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

• 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.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2013, "Sequential estimation of shape parameters in multivariate dynamic models," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 233-249, DOI: 10.1016/j.jeconom.2013.04.010.
• Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher, 2013, "Two-pass estimation of risk premiums with multicollinear and near-invariant betas," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2012.10.004.
• Becker, Christoph & Schmidt, Wolfgang M., 2013, "Stressing correlations and volatilities — A consistent modeling approach," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 174-194, DOI: 10.1016/j.jempfin.2012.12.009.
• Kim, Hwagyun & Park, Hail, 2013, "Term structure dynamics with macro-factors using high frequency data," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 78-93, DOI: 10.1016/j.jempfin.2013.03.003.
• Byun, Suk Joon & Kim, Jun Sik, 2013, "The information content of risk-neutral skewness for volatility forecasting," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 142-161, DOI: 10.1016/j.jempfin.2013.05.006.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance risk premiums in foreign exchange markets," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2013.04.006.
• Jackson, David, 2013, "Estimating PIN for firms with high levels of trading," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 116-120, DOI: 10.1016/j.jempfin.2013.10.001.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
• Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013, "Valuation of collateralized debt obligations with hierarchical Archimedean copulae," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 42-62, DOI: 10.1016/j.jempfin.2013.08.001.
• Awartani, Basel & Maghyereh, Aktham Issa, 2013, "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, volume 36, issue C, pages 28-42, DOI: 10.1016/j.eneco.2012.11.024.
• Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013, "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, volume 36, issue C, pages 526-535, DOI: 10.1016/j.eneco.2012.10.010.
• Galarraga, Ibon & Abadie, Luis M. & Ansuategi, Alberto, 2013, "Efficiency, effectiveness and implementation feasibility of energy efficiency rebates: The “Renove” plan in Spain," Energy Economics, Elsevier, volume 40, issue S1, pages 98-107, DOI: 10.1016/j.eneco.2013.09.012.
• Carmichael, Benoıˆt & Coën, Alain, 2013, "Asset pricing with skewed-normal return," Finance Research Letters, Elsevier, volume 10, issue 2, pages 50-57, DOI: 10.1016/j.frl.2013.01.001.
• Schechtman, Ricardo, 2013, "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 460-474, DOI: 10.1016/j.jfs.2013.07.001.
• Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013, "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 286-299, DOI: 10.1016/j.insmatheco.2013.01.003.
• Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael, 2013, "Lifetime dependence modelling using a truncated multivariate gamma distribution," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 542-549, DOI: 10.1016/j.insmatheco.2013.03.011.
• Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013, "Mortality surface by means of continuous time cohort models," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 122-133, DOI: 10.1016/j.insmatheco.2013.04.005.
• Blackburn, Craig & Sherris, Michael, 2013, "Consistent dynamic affine mortality models for longevity risk applications," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 64-73, DOI: 10.1016/j.insmatheco.2013.04.007.
• Hudecová, Šárka & Pešta, Michal, 2013, "Modeling dependencies in claims reserving with GEE," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 786-794, DOI: 10.1016/j.insmatheco.2013.09.018.
• Calmès, Christian & Théoret, Raymond, 2013, "Market-oriented banking, financial stability and macro-prudential indicators of leverage," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 13-34, DOI: 10.1016/j.intfin.2013.07.004.

2012

• Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012, "Alternative Asymptotics and the Partially Linear Model with Many Regressors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-02, Jan.
• Anders Bredahl Kock, 2012, "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-05, Feb.
• Mark Podolskij & Katrin Wasmuth, 2012, "Goodness-of-fit testing for fractional diffusions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-12, Apr.
• Anders Bredahl Kock & Laurent A.F. Callot, 2012, "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-16, 04.
• Lei Pan & Olaf Posch & Michel van der Wel, 2012, "Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-26, May.
• Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel, 2012, "Limit theorems for non-degenerate U-statistics of continuous semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-40, Oct.
• Tim Bollerslev & Lai Xu & Hao Zhou, 2012, "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-51, Nov.
• José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij, 2012, "Asymptotic theory for Brownian semi-stationary processes with application to turbulence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-52, Nov.
• Jean Jacod & Mark Podolskij, 2012, "A test for the rank of the volatility process: the random perturbation approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-57, Dec.
• Saeed Dehghan Khavari & Seyed Hossein Mirjalili, 2012, "Estimation and Analysis of Output Gap: An Application of Structural Vector Autoregression and Hodrick-Prescott-Fmethods," American Journal of Economics and Business Administration, Science Publications, volume 4, issue 3, pages 180-189, August, DOI: 10.3844/ajebasp.2012.180.189.
• Hyeongwoo Kim, 2012, "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-04, Jul.
• Jan De Loecker & Frederic Warzynski, 2012, "Markups and Firm-Level Export Status," American Economic Review, American Economic Association, volume 102, issue 6, pages 2437-2471, October.
• Sarah Bernhard & Thomas Kruppe, 2012, "Effectiveness of Further Vocational Training in Germany – Empirical Findings for Persons Receiving Means-tested Unemployment Benefits," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 132, issue 4, pages 501-526, DOI: 10.3790/schm.132.4.501.
• Henry-Osorio, Miguel & Mittelhammer, Ronald C., 2012, "An Information-Theoretic Approach to Modeling Binary Choices: Estimating Willingness to Pay for Recreation Site Attributes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 123432, DOI: 10.22004/ag.econ.123432.
• Olusegun, Ajetomobi Joshua, 2012, "Productivity Growth of ECOWAS Common Crops: A Tale of Two Competing Frontier Methods of Analysis," 2012 Eighth AFMA Congress, November 25-29, 2012, Nairobi, Kenya, African Farm Management Association (AFMA), number 159404, Nov, DOI: 10.22004/ag.econ.159404.
• Siddig, Khalid H.A. & Grethe, Harald, 2012, "International Price Transmission In Cge Models: How To Reconcile Econometric Evidence And Endogenous Model Response?," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012, German Association of Agricultural Economists (GEWISOLA), number 137388, DOI: 10.22004/ag.econ.137388.
• Dontsop Nguezet, Paul Martin & Diagne, Aliou & Okoruwa, Victor O. & Ojehomon, Vivian E.T., 2012, "Estimation of Actual and Potential Adoption Rates and Determinants of NERICA Rice Varieties in Nigeria," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126069, DOI: 10.22004/ag.econ.126069.
• Simtowe, Franklin & Kassie, Menale & Asfaw, Solomon & Shiferaw, Bekele A. & Monyo, Emmanuel & Siambi, Moses, 2012, "Welfare Effects of Agricultural Technology adoption: the case of improved groundnut varieties in rural Malawi," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126761, DOI: 10.22004/ag.econ.126761.
• Siddig, Khalid & Grethe, Harald, 2012, "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332281.
• Sul, Sooyoung & Tcha, MoonJoong, 2012, "Analysis of Leisure Expenditure and Policy Implications: Using Korean Urban Households Data," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 8, issue 01, pages 1-17, March, DOI: 10.22004/ag.econ.143462.
• Zimmermann, Andrea & Heckelei, Thomas, , "Differences of farm structural change across European regions," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 162879, DOI: 10.22004/ag.econ.162879.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012, "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1203, Jan.
• Tae-Hwan Kim, & Christophe Muller, 2012, "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1221, Jul.
• Silviu-Valentin Carstina & Cristina Beletu, 2012, "Implications Damping System Used In Romania On Self-Financing Capacity," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 106-117.
• Simar, Leopold & Vanhems, Anne, 2012, "Probabilistic characterization of directionaldistances and their robustversions," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012003, Jan.
• Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012, "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012035, Jan.
• Serife Ozsahin & Dogan Uysal, 2012, "Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 13-20, March.
• Nebiye Yamak & Banu Tanriover, 2012, "Asymmetric Business Cycle : Theory And Application," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 2, pages 17-24, June.
• Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira, 2012, "Taxa de Câmbio e Preços de Commodities: Uma Investigação sobre a Hipótese da Doença Holandesa no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 1, pages 93-130.
• Filip Zikes & Jozef Barunik & Nikhil Shenai, 2012, "Modeling and Forecasting Persistent Financial Durations," Papers, arXiv.org, number 1208.3087, Aug, revised Apr 2013.
• Daniel Alai & Zinoviy Landsman & Michael Sherris, 2012, "Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201211, May.
• Michael Creel & Sonik Mandal & Mohammad Zubair, 2012, "Econometrics on GPUs," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 921.12, Nov.
• Ekaterini Panopoulou & Sarantis Kalyvitis, 2012, "Estimating C-CAPM and the Equity Premium over the Frequency Domain," DEOS Working Papers, Athens University of Economics and Business, number 1216, Jun.
• Sofia Anyfantaki & Antonis Demos, 2012, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," DEOS Working Papers, Athens University of Economics and Business, number 1228, Jul.
• Stelios Arvanitis & Antonis Demos, 2012, "Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations," DEOS Working Papers, Athens University of Economics and Business, number 1229, Jun, revised 24 Aug 2012.
• Antonis Demos & Stelios Arvanitis, 2012, "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)," DEOS Working Papers, Athens University of Economics and Business, number 1230, Nov.
• Rhema Vaithianathan & Nan Jiang & Toni Ashton, 2012, "A Model for Predicting Readmission Risk in New Zealand," Working Papers, Auckland University of Technology, Department of Economics, number 2012-02, Feb.
• Blair Alexander & Robert Breunig, 2012, "A Monte Carlo Study of Bias Corrections for Panel Probit Models," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 662, Mar.
• Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012, "Averaging of moment condition estimators," CeMMAP working papers, Institute for Fiscal Studies, number 26/12, Sep, DOI: 10.1920/wp.cem.2012.2612.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012, "Intersection bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 33/12, Oct, DOI: 10.1920/wp.cem.2012.3312.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Institute for Fiscal Studies, number 37/12, Nov, DOI: 10.1920/wp.cem.2012.3712.
• Eric Gautier & Stefan Hoderlein, 2012, "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers, Institute for Fiscal Studies, number 39/12, Dec, DOI: 10.1920/wp.cem.2012.3912.
• Stefan Hoderlein & Robert Sherman, 2012, "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers, Institute for Fiscal Studies, number 42/12, Dec, DOI: 10.1920/wp.cem.2012.4212.
• Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012, "Inference for best linear approximations to set identified functions," CeMMAP working papers, Institute for Fiscal Studies, number 43/12, Dec, DOI: 10.1920/wp.cem.2012.4312.
• Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012, "Globalisation and Technological Convergence in the EU," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 0041, Mar, revised Mar 2012.
• Tai-Liang Chen, 2012, "Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 38-50, February.
• John Knight & Stephen Satchell & Jessica Zhang, 2012, "Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1213, Aug.
• Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012, "Which model to match?," Working Papers, Banco de España, number 1229, Aug.
• Domić Alan, 2012, "An application of New Keynesian models to inflation in Croatia," Business Systems Research, Sciendo, volume 3, issue 2, pages 6-13, September, DOI: 10.2478/v10305-012-0008-y.
• Francisco José Areal & Kelvin Balcombe & Richard Tiffin, 2012, "Integrating spatial dependence into Stochastic Frontier Analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 56, issue 4, pages 521-541, October, DOI: j.1467-8489.2012.00597.x.
• Ilke Van Beveren, 2012, "Total Factor Productivity Estimation: A Practical Review," Journal of Economic Surveys, Wiley Blackwell, volume 26, issue 1, pages 98-128, February, DOI: j.1467-6419.2010.00631.x.
• Jacques Jaussaud & Serge Rey, 2012, "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, volume 17, issue 1, pages 1-28, February, DOI: j.1468-0106.2011.00569.x.
• Kathryn Graddy & Jonathan Hamilton & Rachel Pownall, 2012, "Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue 1, pages 131-166, March, DOI: j.1540-6229.2011.00307.x.
• 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, Centre for Economic Policy Research, 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.