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

2012

• Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012, "Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach," Review of International Economics, Wiley Blackwell, volume 20, issue 3, pages 563-579, August, DOI: j.1467-9396.2012.01039.x.
• Peter Aling & Shakill Hassan, 2012, "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 3, pages 301-318, September, DOI: j.1813-6982.2011.01311.x.
• Stefan Hoderlein & Robert Sherman, 2012, "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 837, Jul.
• Eric Gautier & Stefan Hoderlein, 2012, "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics, Boston College Department of Economics, number 838, Nov, revised 15 Sep 2015.
• M. E. Bontempi & I. Mammi, 2012, "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp843, Sep.
• Francesca Bassi & Alessandra Padoan & Ugo Trivellato, 2012, "Inconsistencies in reported employment characteristics among employed stayers," Statistica, Department of Statistics, University of Bologna, volume 72, issue 1, pages 93-109.
• Lamarche Jean-Francois & Koustasy Zisimos, 2012, "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 5, pages 1-26, December, DOI: 10.1515/1558-3708.1876.
• Delia TESELIOS & Mihaela ALBICI, 2012, "Using Statistical Survey In Economics," Management Strategies Journal, Constantin Brancoveanu University, volume 16, issue 2, pages 34-39.
• Zhuan Pei & David Card & David S. Lee & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," Working Papers, Brandeis University, Department of Economics and International Business School, number 60, Nov.
• Eduardo Fraga Lima de Melo & Sergio Luis Franklin Jr. & César da Rocha Neves, 2012, "Raffle Risk Valuation in With-Raffle Savings Account," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 2, pages 197-213.
• Senay Sokullu, 2012, "Nonparametric Estimation of Semiparametric Transformation Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 12/625, Jul.
• Nathalie Havet & Magali Morelle & Raphaël Remonnay & Marie-Odile Carrère, 2012, "Econometric treatment of few protest responses in willingness-to-pay studies: An application in health care," Recherches économiques de Louvain, De Boeck Université, volume 78, issue 2, pages 53-74.
• Éric Heyer & Mathieu Plane, 2012, "Impact des allégements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 7, pages 123-140.
• Pesaran, M. H., 2012, "Testing Weak Cross-Sectional Dependence in Large Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1208, Feb.
• Hayakawa, K. & Pesaran, M.H., 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1224, May.
• Petar Jevtic & Elisa Luciano & Elena Vigna, 2012, "Mortality Surface by Means of Continuous Time Cohort Models," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 264, revised 2013.
• Artu , Erhan & Pourpourides, Panayiotis M., 2012, "R&D and Aggregate Fluctuations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/2, Jan.
• Ruge-Murcia, Francisco J., 2002, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4fc8x822, Oct.
• Jansson, Michael & Haldrup, Niels Prof., 2000, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5b13w0rp, Jun.
• Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6d36x00z, Sep.
• Kaplan, David M. & Sun, Yixiao, 2012, "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt888657tp, Jan.
• ANDREWS, DONALD W & Sun, Yixiao X, 2002, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt9wt048tt, Oct.
• M. Hashem Pesaran, 2012, "Testing Weak Cross-Sectional Dependence in Large Panels," CESifo Working Paper Series, CESifo, number 3800.
• Kazuhiko Hayakawa & M. Hashem Pesaran, 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," CESifo Working Paper Series, CESifo, number 3850.
• László Mátyás & Cecilia Hornok & Daria Pus, 2012, "The Formulation and Estimation of Random Effects Panel Data Models of Trade," CEU Working Papers, Department of Economics, Central European University, number 2012_1, May, revised 25 Mar 2013.
• Uluc Aysun & Florence Bouvet & Richard Hofler, 2012, "An alternative measure of structural unemployment," Working Papers, University of Central Florida, Department of Economics, number 2012-04, Jul.
• Wildo González, 2012, "Un Gran VAR Bayesiano para la Economía Chilena," Working Papers Central Bank of Chile, Central Bank of Chile, number 653, Jan.
• Carlos Medel, 2012, "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile, Central Bank of Chile, number 657, Jan.
• Carlos Medel, 2012, "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile, Central Bank of Chile, number 658, Jan.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012, "Sequential Estimation of Shape Parameters in Multivariate Dynamic Models," Working Papers, CEMFI, number wp2012_1201, Feb.
• Gabriele Fiorentini & Enrique Sentana, 2012, "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers, CEMFI, number wp2012_1211, Oct.
• MSc. Arjan Tushaj & PhD. Valentina Sinaj, 2012, "What About The Relationship Between Banking Competition And Financial Stability? Case Of Albania," Journal Articles, Center For Economic Analyses, pages 25-32, June.
• M. Foddi & S. Usai, 2012, "Regional innovation performance in Europe," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201221.
• José Mauricio Gil León & Andrea Yaelt Lemus Vergara, 2012, "Efectos de la apertura comercial sobre la producción manufacturera en Colombia: una aproximación cuantitativa (1975-2007)," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Luis Carlos Pupo García, 2012, "Valoración económica del uso recreativo de lugares turísticos: el caso de las bahías de Santa Marta, El Rodadero y Taganga (Colombia)," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-22.
• Miriam Basem-Hassan Lomabrdi & Ahmad H. Juma'h & Felix Cué García & Antonio A. Lloréns Rivera Ángel L. Ruiz Mercado, 2012, "La inversión extranjera directa, las exportaciones, el producto interno bruto y el mercado laboral en Puerto Rico," Revista Ecos de Economía, Universidad EAFIT.
• Armando Lenin Támara Ayús & Raúl Enrique Aristizábal Velásquez, 2012, "Las opciones reales como metodología alternativa en la evaluación de proyectos de inversión," Revista Ecos de Economía, Universidad EAFIT.
• BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco, 2012, "Dynamic conditional correlation models for realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012060, Dec.
• Fuentes-Albero, Cristina, 2012, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers, CEPREMAP, number 18, Dec.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012, "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8894, Mar.
• Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012, "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers, Concordia University, Department of Economics, number 12003, Mar.
• Yoichi Otsubo, 2012, "Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-6.
• Rita De Siano & Marcella D'Uva, 2012, "Italian regional specialization: a spatial analysis," Discussion Papers, CRISEI, University of Naples "Parthenope", Italy, number 7_2012, Jun.
• Christan Francq & Jean-Michel Zakoian, 2012, "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers, Center for Research in Economics and Statistics, number 2012-17, Aug.
• Nathalie HAVET & Magali MORELLE & Raphael REMONNAY & Marie-Odile CARRERE, 2012, "Econometric treatment of few protest responses in willingness-to-pay studies: An application in health care," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2012023, Jun.
• Dullah Mulok & Mori Kogid & Rozilee Asid & Jaratin Lily, 2012, "Is economic growth sufficient for poverty alleviation? Empirical evidence from Malaysia," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 35, issue 97, pages 26-32, Abril.
• Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012, "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, volume 28, issue 1, pages 42-86, February.
• Shi, Xiaoxia & Phillips, Peter C.B., 2012, "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 509-547, June.
• Kneip, Alois & Sickles, Robin C. & Song, Wonho, 2012, "A New Panel Data Treatment For Heterogeneity In Time Trends," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 590-628, June.
• Li, Degui & Lu, Zudi & Linton, Oliver, 2012, "Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates," Econometric Theory, Cambridge University Press, volume 28, issue 5, pages 935-958, October.
• Erhan Artuc & Panayiotis M. Pourpourides, 2012, "R&D and Aggregate Fluctuations," Working Papers, Central Bank of Cyprus, number 2012-1, Feb.
• Peter Arcidiacono & Patrick Bayer & Federico Bugni & Jon James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," Working Papers, Duke University, Department of Economics, number 12-07.
• Garcia-Alvarez, M.T. & Moreno-Cuartas, B., 2012, "Un Analisis De Los Efectos De La Reforma Del Sector Electrico Español Sobre Su Estructura Y Competencia," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 2.
• Xiaohong Chen & Demian Pouzo, 2012, "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Econometrica, Econometric Society, volume 80, issue 1, pages 277-321, January, DOI: ECTA7888.
• Keisuke Hirano & Jack R. Porter, 2012, "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, volume 80, issue 4, pages 1769-1790, July, DOI: ECTA8681.
• Che‐Lin Su & Kenneth L. Judd, 2012, "Constrained Optimization Approaches to Estimation of Structural Models," Econometrica, Econometric Society, volume 80, issue 5, pages 2213-2230, September, DOI: ECTA7925.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2012, "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, volume 80, issue 5, pages 2303-2319, September, DOI: ECTA8291.
• Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012, "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, volume 3, issue 2, pages 211-255, July, DOI: QE89.
• Yen-Hsien Lee & Fang Hao, 2012, "Oil and S&P 500 Markets: Evidence from the Nonlinear Model," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 272-280.
• Brima Ibrahim Baimba Kargbo & Adegbemi Festus O. Egwaikhide, 2012, "Tax Elasticity in Sierra Leone: A Time Series Approach," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 432-447.
• Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi, 2012, "Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 1, pages 1-9.
• Hamidreza Mostafaei & Leila Sakhabakhsh, 2012, "Using SARFIMA Model to Study and Predict the Iran s Oil Supply," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 1, pages 41-49.
• Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis, 2012, "Export intensity and the productivity gains of exporting," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1216, Nov.
• Feng, Zhen-Hua & Wei, Yi-Ming & Wang, Kai, 2012, "Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS," Applied Energy, Elsevier, volume 99, issue C, pages 97-108, DOI: 10.1016/j.apenergy.2012.01.070.
• Bravo, Francesco & Crudu, Federico, 2012, "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3444-3458, DOI: 10.1016/j.csda.2010.07.021.
• Kiviet, Jan F. & Phillips, Garry D.A., 2012, "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3705-3729, DOI: 10.1016/j.csda.2010.07.013.
• Packalen, Mikko & Wirjanto, Tony S., 2012, "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 1, pages 1-14, January.
• Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012, "Computing and estimating information matrices of weak ARMA models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 2, pages 345-361, DOI: 10.1016/j.csda.2011.07.006.
• Artiach, Miguel & Arteche, Josu, 2012, "Doubly fractional models for dynamic heteroscedastic cycles," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 6, pages 2139-2158, DOI: 10.1016/j.csda.2011.10.018.
• Carrillo, Julio A., 2012, "How well does sticky information explain the dynamics of inflation, output, and real wages?," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 830-850, DOI: 10.1016/j.jedc.2011.12.007.
• Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2012, "Are securitised real estate markets efficient?," Economic Modelling, Elsevier, volume 29, issue 3, pages 684-690, DOI: 10.1016/j.econmod.2012.01.015.
• Katrakilidis, Constantinos & Trachanas, Emmanouil, 2012, "What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration," Economic Modelling, Elsevier, volume 29, issue 4, pages 1064-1069, DOI: 10.1016/j.econmod.2012.03.029.
• Li, Chang-Shuai, 2012, "Common persistence in conditional variance: A reconsideration," Economic Modelling, Elsevier, volume 29, issue 5, pages 1809-1819, DOI: 10.1016/j.econmod.2012.05.011.
• Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy, 2012, "Family background variables as instruments for education in income regressions: A Bayesian analysis," Economics of Education Review, Elsevier, volume 31, issue 5, pages 515-523, DOI: 10.1016/j.econedurev.2012.03.001.
• Areal, Francisco J. & Tiffin, Richard & Balcombe, Kelvin G., 2012, "Provision of environmental output within a multi-output distance function approach," Ecological Economics, Elsevier, volume 78, issue C, pages 47-54, DOI: 10.1016/j.ecolecon.2012.03.011.
• Baldauf, Markus & Santos Silva, J.M.C., 2012, "On the use of robust regression in econometrics," Economics Letters, Elsevier, volume 114, issue 1, pages 124-127, DOI: 10.1016/j.econlet.2011.09.031.
• Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos, 2012, "On the origin of high persistence in GARCH-models," Economics Letters, Elsevier, volume 114, issue 1, pages 72-75, DOI: 10.1016/j.econlet.2011.09.012.
• Prokhorov, Artem, 2012, "Second order bias of quasi-MLE for covariance structure models," Economics Letters, Elsevier, volume 114, issue 2, pages 195-197, DOI: 10.1016/j.econlet.2011.10.009.
• Bibi, Abdelouahab & Lescheb, Ines, 2012, "On general periodic time-varying bilinear processes," Economics Letters, Elsevier, volume 114, issue 3, pages 353-357, DOI: 10.1016/j.econlet.2011.11.013.
• Chang, Dongfeng & Serletis, Apostolos, 2012, "Imposing local curvature in the QUAIDS," Economics Letters, Elsevier, volume 115, issue 1, pages 41-43, DOI: 10.1016/j.econlet.2011.11.033.
• Henningsen, Arne & Henningsen, Géraldine, 2012, "On estimation of the CES production function—Revisited," Economics Letters, Elsevier, volume 115, issue 1, pages 67-69, DOI: 10.1016/j.econlet.2011.12.007.
• Liu, Chun & Liu, Qing, 2012, "Marginal likelihood calculation for the Gelfand–Dey and Chib methods," Economics Letters, Elsevier, volume 115, issue 2, pages 200-203, DOI: 10.1016/j.econlet.2011.12.034.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012, "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, volume 115, issue 2, pages 314-317, DOI: 10.1016/j.econlet.2011.12.047.
• Shin, Dong Wan & Park, Sangun, 2012, "Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies," Economics Letters, Elsevier, volume 115, issue 3, pages 334-337, DOI: 10.1016/j.econlet.2011.12.113.
• Phillips, Keith R. & Nordlund, James, 2012, "The efficiency of the benchmark revisions to the current employment statistics (CES) data," Economics Letters, Elsevier, volume 115, issue 3, pages 431-434, DOI: 10.1016/j.econlet.2011.12.118.
• Lee, Jim, 2012, "Measuring business cycle comovements in Europe: Evidence from a dynamic factor model with time-varying parameters," Economics Letters, Elsevier, volume 115, issue 3, pages 438-440, DOI: 10.1016/j.econlet.2011.12.125.
• Kvedaras, Virmantas & Zemlys, Vaidotas, 2012, "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, volume 116, issue 2, pages 250-254, DOI: 10.1016/j.econlet.2012.03.009.
• Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke, 2012, "Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?," Economics Letters, Elsevier, volume 116, issue 3, pages 322-325, DOI: 10.1016/j.econlet.2012.03.026.
• Wada, Tatsuma, 2012, "On the correlations of trend–cycle errors," Economics Letters, Elsevier, volume 116, issue 3, pages 396-400, DOI: 10.1016/j.econlet.2012.04.028.
• Tanaka, Shinya & Kurozumi, Eiji, 2012, "Investigating finite sample properties of estimators for approximate factor models when N is small," Economics Letters, Elsevier, volume 116, issue 3, pages 465-468, DOI: 10.1016/j.econlet.2012.04.044.
• Liu, Xiaodong, 2012, "On the consistency of the LIML estimator of a spatial autoregressive model with many instruments," Economics Letters, Elsevier, volume 116, issue 3, pages 472-475, DOI: 10.1016/j.econlet.2012.04.045.
• Lin, Eric S. & Chou, Ta-Sheng, 2012, "A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models," Economics Letters, Elsevier, volume 116, issue 3, pages 494-497, DOI: 10.1016/j.econlet.2012.04.058.
• Goddard, John & Onali, Enrico, 2012, "Short and long memory in stock returns data," Economics Letters, Elsevier, volume 117, issue 1, pages 253-255, DOI: 10.1016/j.econlet.2012.05.016.
• Papadopoulos, Georgios & Santos Silva, J.M.C., 2012, "Identification issues in some double-index models for non-negative data," Economics Letters, Elsevier, volume 117, issue 1, pages 365-367, DOI: 10.1016/j.econlet.2012.06.001.
• Kutlu, Levent, 2012, "US banking efficiency, 1984–1995," Economics Letters, Elsevier, volume 117, issue 1, pages 53-56, DOI: 10.1016/j.econlet.2012.04.042.
• Tao, Ji & Yu, Jihai, 2012, "The spatial time lag in panel data models," Economics Letters, Elsevier, volume 117, issue 3, pages 544-547, DOI: 10.1016/j.econlet.2012.07.025.
• Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012, "A simple method to visualize results in nonlinear regression models," Economics Letters, Elsevier, volume 117, issue 3, pages 578-581, DOI: 10.1016/j.econlet.2012.07.040.
• Zhang, Guoxiong, 2012, "Bayesian estimation of exchange rate regime choice with spatial effect," Economics Letters, Elsevier, volume 117, issue 3, pages 604-607, DOI: 10.1016/j.econlet.2012.07.030.
• Noh, Jungsik & Lee, Seung Y. & Lee, Sangyeol, 2012, "Quantile regression estimation for discretely observed SDE models with compound Poisson jumps," Economics Letters, Elsevier, volume 117, issue 3, pages 734-738, DOI: 10.1016/j.econlet.2011.12.067.
• Zhang, Zhengyu & He, Xiaobo, 2012, "Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor," Economics Letters, Elsevier, volume 117, issue 3, pages 753-757, DOI: 10.1016/j.econlet.2012.08.023.
• Burda, Martin & Harding, Matthew & Hausman, Jerry, 2012, "A Poisson mixture model of discrete choice," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 184-203, DOI: 10.1016/j.jeconom.2011.09.001.
• Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2012, "The validity of instruments revisited," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 255-266, DOI: 10.1016/j.jeconom.2011.09.038.
• Schennach, Susanne & White, Halbert & Chalak, Karim, 2012, "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 282-302, DOI: 10.1016/j.jeconom.2011.09.041.
• Srisuma, Sorawoot & Linton, Oliver, 2012, "Semiparametric estimation of Markov decision processes with continuous state space," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 320-341, DOI: 10.1016/j.jeconom.2011.10.003.
• Simar, Léopold & Vanhems, Anne, 2012, "Probabilistic characterization of directional distances and their robust versions," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 342-354, DOI: 10.1016/j.jeconom.2011.10.002.
• Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2012, "Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 16-37, DOI: 10.1016/j.jeconom.2011.05.014.
• Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012, "Robust subsampling," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 197-210, DOI: 10.1016/j.jeconom.2011.11.005.
• Jenish, Nazgul, 2012, "Nonparametric spatial regression under near-epoch dependence," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 224-239, DOI: 10.1016/j.jeconom.2011.11.008.
• Li, Dong & Ling, Shiqing, 2012, "On the least squares estimation of multiple-regime threshold autoregressive models," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 240-253, DOI: 10.1016/j.jeconom.2011.11.006.
• Westerlund, Joakim & Larsson, Rolf, 2012, "Testing for a unit root in a random coefficient panel data model," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 254-273, DOI: 10.1016/j.jeconom.2011.11.009.
• Yu, Ping, 2012, "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 274-294, DOI: 10.1016/j.jeconom.2011.12.002.
• Gagliardini, Patrick & Scaillet, Olivier, 2012, "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 61-75, DOI: 10.1016/j.jeconom.2011.08.006.
• Kristensen, Dennis & Shin, Yongseok, 2012, "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 76-94, DOI: 10.1016/j.jeconom.2011.09.042.
• Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012, "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 370-382, DOI: 10.1016/j.jeconom.2011.09.022.
• Park, Joon Y. & Qian, Junhui, 2012, "Functional regression of continuous state distributions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 397-412, DOI: 10.1016/j.jeconom.2011.09.024.
• Kim, Chang Sik & Kim, In-Moo, 2012, "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 448-457, DOI: 10.1016/j.jeconom.2011.09.027.
• Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012, "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 458-472, DOI: 10.1016/j.jeconom.2011.09.028.
• Qian, Junhui & Wang, Le, 2012, "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 483-493, DOI: 10.1016/j.jeconom.2011.09.030.
• Robinson, Peter M. & Thawornkaiwong, Supachoke, 2012, "Statistical inference on regression with spatial dependence," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 521-542, DOI: 10.1016/j.jeconom.2011.09.033.
• Su, Liangjun, 2012, "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 543-560, DOI: 10.1016/j.jeconom.2011.09.034.
• Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G., 2012, "Bayesian estimation approaches to first-price auctions," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 47-59, DOI: 10.1016/j.jeconom.2011.09.005.
• Horowitz, Joel L. & Lee, Sokbae, 2012, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 175-188, DOI: 10.1016/j.jeconom.2011.12.001.
• Onatski, Alexei, 2012, "Asymptotics of the principal components estimator of large factor models with weakly influential factors," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 244-258, DOI: 10.1016/j.jeconom.2012.01.034.
• Hamilton, James D. & Wu, Jing Cynthia, 2012, "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 315-331, DOI: 10.1016/j.jeconom.2012.01.035.
• Čížek, Pavel, 2012, "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 347-366, DOI: 10.1016/j.jeconom.2012.02.002.
• Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise, 2012, "Quantile treatment effects in the regression discontinuity design," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 382-395, DOI: 10.1016/j.jeconom.2012.02.004.
• Su, Liangjun & Jin, Sainan, 2012, "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 34-47, DOI: 10.1016/j.jeconom.2012.01.006.
• Robinson, Peter M., 2012, "Nonparametric trending regression with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 4-14, DOI: 10.1016/j.jeconom.2012.01.005.
• Bartolucci, Francesco & Nigro, Valentina, 2012, "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 102-116, DOI: 10.1016/j.jeconom.2012.03.004.
• Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2012, "A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 164-177, DOI: 10.1016/j.jeconom.2012.04.004.
• Koo, Bonsoo & Linton, Oliver, 2012, "Estimation of semiparametric locally stationary diffusion models," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 210-233, DOI: 10.1016/j.jeconom.2012.05.003.
• Tsionas, Efthymios G., 2012, "Maximum likelihood estimation of stochastic frontier models by the Fourier transform," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 234-248, DOI: 10.1016/j.jeconom.2012.04.001.
• Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012, "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 76-91, DOI: 10.1016/j.jeconom.2012.02.007.
• Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012, "Regression towards the mode," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 92-101, DOI: 10.1016/j.jeconom.2012.03.002.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012, "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 281-302, DOI: 10.1016/j.jeconom.2012.05.006.
• Peñaranda, Francisco & Sentana, Enrique, 2012, "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 303-324, DOI: 10.1016/j.jeconom.2012.05.007.
• Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012, "GEL statistics under weak identification," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 331-349, DOI: 10.1016/j.jeconom.2012.05.009.
• Antoine, Bertille & Renault, Eric, 2012, "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 350-367, DOI: 10.1016/j.jeconom.2012.05.010.
• Caner, Mehmet & Yıldız, Neşe, 2012, "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 422-441, DOI: 10.1016/j.jeconom.2012.05.014.
• Gospodinov, Nikolay & Otsu, Taisuke, 2012, "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 476-490, DOI: 10.1016/j.jeconom.2012.05.017.
• Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2012, "Nonparametric estimation and inference about the overlap of two distributions," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 1-23, DOI: 10.1016/j.jeconom.2012.05.001.
• Chen, Jia & Gao, Jiti & Li, Degui, 2012, "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 71-85, DOI: 10.1016/j.jeconom.2012.07.001.
• Simar, Léopold & Vanhems, Anne & Wilson, Paul W., 2012, "Statistical inference for DEA estimators of directional distances," European Journal of Operational Research, Elsevier, volume 220, issue 3, pages 853-864, DOI: 10.1016/j.ejor.2012.02.030.
• Leung, Pui-Lam & Ng, Hon-Yip & Wong, Wing-Keung, 2012, "An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment," European Journal of Operational Research, Elsevier, volume 222, issue 1, pages 85-95, DOI: 10.1016/j.ejor.2012.04.003.
• Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter, 2012, "Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 147-161, DOI: 10.1016/j.jempfin.2011.09.003.
• Candelon, B. & Hurlin, C. & Tokpavi, S., 2012, "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 511-527, DOI: 10.1016/j.jempfin.2012.04.010.
• Gospodinov, Nikolay & Hirukawa, Masayuki, 2012, "Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 595-609, DOI: 10.1016/j.jempfin.2012.04.001.
• McCulloch, James, 2012, "Fractal market time," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 686-701, DOI: 10.1016/j.jempfin.2012.08.001.
• Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2012, "A new country risk index for emerging markets: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 741-761, DOI: 10.1016/j.jempfin.2012.08.003.
• Wang, H. & Zhou, P. & Zhou, D.Q., 2012, "An empirical study of direct rebound effect for passenger transport in urban China," Energy Economics, Elsevier, volume 34, issue 2, pages 452-460, DOI: 10.1016/j.eneco.2011.09.010.
• Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral, 2012, "Estimation of elasticity price of electricity with incomplete information," Energy Economics, Elsevier, volume 34, issue 3, pages 627-633, DOI: 10.1016/j.eneco.2011.03.008.
• Bildirici, Melike E. & Kayıkçı, Fazıl, 2012, "Economic growth and electricity consumption in former Soviet Republics," Energy Economics, Elsevier, volume 34, issue 3, pages 747-753, DOI: 10.1016/j.eneco.2012.02.010.
• Wang, Zhaohua & Yang, Zhongmin & Zhang, Yixiang & Yin, Jianhua, 2012, "Energy technology patents–CO2 emissions nexus: An empirical analysis from China," Energy Policy, Elsevier, volume 42, issue C, pages 248-260, DOI: 10.1016/j.enpol.2011.11.082.
• Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012, "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, volume 9, issue 3, pages 121-134, DOI: 10.1016/j.frl.2012.06.001.
• Huang, Xin & Zhou, Hao & Zhu, Haibin, 2012, "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Journal of Financial Stability, Elsevier, volume 8, issue 3, pages 193-205, DOI: 10.1016/j.jfs.2011.10.004.
• Yoder, Jonathan & Gebert, Krista, 2012, "An econometric model for ex ante prediction of wildfire suppression costs," Journal of Forest Economics, Elsevier, volume 18, issue 1, pages 76-89, DOI: 10.1016/j.jfe.2011.10.003.
• Kristensen, Troels & Olsen, Kim Rose & Kilsmark, Jannie & Lauridsen, Jørgen T. & Pedersen, Kjeld Møller, 2012, "Economies of scale and scope in the Danish hospital sector prior to radical restructuring plans," Health Policy, Elsevier, volume 106, issue 2, pages 120-126, DOI: 10.1016/j.healthpol.2012.04.001.
• Carare, Octavian & Zentner, Alejandro, 2012, "Program substitutability in network television: Evidence from Argentina," Information Economics and Policy, Elsevier, volume 24, issue 2, pages 145-160, DOI: 10.1016/j.infoecopol.2012.02.004.
• Bax, Eric & Kuratti, Anand & Mcafee, Preston & Romero, Julian, 2012, "Comparing predicted prices in auctions for online advertising," International Journal of Industrial Organization, Elsevier, volume 30, issue 1, pages 80-88, DOI: 10.1016/j.ijindorg.2011.06.001.
• Ahčan, Aleš, 2012, "Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 131-138, DOI: 10.1016/j.insmatheco.2011.10.005.
• Pešta, Michal & Hudecová, Šárka, 2012, "Asymptotic consistency and inconsistency of the chain ladder," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 2, pages 472-479, DOI: 10.1016/j.insmatheco.2012.07.004.
• Del Brio, Esther B. & Perote, Javier, 2012, "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 531-537, DOI: 10.1016/j.insmatheco.2012.07.005.
• Lee, David & Li, Wai Keung & Wong, Tony Siu Tung, 2012, "Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 538-550, DOI: 10.1016/j.insmatheco.2012.07.008.
• Kaeck, Andreas & Alexander, Carol, 2012, "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3110-3121, DOI: 10.1016/j.jbankfin.2012.07.012.
• Chavez-Demoulin, V. & McGill, J.A., 2012, "High-frequency financial data modeling using Hawkes processes," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3415-3426, DOI: 10.1016/j.jbankfin.2012.08.011.
• Xing, Haipeng & Sun, Ning & Chen, Ying, 2012, "Credit rating dynamics in the presence of unknown structural breaks," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 78-89, DOI: 10.1016/j.jbankfin.2011.06.005.
• Yan, Yuxing & Zhang, Shaojun, 2012, "An improved estimation method and empirical properties of the probability of informed trading," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 454-467, DOI: 10.1016/j.jbankfin.2011.08.003.
• Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012, "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1354-1361, DOI: 10.1016/j.jbankfin.2011.11.023.
• Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N., 2012, "Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2522-2531, DOI: 10.1016/j.jbankfin.2012.05.005.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012, "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 446-460, DOI: 10.1016/j.jebo.2012.02.014.
• Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2012, "On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)," Journal of Economics and Business, Elsevier, volume 64, issue 6, pages 427-438, DOI: 10.1016/j.jeconbus.2012.08.003.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012, "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 114-131, DOI: 10.1016/j.jfineco.2012.05.005.
• Ang, Andrew & Kristensen, Dennis, 2012, "Testing conditional factor models," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 132-156, DOI: 10.1016/j.jfineco.2012.04.008.
• Galdo, Jose & Chong, Alberto, 2012, "Does the quality of public-sponsored training programs matter? Evidence from bidding processes data," Labour Economics, Elsevier, volume 19, issue 6, pages 970-986, DOI: 10.1016/j.labeco.2012.08.001.
• Charfeddine, Lanouar & Guégan, Dominique, 2012, "Breaks or long memory behavior: An empirical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 22, pages 5712-5726, DOI: 10.1016/j.physa.2012.06.036.
• Février, Philippe & Linnemer, Laurent & Visser, Michael, 2012, "Testing for asymmetric information in the viager market," Journal of Public Economics, Elsevier, volume 96, issue 1, pages 104-123, DOI: 10.1016/j.jpubeco.2011.08.010.
• Le Gallo, Julie & Fingleton, Bernard, 2012, "Measurement errors in a spatial context," Regional Science and Urban Economics, Elsevier, volume 42, issue 1-2, pages 114-125, DOI: 10.1016/j.regsciurbeco.2011.08.004.
• Hamouda, Yasmina Abdellatif, 2012, "Wind energy in Egypt: Economic feasibility for Cairo," Renewable and Sustainable Energy Reviews, Elsevier, volume 16, issue 5, pages 3312-3319, DOI: 10.1016/j.rser.2012.02.058.
• Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few, 2012, "Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 115-129, DOI: 10.1016/j.iref.2011.05.001.
• Al Janabi, Mazin A.M., 2012, "Optimal commodity asset allocation with a coherent market risk modeling," Review of Financial Economics, Elsevier, volume 21, issue 3, pages 131-140, DOI: 10.1016/j.rfe.2012.06.007.
• Henderson, Daniel J. & Parmeter, Christopher F., 2012, "Normal reference bandwidths for the general order, multivariate kernel density derivative estimator," Statistics & Probability Letters, Elsevier, volume 82, issue 12, pages 2198-2205, DOI: 10.1016/j.spl.2012.07.020.
• Cai, Zongwu & Fang, Ying & Su, Jia, 2012, "Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information," Statistics & Probability Letters, Elsevier, volume 82, issue 1, pages 180-185, DOI: 10.1016/j.spl.2011.09.020.
• Ana Paula Martins, 2012, "Segmented Life-cycle Labor Markets," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 1, pages 39-74.
• George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong, 2012, "Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 3, pages 100-129.
• Weshah Razzak & Elmostafa Bentour, 2012, "Do Developing Countries Benefit from Foreign Direct Investments?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2012_07, Apr.
• Yin Liao, 2012, "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-26, Jun.
• Mehmet KARACUKA & A.Nazif CATIK, 2012, "Diffusion of Telecommunication Services in Turkey," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 12, issue 4, pages 497-510.
• Dorothée Boccanfuso & Patrick Richard & Luc Savard, 2012, "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," EcoMod2012, EcoMod, number 4631, Jul.
• Noriega, Antonio E. & Rodríguez, Cid Alonso, 2012, "Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 314, pages 333-378, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Melo, Luis Fernando & Granados, Joan Camilo, 2012, "Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 316, pages 839-864, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Enrique Martínez-García & Diego Vilán & Mark A. Wynne, 2012, "Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples," Advances in Econometrics, Emerald Group Publishing Limited, "DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments", DOI: 10.1108/S0731-9053(2012)0000028007.