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

• Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter, 2012, "A simple method to visualize results in nonlinear regression models," Working Papers, University of Miami, Department of Economics, number 2012-4, Apr.
• Gholamreza Hajargasht and William E. Griffiths, 2012, "Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance," Department of Economics - Working Papers Series, The University of Melbourne, number 1149.
• Duangkamon Chotikapanich, William Griffiths, Wasana Karunarathne, D.S. Prasada Rao, 2012, "Calculating Poverty Measures from the Generalized Beta Income Distribution," Department of Economics - Working Papers Series, The University of Melbourne, number 1154.
• Christoph Engel, 2012, "Low Self-Control As a Source of Crime. A Meta-Study," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2012_04, Feb.
• Jieyao Ding, 2012, "A Portfolio of Dilemmas: Experimental Evidence on Choice Bracketing in a Mini-Trust Game," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2012_06, Mar.
• Ibrahim Ahamada & Djamel Kirat, 2012, "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12047, May.
• Degui Li & Dag Tjøstheim & Jiti Gao, 2012, "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/12, Jul.
• Chaohua Dong & Jiti Gao, 2012, "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/12, Jan.
• Jiti Gao, 2012, "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/12, Mar.
• Chaohua Dong & Jiti Gao, 2012, "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/12, Mar.
• Arnaud Dupuy & Alfred Galichon, 2012, "Canonical Correlation and Assortative Matching: a remark," Working Papers, Maastricht School of Management, number 2012/40, Oct.
• KHIM Samitt, 2012, "The Empirical Investigation on The Relationship of Foreign Trade, Institutions and Economic Performance of The ASEAN Nations," Business and Economic Research, Macrothink Institute, volume 2, issue 2, pages 119-135, December.
• Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using a Large Number of Predictors," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 143-150.
• Tamrat W. Gashaw & Michael J. Ryan, 2012, "Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model," Journal of Economic Insight, Missouri Valley Economic Association, volume 38, issue 2, pages 79-107.
• Jan F. KIVIET & Garry D.A. PHILLIPS, 2012, "Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1206, Jun.
• Jan F. KIVIET, 2012, "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1207, Jul.
• James D. Hamilton & Jing Cynthia Wu, 2012, "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17772, Jan.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," NBER Working Papers, National Bureau of Economic Research, Inc, number 17890, Mar.
• Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2012, "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 18449, Oct.
• David Card & David Lee & Zhuan Pei & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 18564, Nov.
• Lessmann, Ortrud, 2012, "Applying the Capability Approach Empirically: An Overview with Special Attention to Labor," management revue - Socio-Economic Studies, Nomos Verlagsgesellschaft mbH & Co. KG, volume 23, issue 2, pages 98-118.
• Lucian-Liviu Albu, 2012, "A Model To Estimate The Effect Of Global Crisis On The Convergence Process In Eu," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 1, issue 1, pages 11-27, January.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W02, Feb.
• Mattoscio Nicola & Bucciarelli Edgardo & Odoardi Iacopo & Persico Tony Ernesto, 2012, "AN EXAMINATION OF OKUN'(tm)S LAW: EVIDENCE FROM EUROPEAN TARGET COUNTRIES," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 237-243, December.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
• Fulvio Corsi & Francesco Audrino, 2012, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 591-616, September.
• Seung C. Ahn & Christopher Gadarowski & M. Fabricio Perez, 2012, "Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 669-701, September.
• Burcã Ana-Maria & Bãtrînca Ghiorghe, 2012, "Pricing General Insurance in a Competitive Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1008-1011, Decembre.
• Aivaz Kamer Ainur, 2012, "The Econometric Modelling of the Number of the Unemployed in the SE Region of Romania According to the Number of Higher Education Graduates and the Investment Level," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 317-320, Decembre.
• Aivaz Kamer Ainur & Albu Lucian-Liviu, 2012, "A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 321-325, Decembre.
• Moraru Andreea-Daniela & Moise-Titei Adina, 2012, "Consumption and its Determinants - A Model of the Households’ Individual Final Consumption in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 459-462, Decembre.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2012, "Are University Admissions Academically Fair?," Economics Series Working Papers, University of Oxford, Department of Economics, number 608, Jun.
• Salmerón Gómez, Román & Gómez Haro, Samuel, 2012, "Relación entre los factores institucionales y el emprendimiento: análisis mediante técnicas cuantitativas || Relationship between Institutional Factors and Entrepreneurship: A Quantitative Analysis," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 13, issue 1, pages 54-72, June.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012, "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 021, Nov.
• Xu Cheng & Zhipeng Liao, 2012, "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-045, Nov.
• Javed Iqbal & M. Nadim Hanif, 2012, "Estimating Standard Error of Inflation Rate in Pakistan; A Stochastic Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 3, pages 257-272.
• Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed, 2012, "Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 277-287.
• Duarte Guimarães & Ana Paula Ribeiro & Sandra Tavares Silva, 2012, "Macroeconomic Fundamentals of Poverty and Deprivation: an empirical study for developed countries," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 460, May.
• Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012, "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba, number 5.
• Iqbal, Javed, 2012, "Comparing performance of statistical models for individual’s ability index and ranking," MPRA Paper, University Library of Munich, Germany, number 35893, Jan, revised 01 Jan 2012.
• Medel, Carlos A., 2012, "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper, University Library of Munich, Germany, number 35949, Jan.
• Medel, Carlos A., 2012, "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
  [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper, University Library of Munich, Germany, number 35950, Jan.
• Halkos, George & Kevork, Ilias, 2012, "Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand," MPRA Paper, University Library of Munich, Germany, number 36205, Jan.
• Okpara, Godwin Chigozie, 2012, "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper, University Library of Munich, Germany, number 36319, Jan, revised 27 Jan 2012.
• Halkos, George & Kevork, Ilias, 2012, "Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand," MPRA Paper, University Library of Munich, Germany, number 36460, Feb.
• Matyas, Laszlo & Hornok, Cecilia & Pus, Daria, 2012, "The formulation and estimation of random effects panel data models of trade," MPRA Paper, University Library of Munich, Germany, number 36789, Feb.
• Chen, Liang, 2012, "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper, University Library of Munich, Germany, number 37514, Mar.
• Omay, Tolga & Hasanov, Mubariz & Ucar, Nuri, 2012, "Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests," MPRA Paper, University Library of Munich, Germany, number 37653, Mar.
• Chalabi, Yohan / Y. & Scott, David J & Wuertz, Diethelm, 2012, "An asymmetry-steepness parameterization of the generalized lambda distribution," MPRA Paper, University Library of Munich, Germany, number 37814.
• Bekker, Paul A. & Crudu, Federico, 2012, "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper, University Library of Munich, Germany, number 37853, Apr.
• Fe, Eduardo, 2012, "Efficient estimation in regression discontinuity designs via asymmetric kernels," MPRA Paper, University Library of Munich, Germany, number 38164, Feb.
• Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.
• Parrini, Alessandro, 2012, "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper, University Library of Munich, Germany, number 38544, Apr.
• Balli, Hatice Ozer & Sorensen, Bent E., 2012, "Interaction effects in econometrics," MPRA Paper, University Library of Munich, Germany, number 38608, Apr.
• Fan, Jianqing & Liao, Yuan, 2012, "Endogeneity in ultrahigh dimension," MPRA Paper, University Library of Munich, Germany, number 38698.
• Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash, 2012, "Determinants of the exit decision of foreign banks in India," MPRA Paper, University Library of Munich, Germany, number 38722, May.
• Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia, 2012, "Item selection by an extended Latent Class model: An application to nursing homes evaluation," MPRA Paper, University Library of Munich, Germany, number 38757, Apr.
• Kuzmin, Evgeny Anatol'evich, 2012, "Analytical content of properties of uncertainty and certainty of organizational-economic systems: derivatives indicators," MPRA Paper, University Library of Munich, Germany, number 39584, Jun.
• Tommaso, Proietti & Alessandra, Luati, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper, University Library of Munich, Germany, number 39600, Apr.
• Halkos, George & Kevork, Ilias, 2012, "Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand," MPRA Paper, University Library of Munich, Germany, number 39650, Jun.
• Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012, "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper, University Library of Munich, Germany, number 39736, Jun.
• Dinda, Soumyananda, 2012, "Factors Determining FDI in Nigeria: Role of Emerging Economies," MPRA Paper, University Library of Munich, Germany, number 40192, Jul, revised 20 Jul 2012.
• Bontempi, Maria Elena & Mammi, Irene, 2012, "A strategy to reduce the count of moment conditions in panel data GMM," MPRA Paper, University Library of Munich, Germany, number 40720, Aug.
• Halkos, George & Kevork, Ilias, 2012, "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper, University Library of Munich, Germany, number 40724, Aug.
• Tsionas, Mike, 2012, "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 40966, May, revised 20 Aug 2012.
• Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu, 2012, "Survival prediction based on compound covariate under cox proportional hazard models," MPRA Paper, University Library of Munich, Germany, number 41149.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2012, "Nonlinear and Complex Dynamics in Economics," MPRA Paper, University Library of Munich, Germany, number 41245, Sep.
• Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012, "Garch models without positivity constraints: exponential or log garch?," MPRA Paper, University Library of Munich, Germany, number 41373, Sep.
• Madau, Fabio A., 2012, "Technical and scale efficiency in the Italian Citrus Farming: A comparison between Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis(DEA) Models," MPRA Paper, University Library of Munich, Germany, number 41403, Sep.
• Francq, Christian & Meintanis, Simos, 2012, "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper, University Library of Munich, Germany, number 41667, Oct.
• Francq, Christian & Zakoian, Jean-Michel, 2012, "Risk-parameter estimation in volatility models," MPRA Paper, University Library of Munich, Germany, number 41713, Oct.
• Hanif, Muhamad Nadim & Malik, Muhamad Jahanzeb & Iqbal, Javed, 2012, "Intrinsic Inflation Persistence in a Developing Country," MPRA Paper, University Library of Munich, Germany, number 43152, Jun.
• Chalabi, Yohan & Wuertz, Diethelm, 2012, "Portfolio optimization based on divergence measures," MPRA Paper, University Library of Munich, Germany, number 43332, Nov.
• Riordan, Brendan, 2012, "Estimation of the Contribution of the Biosector to Ireland’s Net Foreign Earnings: Methodology and Results," MPRA Paper, University Library of Munich, Germany, number 45674, Oct.
• Komijani, Akbar & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran," MPRA Paper, University Library of Munich, Germany, number 45975, Oct.
• Fu, Hui, 2012, "On a Class of Estimation and Test for Long Memory," MPRA Paper, University Library of Munich, Germany, number 47978, Dec.
• Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol," MPRA Paper, University Library of Munich, Germany, number 48788, Feb.
• Awomuse, Bernard O. & Alimi, Santos R., 2012, "The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria," MPRA Paper, University Library of Munich, Germany, number 49684, Aug.
• Delavari, Majid & Gandali Alikhani, Nadiya, 2012, "The Effect of Crude Oil Price on the Methanol price," MPRA Paper, University Library of Munich, Germany, number 49727, May.
• Alimi, Santos R. & Muse, Bernard O., 2012, "Export - led growth or growth – driven exports? Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 53468, Oct.
• Aryal, Gaurab & Gabrielli, Maria F., 2012, "Is Collusion Proof Auction Expensive? Estimates from Highway Procurements," MPRA Paper, University Library of Munich, Germany, number 57353, Feb, revised 19 Feb 2014.
• Ayoki, Milton, 2012, "Uganda’s Emerging Middle Class and its Potential Economic Opportunities," MPRA Paper, University Library of Munich, Germany, number 78843, Mar.
• Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012, "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers, University of Pretoria, Department of Economics, number 201232, Dec.
• Ivana Malá, 2012, "The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Income Distributions
  [Použití konečných směsí pro modelování příjmových rozdělení]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2012, issue 4, pages 26-39, DOI: 10.18267/j.aop.373.
• Jan Kalina, 2012, "On Multivariate Methods in Robust Econometrics," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 69-82, DOI: 10.18267/j.pep.411.
• Alfonso Miranda & Sophia Rabe-Hesketh & John W. McDonald, 2012, "Reducing bias due to missing values of the response variable by joint modeling with an auxiliary variable," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 12-05, Jun.
• Domingo Rodriguez Benavides & Ignacio Perrotini Hernandez & Francisco Venegas-Martinez, 2012, "La hipotesis de convergencia en America Latina: Un analisis de cointegracion en panel," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 9, issue 2, pages 99-122, Julio-Dic.
• Lessmann, Ortrud, 2012, "Applying the Capability Approach Empirically: An Overview with Special Attention to Labor," management revue. Socio-economic Studies, Rainer Hampp Verlag, volume 23, issue 2, pages 98-118.
• Mariano Kulish & Adrian Pagan, 2012, "Estimation and Solution of Models with Expectations and Structural Changes," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2012-08, Dec.
• Peter Aling & Dr. Shakill Hassan, 2012, "NoArbitrage OneFactor Models of the South African TermStructure of Interest Rates," Working Papers, South African Reserve Bank, number 4946, Feb.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper series, Rimini Centre for Economic Analysis, number 17_12, Jun.
• Kazuhiko Hayakawa & M. Hashem Pesaran, 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series, Rimini Centre for Economic Analysis, number 38_12, Jun.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring Human Development: A Stochastic Dominance Approach," Working Paper series, Rimini Centre for Economic Analysis, number 42_12, Jun.
• Boris Poutko & Natalya Fedorova, 2012, "Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 25, issue 1, pages 115-121.
• Filiz Ozkan, 2012, "A Comparison of the Monetary Model and Artificial Neural Networks in Exchange Rate Forecasting," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-27.
• Ozcan Ceylan, 2012, "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers, Galatasaray University Economic Research Center, number 12-4, Sep.
• José D. Liquitaya Briceño, 2012, "El consumo y el Efecto Trinquete en América Latina," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 7-25.
• Vaduva, Ion, 2012, "On Solving Some Types of Multiple Attribute Decision-Making Problems," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 41-61, March.
• Caraiani, Petre, 2012, "Is the Romanian Business Cycle Characterized by Chaos?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 142-151, September.
• Pelinescu, Elena, 2012, "Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-21, September.
• Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2012, "Reconsideration of Dimensions and Curve Fitting Practice in View of Georgescu-Roegen’s Epistemology in Economics," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 17-35, December.
• Pavelescu, Florin Marius, 2012, "Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 122502, Mar.
• Federico Belotti & Giuseppe Ilardi, 2012, "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper, Tor Vergata University, CEIS, number 231, Apr, revised 18 Apr 2012.
• Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper, Tor Vergata University, CEIS, number 255, Nov, revised 08 Nov 2012.
• Monica Montella, 2012, "La produzione domestica: il valore aggiunto generato dalle famiglie," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 155, Oct.
• Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012, "Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 53, Jul.
• Aviral Kumar Tiwari, 2012, "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 1, pages 67-79.
• Bertille Antoine & Eric Renault, 2012, "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-03, Mar.
• Bertille Antoine & Eric Renault, 2012, "Efficient Inference with Poor Instruments: a General Framework," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-04, Mar.
• Bertille Antoine & Eric Renault, 2012, "Testing Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-17, Sep, revised Jan 2017.
• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2012, "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A017, Dec.
• Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton, 2012, "The Value of Bosses," Discussion Papers, Stanford Institute for Economic Policy Research, number 12-001, Oct.
• Andras Fulop & Junye Li & Jun Yu, 2012, "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers, Singapore Management University, School of Economics, number 03-2012, Jan.
• Xiaohu Wang & Jun Yu, 2012, "Double Asymptotics for Explosive Continuous Time Models," Working Papers, Singapore Management University, School of Economics, number 16-2012, Jan.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
• Joanna Janczura & Rafał Weron, 2012, "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 96, issue 3, pages 385-407, July, DOI: 10.1007/s10182-011-0181-2.
• Mark Birkin & Graham Clarke, 2012, "The enhancement of spatial microsimulation models using geodemographics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 2, pages 515-532, October, DOI: 10.1007/s00168-011-0472-2.
• Olivier Peron & Serge Rey, 2012, "Trade and convergence of per capita income in the Indian Ocean Zone, 1950–2008," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 3, pages 657-683, December, DOI: 10.1007/s00168-011-0462-4.
• Heinrich Fritz & Peter Filzmoser & Christophe Croux, 2012, "A comparison of algorithms for the multivariate L 1 -median," Computational Statistics, Springer, volume 27, issue 3, pages 393-410, September, DOI: 10.1007/s00180-011-0262-4.
• Matteo Bonato, 2012, "Modeling fat tails in stock returns: a multivariate stable-GARCH approach," Computational Statistics, Springer, volume 27, issue 3, pages 499-521, September, DOI: 10.1007/s00180-011-0270-4.
• Almudena Sevilla & Jose Gimenez-Nadal & Jonathan Gershuny, 2012, "Leisure Inequality in the United States: 1965–2003," Demography, Springer;Population Association of America (PAA), volume 49, issue 3, pages 939-964, August, DOI: 10.1007/s13524-012-0100-5.
• Zisimos Koustas & Jean-François Lamarche, 2012, "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, volume 42, issue 1, pages 1-20, February, DOI: 10.1007/s00181-010-0411-6.
• Stephen Hall & P. Swamy & George Tavlas, 2012, "Generalized cointegration: a new concept with an application to health expenditure and health outcomes," Empirical Economics, Springer, volume 42, issue 2, pages 603-618, April, DOI: 10.1007/s00181-011-0483-y.
• Subal Kumbhakar & Kai Sun, 2012, "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, volume 43, issue 1, pages 1-24, August, DOI: 10.1007/s00181-011-0468-x.
• Josep Puigvert-Gutiérrez & Rupert Vincent-Humphreys, 2012, "A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 2, issue 1, pages 1-31, June, DOI: 10.14208/BF03353830.
• Xuan Zhen Liu & Hui Fang, 2012, "Fairly sharing the credit of multi-authored papers and its application in the modification of h-index and g-index," Scientometrics, Springer;Akadémiai Kiadó, volume 91, issue 1, pages 37-49, April, DOI: 10.1007/s11192-011-0571-y.
• Quan’e Ren & Xuemei Gong, 2012, "Evaluation index system for academic papers of humanities and social sciences," Scientometrics, Springer;Akadémiai Kiadó, volume 93, issue 3, pages 1047-1060, December, DOI: 10.1007/s11192-012-0790-x.
• Qian Chen & David Giles, 2012, "Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates," Statistical Papers, Springer, volume 53, issue 2, pages 409-426, May, DOI: 10.1007/s00362-010-0348-z.
• Luati, Alessandra & Proietti, Tommaso, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2012_02, May.
• Peter Fuleky, 2012, "On the choice of the unit period in time series models," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 12, pages 1179-1182, August, DOI: 10.1080/13504851.2011.617685.
• Qian Chen & David E. Giles & Hui Feng, 2012, "The extreme-value dependence between the Chinese and other international stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 14, pages 1147-1160, July, DOI: 10.1080/09603107.2011.631890.
• I. Chatterjee & R. Ray, 2012, "Does the evidence on corruption depend on how it is measured? Results from a cross-country study on microdata sets," Applied Economics, Taylor & Francis Journals, volume 44, issue 25, pages 3215-3227, September, DOI: 10.1080/00036846.2011.570724.
• Otilia Boldea & Alastair Hall & Sanggohn Han, 2012, "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 1, pages 1-33, DOI: 10.1080/07474938.2011.607082.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012, "Asymptotics for Panel Models with Common Shocks," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 4, pages 390-439, DOI: 10.1080/07474938.2011.607991.
• J. Arteche, 2012, "Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 4, pages 440-474, DOI: 10.1080/07474938.2011.607996.
• Alessandra Luati & Tommaso Proietti & Marco Reale, 2012, "The Variance Profile," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 607-621, June, DOI: 10.1080/01621459.2012.682832.
• Alberto Abadie & Guido W. Imbens, 2012, "A Martingale Representation for Matching Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 833-843, June, DOI: 10.1080/01621459.2012.682537.
• Paul S. Clarke & Frank Windmeijer, 2012, "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 500, pages 1638-1652, December, DOI: 10.1080/01621459.2012.734171.
• Arthur Lewbel, 2012, "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 67-80, DOI: 10.1080/07350015.2012.643126.
• Emma M. Iglesias & Garry D. A. Phillips, 2012, "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 505-520, June, DOI: 10.1080/07350015.2012.715959.
• Arnab Bhattacharjee & Eduardo Castro & João Marques, 2012, "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Spatial Economic Analysis, Taylor & Francis Journals, volume 7, issue 1, pages 133-167, March, DOI: 10.1080/17421772.2011.647058.
• Altan Aldan & Ihsan Bozok & Mahmut Gunay, 2012, "Short Run Import Dynamics in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1225.
• Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola, 2012, "Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 2, pages 129-144, August.
• Sukjin Han, 2012, "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 140414, Jun, revised Apr 2014.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2012, "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-059/4, Jun.
• Norbert Christopeit & Michael Massmann, 2012, "Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-109/III, Oct.
• Jan F. Kiviet, 2012, "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-128/III, Nov.
• Francisco Blasques, 2012, "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-133/III, Dec.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-017.
• Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012, "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-080.
• Einmahl, J.H.J. & Gantner, M., 2012, "The half-half plot," Other publications TiSEM, Tilburg University, School of Economics and Management, number 00018d48-5993-467c-a585-9.
• Boldea, O. & Hall, A.R. & Han, S., 2012, "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2e2fbb75-c4ff-4279-8243-e.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012, "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7d447c58-3e8f-4387-b36b-e.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM, Tilburg University, School of Economics and Management, number 889f1e52-6cc4-470e-87ce-2.
• Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012, "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Other publications TiSEM, Tilburg University, School of Economics and Management, number e96e039f-cb6b-4cd5-805b-5.
• Aviv Nevo & Adam M. Rosen, 2012, "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 659-671, August.
• Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2012-07, Jul.
• Daniel Cerquera & François Laisney & Hannes Ullrich, 2012, "Considerations on partially identified regression models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2012-07.
• J. Isaac Miller, 2012, "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Working Papers, Department of Economics, University of Missouri, number 1211, Aug.
• Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012, "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1202, Jan.
• Audrino, Francesco & Meier, Pirmin, 2012, "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1210, Apr.
• Fengler, Matthias & Okhrin, Ostap, 2012, "Realized Copula," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1214, May.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance, University of St. Gallen, School of Finance, number 1211, Nov.
• Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Risk Spillovers in International Equity Portfolios," Working Papers on Finance, University of St. Gallen, School of Finance, number 1214, Feb.
• Paraschiv, Florentina, 2012, "Modeling Non-maturing Savings Volumes," Working Papers on Finance, University of St. Gallen, School of Finance, number 1218, Jul.
• Adedayo A. ADEPOJU & John O. OLAOMI, 2012, "Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 1(19)/ Sp, pages 8-16.
• Timothy Hinks & Artjoms Ivlevs, 2012, "Bribing Behaviour and Sample Selection: Evidence from Post-Socialist countries and Western Europe," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20121208, Jan.
• David E. Giles, 2012, "Constructing Confidence Bands for the Hodrick-Prescott Filter," Econometrics Working Papers, Department of Economics, University of Victoria, number 1202, Apr.
• David E. Giles, 2012, "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1203, Sep.
• Steven Lim & Jason Le Vaillant & Harry X. Wu, 2012, "What Can Growth Rates Tell Us? A Short-Run Decomposition Method," Working Papers in Economics, University of Waikato, number 12/14, Dec.
• Artuc, Erhan & Pourpourides, Panayiotis M., 2012, "R&D and aggregate fluctuations," Policy Research Working Paper Series, The World Bank, number 6017, Mar.
• Dennis Kristensen, 2012, "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 420-461, October, DOI: j.1368-423X.2012.00378.x.
• Michael Creel & Dennis Kristensen, 2012, "Estimation of dynamic latent variable models using simulated non‐parametric moments," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 490-515, October, DOI: j.1368-423X.2012.00387.x.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012, "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 17, issue 1, pages 23-30, January.
• Carol Alexander & Andreas Kaeck, 2012, "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 7, pages 609-638, July.
• Joanna Janczura & Rafal Weron, 2012, "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/01.
• Habert white & Tae-Hwan Kim & Simone Manganelli, 2012, "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2012rwp-45, Aug.
• Paul S. Clarke; & Tom M. Palmer; & Frank Windmeijer, 2012, "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 12/23, Feb.
• Francesco Bravo & Federico Crudu, 2012, "Efficient bootstrap with weakly dependent processes," Discussion Papers, Department of Economics, University of York, number 12/08, Mar.
• David J. Mayston, 2012, "Analysing the effectiveness of public service producers with endogenous resourcing," Discussion Papers, Department of Economics, University of York, number 12/30, Nov.
• Duellmann, Klaus & Kick, Thomas, 2012, "Stress testing German banks against a global cost-of-capital shock," Discussion Papers, Deutsche Bundesbank, number 04/2012.
• Duso, Tomaso & Gugler, Klaus & Szücs, Florian, 2012, "An empirical assessment of the 2004 EU merger policy reform," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 58.
• Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012, "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 192.
• Lux, Thomas, 2012, "Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1781.
• Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining, 2012, "HMM in dynamic HAC models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-001.
• Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012, "Copula dynamics in CDOs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-032.
• Fengler, Matthias R. & Okhrin, Ostap, 2012, "Realized copula," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-034.