## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C13: Estimation: General**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Volatility of aggregate volatility and hedge funds returns**

*by*Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.

**Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables**

*by*Jia Chen & Degui Li & Oliver Linton & Zudi Lu

**The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers**

*by*Yunmi Kim & Tae-Hwan Kim & Tolga Ergun

**Bivariate GARCH models for single asset returns**

*by*Tomasz Skoczylas

**Bayesian Nonparametric Calibration and Combination of Predictive Distributions**

*by*Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

**Inference on Causal Effects in a Generalized Regression Kink Design**

*by*David Card & David S. Lee & Zhuan Pei & Andrea Weber

**Grouped Model Averaging for Finite Sample Size**

*by*Aman Ullah & Xinyu Zhang

**Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models**

*by*Cizek, P. & Aquaro, M.

**A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs**

*by*Seojeong Lee

**Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects**

*by*Xun Lu & Su Liangjun

**Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models**

*by*Su Liangjun & Tadao Hoshino

**Instrument-free Identification and Estimation of Differentiated Products Models**

*by*David Byrne & Susumu Imai & Vasilis Sarafidis & Masayuki Hirukawa

**Supply and Demand Is Not a Neoclassical Concern**

*by*Lima, Gerson P.

**Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives**

*by*Francesco, Aiello & Graziella, Bonanno

**Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach**

*by*Debgupta, Sanchari

**Lagged Explanatory Variables and the Estimation of Causal Effects**

*by*Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B.

**Estimation of Internal Migration in India, 2011 Census based on Life Table Survival Ratio (LTSR) Method**

*by*Mistri, Avijit

**Role of institution, government to robust international entrepreneurial activities and economic growth: New Evidence**

*by*DOAA M. SALMAN

**Dynamic Principal Components: a New Class of Multivariate GARCH Models**

*by*Gian Piero Aielli & Massimiliano Caporin

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US**

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?**

*by*Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis

**Financial frictions and the volatility of monetary policy in a DSGE model**

*by*Anh Nguyen

**Inference on Causal Effects in a Generalized Regression Kink Design**

*by*Card, David & Lee, David S. & Pei, Zhuan & Weber, Andrea

**Beta-creaming**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Best estimate reporting with asymmetric loss**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Correlation and efficiency of propensity score-based estimators for average causal effects**

*by*Pingel, Ronnie & Waernbaum, Ingeborg

**Size Distribution of Portuguese Firms between 2006 and 2012**

*by*Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

**Efficient inference on fractionally integrated panel data models with fixed effects**

*by*Peter M. Robinson & Carlos Velasco

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

**Bayesian nonparametric calibration and combination of predictive distributions**

*by*Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

**On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions**

*by*Firmin Doko Tchakota & Wenjie Wang

**Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)**

*by*Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek

**Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models**

*by*Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme

**Weak diffusion limits of dynamic conditional correlation models**

*by*Christian M. Hafner & Sebastien Laurent & Francesco Violante

**Resurgence of the endogeneity-backed instrumental variable methods**

*by*Qin, Duo

**Una visión de la eficiencia productiva en el Mundial de Brasil 2014. ¿Ganó la selección más eficiente?/A Productive Efficiency Vision of the Brazil World Cup 2014. Did it Win the More Efficient Team?**

*by*LÉRIDA NAVARRO, CARLOS

**Bribing Behaviour and Sample Selection: Evidence from Post-Socialist Countries and Western Europe**

*by*Artjoms Ivlevs & Timothy Hinks

**How past market movements affect correlation and volatility**

*by*Becker, Christoph & Schmidt, Wolfgang M.

**Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility**

*by*Jeong, Daehee & Kim, Hwagyun & Park, Joon Y.

**The information content of option-implied information for volatility forecasting with investor sentiment**

*by*Seo, Sung Won & Kim, Jun Sik

**Stochastic volatility and leverage: Application to a panel of S&P500 stocks**

*by*Ozturk, Serda Selin & Richard, Jean-Francois

**Credit contagion in the presence of non-normal shocks**

*by*Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang

**The power of PANIC**

*by*Westerlund, Joakim

**The effect of recursive detrending on panel unit root tests**

*by*Westerlund, Joakim

**Efficient inference on fractionally integrated panel data models with fixed effects**

*by*Robinson, Peter M. & Velasco, Carlos

**Cross-sectional averages versus principal components**

*by*Westerlund, Joakim & Urbain, Jean-Pierre

**Through the looking glass: Indirect inference via simple equilibria**

*by*Calvet, Laurent E. & Czellar, Veronika

**Jackknife instrumental variable estimation with heteroskedasticity**

*by*Bekker, Paul A. & Crudu, Federico

**QML estimation of dynamic panel data models with spatial errors**

*by*Su, Liangjun & Yang, Zhenlin

**Nonlinear regressions with nonstationary time series**

*by*Chan, Nigel & Wang, Qiying

**Asymptotic theory for differentiated products demand models with many markets**

*by*Freyberger, Joachim

**Frontier estimation in the presence of measurement error with unknown variance**

*by*Kneip, Alois & Simar, Léopold & Van Keilegom, Ingrid

**Robust score and portmanteau tests of volatility spillover**

*by*Aguilar, Mike & Hill, Jonathan B.

**Estimation of fixed effects panel regression models with separable and nonseparable space–time filters**

*by*Lee, Lung-fei & Yu, Jihai

**Risk-parameter estimation in volatility models**

*by*Francq, Christian & Zakoïan, Jean-Michel

**Reinforced urn processes for credit risk models**

*by*Peluso, Stefano & Mira, Antonietta & Muliere, Pietro

**Incorporating prior information when true priors are unknown: An Information-Theoretic approach for increasing efficiency in estimation**

*by*Henderson, Heath & Golan, Amos & Seabold, Skipper

**Variance change-point detection in panel data models**

*by*Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou

**On GMM estimation of distributions from grouped data**

*by*Griffiths, William & Hajargasht, Gholamreza

**The Value of Investment Resources Influx for the Development of the Electric Power Industry of Kazakhstan**

*by*Sholpan Smagulova & Amangeldi D. Omarov & Aybek B. Imashev

**Hedging Petroleum Futures with Multivariate GARCH Models**

*by*Tanattrin Bunnag

**Economic Crises and the Substitution of Fiscal Policy by Monetary Policy**

*by*Ioannis N. Kallianiotis

**Spurious Inference in Unidentified Asset-Pricing Models**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**Option pricing with a dynamic fat-tailed model**

*by*Aboura, Sofiane & Valeyre, Sébastien & Wagner, Niklas

**Impact of Migrant Remittances on the Human Development of Women: Econometric Evidence from Panel Data - L’impatto delle rimesse dei lavoratori stranieri sullo sviluppo umano delle donne: evidenze econometriche da dati panel**

*by*Ibourk, Aomar & Amaghouss, Jabrane

**Resurrecting weighted least squares**

*by*Joseph P. Romano & Michael Wolf

**The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis**

*by*Ashok Kaul & Michael Wolf

**The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis**

*by*Ashok Kaul & Michael Wolf

**Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks**

*by*Olivier Ledoit & Michael Wolf

**Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence**

*by*Mittnik, Stefan & Semmler, Willi

**Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany**

*by*Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne

**A new semiparamtetric approach to analysing Conditional Income Distributions**

*by*Sohn, Alexander & Klein, Nadja & Kneib, Thomas

**Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models**

*by*Kripfganz, Sebastian

**Mutual excitation in eurozone sovereign CDS**

*by*Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana

**Resurgence of instrument variable estimation and fallacy of endogeneity**

*by*Qin, Duo

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Gold, Oil, and Stocks**

*by*Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

**Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany**

*by*Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne

**Efficient iterative maximum likelihood estimation of high-parameterized time series models**

*by*Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander

**A new semiparametric approach to analysing conditional income distributions**

*by*Sohn, Alexander & Klein, Nadja & Kneib, Thomas

**Forecast-error-based estimation of forecast uncertainty when the horizon is increased**

*by*Knüppel, Malte

**Investor fears and risk premia for rare events**

*by*Schwarz, Claudia

**Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data**

*by*Jia Chen & Degui Li & Hua Liang & Suojin Wang

**Specification Testing in Nonstationary Time Series Models**

*by*Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin

**The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers**

*by*Yunmi Kim & Tae-Hwan Kim & Tolga Ergun

**Aggregravity: Estimating Gravity Models from Aggregate Data**

*by*Harald Badinger & Jesus Crespo Cuaresma

**Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances**

*by*Harald Badinger & Peter Egger

**Interregional Inequality and Federal Expenditures and Transfers in Russia**

*by*Alexander Torbenko

**A new framework for US city size distribution: Empirical evidence and theory**

*by*Rafael GonzÃ¡lez-Val & Arturo Ramos & Fernando Sanz-Gracia

**Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model**

*by*Tomasz Skoczylas

**Improving GMM efficiency in dynamic models for panel data with mean stationarity**

*by*Giorgio Calzolari & Laura Magazzini

**Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model**

*by*KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang

**Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large**

*by*Bin Peng & Giovanni Forchini

**Latent class Markov models for addressing measurement problems in poverty dynamics**

*by*Giovanni Marano & Gianni Betti & Francesca Gagliardi

**Ambiguity and Reality**

*by*Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan

**A general theory of rank testing**

*by*Majid M. Al-Sadoon

**CCE estimation of factor-augmented regression models with more factors than observables**

*by*Karabiyik H. & Urbain J.R.Y.J. & Westerlund J.

**Estimation of Extreme Depth-Based Quantile Regions**

*by*He, Y. & Einmahl, J.H.J.

**A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders**

*by*Noussair, C.N. & Tucker, S. & Xu, Yilong

**An M-estimator of Spatial Tail Dependence**

*by*Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J.

**Turkiye’de Enflasyonun Is Cevrimlerine Duyarliligi : Cikti Acigina Duyarli TUFE Alt Gruplarinin Saptanmasi**

*by*Oguz Atuk & Cem Aysoy & Mustafa Utku Ozmen & Cagri Sarikaya

**Binary Choice Model with Endogeneity: Identification via Heteroskedasticity**

*by*Minxian Yang

**Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models**

*by*Zhenlin Yang

**Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality**

*by*Shew Fan Liu & Zhenlin Yang

**Shrinkage Estimation of Regression Models with Multiple Structural Changes**

*by*Junhui Qian & Liangjun Su

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: Higher Order MSE Expansion**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**On the relevance of weaker instruments**

*by*Bertille Antoine & Eric Renault

**Efficient Inference with Time-Varying Identification Strength**

*by*Bertille Antoine & Otilia Boldea

**Claims reserving with HGLM**

*by*Alicja Wolny-Dominiak

**Estimation of the Distribution of Remaning Life Time of the People in Turkey**

*by*Mehmet Fedai KAYA & Muslu KazÄ±m KÃ–REZ & SÃ¼leyman DÃœNDAR

**Specification and Estimation of Gravity Models: A Review of the Issues in the Literature**

*by*Fatima Olanike Kareem & Olayinka Idowu Kareem

**Income Distributions, Inequality, and Poverty in Asia, 1992–2010**

*by*Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D.S. Prasada & Karunarathne, Wasana

**Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets**

*by*Castillo, Paul & Rojas, Youel

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

**Quasi-Maximum Likelihood Estimation of Heteroskedastic Fractional Time Series Models**

*by*Giuseppe Cavaliere & Morten Ã˜rregaard Nielsen & A. M. Robert Taylor

**Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt**

*by*Bruno Albuquerque & Ursel Baumann & Georgi Krustev

**Time-Varying Persistence in US Inflation**

*by*Massimiliano Caporin & Rangan Gupta

**Income Inequality and FDI: Evidence with Turkish Data**

*by*Ucal, Meltem & Bilgin, Mehmet Hüseyin & Haug, Alfred A.

**Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction**

*by*Bayram, Deniz & Dayé, Modeste

**Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram**

*by*Md., Samsur Jaman

**Poisson qmle of count time series models**

*by*Ahmad, Ali & Francq, Christian

**Band Width Selection for High Dimensional Covariance Matrix Estimation**

*by*Qiu, Yumou & Chen, Song Xi

**High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data**

*by*Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong

**Demand Model Simulation in R with Endogenous Prices and Unobservable Quality**

*by*Toro Gonzalez, Daniel

**LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises**

*by*Zhu, Ke & Ling, Shiqing

**Least squares estimation for GARCH (1,1) model with heavy tailed errors**

*by*Preminger, Arie & Storti, Giuseppe

**On the Sources of Heterogeneity in Banking Efficiency Literature**

*by*Aiello, Francesco & Bonanno, Graziella

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Effects of innovation on employment in low-income countries: A mixed-method systematic review**

*by*Ugur, Mehmet & Mitra, Arup

**Economic Dynamics of Tourism in Nepal: A VECM Approach**

*by*GAUTAM, BISHNU PRASAD

**Gene selection for survival data under dependent censoring: a copula-based approach**

*by*Emura, Takeshi & Chen, Yi-Hau

**Specification Testing of Production Frontier Function in Stochastic Frontier Model**

*by*Guo, Xu & Li, Gao Rong & Wong, Wing Keung

**Corrections to: Multivariate normal distribution approaches for dependently truncated data**

*by*Pan, Chi-Hung & Emura, Takeshi

**Variance targeting estimation of multivariate GARCH models**

*by*Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel

**Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors**

*by*Juodis, Arturas & Sarafidis, Vasilis

**A note on approximating moments of least squares estimators**

*by*Liu-Evans, Gareth

**How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?**

*by*Bouoiyour, Jamal & Selmi, Refk

**A Poisson Stochastic Frontier Model with Finite Mixture Structure**

*by*Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G.

**A control chart using copula-based Markov chain models**

*by*Long, Ting-Hsuan & Emura, Takeshi

**A Time Series and Panel Analysis of Government Spending and National Income**

*by*Alimi, R. Santos

**What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?**

*by*Mishra, Sudhanshu K

**Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα**

*by*Halkos, George & Kevork, Ilias

**Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis**

*by*Nazir, Sidra & Qayyum, Abdul

**On the parametric description of the French, German, Italian and Spanish city size distributions**

*by*Puente-Ajovin, Miguel & Ramos, Arturo

**Complements and Substitutes in Sequential Auctions: The Case of Water Auctions**

*by*Donna, Javier & Espin-Sanchez, Jose

**Estimating and Testing Threshold Regression Models with Multiple Threshold Variables**

*by*Chong, Terence Tai Leung & Yan, Isabel K.

**Estimating multivariate GARCH and stochastic correlation models equation by equation**

*by*Francq, Christian & Zakoian, Jean-Michel

**Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour**

*by*Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar

**Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model**

*by*Deluna, Roperto Jr & Cruz, Edgardo

**Forecasting Distress in European SME Portfolios**

*by*Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

**GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels**

*by*Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim

**Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach**

*by*Phiri, Andrew & Dube, Wisdom

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Industry Localization, Distance Decay, and Knowledge Spillovers: Following the Patent Paper Trail**

*by*Octávio Figueiredo & Paulo Guimarães & Douglas Woodward

**The height production function from birth to maturity**

*by*Elisabetta De Cao

**Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models**

*by*Ying-Ying Lee

**: Income Inequality and FDI: Evidence with Turkish Data**

*by*Meltem Ucal & Mehmet HÃ¼seyin Bilgin & Alfred Haug

**Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments**

*by*Phillipp Eisenhauer & James J. Heckman & Stefano Mosso

**Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility**

*by*Drew D. Creal & Jing Cynthia Wu

**Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities**

*by*Xu Cheng & Zhipeng Liao & Frank Schorfheide

**Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models**

*by*Jan F. Kiviet & Milan Pleus & Rutger Poldermans

**Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity**

*by*Jan F. KIVIET & Qu FENG

**Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence**

*by*Bin Peng & Chaohua Dong & Jiti Gao

**Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim

**Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption**

*by*Haotian Chen & Xibin Zhang

**Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao

**Semiparametric Localized Bandwidth Selection in Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**On the Super-Additivity and Estimation Biases of Quantile Contributions**

*by*Nassim Nicholas Taleb & Raphaël Douady

**Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)**

*by*Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier

**Testing for Leverage Effect in Financial Returns**

*by*Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison

**Bootstrapping Sample Quantiles of Discrete Data**

*by*Jentsch, Carsten & Leucht, Anne

**Estimating a DSGE model with Limited Asset Market Participation for the Euro Area**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities**

*by*Eleonora Patacchini & Tiziano Arduini & Edoardo Rainone

**An Empirical Analysis of Business Cycles in a New Keynesian Model with Inventories**

*by*Marcel Förster

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*Stephen G. Hall, & P. A. V. B. Swamy & George S. Tavlas

**Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets**

*by*Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas

**The Effect of Measurement Error in the Sharp Regression Discontinuity Design**

*by*Takahide Yanagi

**Panel Data Analysis with Heterogeneous Dynamics**

*by*Ryo Okui & Takahide Yanagi

**Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models**

*by*Haruo Iwakura & Ryo Okui

**Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects**

*by*Haruo Iwakura

**Estimating Stable Factor Models By Indirect Inference**

*by*Giorgio Calzolari & Roxana Halbleib

**Estimating Mis-reporting in Dyadic Data: Are Transfers Mutually Beneficial?**

*by*Comola, Margherita & Fafchamps, Marcel

**Consumer Search Costs and Preferences on the Internet**

*by*Jolivet, Grégory & Turon, Hélène

**Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments**

*by*Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano

**A Permutation Test and Estimation Alternatives for the Regression Kink Design**

*by*Ganong, Peter & Jäger, Simon

**A General Double Robustness Result for Estimating Average Treatment Effects**

*by*Sloczynski, Tymon & Wooldridge, Jeffrey M.

**Canonical correlation and assortative matching: A remark**

*by*DUPUY Arnaud & GALICHON Alfred

**A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies**

*by*Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

**Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach**

*by*Heni Boubaker & Nadia Sghaier

**A Directional Distance Function Approach to Identifying the Input/Output Status of Medical Residents**

*by*Gary D. Ferrier & Viviane Valdmanis & Michael Vardanyan

**Better Luck Next Time: Learning through Retaking**

*by*Kala Krishna & Sergey Lychagin & Cemile Yavas & Veronica Frisancho

**Bootstrap confidence sets under model misspecification**

*by*Vladimir Spokoiny & Mayya Zhilova & &

**Estimation procedures for exchangeable Marshall copulas with hydrological application**

*by*Fabrizio Durante & Ostap Okhrin & &

**Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models**

*by*Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig &

**Mortgage Loan Characteristics , Unobserved Heterogeneity and the Performance of United Kingdom Securitised Sub-Prime Loans**

*by*Lanot, Gauthier & Leece, David

**Practical Correlation Bias Correction in Two-way Fixed Effects Linear Regression**

*by*Gaure, Simen

**Institutional Quality, Trust and Stock Market Participation: Learning to Forget**

*by*Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik

**A Factor Analytical Approach to Price Discovery**

*by*Westerlund, Joakim & Reese, Simon & Narayan, Paresh

**PANICCA - PANIC on Cross-Section Averages**

*by*Reese, Simon & Westerlund, Joakim

**Institutional Quality, Trust and Stock-Market Participation: Learning to Forget**

*by*Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik

**A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root**

*by*Westerlund, Joakim & Norkute, Milda

**Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors**

*by*Westerlund, Joakim & Reese, Simon

**A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models**

*by*Norkute, Milda

**Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data**

*by*Quoreshi, A.M.M. Shahiduzzaman

**The risk of financial intermediaries**

*by*Delis , Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.

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**The Effect of Crude Oil Price on the Methanol price**

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**The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria**

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**The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol**

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**Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand**

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*by*Hohmeyer, Katrin & Wolff, Joachim

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*by*Wolff, Joachim & Jozwiak, Eva

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*by*Volodymyr Perederiy

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*by*Wolf Dieter Heinbach & Markus Spindler

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**Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach**

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**Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria**

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**Overtime Work, Dual Job Holding and Taxation**

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