## 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.

**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

**Spatial differentiation for sample selection models**

*by*Alex Klein & Guy Tchuente

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

*by*Knaut, Andreas & Paschmann, Martin

**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

**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

**The Economics of Replication**

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

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

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

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

*by*Arne Henningsen & Matěj Bělín & Géraldine Henningsen

**Mapping the stocks in MICEX: Who is central in Moscow Stock Exchange?**

*by*M. Hakan Eratalay & Evgenii Vladimirov

**The Economics of Replication**

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

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

*by*Manuel Arellano & Stéphane Bonhomme

**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

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

*by*Luis J. Álvarez

**Volatility spillover effects in interbank money markets**

*by*Pedro Pires Ribeiro & José Dias Curto

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

*by*Taras Bodnar & Taras Zabolotskyy

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

*by*Dimitrios Panagiotou & Athanassios Stavrakoudis

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

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

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

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

**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

**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

**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

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

*by*Druedahl, Jeppe & Jørgensen, Thomas Høgholm

**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

**Estimating the means and the covariances of fuzzy random variables**

*by*Shvedov, Alexey

**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**

*by*Natalia Nehrebecka & Aneta Dzik-Walczak

**Bayesian nonparametric sparse seemingly unrelated regression model (SUR)**

*by*Monica Billio & Roberto Casarin & Luca Rossini

**Bayesian Nonparametric Conditional Copula Estimation of Twin Data**

*by*Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

**Empirical Hedging Performance on Long-dDted Crude Oil Derivatives**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**A Structural Model for Electricity Forward Prices**

*by*Benth, Fred Espen & Paraschiv, Florentina

**Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients**

*by*Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur

**Bank Foundations, Social Capital, and the Growth of Italian Provinces**

*by*Giorgio Calcagnini & Germana Giombini & Francesco Perugini

**Mimetic behaviour and institutional persistence: A two-armed bandit experiment**

*by*Innocenti, Stefania & Cowan, Robin

**Parallelization experience with four canonical econometric models using ParMitISEM**

*by*Baştürk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van

**Model selection with factors and variables**

*by*Jack Fosten

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

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

**In search of the Euro area fiscal stance**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs**

*by*Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Great Recession, Slow Recovery and Muted Fiscal Policies in the US**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization**

*by*Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

**Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes**

*by*Manabu Asai & Michael McAleer

**Robust frontier estimation from noisy data: a Tikhonov regularization approach**

*by*Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold

**Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations**

*by*Victor Aguirregabiria & Arvind Magesan

**A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions**

*by*Einmahl, John & Kiriliouk, A. & Segers, J.J.J.

**Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach**

*by*Rabovic, Renata & Cizek, Pavel

**Testing for a Threshold in Models with Endogenous Regressors**

*by*Rothfelder, Mario & Boldea, Otilia

**Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models**

*by*Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger

**Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes**

*by*Manabu Asai & Michael McAleer

**Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization**

*by*Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

**Parallelization Experience with Four Canonical Econometric Models using ParMitISEM**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**LIML Estimation of Import Demand and Export Supply Elasticities**

*by*Vahagn Galstyan &

**Multidimensional Parameter Heterogeneity in Panel Data Models**

*by*Timothy Neal

**Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*Luke Hartigan

**Common Threshold in Quantile Regressions with an Application to Pricing for Reputation**

*by*Liangjun Su & Pai Xu & Heng Ju

**Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties**

*by*Grzegorz Koloch

**Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling**

*by*Michal Jakubczyk

**Choosing from multiple alternatives in cost-effectiveness analysis with fuzzy willingness-to-pay/accept and uncertainty**

*by*Michal Jakubczyk

**Foreign Direct Investment, Productivity And Crowding-Out: Dynamic Panel Evidence On Vietnamese Firms**

*by*Hanh Pham

**Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Commodities Portfolios**

*by*Mazin A. M. Al Janabi

**On the Treatment of a Measurement Error Regression Model**

*by*TAKU YAMAMOTO

**Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels**

*by*Ignace De Vos & Gerdie Everaert

**Multivariate Method Of Simulated Quantiles**

*by*Paola Stolfi & Mauro Bernardi & Lea Petrella

**IMF Programs and Sensitivity to External Shocks: An Empirical Application**

*by*Mirela Sorina Miescu

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

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

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

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

**Negative binomial quasi-likelihood inference for general integer-valued time series models**

*by*Aknouche, Abdelhakim & Bendjeddou, Sara

**Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations**

*by*Yang, Bill Huajian & Du, Zunwei

**A stochastic frontier estimator of the aggregate degree of market power exerted by the U.S. beef and pork packing industries**

*by*Stavrakoudis, Athanassios & Panagiotou, Dimitrios

**Does Domestic Investment Produce Economic Growth in Canada: Empirical Analysis Based on Correlation, Cointegration and Causality**

*by*Bakari, Sayef

**Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models**

*by*Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer

**Variance targeting estimation of the BEKK-X model**

*by*Thieu, Le Quyen

**Asymmetries in the revenue-expenditure nexus: New evidence from South Africa**

*by*Phiri, Andrew

**Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model**

*by*Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan

**Making Markowitz's Portfolio Optimization Theory Practically Useful**

*by*BAI, ZHIDONG & LIU, HUIXIA & WONG, WING-KEUNG

**Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period**

*by*Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew

**Investigating the impact of national income on environmental pollution. International evidence**

*by*Barra, Cristian & Zotti, Roberto

**The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models**

*by*Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew

**Revisiting the Synthetic Control Estimator**

*by*Ferman, Bruno & Pinto, Cristine

**Rethinking the current inflation target range in South Africa**

*by*Bonga-Bonga, Lumengo & Lebese, Ntsakeseni Letitia

**Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression**

*by*Xu, Ning & Hong, Jian & Fisher, Timothy

**Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions**

*by*Wilcox, Nathaniel

**“Attitudes to Leadership and Voting: Finding the Efficient Frontier”**

*by*Davis, Brent

**spanel: le package R pour l’estimation des données de panel spatiale**

*by*Zaghdoudi, Taha

**Simultaneity of Crime Incidence in Mindanao**

*by*Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

**The relationship between savings and economic growth at the disaggregated level**

*by*Guma, Nomvuyo & Bonga-Bonga, Lumengo

**Shapley value regression and the resolution of multicollinearity**

*by*Mishra, SK

**Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso**

*by*Xu, Ning & Hong, Jian & Fisher, Timothy

**Local Explosion Modelling by Noncausal Process**

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

**Does Phillips Exist in Palestine? An Empirical Evidence**

*by*Ismael, Mohanad & Sadeq, Tareq

**Measures of correlation and computer algebra**

*by*Halkos, George & Tsilika, Kyriaki

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution**

*by*Fernández-Morales, Antonio

**Estimation bias due to duplicated observations: a Monte Carlo simulation**

*by*Sarracino, Francesco & Mikucka, Malgorzata

**Plausibility of big shocks within a linear state space setting with skewness**

*by*Koloch, Grzegorz

**Econometric-wavelet prediction in spatial aspect**

*by*Monika Hadas-Dyduch

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

*by*Lorenza Rossi & Emilio Zanetti Chini

**Terrorism and Employment : Evidence from Successful and Failed Terror Attacks**

*by*Abel Brodeur

**Surplus-Debt Regressions**

*by*Eric M. Leeper & Bing Li

**China Pro-Growth Monetary Policy and Its Asymmetric Transmission**

*by*Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha

**Solution and Estimation Methods for DSGE Models**

*by*Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

**Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective**

*by*Karol Szafranek

**Measuring expected time to default under stress conditions for corporate loans**

*by*Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko

**When is it really justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Jan F. Kiviet

**Nonparametric Localized Bandwidth Selection for Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Another Look at Single-Index Models Based on Series Estimation**

*by*Chaohua Dong & Jiti Gao & Bin Peng

**Error-in-Variables Jump Regression Using Local Clustering**

*by*Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu

**The Lila distribution and its applications in risk modelling**

*by*Bertrand K. Hassani & Wei Yang

**Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions**

*by*Dominique Guegan & Bertrand K. Hassani

**Eigenvalue Ratio Estimators for the Number of Dynamic Factors**

*by*Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni

**PIIGS in the Euro Area. An Empirical DSGE Model**

*by*Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

**In search of the Euro Area Fiscal Stance**

*by*Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

**The Identification and Estimation of a Large Factor Model with Structural Instability**

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

**Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID**

*by*Anastasios Demertzidis & Vahidin Jeleskovic

**Adolescent Brides and Grooms' Education: Theory and Evidence**

*by*Sylvain Dessy, Setou Diarra, Roland Pongou & Setou Diarra & Roland Pongou

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta

**A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints**

*by*Jeppe Druedahl & Thomas Høgholm Jørgensen

**From bond yield to macroeconomic instability: The effect of negative interest rates**

*by*Maria Cristina Recchioni & Gabriele Tedeschi

**Inference in Regression Discontinuity Designs with a Discrete Running Variable**

*by*Kolesár, Michal & Rothe, Christoph

**The Value of Knowing the Propensity Score for Estimating Average Treatment Effects**

*by*Rothe, Christoph

**Something from Nothing: Estimating Consumption Rates Using Propensity Scores, with Application to Emissions Reduction Policies**

*by*Bardsley, Nicholas & Büchs, Milena & Schnepf, Sylke V.

**The Effect of One Laptop per Child on Teachers' Pedagogical Practices and Students' Use of Time at Home**

*by*Yamada, Gustavo & Lavado, Pablo & Montenegro, Guadalupe

**The Effect of Fe y Alegria on School Achievement: Exploiting a School Lottery Selection as a Natural Experiment**

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

**The Twin Instrument**

*by*Bhalotra, Sonia R. & Clarke, Damian

**Locally Robust Semiparametric Estimation**

*by*Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey

**A continuous-time stochastic model for the mortality surface of multiple populations**

*by*Peter Jevtic & Luca Regis

**Effectiveness of sequences of classroom training for welfare recipients : what works best in West Germany?**

*by*Dengler, Katharina

**Functional Principal Component Analysis for Derivatives of Multivariate Curves**

*by*Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner

**Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics**

*by*Ying Chen & Wolfgang K. Härdle & Wee Song Chua

**Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors**

*by*Kun Ho Kim & Wolfgang K. Härdle & Shih-Kang Chao

**Estimation and filtering of nonlinear MS-DSGE models**

*by*Sergey Ivashchenko

**Panel data estimators and aggregation**

*by*Biørn, Erik

**Non-parametric estimation of conditional densities: A new method**

*by*Otneim, Håkon & Tjøstheim, Dag

**Log-normal creaming and the likelihood of discovering additional giant petroleum fields**

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

**Weibull Wind Worth: Wait and Watch?**

*by*Lillestøl, Jostein

**The modelling of networks using Exponential Random Graph Models: an introduction**

*by*Johannes VAN DER POL

**On ill-posedness of nonparametric instrumental variable regression with convexity constraints**

*by*Scaillet, Olivier

**Integrating sensory evaluations in incentivized discrete choice experiments to assess consumer demand for cricket flour buns in Kenya**

*by*Mohammed H. Alemu & Søren Bøye Olsen & Suzanne E. Vedel & John Kinyuru & Kennedy O. Pambo

**Womenâ€™s satisfaction during pregnancy and at delivery in Tuscany (Italy)**

*by*Gustavo De Santis & Valentina Tocchioni & Chiara Seghieri & Sabina Nuti

**Characteristic-sorted portfolios: estimation and inference**

*by*Cattaneo, Matias D. & Crump, Richard K. & Farrell, Max H. & Schaumburg, Ernst

**When Can Trend-Cycle Decompositions Be Trusted?**

*by*Manuel Gonzalez-Astudillo & John M. Roberts

**Simple Estimators for ARCH Models**

*by*Prono, Todd

**Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor**

*by*Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung

**Measuring Uncertainty and Its Impact on the Economy**

*by*Clark, Todd E. & Carriero, Andrea & Massimiliano, Marcellino

**Large Vector Autoregressions with Stochastic Volatility and Flexible Priors**

*by*Clark, Todd E. & Carriero, Andrea & Marcellino, Massimiliano

**China Pro-Growth Monetary Policy and Its Asymmetric Transmission**

*by*Chen, Kaiji & Waggoner, Daniel F. & Higgins, Patrick C. & Zha, Tao

**An Empirical Analysis of the Public Spending Decomposition on Organized Crime**

*by*Maria Berrittella & Carmelo Provenzano

**Fractal Characterization of Long Memory in Electricity Prices**

*by*Yuri Balagula

**Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes**

*by*Asai, M. & McAleer, M.J.

**Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization**

*by*Bai, Z. & Li, H. & McAleer, M.J. & Wong, W-K.

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

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

*by*Ana Paula Martins

**A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction**

*by*Ana Paula Martins

**Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study**

*by*Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz

**Desigualdad en el Acceso a los Servicios Públicos y Niveles de Satisfacción de los Individuos**

*by*Diego Campoy & Cecilia Parada

**Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz

**Main determinants acquisition of skills in Latin America: a multilevel analysis from the results PISA 2012**

*by*Geovanny Castro Aristizabal & Maribel Castillo Caicedo & Julie Carolina Mendoza Parra

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

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

**The Twin Instrument**

*by*Sonia Bhalotra & Damian Clarke

**Robust Analysis of the Martingale Hypothesis**

*by*Christian Gouriéroux & Joann Jasiak

**Robust Analysis of the Martingale Hypothesis**

*by*Christian Gouriéroux & Joann Jasiak

**Measuring Segregation on Small Units: A Partial Identification Analysis**

*by*Xavier D'Haultfoeuille & Roland Rathelot

**Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance**

*by*Lamy, Laurent & Patnam, Manasa & Visser, Michael

**Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations**

*by*Aguirregabiria, Victor & Magesan, Arvind

**On Asymptotic Theory for ARCH(infinite) Models**

*by*HAFNER, Christian M. & PREMINGER, Arie

**Weak Diffusion Limits of Dynamic Conditional Correlation Models**

*by*HAFNER, Christian M. & LAURENT, Sebastien & VIOLANTE, Francesco

**“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia**

*by*Fabián Ernesto Vidal Sánchez

**Quantile Selection Models with an Application to Understanding Changes in Wage Inequality**

*by*Manuel Arellano & Stéphane Bonhomme

**On The Sources Of Heterogeneity In Banking Efficiency Literature**

*by*Francesco Aiello & Graziella Bonanno

**Multilevel Empirics For Small Banks In Local Markets**

*by*Francesco Aiello & Graziella Bonanno

**Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions**

*by*Nathaniel T. Wilcox

**A Diagnostic Criterion for Approximate Factor Structure**

*by*Patrick Gagliardini & Elisa Ossola & O. Scaillet

**Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles**

*by*Vladimir Filimonov & Guilherme Demos & Didier Sornette

**On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints**

*by*Olivier Scaillet

**Econometric Analysis of Production Networks with Dominant Units**

*by*M. Hashem Pesaran & Cynthia Fan Yang

**Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz

**Almost Unbiased Variance Estimation in Simultaneous Equation Models**

*by*Phillip, Garry & Xu, Yongdeng

**Econometric Analysis of Production Networks with Dominant Units**

*by*Pesaran, Hashem. & Fan Yang, Cynthia.

**Robust Inference for the Two-Sample 2SLS Estimator**

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**Measuring business cycle comovements in Europe: Evidence from a dynamic factor model with time-varying parameters**

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**Family background variables as instruments for education in income regressions: A Bayesian analysis**

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*by*Maurice Bun & Frank Windmeijer

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*by*Hugo R. Ñopo

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*by*Wolf Dieter Heinbach & Markus Spindler

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*by*Hohmeyer, Katrin & Wolff, Joachim

**Does short-term training activate means-tested unemployment benefit recipients in Germany?**

*by*Wolff, Joachim & Jozwiak, Eva

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*by*Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

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*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

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*by*Volodymyr Perederiy

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*by*Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt

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*by*Wolf Dieter Heinbach & Markus Spindler

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*by*Ip-wing Yu & Laurence Fung & Chi-sang Tam

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*by*Ip-wing Yu & Laurence Fung & Chi-sang Tam

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*by*Carling, Kenneth & Alam, Moudud

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*by*Støve, Bård & Tjøstheim, Dag

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*by*Lillestøl, Jostein

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*by*Daniel Ventosa-Santaularia

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*by*Luciano Nakabashi & Marcio José Vargas da Cruz

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*by*Luciano Nakabashi & Marcio José Vargas da Cruz & Fábio Dória Scatolin

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*by*Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek

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*by*Karl H. Schlag

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*by*Ariza, Alfredo & Ugidos Olazabal, Arantza

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*by*Peter M. Robinson

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*by*Frank Cowell

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*by*Yoram Amiel & Frank Cowell & Wulf Gaertner

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*by*Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik

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*by*Faheem Jehangir Khan & Yaser Javed

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*by*Heiko Peters

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*by*Peter C.B. Phillips & Ke-Li Xu

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*by*Broadie, Mark & Chernov, Mikhail & Johannes, Michael

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*by*BAUWENS, Luc & GALLI, Fausto

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*by*LOMBARDI, Marco & VEREDAS, David

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*by*Luis Fernando Melo & John Jairo León & Dagoberto Saboya

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*by*Patrick Gagliardini & Olivier Scaillet

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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

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*by*Abbas, Qaisar & Foreman-Peck, James

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*by*Theodoridis, Konstantinos

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*by*Massacci, D.

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*by*Fougère, D.

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*by*Carla Ysusi

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*by*Carlos Gamero Burón

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*by*Saaed, A.A.J.

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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

**A quoi réagit le marchés des obligations privées?**

*by*Marie Briere & Aurélie Cohen

**Semiparametric Estimation of Signaling Games**

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*by*Hugo Kruiniger

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*by*George Kapetanios & M. Hashem Pesaran & Takashi Yamagata

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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*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*Sowell, Fallaw

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*by*Mynbaev, Kairat & Ullah, Aman

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*by*Wang, Hung-Jen

**Efecto de la Competencia de la Educación Privada sobre la Calidad de la Educación Pública**

*by*Herrera Gómez, Marcos

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

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*by*Breiding, Torsten

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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

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

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

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*by*Henningsen, Arne & Hamann, Jeff

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*by*Gomez-Sorzano, Gustavo

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*by*George Athanasopoulos & Rob J. Hyndman

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*by*John Galbraith & Victoria Zinde-Walsh

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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*Arabsheibani, Reza & Mussurov, Altay

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*by*Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi

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*by*George Kapetanios & M. Hashem Pesaran & Takashi Yamagata

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*by*Ángel León & Francis Benito & Juan Nave

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*by*G. Mythili

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*by*Wagner, Martin

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*by*Frank Windmeijer

**Nonparametric instrumental variables estimation of a quantile regression model**

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**Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions**

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**The Estimation of Default Risk with Market Data**

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**Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator**

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**The long-run nominal exchange rate: specification and estimation issues**

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**On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates**

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**A non parametric analysis of distributions of household income and attributes**

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**Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity**

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**Indirect Estimation of Arfima and Varfima Models**

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**Generalized Method of Moment and Indirect Estimation of the ARASMA Model**

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**Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables**

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**A Multiple Output Stochastic Ray Frontier Production Model**

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**Missing Values in Vector Time Series**

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**A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring**

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**Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada**

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**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**

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**A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information**

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**Testing for Serial Correlation in the of Dynamic Heteroscedasticity**

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