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

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• Westerlund, Joakim, 2014, "Heteroskedasticity robust panel unit root tests," Working Papers, Deakin University, Department of Economics, number fe_2014_02, Jan, DOI: 10.1080/07350015.2013.857612.
• Westerlund, Joakim & Hosseinkouchack, Mehdi & Solberger, Martin, 2014, "The local power of the CADF and CIPS panel unit root tests," Working Papers, Deakin University, Department of Economics, number fe_2014_05, Jan.
• Westerlund, J., 2014, "On the importance of the first observation in GLS detrending in unit root testing," Working Papers, Deakin University, Department of Economics, number fe_2014_07, Jan, DOI: 10.1111/obes.12050.
• Westerlund, Joakim & Norkute, Milda & Narayan, Paresh Kumar, 2014, "A factor analytical approach to the efficient futures market hypothesis," Working Papers, Deakin University, Department of Economics, number fe_2014_12, Jan, DOI: 10.1002/fut.21687.
• Westerlund, Joakim & Mishra, Sagarika, 2014, "A practical note on the determination of the number of factors using information criteria with data-driven penalty," Working Papers, Deakin University, Department of Economics, number fe_2014_15, Jan.
• Prof. Dr. Walter Krämer, , "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.
• Petri Böckerman & Ohto Kanninen & Ilpo Suoniemi, 2022, "Income-well-being gradient in sickness and health," Working Papers, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE, number 335, Jun.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP112019, Oct.
• Eftychia Lola & Spyridon D. Symeonides, 0, "On the Heteroskedastic-Autoregressive Specification of the Linear Regression Model," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 2, pages 1-9(2).
• Sabina Mazza, , "Advances in the combination of supervised classification methods: an experimental study," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 133/14.
• John Pencavel, , "Whose Preferences Are Revealed In Hours Of Work?," Discussion Papers, Stanford Institute for Economic Policy Research, number 15-025.
• Siem Jan Koopman & Kai Ming Lee, 0000, "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-028/4, 00.
• David E. Allen & Michael McAleer, 2019, "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-02, Jan.
• Clovis Freire & Nobuko Kajiura, 2011, "Impact of Health Expenditure on Achieving the Health-related MDGs," MPDD Working Paper Series, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number WP/11/19, Aug.
• Kenneth Train, , "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive, number _009.
• Yacine Aït-Sahalia, , "Dynamic Equilibrium and Volatility in Financial Asset Markets," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 331.
• Badi H. Baltagi & Dong Li, , "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Working Papers, East Carolina University, Department of Economics, number 0109.
• Jaedo Choi & Jin Seo Cho & Hyungsik Roger Moon, 2020, "Sequentially Estimating the Structural Equation by Power Transformation," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-162, Feb.
• Yunmi Kim & Sang-Wook Lee & Tae-Hwan Kim, 2020, "Does Political Orientation Affect Happiness? The Case of South Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-163, Feb.
• Seppo Honkapohja & Kaushik Mitra, , "Learning with Bounded Memory in Stochastic Models," Discussion Papers, Department of Economics, University of York, number 00/42.
• Kaushik Mitra, , "Is more data better?," Discussion Papers, Department of Economics, University of York, number 00/44.
• Max Gr�tter, , "Returns to Foreign Education. Yet another but different cross country analysis," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 246.

None

• Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022, "Complementarity and Macroeconomic Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 44, pages 225-243, April, DOI: 10.1016/j.red.2021.03.003.
• Dennis Glennon & Nicholas M. Kiefer & C. Erik Larson & Hwan-sik Choi, None, "Development and validation of credit scoring models," Journal of Credit Risk, Journal of Credit Risk.
• Winfried G. Hallerbach, None, "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
• Habiyaremye, Alexis, None, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 56, issue 3, DOI: 10.22004/ag.econ.347686.
• Pipień, Mateusz & Roszkowska, Sylwia, None, "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2015, issue 5, DOI: 10.22004/ag.econ.359022.
• Mullin Charles H, 2005, "Bounding Treatment Effects with Contaminated and Censored Data: Assessing the Impact of Early Childbearing on Children," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-31, December, DOI: 10.1515/1538-0637.1119.
• De Benedictis Luca & Vicarelli Claudio, 2005, "Trade Potentials in Gravity Panel Data Models," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-33, September, DOI: 10.1515/1538-0653.1386.
• Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2006, "Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-31, May, DOI: 10.2202/1558-3708.1302.
• Basci Erdem & Caner Mehmet & Yoon Gawon, 2006, "Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-6, May, DOI: 10.2202/1558-3708.1409.
• Serletis Apostolos & Shahmoradi Akbar, 2006, "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-20, September, DOI: 10.2202/1558-3708.1341.
• Hinich Melvin J. & Serletis Apostolos, 2006, "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-15, September, DOI: 10.2202/1558-3708.1340.
• Borovkova Svetlana & Geman Helyette, 2006, "Analysis and Modelling of Electricity Futures Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-16, September, DOI: 10.2202/1558-3708.1372.
• Jewson Stephen & Penzer Jeremy, 2006, "Estimating Trends in Weather Series: Consequences for Pricing Derivatives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-17, September, DOI: 10.2202/1558-3708.1386.
• Lee Jin, 2007, "Fractionally Integrated Long Horizon Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1337.
• Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009, "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-24, March, DOI: 10.2202/1558-3708.1490.
• Iglesias Emma M, 2009, "Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-30, May, DOI: 10.2202/1558-3708.1592.
• Swamy P. A. V. B. & Tavlas George S & Hall Stephen G. F. & Hondroyiannis George, 2010, "Estimation of Parameters in the Presence of Model Misspecification and Measurement Error," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-35, May, DOI: 10.2202/1558-3708.1743.
• Iglesias Emma M, 2010, "First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-30, May, DOI: 10.2202/1558-3708.1736.
• Chu Ba & Kozhan Roman, 2010, "Spurious Regressions of Stationary AR(p) Processes with Structural Breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-25, December, DOI: 10.2202/1558-3708.1781.
• Pérez-Alonso Alicia & Di Sanzo Silvestro, 2010, "Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-29, December, DOI: 10.2202/1558-3708.1806.
• Iglesias Emma M., 2011, "Constrained k-class Estimators in the Presence of Weak Instruments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-13, September, DOI: 10.2202/1558-3708.1816.
• Chiarella Carl & Semmler Willi & Mittnik Stefan & Zhu Peiyuan, 2002, "Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-39, April, DOI: 10.2202/1558-3708.1001.
• Snyder Ralph D & Forbes Catherine S, 2003, "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 2, pages 1-20, July, DOI: 10.2202/1558-3708.1087.
• Golan Amos, 2003, "An Information Theoretic Approach for Estimating Nonlinear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1174.
• Dagum Estela Bee & Luati Alessandra, 2004, "Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-18, May, DOI: 10.2202/1558-3708.1204.
• Ramalho Joaquim J.S., 2005, "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1202.
• Hristova Daniela, 2005, "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-15, March, DOI: 10.2202/1558-3708.1199.
• Yazgan M. Ege & Yilmazkuday Hakan, 2005, "Inflation Dynamics of Turkey: A Structural Estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-15, March, DOI: 10.2202/1558-3708.1228.
• Bond Derek & Harrison Michael J. & O'Brien Edward J., 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-43, September, DOI: 10.2202/1558-3708.1230.
• Basci Erdem & Caner Mehmet, 2005, "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-21, December, DOI: 10.2202/1558-3708.1273.
• Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005, "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-15, December, DOI: 10.2202/1558-3708.1268.
• Sile Padraigin O'Dorchai & Natalie Simeu, 2010, "Analyse de l'évolution des revenus des femmes et des hommes après une rupture du couple dans 18 pays européens," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 1, pages 109-128.
• Michael Louis George, 2008, "Log Cycle Time as a Predictor of Cost Reduction," Working Papers, Institute of Business Entropy, number 0605, Jun.
• Shoorabeer Paudyal, Ph.D., 2012, "Does Tourism Really Matter for Economic Growth? Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 1, pages 48-66, April.