI: 10.1016/j.econlet.2012.12.023.
• Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2013, "Alternative representations for cointegrated panels with global stochastic trends," Economics Letters, Elsevier, volume 118, issue 3, pages 485-488, DOI: 10.1016/j.econlet.2012.12.028.
• Sueishi, Naoya, 2013, "Identification problem of the exponential tilting estimator under misspecification," Economics Letters, Elsevier, volume 118, issue 3, pages 509-511, DOI: 10.1016/j.econlet.2012.12.024.
• Sheng, Xuguang & Yang, Jingyun, 2013, "An adaptive truncated product method for combining dependent p-values," Economics Letters, Elsevier, volume 119, issue 2, pages 180-182, DOI: 10.1016/j.econlet.2013.02.013.
• Massacci, Daniele, 2013, "A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns," Economics Letters, Elsevier, volume 119, issue 2, pages 199-203, DOI: 10.1016/j.econlet.2013.02.031.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2013, "On the estimation and inference in factor-augmented panel regressions with correlated loadings," Economics Letters, Elsevier, volume 119, issue 3, pages 247-250, DOI: 10.1016/j.econlet.2013.03.022.
• Allen, David & Ng, K.H. & Peiris, Shelton, 2013, "The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics," Economics Letters, Elsevier, volume 120, issue 1, pages 117-122, DOI: 10.1016/j.econlet.2013.03.049.
• Zhang, Xianyang & Shao, Xiaofeng, 2013, "On a general class of long run variance estimators," Economics Letters, Elsevier, volume 120, issue 3, pages 437-441, DOI: 10.1016/j.econlet.2013.05.026.
• Yu, Ping, 2013, "Inconsistency of 2SLS estimators in threshold regression with endogeneity," Economics Letters, Elsevier, volume 120, issue 3, pages 532-536, DOI: 10.1016/j.econlet.2013.06.023.
• Hoshino, Tadao, 2013, "Partial identification in binary response models with nonignorable nonresponses," Economics Letters, Elsevier, volume 121, issue 1, pages 74-78, DOI: 10.1016/j.econlet.2013.07.009.
• Zhang, Xinyu, 2013, "Model averaging with covariates that are missing completely at random," Economics Letters, Elsevier, volume 121, issue 3, pages 360-363, DOI: 10.1016/j.econlet.2013.09.008.
• Chambers, Marcus J., 2013, "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 142-157, DOI: 10.1016/j.jeconom.2012.09.003.
• Boldea, Otilia & Hall, Alastair R., 2013, "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 158-167, DOI: 10.1016/j.jeconom.2012.09.004.
• Khan, Shakeeb, 2013, "Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 168-182, DOI: 10.1016/j.jeconom.2012.08.002.
• Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G., 2013, "A zero inefficiency stochastic frontier model," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 66-76, DOI: 10.1016/j.jeconom.2012.08.021.
• Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013, "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 77-89, DOI: 10.1016/j.jeconom.2012.08.005.
• Nolan, John P. & Ojeda-Revah, Diana, 2013, "Linear and nonlinear regression with stable errors," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 186-194, DOI: 10.1016/j.jeconom.2012.08.008.
• Mikosch, Thomas & de Vries, Casper G., 2013, "Heavy tails of OLS," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 205-221, DOI: 10.1016/j.jeconom.2012.08.015.
• Andrews, Beth & Davis, Richard A., 2013, "Model identification for infinite variance autoregressive processes," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 222-234, DOI: 10.1016/j.jeconom.2012.08.009.
• Ogata, Hiroaki, 2013, "Estimation for multivariate stable distributions with generalized empirical likelihood," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 248-254, DOI: 10.1016/j.jeconom.2012.08.017.
• Hill, Jonathan B. & Aguilar, Mike, 2013, "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 255-274, DOI: 10.1016/j.jeconom.2012.08.013.
• Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013, "Stable mixture GARCH models," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 292-306, DOI: 10.1016/j.jeconom.2012.08.012.
• Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013, "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 307-324, DOI: 10.1016/j.jeconom.2012.08.014.
• Fasen, Vicky, 2013, "Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 325-337, DOI: 10.1016/j.jeconom.2012.08.019.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013, "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 108-125, DOI: 10.1016/j.jeconom.2012.11.002.
• Saijo, Hikaru, 2013, "Estimating DSGE models using seasonally adjusted and unadjusted data," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 22-35, DOI: 10.1016/j.jeconom.2012.10.004.
• Kruiniger, Hugo, 2013, "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, volume 173, issue 2, pages 175-188, DOI: 10.1016/j.jeconom.2012.11.004.
• Gayle, Wayne-Roy & Namoro, Soiliou Daw, 2013, "Estimation of a nonlinear panel data model with semiparametric individual effects," Journal of Econometrics, Elsevier, volume 175, issue 1, pages 46-59, DOI: 10.1016/j.jeconom.2013.03.004.
• Amado, Cristina & Teräsvirta, Timo, 2013, "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 142-153, DOI: 10.1016/j.jeconom.2013.03.006.
• Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2013, "What model for entry in first-price auctions? A nonparametric approach," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 46-58, DOI: 10.1016/j.jeconom.2013.04.005.
• Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul, 2013, "Density approximations for multivariate affine jump-diffusion processes," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 93-111, DOI: 10.1016/j.jeconom.2012.12.003.
• Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel, 2013, "GARCH models without positivity constraints: Exponential or log GARCH?," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 34-46, DOI: 10.1016/j.jeconom.2013.05.004.
• Kim, Min Seong & Sun, Yixiao, 2013, "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 85-108, DOI: 10.1016/j.jeconom.2013.07.002.