## 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.

**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**

*by*Rasmus T. Varneskov & Pierre Perron

**U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules**

*by*Chang, Yoosoon & Kwak, Boreum

**Immigration Policy and Remittance Behaviour**

*by*Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy

**Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training**

*by*Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso

**Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach**

*by*Simionescu, Mihaela

**Supplements to ¡°Directionally Differentiable Econometric Models¡±**

*by*JIN SEO CHO & HALBERT WHITE

**Directionally Differentiable Econometric Models**

*by*JIN SEO CHO & HALBERT WHITE

**A Note on Improved Estimation for the Topp-Leone Distribution**

*by*David E. Giles

**Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant**

*by*Ryan T. Godwin & David E. Giles

**Model Averaging OLS and 2SLS: An Application of the WALS Procedure**

*by*Judith Anne Clarke

**Joining the Incompatible: Exploiting Floristic Lists for the Sample-based Estimation of Species Richness**

*by*Alessandro Chiarucci & Rosa Maria Di Biase & Lorenzo Fattorini & Marzia Marcheselli & Caterina Pisani

**Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching**

*by*Habiyaremye, Alexis

**Spatial differencing for sample selection models**

*by*Alex Klein & Guy Tchuente

**Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series**

*by*Cizek, Pavel & Koo, Chao

**Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management**

*by*David Allen & Michael McAleer

**Realized Stochastic Volatility with General Asymmetry and Long Memory**

*by*Manabu Asai & Chia-Lin Chang & Michael McAleer

**Interquantile Expectation Regression**

*by*Sander Barendse

**Confidence Intervals in High-Dimensional Regression Based on Regularized Pseudoinverses**

*by*Tom Boot & Didier Nibbering

**Weighted-Average Least Squares Estimation of Generalized Linear Models**

*by*Giuseppe de Luca & Jan Magnus & Franco Peracchi

**Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study**

*by*Florent DEISTING & Sanjay SEHGAL & Piyush PANDEY

**Constrained principal components estimation of large approximate factor models**

*by*Rachida Ouysse

**A Gravity-Based Revealed Comparative Advantage Estimator**

*by*Scott French

**Comparative Advantage and Biased Gravity**

*by*Scott French

**Romanian Capital Market in a Globalized World**

*by*Daniel Stefan Armeanu & Adrian Enciu & Sorin-Iulian Cioaca

**Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania**

*by*Mihaela Simionescu

**Causal Inference Using Potential Outcomes for a General Assignment Scheme**

*by*Rahul Mukherjee

**Bayesian Inference for Linear Regression**

*by*Daniel Ciuiu

**Decoding Restricted Participation in Sequential Electricity Markets**

*by*Knaut, Andreas & Paschmann, Martin

**Price Volatility in Commodity Markets with Restricted Participation**

*by*Knaut, Andreas & Paschmann, Martin

**The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects**

*by*Larch, Mario & Wanner, Joschka & Yotov, Yoto & Zylkin, Thomas

**On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators**

*by*Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette

**Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets**

*by*Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar

**On the Role of Covariates in the Synthetic Control Method**

*by*Botosaru, Irene & Ferman, Bruno

**The PPP Puzzle: An Update**

*by*Razzak, Weshah

**A multilevel latent Markov model for the evaluation of nursing homes' performance**

*by*Montanari, Giorgio E. & Doretti, Marco & Bartolucci, Francesco

**Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component**

*by*Yang, Bill Huajian

**A GED-based regression to fit the actual data distribution**

*by*Mattera, Raffaele

**Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure**

*by*Yang, Bill Huajian

**Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach**

*by*Erard, Brian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

**Estimating the Threshold Level of Inflation for Thailand**

*by*Jiranyakul, Komain

**Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations**

*by*Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel

**New Bid-Ask Spread Estimators from Daily High and Low Prices**

*by*Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel

**Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma**

*by*Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T.

**Matching Estimators with Few Treated and Many Control Observations**

*by*Ferman, Bruno

**Placebo Tests for Synthetic Controls**

*by*Ferman, Bruno & Pinto, Cristine

**The key factors of export intensity in Tunisia: A Logistic regression with random effect model**

*by*Kahia, Montassar

**Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models**

*by*Malikov, Emir & Sun, Yiguo

**Short-Run Elasticity of Substitution – Error Correction Model**

*by*Martin Lukáèik & Karol Szomolányi & Adriana Lukáèiková

**Firms' Dynamics and Business Cycle: New Disaggregated Data**

*by*Lorenza Rossi & Emilio Zanetti Chini

**The effect of Fe y Alegria on school achievement: exploiting a school lottery selection as a natural experiment**

*by*Pablo Lavado & Santiago Cueto & Micaela Wensjoe & Gustavo Yamada

**Euler Equations, Subjective Expectations and Income Shocks**

*by*Agnes Kovacs & Orazio Attanasio

**Regulation, institutions and aggregate investment: New evidence from OECD countries**

*by*Balázs Égert

**Identification of and Correction for Publication Bias**

*by*Isaiah Andrews & Maximilian Kasy

**Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia**

*by*Xiaodong Gong & Jiti Gao

**Impact of multimodality of distributions on VaR and ES calculations**

*by*Dominique Guegan & Bertrand Hassani & Kehan Li

**Estimation of the Two-Tiered Stochastic Frontier Model with the Scaling Property**

*by*Christopher F. Parmeter

**The Economics of Replication**

*by*Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G.

**Alternative GMM estimators for spatial regression models**

*by*Jörg Breitung & Christoph Wigger

**Immigration Policy and Remittance Behaviour**

*by*Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy

**The Economics of Replication**

*by*Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G.

**Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression**

*by*Xiaohong Chen & Timothy M. Christensen

**The influence function of semiparametric estimators**

*by*Hidehiko Ichimura & Whitney K. Newey

**Conditional moment restrictions and the role of density information in estimated structural models**

*by*Andreas Tryphonides &

**Euler Equations, Subjective Expectations and Income Shocks**

*by*Attanasio, Orazio & Kovacs, Agnes & Molnar, Krisztina

**Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates**

*by*Rinke, Saskia & Busch, Marie & Leschinski, Christian

**Can a Repeated Opt-Out Reminder remove hypothetical bias in discrete choice experiments? An application to consumer valuation of novel food products**

*by*Mohammed H. Alemu & Søren B. Olsen

**New insights into the stochastic ray production frontier**

*by*Arne Henningsen & Matěj Bělín & Géraldine Henningsen

**Optimum thresholding using mean and conditional mean square error**

*by*José E. Figueroa-López & Cecilia Mancini

**GDP Trend-cycle Decompositions Using State-level Data**

*by*Manuel Gonzalez-Astudillo

**Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism**

*by*Martinez-Garcia, Enrique

**Estimating Loss Given Default from CDS under Weak Identification**

*by*Liu, Lily Y.

**Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?**

*by*M. Hakan Eratalay & Evgenii Vladimirov

**Realized Stochastic Volatility with General Asymmetry and Long Memory**

*by*Asai, M. & Chang, C-L. & McAleer, M.J.

**Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries**

*by*Balázs Égert

**The Economics of Replication**

*by*Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner

**Voluntary Turnover: What We Measure and What It (Really) Means**

*by*Matthias Georg Will

**Zone Pricing in Retail Oligopoly**

*by*Brian Adams & Kevin R. Williams

**Zone Pricing in Retail Oligopoly**

*by*Brian Adams & Kevin R. Williams

**Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail**

*by*Thomas W. Quan & Kevin R. Williams

**22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis**

*by*Senra, Eva & Espasa Terrades, Antoni

**Sample Selection in Quantile Regression: A Survey**

*by*Manuel Arellano & Stéphane Bonhomme

**Explaining Differences In Efficiency: The Case Of Local Government Literature**

*by*Francesco Aiello & Graziella Bonanno & Luigi Capristo

**Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors**

*by*Elise Coudin & Jean-Marie Dufour

**The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects**

*by*Mario Larch & Joschka Wanner & Yoto V. Yotov & Thomas Zylkin

**Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries**

*by*Balazs Egert

**The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends**

*by*Kajal Lahiri & Zhongwen Liang & Huaming Peng

**Robust Inference and Testing of Continuity in Threshold Regression Models**

*by*Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo

**Analysing Adoption of Soil Conservation Measures by Farmers in Darjeeling District, India**

*by*Chandan Singha

**Two-Stage Least Squares as Minimum Distance**

*by*Frank Windmeijer

**High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed**

*by*F. Lilla

**Business cycle estimation with high-pass and band-pass local polynomial regression**

*by*Luis J. Álvarez

**Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models**

*by*Andrea Nocera

**Testing for Stochastic Dominance in Social Networks**

*by*Firmin Doko Tchatoka & Robert Garrard & Virginie Masson

**Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form**

*by*Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor

**Volatility spillover effects in interbank money markets**

*by*Pedro Pires Ribeiro & José Dias Curto

**Estimation and asymptotic covariance matrix for stochastic volatility models**

*by*Maddalena Cavicchioli

**Time-varying persistence in US inflation**

*by*Massimiliano Caporin & Rangan Gupta

**How risky is the optimal portfolio which maximizes the Sharpe ratio?**

*by*Taras Bodnar & Taras Zabolotskyy

**Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach**

*by*RIADH EL ABED

**Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models**

*by*Andreea – Cristina PETRICA & Stelian STANCU

**A Test for Natural Monopoly in Iranian Electricity Distribution Industry: A Panel Random Coefficients Model Analysis**

*by*Mirhashemi Dehnavi, Sayed Mohamad & Sadraei Javaheri , Ahmad & Marzban, Hossein & Mirdehghan, Sayed Morteza

**Stochastic Frontier Models with Dependent Errors based on Normal and Exponential Margins || Modelos de frontera estocástica con errores dependientes basados en márgenes normal y exponencial**

*by*Gómez-Déniz, Emilio & Pérez-Rodríguez, Jorge V.

**Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets**

*by*Hanxue Yang & Juho Kanniainen

**A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion**

*by*Ivan Medovikov & Artem Prokhorov

**Mutual Funds Dynamics and Economic Predictors**

*by*Gianni Amisano & Roberto Savona

**How Important is the Contagion Effect for the Romanian Capital Market?**

*by*Daniel Stefan ARMEANU & Adrian ENCIU & Sorin-Iulian CIOACA

**A solution for multicollinearity in stochastic frontier production function models**

*by*Elkin Castaño & Santiago Gallón

**Comparing forecasts for tourism dynamics in Medellín, Colombia**

*by*Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales

**The Impact of Economic Growth and Population on Co2 Emissions from Transport Sector. Azerbaijan Case**

*by*Jeyhun Mikayilov & Vusal Shukurov & Sabuhi Yusifov

**Nonparametric estimation of the determinants of inefficiency**

*by*Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar

**Nonparametric least squares methods for stochastic frontier models**

*by*Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk

**A Stochastic Production Frontier Estimator of the Degree of Oligopsony Power in the U.S. Cattle Industry**

*by*Dimitrios Panagiotou & Athanassios Stavrakoudis

**Application of extended Dempster–Shafer theory of evidence in accident probability estimation for dangerous goods transportation**

*by*Yee Leung & Rongrong Li & Nannan Ji

**One-person enterprises and the phenomenon of hybrid self-employment: evidence from an empirical study**

*by*Dieter Bögenhold & Andrea Klinglmair

**On Asymmetric Market Model with Heteroskedasticity and Quantile Regression**

*by*Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta

**Measuring flows of international migration**

*by*James Raymer

**Bioethanol Production In Mexico: Socio- Economic Implications, Produccion De Bioetanol En Mexico: Implicaciones Socio-Economicas**

*by*Alberto Perez Fernandez & Jose Apolonio Venegas Venegas

**Accounting of Scientometric Indicators for Management of Scientific Activity**

*by*Oleh Moroz & Olena Shtovba

**Payment Technologies And Money Demand: Evidence From Dynamic Panel**

*by*Payam Mohammad ALIHA & Tamat SARMIDI & Abu Hassan SHAARI & Fathin Faizah SAID

**Investigating The Effects Of Financial Innovations On The Demand For Money In Malaysia Using The Ardl Appoach To Cointergration**

*by*Payam MOHAMMAD ALIHA & Tamat SARMIDI & Abu Hassan SHAAR & Fathin FAIZAH SAID

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes**

*by*Ana Paula Martins

**EU unification and linkages among the European currencies: new evidence from the EU and the EEA**

*by*Stoupos, Nikolaos & Kiohos, Apostolos

**Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico**

*by*Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon

**Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit**

*by*Shahzad, Syed Jawad Hussain & Kumar, Ronald Ravinesh & Zakaria, Muhammad & Hurr, Maryam

**GMM gradient tests for spatial dynamic panel data models**

*by*Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K.

**GMM gradient tests for spatial dynamic panel data models**

*by*Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K.

**Exchangeability, extreme returns and Value-at-Risk forecasts**

*by*Huang, Chun-Kai & North, Delia & Zewotir, Temesgen

**Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices**

*by*Bouri, Elie & Jain, Anshul & Biswal, P.C. & Roubaud, David

**Reduced form vector directional quantiles**

*by*Montes-Rojas, Gabriel

**Demographic responses to a political transformation: Evidence of women’s empowerment from Nepal**

*by*Paudel, Jayash & de Araujo, Pedro

**An empirical comparison of transformed diffusion models for VIX and VIX futures**

*by*Bu, Ruijun & Jawadi, Fredj & Li, Yuyi

**A unisex stochastic mortality model to comply with EU Gender Directive**

*by*Chen, An & Vigna, Elena

**A meta-analysis on the price elasticity of energy demand**

*by*Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral

**Empirical evidence of news about future prospects in the risk-pricing of oil assets**

*by*Kakeu, Johnson & Bouaddi, Mohammed

**Generating options-implied probability densities to understand oil market events**

*by*Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J.

**Electricity price modeling with stochastic time change**

*by*Borovkova, Svetlana & Schmeck, Maren Diane

**Estimating the speed of adjustment to target levels: The case of energy prices**

*by*Narayan, Seema & Narayan, Paresh Kumar

**Systemic risk and cross-sectional hedge fund returns**

*by*Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk

**Marked Hawkes process modeling of price dynamics and volatility estimation**

*by*Lee, Kyungsub & Seo, Byoung Ki

**Improving the accuracy of asset price bubble start and end date estimators**

*by*Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert

**A unifying theory of tests of rank**

*by*Al-Sadoon, Majid M.

**Semiparametric estimation and testing of smooth coefficient spatial autoregressive models**

*by*Malikov, Emir & Sun, Yiguo

**Testing for prospect and Markowitz stochastic dominance efficiency**

*by*Arvanitis, Stelios & Topaloglou, Nikolas

**Higher-order properties of approximate estimators**

*by*Kristensen, Dennis & Salanié, Bernard

**Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form**

*by*Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert

**Spatial dynamic panel data models with interactive fixed effects**

*by*Shi, Wei & Lee, Lung-fei

**QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices**

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

**Identification and estimation of a large factor model with structural instability**

*by*Baltagi, Badi H. & Kao, Chihwa & Wang, Fa

**On the role of the rank condition in CCE estimation of factor-augmented panel regressions**

*by*Karabiyik, Hande & Reese, Simon & Westerlund, Joakim

**Estimation of integrated quadratic covariation with endogenous sampling times**

*by*Potiron, Yoann & Mykland, Per A.

**Least squares estimation of large dimensional threshold factor models**

*by*Massacci, Daniele

**Resurrecting weighted least squares**

*by*Romano, Joseph P. & Wolf, Michael

**Inference and testing breaks in large dynamic panels with strong cross sectional dependence**

*by*Hidalgo, Javier & Schafgans, Marcia

**R-estimation in semiparametric dynamic location-scale models**

*by*Hallin, Marc & La Vecchia, Davide

**Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models**

*by*Yang, Kai & Lee, Lung-fei

**Estimating smooth structural change in cointegration models**

*by*Phillips, Peter C.B. & Li, Degui & Gao, Jiti

**A new approach to model regime switching**

*by*Chang, Yoosoon & Choi, Yongok & Park, Joon Y.

**Efficient estimation in models with independence restrictions**

*by*Poirier, Alexandre

**An alternative bandwidth selection method for estimating functional coefficient models**

*by*Chen, Xirong & Huang, Ta-Cheng & Li, Qi

**New insights into the stochastic ray production frontier**

*by*Henningsen, Arne & Bělín, Matěj & Henningsen, Géraldine

**Quasi-generalized least squares regression estimation with spatial data**

*by*Lu, Cuicui & Wooldridge, Jeffrey M.

**A suggestion for constructing a large time-varying conditional covariance matrix**

*by*Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S.

**Optimal bandwidth selection for local linear estimation of discontinuity in density**

*by*Jales, Hugo & Ma, Jun & Yu, Zhengfei

**A constrained state space approach for estimating firm efficiency**

*by*Kutlu, Levent

**Intra-national home bias: New evidence from the United States commodity flow survey**

*by*Martínez-San Román, Valeriano & Mateo-Mantecón, Ingrid & Sainz-González, Rubén

**Surplus–debt regressions**

*by*Leeper, Eric M. & Li, Bing

**Statistical inference of partially linear varying coefficient spatial autoregressive models**

*by*Wei, Chuanhua & Guo, Shuang & Zhai, Shufen

**Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy**

*by*Szafranek, Karol

**Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data**

*by*Lee, Kyungsub & Seo, Byoung Ki

**A general endogenous grid method for multi-dimensional models with non-convexities and constraints**

*by*Druedahl, Jeppe & Jørgensen, Thomas Høgholm

**Economic Appraisal of the Program of Diagnostics of Main Gas Pipelines**

*by*Miroslava Gennadevna Glukhova & Aleksandr Andreevich Zubarev

**The Re-analysis of the Relationship between Government’s Income and Expenditure in an Oil-based Economy with TVPFAVAR Approach (Iran as the Case of Study)**

*by*Jaber Akbari & Sadegh Bakhtiari & Morteza Sameti & Homayoun Ranjbar

**Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus**

*by*Adegbemi Babatunde Onakoya & Adedotun Victor Seyingbo

**Can Social Capital Investment Reduce Poverty in Rural Indonesia?**

*by*Ernan Rustiadi & Ahmadriswan Nasution

**Relationship between Exchange Rates and Stock Prices – GCC Perspectives**

*by*Jassim Al-Daham

**Determinants of External Debt: A Panel Data Analysis for Oil and Gas Exporting and Importing Countries**

*by*Abdul Waheed

**Long-Term Exposure to Malaria and Development: Disaggregate Evidence for Contemporaneous Africa**

*by*Matteo CERVELLATI & Elena ESPOSITO & Uwe Sunde

**La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015**

*by*Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi

**FISCO: modelo fiscal para Colombia**

*by*Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez

**Viewpoint: The human capital approach to inference**

*by*W. Bentley MacLeod

**La dynamique de la dette et du déficit publics en périodes de récession et d’expansion**

*by*Yannis Maël Largent

**Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry**

*by*Rémy Herrera & Zhiming Long

**Teaching Size and Power Properties of Hypothesis Tests Through Simulations**

*by*Taşpınar Süleyman & Doğan Osman

**Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model**

*by*Shim Jeungbo & Lee Seung-Hwan

**FISCO: modelo fiscal para Colombia**

*by*Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez

**“Representative” Samples and Their “Justification”**

*by*Margarita Lambova

**Aversions to Impatience, Uncertainty and Illiquidity**

*by*Marie Allard & Camille Bronsard & Christian Gouriéroux

**Consistent Pseudo-Maximum Likelihood Estimators**

*by*Christian Gouriéroux & Alain Monfort & Eric Renault

**Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year**

*by*Boj del Val, Eva & Costa Cor, Teresa

**Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach**

*by*Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

**DSGE-based forecasting: What should our perspective be?**

*by*O. Malakhovskaya.

**Beyond sorting: a more powerful test for cross-sectional anomalies**

*by*Olivier Ledoit & Michael Wolf & Zhao Zhao

**Improving weighted least squares inference**

*by*Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf

**Large dynamic covariance matrices**

*by*Robert F. Engle & Olivier Ledoit & Michael Wolf

**Numerical implementation of the QuEST function**

*by*Olivier Ledoit & Michael Wolf

**Estimating Fixed Effects Logit Models with Large Panel Data**

*by*Stammann, Amrei & Heiß, Florian & McFadden, Daniel

**Effects of Oscar awards on movie production**

*by*Agnani, Betty & Aray, Henry

**You can't always get what you want? Estimator choice and the speed of convergence**

*by*Kufenko, Vadim & Prettner, Klaus

**Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans**

*by*Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine

**A data-driven selection of an appropriate seasonal adjustment approach**

*by*Webel, Karsten

**Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**

*by*JIN SEO CHO & MYUNG-HO PARK & PETER C.B. PHILLIPS

**Estimation of Nonlinear Panel Models with Multiple Unobserved Effects**

*by*Chen, Mingli

**Multilateral mechanism analysis of interprovincial migration flows in China**

*by*Yingxia Pu & Ying Ge

**Publication selection bias in the sources of financing the enterprises research? A Meta-Regression Analysis**

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**A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression**

*by*Tae-Hwan Kim & Christophe Muller

**Consistent tests for risk seeking behavior: A stochastic dominance approach Abstract We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) with rejection regions determined by block bootstrap resampling techniques. Under the appropriate conditions we show that they are asymptotically conservative and consistent. We engage into Monte Carlo experiments to assess the nite sample size and power of the tests allowing for the presence of numerical errors. We use them to empirically analyze investor preferences and beliefs by testing whether the value-weighted market portfolio can be considered as efficient according to prospect and Markowitz stochastic dominance criteria when confronted to diversi cation principles made of risky assets. Our results indicate that we cannot reject the hypothesis of prospect stochastic dominance efficiency for the market portfolio. This is supportive of the claim that the particular portfolio can be rationalized as the optimal choice for any S-shaped utility function. Instead, we reject the hypothesis for Markowitz stochastic dominance, which could imply that there exist reverse S-shaped utility functions that do not rationalize the market portfolio**

*by*Stelios Arvanitis & Nikolas Topaloglou

**Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model**

*by*Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar

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

*by*Firmin Doko Tchatoka & Wenjie Wang

**Edgeworth expansion for the pre-averaging estimator**

*by*Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida

**On critical cases in limit theory for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Mark Podolskij

**Limit theorems for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij

**A weak limit theorem for numerical approximation of Brownian semi-stationary processes**

*by*Mark Podolskij & Nopporn Thamrongrat

**On U- and V-statistics for discontinuous Itô semimartingale**

*by*Mark Podolskij & Christian Schmidt & Mathias Vetter

**Parametric Portfolio Policies with Common Volatility Dynamics**

*by*Yunus Emre Ergemen & Abderrahim Taamouti

**Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation**

*by*Laurent Callot & Johannes Tang Kristensen

**Identification and estimation of non-Gaussian structural vector autoregressions**

*by*Markku Lanne & Mika Meitz & Pentti Saikkonen

**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

**Satisfacción laboral en los países pobres: el caso de los docentes malgaches**

*by*Carlos Gamero Burón & Gerard Lassibille

**Overeducation, skills and wage penalty: Evidence for Spain using PIAAC data**

*by*Sandra Nieto

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

*by*Qin, Duo

**Currency Crises in EU Candidate Countries: An Early Warning System Approach**

*by*Vesna Bucevska

**Modeling The Informal Economy: A Review**

*by*MIHĂILĂ, Teodora

**Szacunki kwartalnego PKB w polskich województwach**

*by*Mateusz Pipień & Sylwia Roszkowska

**La profundidad de mercado y el impacto cruzado de precios**

*by*Treviño Aguilar, Erick & Refugio Vallejo Gutiérrez

**Linkage between US monetary policy and emerging economies: the case of Korea?s financial market and monetary policy**

*by*Chan-Guk Huh & Jie Wu

**Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania**

*by*Valeriu Nalban

**Entrepreneurial Choice of Investment Capital for House-based Industries**

*by*Shrabani Mukherjee

**Estimation and Variance Decomposition in a Small-size DSGE Model**

*by*Oana Simona HUDEA

**Predictors of work life balance for women entrepreneurs in the North East Region of Romania**

*by*Dan Dumitru Ionescu & Alina Mariuca Ionescu

**Inductive Effect of Physicians Number and Hospital Bed on Health Expenditures in Iran**

*by*Panahi, Hossein & Salmani, Behzad & Nasibparast, Sima

**The Effect of Money Supply on the Inflation the Period between 1980-2013 in Turkey Economy**

*by*Şahin, İsmail & Karanfil, Muhammet

**Medidas macroprudenciales y política monetaria en una economía pequeña y abierta**

*by*Ribeiro, Joao

**Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)**

*by*Karen Poghosyan

**Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian)**

*by*Evgeniy Ozhegov

**Hysteresis and the NAIRU: The Case of Countries in Transition**

*by*Gordana Marjanovic & Ljiljana Maksimovic & Nenad Stanisic

**Income Inequality By Method Of Non-Weighted Average Absolute Deviation: Case Study Of Central And Eastern European Countries***

*by*Kamila Tureckova

**Consumption Expenditure in Romania – between Present Constraints and Past Habits**

*by*Moraru Andreea-Daniela & Baca Eleonora

**Impact Assessment of the Key Quantitative Indices for Road Transport Performance on Its Energy Efficiency**

*by*Hristina Nikolova & Petya Koralova

**Trade Effects Estimation for the Case of Eurasian Economic Space Countries: Application of Regional Gravity Model**

*by*Mogilat, A. & Salnikov, V.

**Log-volatility enhanced GARCH models for single asset returns**

*by*Tomasz Skoczylas

**Skewed Generalized Error Distribution of Financial Assets and Option Pricing**

*by*Panayiotis Theodossiou

**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

**FDI, private investment and public investment in Nigeria: An unravelled dynamic relation**

*by*Amassoma Ditimi & Ogbuagu Matthew I.

**Re-gendering globalization: Overcoming the phenomenon of gendering globalization**

*by*Sadia Afrin & Mahmudul Hasan Fouiji & Muhammad Raquib

**Forecasting Seasonal Factors Method Vs. Regression Method With MS Excel**

*by*Petru Balogh & Pompiliu Golea

**From Learning to Productive Active Life in Romania and European Union**

*by*Mariana Balan

**Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data**

*by*KAMEL HELALI & MAHA KALAI

**An Empirical Analysis of Engel Curve on Energy for Households in Sabah and Sarawak Based on Location and Income Group**

*by*Vivin Vincent Chandran & Caroline Geetha & Kwang Jing Yii & Amran Ahmed

**The Optimal Taxation and the Current Tax System**

*by*Ioannis N. Kallianiotis

**Analyzing the Market Concentration of the Romanian Capital Market**

*by*Sorin-Iulian Cioaca

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach**

*by*Valeriu Nalban

**The Capital Markets Research Based on the Financial Quantitative Models**

*by*Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA

**An Approach to the Analysis of Strategic Development Trend in the Electricity Production Regarding the Energy Sector Framework: The Ukrainian and Spanish Cases**

*by*Viktoria Sihua & Anxo Calvo-Silvosa & Ilya Starodumov

**Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958â€“2006)**

*by*Panayotis G. Michaelides & John G. Milios & Konstantinos N. Konstantakis & Panayiotis Tarnaras

**Education Premiums in Cambodia: Dummy Variables Revisited and Recent Data**

*by*John Humphreys

**Prediction and simulation using simple models characterized by nonstationarity and seasonality**

*by*Swanson, Norman R. & Urbach, Richard

**ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails**

*by*Paolella, Marc S. & Polak, Paweł

**Time-varying nature and macroeconomic determinants of exchange rate pass-through**

*by*Ozkan, Ibrahim & Erden, Lutfi

**Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality**

*by*Liu, Shew Fan & Yang, Zhenlin

**Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail**

*by*Figueiredo, Octávio & Guimarães, Paulo & Woodward, Douglas

**Value at Risk of the main stock market indexes in the European Union (2000–2012)**

*by*Iglesias, Emma M.

**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.

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

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

**Linear programming-based estimators in nonnegative autoregression**

*by*Preve, Daniel

**A semiparametric conditional capital asset pricing model**

*by*Cai, Zongwu & Ren, Yu & Yang, Bingduo

**The role of the variance premium in Jump-GARCH option pricing models**

*by*Byun, Suk Joon & Jeon, Byoung Hyun & Min, Byungsun & Yoon, Sun-Joong

**Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes**

*by*Gresnigt, Francine & Kole, Erik & Franses, Philip Hans

**A parametric alternative to the Hill estimator for heavy-tailed distributions**

*by*Kim, Joseph H.T. & Kim, Joocheol

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

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

**Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns**

*by*Riedel, Christoph & Wagner, Niklas

**Liquidity shocks and stock bubbles**

*by*Nneji, Ogonna

**Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy**

*by*Neto, David

**Max-factor individual risk models with application to credit portfolios**

*by*Denuit, Michel & Kiriliouk, Anna & Segers, Johan

**Structural gravity and fixed effects**

*by*Fally, Thibault

**US stock market regimes and oil price shocks**

*by*Angelidis, Timotheos & Degiannakis, Stavros & Filis, George

**Calculating systemic risk capital: A factor model approach**

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**Optimal versus realized bank credit risk and monetary policy**

*by*Delis, Manthos D. & Karavias, Yiannis

**On corporate capital structure adjustments**

*by*Dang, Viet Anh & Garrett, Ian

**The instability of the Pearson correlation coefficient in the presence of coincidental outliers**

*by*Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga

**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 demand for transport fuels in Turkey**

*by*Hasanov, Mübariz

**Environmental Kuznets curve for CO2 emissions: The case of Arctic countries**

*by*Baek, Jungho

**Modeling the dynamics of carbon emission performance in China: A parametric Malmquist index approach**

*by*Lin, Boqiang & Du, Kerui

**Exogenous impacts on the links between energy and agricultural commodity markets**

*by*Han, Liyan & Zhou, Yimin & Yin, Libo

**The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework**

*by*Cho, Dooyeon

**The dynamics of squared returns under contemporaneous aggregation of GARCH models**

*by*Jondeau, Eric

**ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models**

*by*Creel, Michael & Kristensen, Dennis

**Asymptotic inference in multiple-threshold double autoregressive models**

*by*Li, Dong & Ling, Shiqing & Zakoïan, Jean-Michel

**High dimensional stochastic regression with latent factors, endogeneity and nonlinearity**

*by*Chang, Jinyuan & Guo, Bin & Yao, Qiwei

**Identification and shape restrictions in nonparametric instrumental variables estimation**

*by*Freyberger, Joachim & Horowitz, Joel L.

**Regression discontinuity designs with unknown discontinuity points: Testing and estimation**

*by*Porter, Jack & Yu, Ping

**Panel nonparametric regression with fixed effects**

*by*Lee, Jungyoon & Robinson, Peter M.

**Semiparametric single-index panel data models with cross-sectional dependence**

*by*Dong, Chaohua & Gao, Jiti & Peng, Bin

**Maximum likelihood estimation of a spatial autoregressive Tobit model**

*by*Xu, Xingbai & Lee, Lung-fei

**Two-step estimation of network-formation models with incomplete information**

*by*Leung, Michael P.

**Structural-break models under mis-specification: Implications for forecasting**

*by*Koo, Bonsoo & Seo, Myung Hwan

**Identification and estimation in a correlated random coefficients binary response model**

*by*Hoderlein, Stefan & Sherman, Robert

**Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity**

*by*Hayakawa, Kazuhiko & Pesaran, M. Hashem

**Large sample properties of the matrix exponential spatial specification with an application to FDI**

*by*Debarsy, Nicolas & Jin, Fei & Lee, Lung-fei

**Stock return and cash flow predictability: The role of volatility risk**

*by*Bollerslev, Tim & Xu, Lai & Zhou, Hao

**Explicit form of approximate transition probability density functions of diffusion processes**

*by*Choi, Seungmoon

**Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso**

*by*Caner, Mehmet & Fan, Qingliang

**Estimation in generalised varying-coefficient models with unspecified link functions**

*by*Zhang, Wenyang & Li, Degui & Xia, Yingcun

**Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference**

*by*Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan

**VAR for VaR: Measuring tail dependence using multivariate regression quantiles**

*by*White, Halbert & Kim, Tae-Hwan & Manganelli, Simone

**Select the valid and relevant moments: An information-based LASSO for GMM with many moments**

*by*Cheng, Xu & Liao, Zhipeng

**Regularized LIML for many instruments**

*by*Carrasco, Marine & Tchuente, Guy

**Oracle inequalities for high dimensional vector autoregressions**

*by*Kock, Anders Bredahl & Callot, Laurent

**A spatial autoregressive model with a nonlinear transformation of the dependent variable**

*by*Xu, Xingbai & Lee, Lung-fei

**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

**Consistent method of moments estimation of the true fixed effects model**

*by*Wikström, Daniel

**Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone**

*by*Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore

**Missing mean does no harm to volatility!**

*by*Anatolyev, Stanislav & Tarasyuk, Irina

**A note on 2SLS estimation of the mixed regressive spatial autoregressive model**

*by*Liu, Long

**Multi-way clustering estimation of standard errors in gravity models**

*by*Egger, Peter H. & Tarlea, Filip

**Endogeneity in stochastic frontier models: Copula approach without external instruments**

*by*Tran, Kien C. & Tsionas, Efthymios G.

**Estimating the common break date in large factor models**

*by*Chen, Liang

**Consistency of the least squares estimator in threshold regression with endogeneity**

*by*Yu, Ping

**Factor-augmented regression models with structural change**

*by*Wang, Shaoping & Cui, Guowei & Li, Kunpeng

**Estimating the long rate and its volatility**

*by*Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui

**Estimation of spatial panel data models with time varying spatial weights matrices**

*by*Wang, Wei & Yu, Jihai

**Optimal asymptotic least squares estimation in a singular set-up**

*by*Diez de los Rios, Antonio

**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

**Aggregate volatility expectations and threshold CAPM**

*by*Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent

**State-dependent jump risks for American gold futures option pricing**

*by*Lian, Yu-Min & Liao, Szu-Lang & Chen, Jun-Home

**The course of realized volatility in the LME non-ferrous metal market**

*by*Todorova, Neda

**Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach**

*by*Boubaker, Heni & Sghaier, Nadia

**Estimation of correlations in portfolio credit risk models based on noisy security prices**

*by*Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy

**Investigating Factors Affecting CO2 Emissions in Malaysian Road Transport Sector**

*by*Siti Indati Mustapa & Hussain Ali Bekhet

**Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures**

*by*Tanattrin Bunnag

**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

**Methodological Tools for Risk Assessment in Industrial Enterprises**

*by*Lev I. Ushvitskii & Tat’yana A. Kulagovskaya & Anna A. Ter-Grigor’yants & Irina V. Solovyova & Elena S. Mezentseva

**Modeling Response to Innovations in Industrialized Regions: The Russian Experience**

*by*Victoria V. Akberdina & Anatoly V. Grebenkin & Oleg M. Barbakov

**Does Capacity Utilization Rate Affect Imports of Raw Materials in Nigeria?**

*by*Augustine C. Osigwe & Kenneth Obi

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

*by*Ioannis N. Kallianiotis

**The Usefulness of Directed Acyclic Graphs: What Can DAGs Contribute to a Residual Approach to Weight-Related Income Discrimination?**

*by*Christiane Bozoyan & Tobias Wolbring

**A Semiparametric Analysis of Conditional Income Distributions**

*by*Alexander Sohn & Nadja Klein & Thomas Kneib

**Joint Calibration Estimator for dual frame surveys**

*by*James M. Lepkowski & Mahmoud A. Elkasabi & Steven G. Heeringa

**Improved separate ratio and product exponential type estimators in the case of post-stratification**

*by*Rajesh Tailor & Hilal A. Lone

**Some classes of modified ratio type estimators in sample surveys**

*by*A. K. P. C. Swain & Manjula Das

**The Assessment of Polish Bank Sector Condition on the Basis of Swap Spreads**

*by*Piotr Ryszard Pluciennik

**Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy**

*by*David Neto

**Testing the predict power of VIX: an application of multiplicative error model**

*by*Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira

**Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models**

*by*Fernanda Maria Muller & Fábio Mariano Bayer

**The Influence Of Government Spending, Financial, Monetary And Fiscal Policies On The Gdp. Comparative Analysis Romania – Lithuania**

*by*Sebastian George, ENE & Danut, CHILAREZ

**Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange**

*by*Julija Cerović & Vesna Karadžić

**Estimating Size And Structure Of Yough Romanian Migrants Based On The Gravity Models**

*by*Univ. Prof. Ph. D. Mariana BALAN & PhD. Rodica PERCIUN

**Risks of investment in personnel development: evidence from Ukrainian IT companies**

*by*Oksana Domkina

**A Comparison Of Artificial Neural Networks And Multiple Linear Regression Models As Predictors Of Discard Rates In Plastic Injection Molding**

*by*Vesile Sinem ArÄ±kan KargÄ±

**The Generalizability of Financial Distress Prediction Models: Evidence from Turkey**

*by*Ibrahim Onur Oz & Tezer Yelkenci

**Technical Analysis Of Ftse 100 Index Using Quantmod Package**

*by*Sorin Marius Pirnac

**Consumers` perception on the use of innovative technologies in creating store atmosphere**

*by*Mirela Octavia Sirbu & Andreea Simona Saseanu & Simona Ioana Ghita

**Modelling factors of Student test statistics dispersion in a multiple linear regression**

*by*Florin-Marius PAVELESCU

**Producing small area estimation using R in the Romanian official statistics**

*by*Ana Maria DOBRE & Nicoleta CARAGEA

**Time-Varying Persistence in US Inflation**

*by*Massimiliano Caporin & Rangan Gupta

**Testing for Leverage Effect in Financial Returns**

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

**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

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

*by*Westerlund, Joakim & Reese, Simon

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

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

**The Soft Regression Method- Suggested Improvements**

*by*Eli Shnaider & Nava Haruvy & Arthur Yosef

**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

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

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*by*Faheem Jehangir Khan & Yaser Javed

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*by*Peter M Robinson

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*by*Frank A Cowell

**Distributional Orderings: An Approach with Seven Flavours**

*by*Yoram Amiel & Frank A Cowell & Wulf Gaertner

**Human Capital and Economic Growth: Pakistan, 1960-2003**

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*by*Theodoridis, Konstantinos

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*by*Massacci, D.

**The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models**

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**Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk**

*by*Andre Monteiro & Georgi V. Smirnov & Andre Lucas

**Annex A5 : A model of the stochastic convergence between euro area business cycles**

*by*Matthieu Lemoine

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*by*Hugo Kruiniger

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*by*Katsumi Shimotsu

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*by*Hiroyuki Kasahara & Katsumi Shimotsu

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*by*Hiroyuki Kasahara & Katsumi Shimotsu

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*by*Vitek, Francis

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

*by*Vitek, Francis

**Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

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*by*Ugurlu, Erginbay

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*by*Shahateet, Mohammed

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*by*Razzak, Weshah

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*by*Mishra, SK

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*by*Barnett, William A. & Duzhak, Evgeniya

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*by*Albu, Lucian-Liviu

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*by*Larrain, Felipe & Parro, Francisco

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*by*Mynbaev, Kairat & Ullah, Aman

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*by*Wang, Hung-Jen

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*by*Herrera Gómez, Marcos

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*by*Pandey, Krishan & Tikkiwal, G.C.

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*by*Tsionas, Efthymios & Kumbhakar, Subal

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*by*Okoye, B.C & Asumugha, G.N & Okezie, C.A & Tanko, L & Onyenweaku, C.E

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*by*Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N

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*by*Gomez-Sorzano, Gustavo

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*by*Chris Heaton & Victor Solo

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*by*Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara

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*by*Christophe Kolodziejczyk

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*by*Arabsheibani, Reza & Mussurov, Altay

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**The pricing of unexpected credit losses**

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**Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models**

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**Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters**

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**Endogeneity in Nonlinear Regressions with Integrated Time Series**

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**Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments**

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**A Mixed Model for Double Checking Fallible Auditors**

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**General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models**

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**Non-Parametric Inference for Bivariate Extreme-Value Copulas**

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**Do Financial Incentives Promote the Employment of the Disabled?**

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**General Diagnostic Tests for Cross Section Dependence in Panels**

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**Random Coefficient Panel Data Models**

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**Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space**

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