## 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.

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

*by*Chang, Yoosoon & Kwak, Boreum

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

*by*JIN SEO CHO & HALBERT WHITE

**Directionally Differentiable Econometric Models**

*by*JIN SEO CHO & HALBERT WHITE

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

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

*by*Taras Bodnar & Taras Zabolotskyy

**Métodos numéricos para cálculo de la prima de opciones asiáticas / Numerical Methods for Calculation of Asian Options Premium**

*by*Gavira Durón, Nora & Aguilar Galindo, Julio Irving

**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

**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

**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

**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

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

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

**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

**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

**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

**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

**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

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

*by*Szafranek, Karol

**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

**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

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

*by*W. Bentley MacLeod

**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

**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**

*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

**A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors**

*by*Lorenzo Ricci & Vincenzo Verardi & Catherine Vermandele

**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

**How Do You Interpret Your Regression Coefficients?**

*by*Pillai N., Vijayamohanan

**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

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**Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates**

*by*James Wolter

**Star Wars: The Empirics Strike Back**

*by*Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg

**"Transit Makes you Short": On Health Impact Assessment of Transportation and the Built Environment**

*by*Alireza Ermagun & David Levinson

**Structural Gravity and Fixed Effects**

*by*Thibault Fally

**Quarterly estimates of regional GDP in Poland – application of statistical inference of functions of parameters**

*by*Mateusz Pipień & Sylwia Roszkowska

**Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity**

*by*Chaohua Dong & Jiti Gao & Bin Peng

**Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia**

*by*Xiaodong Gong & Jiti Gao

**Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index**

*by*Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang

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

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

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

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Instrument-free Identifcation and Estimation of the Diferentiated Products Models**

*by*David P. Byrne & Susumu Imai & Vasilis Sarafidis

**On the Identification of Interdependence and Contagion of Financial Crises**

*by*Emanuele BACCHIOCCHI

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

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

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

*by*Periklis Boumparis & Costas Milas & Theodore Panagiotidis

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

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

**Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term**

*by*Badi H. Baltagi & Chihwa Kao & Long Liu

**Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection**

*by*Yoonseok Lee & Mehmet Caner & Xu Han

**Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India**

*by*Santosh K. Sahu & Sukanya Das

**Mergers and Acquisitions in the Indian Pharmaceutical Sector**

*by*Santosh K. Sahu & Nitika Agarwal

**Entrepreneurial Choice of Investment Capital for House-Based Industries: A case study in West Bengal**

*by*Shrabani Mukherjee

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

*by*Anh Nguyen

**Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility**

*by*Konstantinos Theodoridis & Haroon Mumtaz

**Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks**

*by*Fedor Iskhakov & Thomas Høgholm Jørgensen & John Rust & Bertel Schjerning

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

*by*Brodeur, Abel

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

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

**Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia**

*by*Gong, Xiaodong & Gao, Jiti

**Whose Preferences Are Revealed in Hours of Work?**

*by*Pencavel, John

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

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

**Optimal bandwidth selection for the fuzzy regression discontinuity estimator**

*by*Yoichi Arai & Hidehiko Ichimura

**Finite sample bias corrected IV estimation for weak and many instruments**

*by*Matthew C. Harding & Jerry Hausman & Christopher Palmer

**Alternative asymptotics and the partially linear model with many regressors**

*by*Matias Cattaneo & Michael Jansson & Whitney K. Newey

**Nonparametric stochastic discount factor decomposition**

*by*Timothy M. Christensen

**Individual and time effects in nonlinear panel models with large N, T**

*by*Ivan Fernandez-Val & Martin Weidner

**Semiparametric dynamic portfolio choice with multiple conditioning variables**

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

**Homophily and Triadic Closure in Evolving Social Networks**

*by*Irene Crimaldi & Michela Del Vicario & Greg Morrison & Walter Quattrociocchi & Massimo Riccaboni

**TERES - Tail Event Risk Expectile based Shortfall**

*by*Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci &

**Simultaneous likelihood-based bootstrap confidence sets for a large number of models**

*by*Mayya Zhilova & & &

**Forecasting Russian Macroeconomic Indicators with BVAR**

*by*Boris B. Demeshev & Oxana A. Malakhovskaya

**Speeding Up Mcmc By Delayed Acceptance And Data Subsampling**

*by*Quiroz, Matias

**Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Speeding Up Mcmc By Efficient Data Subsampling**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Beta-creaming**

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

**Best estimate reporting with asymmetric loss**

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

**Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables**

*by*Frölich, Markus & Huber, Martin

**Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables**

*by*Frölich, Markus & Huber, Martin

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

*by*Pingel, Ronnie & Waernbaum, Ingeborg

**Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence**

*by*Fabian Dunker

**Time-varying risk premium in large cross-sectional equity datasets**

*by*Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier

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

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

**Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**The Evolution of Scale Economies in U.S. Banking**

*by*Wheelock, David C. & Wilson, Paul W.

**Estimation of Dynastic Life-Cycle Discrete Choice Models**

*by*Gayle, George-Levi & Golan, Limor & Soytas, Mehmet A.

**What is the source of the intergenerational correlation in earnings?**

*by*Gayle, George-Levi & Golan, Limor & Soytas, Mehmet A.

**What Accounts for the Racial Gap in Time Allocation and Intergenerational Transmission of Human Capital?**

*by*Gayle, George-Levi & Golan, Limor & Soytas, Mehmet A.

**Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation**

*by*Gayle, George-Levi & Li, Chen & Miller, Robert A.

**Backtesting Systemic Risk Measures During Historical Bank Runs**

*by*Brownlees, Christian & Chabot, Benjamin & Ghysels, Eric & Kurz, Christopher J.

**The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods**

*by*Martinez-Garcia, Enrique

**Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy**

*by*Lunsford, Kurt Graden

**Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models**

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

**Multivariate return decomposition: theory and implications**

*by*Anatolyev, Stanislav & Gospodinov, Nikolay

**Okun Kanunu ve Stokastik Trend Yaklaşımı Çerçevesinde Türkiye’de İstihdam Yaratmayan Büyümenin Dinamikleri**

*by*Banu Tanrıöver & Burhan Biçer

**Okun Kanunu ve Stokastik Trend Yaklaşımı Çerçevesinde Türkiye’de İstihdam Yaratmayan Büyümenin Dinamikleri**

*by*Banu Tanrıöver & Burhan Biçer

**Okun Kanunu ve Stokastik Trend Yaklaşımı Çerçevesinde Türkiye’de İstihdam Yaratmayan Büyümenin Dinamikleri**

*by*Banu Tanrıöver & Burhan Biçer

**Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach**

*by*Harun Öztürkler & Fatih Demir & Serhat Yılmaz

**Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach**

*by*Harun Öztürkler & Fatih Demir & Serhat Yılmaz

**Crude Oil Price Pass-Through to Domestic Prices in Turkey: Asymmetric Nonlinear ARDL Approach**

*by*Harun Öztürkler & Fatih Demir & Serhat Yılmaz

**Tarımda Rekabet Edebilirlik ve Bölgesel Düzeyde Toplam Faktör Verimliliğindeki Değişimin İncelenmesi**

*by*H. Ozan Eruygur & Taylan Kıymaz

**Tarımda Rekabet Edebilirlik ve Bölgesel Düzeyde Toplam Faktör Verimliliğindeki Değişimin İncelenmesi**

*by*H. Ozan Eruygur & Taylan Kıymaz

**Tarımda Rekabet Edebilirlik ve Bölgesel Düzeyde Toplam Faktör Verimliliğindeki Değişimin İncelenmesi**

*by*H. Ozan Eruygur & Taylan Kıymaz

**Dünya ile Türkiye’deki Tarımsal Ürün Fiyatları Arasındaki Etkileşimin İncelenmesi – Kriz ve Kuraklık Etkileri**

*by*Taylan Kıymaz

**Dünya ile Türkiye’deki Tarımsal Ürün Fiyatları Arasındaki Etkileşimin İncelenmesi – Kriz ve Kuraklık Etkileri**

*by*Taylan Kıymaz

**Dünya ile Türkiye’deki Tarımsal Ürün Fiyatları Arasındaki Etkileşimin İncelenmesi – Kriz ve Kuraklık Etkileri**

*by*Taylan Kıymaz

**Gelişmiş ve Gelişmekte Olan Ülkeler İçin Sabit İkame Esneklikli Üretim Fonksiyonu’nun Tahmini**

*by*Mehmet Songur

**Gelişmiş ve Gelişmekte Olan Ülkeler İçin Sabit İkame Esneklikli Üretim Fonksiyonu’nun Tahmini**

*by*Mehmet Songur

**Gelişmiş ve Gelişmekte Olan Ülkeler İçin Sabit İkame Esneklikli Üretim Fonksiyonu’nun Tahmini**

*by*Mehmet Songur

**Gender Based Wage Gap in Turkey**

*by*Ömer Limanlı

**Gender Based Wage Gap in Turkey**

*by*Ömer Limanlı

**Gender Based Wage Gap in Turkey**

*by*Ömer Limanlı

**Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi**

*by*Evrim İmer-Ertunga & Şerife Serap Çakar

**Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi**

*by*Evrim İmer-Ertunga & Şerife Serap Çakar

**Türkiye’deki Seçilmiş Bazı Mali Göstergeler Üzerine Bir Koşullu Değişen Varyans Çözümlemesi**

*by*Evrim İmer-Ertunga & Şerife Serap Çakar

**Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı**

*by*Naci Bayrac & Emrah Dogan

**Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı**

*by*Naci Bayrac & Emrah Dogan

**Türkiye’de Enerji Tüketiminin Ekonomik Büyüme Üzerindeki Etkileri: Markov Switching Yaklaşımı**

*by*Naci Bayrac & Emrah Dogan

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

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

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

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

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

*by*Jinyuan Chang & Bin Guo & Qiwei Yao

**Panel nonparametric regression with fixed effects**

*by*Jungyoon Lee & Peter Robinson

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

*by*Peter M. Robinson & Carlos Velasco

**Robustness of bootstrap in instrumental variable regression**

*by*Lorenzo Camponovo & Taisuke Otsu

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

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

**Semi-nonparametric Spline Modifications to the Cornwell-Schmidt-Sickles Estimator: An Analysis of U.S. Banking Productivity**

*by*Almanidis, Pavlos & Karagiannis, Giannis & Sickles, Robin C.

**Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale**

*by*Houda Rharrabti Zaid

**Beyond Conventional Wage Discrimination Analysis: Assessing Comprehensive Wage Distributions of Males and Females Using Structured Additive Distributional Regression**

*by*Alexander Sohn

**Minimum Distance Testing and Top Income Shares in Korea**

*by*Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips

**Measuring attitudes regarding female genital mutilation through a list experiment**

*by*Elisabetta de Cao & Clemens Lutz

**Gaussian processes and Bayesian moment estimation**

*by*Jean-Pierre Florens & Anna Simoni

**The Probability of Legislative Shirking: Estimation and Validation**

*by*Serguei Kaniovski & David Stadelmann

**Solution and Estimation Methods for DSGE Models**

*by*Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank

**Does the CAMEL bank ratings system follow a procyclical pattern?**

*by*Papanikolaou, Nikolaos I. & Wolff, Christian C

**Partial Identification in Applied Research: Benefits and Challenges**

*by*Ho, Katherine & Rosen, Adam M.

**Structural Analysis with Multivariate Autoregressive Index Models**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**Estimating the Extensive Margin of Trade**

*by*Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai

**The Missing Transfers: Estimating Mis-reporting in Dyadic Data**

*by*Comola, Margherita & Fafchamps, Marcel

**The “wrong skewness” problem in stochastic frontier models: a new approach**

*by*Hafner, C. & Manner, H. & Simar, L.

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

*by*Francesco Aiello & Graziella Bonanno

**The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers**

*by*Graziella Bonanno & Domenico De Giovanni & Filippo Domma

**Spurious Weather Effects**

*by*Jo Thori Lind

**Gold, Oil, and Stocks: Dynamic Correlations**

*by*Jozef Baruník & Evžen Kocenda & Lukáš Vácha

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

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

**Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence**

*by*Javier Hidalgo & Marcia M Schafgans

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

*by*An Chen & Elena Vigna

**Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie**

*by*Ben Jann

**Extreme Downside Risk and Market Turbulence**

*by*Richard Harris & Linh Nguyen & Evarist Stoja

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

*by*Rasmus T. Varneskov & Pierre Perron

**A Composite Likelihood Framework for Analyzing Singular DSGE Models**

*by*Zhongjun Qu

**Extreme downside risk and financial crises**

*by*Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist

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

*by*Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

**Panel Time Series. Review of the Methodological Evolution**

*by*Tamara Burdisso & Máximo Sangiácomo

**Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption**

*by*Bruno Albuquerque & Georgi Krustev

**Maximum Likelihood Estimation of Dynamic Panel Threshold Models**

*by*Nelson Ramírez-Rondán

**Star Wars: The Empirics Strike Back**

*by*Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg

**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

**China Estimating Nonlinear DSGE Models with Moments Based Methods**

*by*Ivashchenko Sergey

**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**

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*by*Radu Lupu & Iulia Lupu

**Thinking about instrumental variables (in Russian)**

*by*Christopher A. Sims

**Foreign Aid-Blessing or Curse: Evidence from Pakistan**

*by*Muhammad Arshad Khan & Ayaz Ahmed

**Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri**

*by*Hulya KAKICI & Asst. Prof. Hamdi EMEC & Prof.Dr.Senay UCDOGRUK

**Efficiency of Indian Manufacturing Firms: Textile Industry as a Case Study**

*by*Anup Kumar Bhandari & Pradip Maiti

**Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral**

*by*Verónica Herrero & Mónica Bocco

**Satisfacción laboral y tipo de contrato en España**

*by*Carlos Gamero Burón

**Seasonally and Fractionally Differenced Time Series**

*by*Katayama, Naoya

**La ley de Okun: una relectura para México, 1970-2004**

*by*Eduardo Loría & Manuel G. Ramos.

**A Perspective on Unit Root and Cointegration in Applied Macroeconomics**

*by*W A Razzak

**Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004**

*by*RAZZAK, W.A.

**Inflation and Economic Growth in Kuwait: 1985-2005. Evidence from Co-Integration and Error Correction Model**

*by*Saaed, A.A.J.

**Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange**

*by*Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi

**Nairu en zone heureuse**

*by*Jean-Daniel Guigou

**Does Idiosyncratic Risk Matter in the Brazilian Capital Market?**

*by*Fernando Caio Galdi & José Roberto Securato

**Clusters – Characteristics and Structure**

*by*Nedko Mintchev

**Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?**

*by*Agostinho S. Rosa

**Estimation of Industry Distribution of Statistical Discrepancy in National Accounts**

*by*Baoline Chen

**Approximately Exact Inference in Dynamic Panel Models**

*by*Simon Broda & Marc Paolella & Yianna Tchopourian

**Using genetic algorithms to improve the term structure of interest rates fitting**

*by*Ricardo Gimeno & Juan M. Nave

**The Econometrics of the Old and New Phillips Curve**

*by*Romulo A. Chumacero

**Re-examining the Structural and the Persistence Approach**

*by*Tino Berger & Gerdie Everaert

**Structural Estimation and Evaluation of Calvo-Style Inflation Models**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Spurious regression and econometric trends**

*by*Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-SantaulÃ ria & School of Economics, University of Guanajuato

**Control Function Corrections for Unobserved Factors in Differentiated Product Models**

*by*Amil Petrin & Kenneth Train

**Political Instability and the August 1998 Ruble Crisis**

*by*Fic, Tatiana & Saqib, Omar Farooq

**Sermaye yapısı bileşenleri: kantil regresyon modeli**

*by*Ebru ÇAĞLAYAN

**Turkey as a candidate country for full membership in the European Union: A comparison with Maastricht criteria**

*by*Kılıç SÜLEYMAN BİLGİN & Mehmet Fatih CİN & Kenan LOPCU

**Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?**

*by*Olivier Roodenburg & Ard H.J. den Reijer

**Resampling vs. Shrinkage for Benchmarked Managers**

*by*Michael Wolf

**Long memory with Markov-Switching GARCH**

*by*Krämer, Walter

**An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models**

*by*Bauer, Thomas K. & Sinning, Mathias

**Portfolio optimization when risk factors are conditionally varying and heavy tailed**

*by*Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan

**Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?**

*by*De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

**The Effect of Trade Liberalization in South-Eastern European Countries**

*by*Joze P. Damijan & José de Sousa & Olivier Lamotte

**Output fluctuations persistence: Do cyclical shocks matter?**

*by*Silvestro Di Sanzo

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**Minimum distance estimation of stationary and non-stationary ARFIMA processes**

*by*Laura Mayoral

**Revisiting Budget and Trade Deficits in Lebanon: A Critique**

*by*Marashdeh, Hazem & Saleh, Ali Salman

**Distribution-free Tests of Fractional Cointegration**

*by*Javier Hualde & Carlos Velasco

**A Further Look into the Demography-based GDP Forecasting Method**

*by*Tapas K. Mishra

**Returns to schooling in Uruguay**

*by*Graciela Sanromán

**EU Merger Remedies: A Preliminary Empirical Assessment**

*by*Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B.

**Assessing the Effects of using Demand Parameters Estimates in Inventory Control**

*by*Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.

**Local Asymptotic Normality and Efficient Estimation for inar (P) Models**

*by*Drost, F.C. & van den Akker, R. & Werker, B.J.M.

**An Asymptotic Analysis of Nearly Unstable inar (1) Models**

*by*Drost, F.C. & van den Akker, R. & Werker, B.J.M.

**Statistics of Extremes under Random Censoring**

*by*Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A.

**Records in Athletics through Extreme-Value Theory**

*by*Einmahl, J.H.J. & Magnus, J.R.

**Smoothed L-estimation of Regression Function**

*by*Cizek, P. & Tamine, J. & Härdle, W.K.

**Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators**

*by*Einmahl, J.H.J. & Li, J. & Liu, R.Y.

**Rare Events, Temporal Dependence and the Extremal Index**

*by*Segers, J.J.J.

**Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series**

*by*Siem Jan Koopman & Soon Yip Wong

**Comparative Advantage, the Rank-size Rule, and Zipf's Law**

*by*Jeroen Hinloopen & Charles van Marrewijk

**Tail Probabilities for Regression Estimators**

*by*Thomas Mikosch & Casper G. de Vries

**Wake me up before you GO-GARCH**

*by*H. Peter Boswijk & Roy van der Weide

**The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations**

*by*Jan F. Kiviet & Jerzy Niemczyk

**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**

*by*Kyoo il Kim

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**Change-Point Estimation of Nonstationary I(d) Processes**

*by*Yu-Chin Hsu & Chung-Ming Kuan

**Inference in GARCH when some coefficients are equal to zero**

*by*Christian Francq & Jean-Michel ZakoÃ¯an

**On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics**

*by*Elena Kalotychou & Ana-Maria Fuertes

**Fiscal Policy in an estimated open-economy model for the EURO area**

*by*Ratto Marco & Roeger Werner & Veld Jan

**Semiparametric estimation in perturbed long memory series**

*by*Josu Arteche

**Back to square one: identification issues in DSGE models**

*by*Fabio Canova & Luca Sala

**Subsampling realised kernels**

*by*Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard

**Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise**

*by*Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard

**Macro Determeinants of Total Factor Productivity in Pakistan**

*by*Safdar Ullah Khan

**Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage**

*by*Sen Dong

**The Empirical Content of Models with Multiple Equilibria**

*by*Alberto Bisin & Andrea Moro & Giorgio Topa

**Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices**

*by*Carol Alexander & Andreas Kaeck

**Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions**

*by*Hugo Kruiniger

**Panels with Nonstationary Multifactor Error Structures**

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

**GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data**

*by*Hugo Kruiniger

**Simple (but effective) tests of long memory versus structural breaks**

*by*Katsumi Shimotsu

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Moments of IV and JIVE Estimators**

*by*Russell Davidson & James G. MacKinnon

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

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

*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

**Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.140-151**

*by*Olenev, Nicholas

**The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation**

*by*Pötscher, Benedikt M.

**Real Exchange Rate And Economic Growth: Turkey**

*by*Ugurlu, Erginbay

**How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys**

*by*Shahateet, Mohammed

**Explaining the gaps in labour productivity for some developed countries**

*by*Razzak, Weshah

**Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization**

*by*Mishra, SK

**The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model**

*by*Barnett, William A. & Usui, Ikuyasu

**Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions**

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

**A dynamic model to estimate the long-run trends in potential GDP**

*by*Albu, Lucian-Liviu

**Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)**

*by*Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo

**Do Exchange Rate Regimes Matter? Evidence for Developing Countries**

*by*Larrain, Felipe & Parro, Francisco

**The Empirical Saddlepoint Approximation for GMM Estimators**

*by*Sowell, Fallaw

**A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model**

*by*Mynbaev, Kairat & Ullah, Aman

**Stochastic frontier models**

*by*Wang, Hung-Jen

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

*by*Herrera Gómez, Marcos

**Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme**

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

**Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit**

*by*Breiding, Torsten

**Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach**

*by*Tsionas, Efthymios & Kumbhakar, Subal

**Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006**

*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

**systemfit: A Package to Estimate Simultaneous Equation Systems in R**

*by*Henningsen, Arne & Hamann, Jeff

**Decomposing violence: terrorist murder in the twentieth century in the U.S**

*by*Gomez-Sorzano, Gustavo

**A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited**

*by*Alain Coen & Francois-Éric Racicot

**Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors**

*by*Francois-Éric Racicot & Raymond Théoret & Alain Coen

**Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators**

*by*Martin Browning & Sule Alan

**Subsampling realised kernels**

*by*Neil Shephard & Ole E. Barndorff-Nielsen

**Subsampling realised kernels**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles**

*by*Qin Xiao & Randolph Gee Kwang Tan

**Modelling and forecasting Australian domestic tourism**

*by*George Athanasopoulos & Rob J. Hyndman

**The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation**

*by*Giovanni Forchini

**Reduced-Dimension Control Regression**

*by*John Galbraith & Victoria Zinde-Walsh

**Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions**

*by*Serguei Zernov & Victoria Zindle-Walsh & John Galbraith

**Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots**

*by*Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis

**The Asymptotics for Panel Models with Common Shocks**

*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

**Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?**

*by*Chris Heaton & Victor Solo

**Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle**

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

**Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior**

*by*Georges Dionne & Claude Fluet & Denise Desjardins

**A Note on the Correlated Random Coefficient Model**

*by*Christophe Kolodziejczyk

**Retirement and Fixed Costs to Work: An Empirical Analysis**

*by*Christophe Kolodziejczyk

**Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach**

*by*G. Reza Arabsheibani & Altay Mussurov

**Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach**

*by*Arabsheibani, Reza & Mussurov, Altay

**Panels with Nonstationary Multifactor Error Structures**

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

**Panels with Nonstationary Multifactor Error Structures**

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

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Chong, Alberto & Galdo, Jose C.

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Alberto Chong & Jose Galdo

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Frölich, Markus

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Frölich, Markus

**Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo**

*by*F. Alfonso Arellano Espinar

**Modeling The Euro Overnight Rate**

*by*Ángel León & Francis Benito & Juan Nave

**International Trade Efficiency, the Gravity Equation, and the Stochastic Frontier**

*by*Heejoon Kang & Michele Fratianni

**Supply response of Indian farmers: Pre and post reforms**

*by*G. Mythili

**No Linealidades en la Regla de Política Monetaria del Banco Central de Chile: Una Evidencia Empírica**

*by*Pablo Gonzalez & Mauricio Tejada

**The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?**

*by*Wagner, Martin

**Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems**

*by*Müller-Fürstenberger, Georg & Wagner, Martin

**GMM for panel count data models**

*by*Frank Windmeijer

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

*by*Joel L. Horowitz & Sokbae Lee

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter Robinson

**Training Quality and Earnings: The Effects of Competition on the Provision of Public-Sponsored Training Programs**

*by*Alberto E. Chong & José Galdo

**U.S. Universities' Net Returns from Patenting and Licensing: A Quantile Regression Analysis**

*by*Harun Bulut & GianCarlo Moschini

**Korrekturverfahren zur Berechnung der Einkommen über der Beitragsbemessungsgrenze**

*by*Binder, Jan & Schwengler, Barbara

**The Uniqueness of Extremum Estimation**

*by*Volker Krätschmer

**Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing**

*by*Zdenek Hlavka & Michal Pesta

**Forward and reverse representations for Markov chains**

*by*Grigori Milstein & John Schoenmakers & Vladimir Spokoiny

**Spatial aggregation of local likelihood estimates with applications to classification**

*by*Denis Belomestny & Vladimir Spokoiny

**Time Dependent Relative Risk Aversion**

*by*Enzo Giacomini & Michael Handel & Wolfgang K. Härdle

**Estimation with the Nested Logit Model: Specifications and Software Particularities**

*by*Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt

**Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms**

*by*Carsten Trenkler

**Calibration Risk for Exotic Options**

*by*Kai Detlefsen & Wolfgang Härdle

**Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors**

*by*Eiji Kurozumi & Kazuhiko Hayakawa

**The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models**

*by*Kazuhiko Hayakawa & Eiji Kurozumi

**Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks**

*by*Sugita, Katsuhiro

**A Monte Carlo Study of Recent Ridge Parameters**

*by*Alkhamisi, Mahdi A. & Shukur, Ghazi

**Time Series Modelling Of High Frequency Stock Transaction Data**

*by*Quoreshi, Shahiduzzaman

**A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data**

*by*Quoreshi, Shahiduzzaman

**LongMemory, Count Data, Time Series Modelling for Financial Application**

*by*Quoreshi, Shahiduzzaman

**On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations**

*by*Tångdahl, Sara

**Estimating the finite population total under frame imperfections and nonresponse**

*by*Ängsved, Marianne

**An empirically based implementation and evaluation of a network model for commuting flows**

*by*Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan

**Finite-Sample Stability of the KPSS Test**

*by*Jönsson, Kristian

**Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure**

*by*Akay, Alpaslan & Tsakas, Elias

**Spurious Regression and Trending Variables**

*by*Antonio E. Noriega & Daniel Ventosa-Santaularia

**Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis**

*by*Gauri Khanna

**Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach**

*by*Marco Caliendo & Alexander S. Kritikos

**Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators**

*by*Ugo Gasparino & Barbara Del Corpo & Dino Pinelli

**Valuation Biases, Error Measures, and the Conglomerate Discount**

*by*Dittmann, I. & Maug, E.G.

**A comparison of models for measurable deterioration: an application to coating on steel structures**

*by*Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M.

**Identification and nonparametric estimation of a transformed additively separable model**

*by*David Jacho-Chávez & Arthur Lewbel & Oliver Linton

**To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics**

*by*Yoram Amiel & Frank Cowell & W Gaertner

**Inequality: measurement**

*by*Frank Cowell

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market**

*by*Rajagopal

**Specification and Informational Issues in Credit Scoring**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Default Estimation for Low-Default Portfolios**

*by*Kiefer, Nicholas M.

**Конструиране На Индикатори За Българската Икономика С Обобщени Динамични Факторни Модели**

*by*Iglika Vasileva

**Supply Response of Indian Farmers - Pre and Post Reforms**

*by*G. Mythili

**A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete**

*by*Peter C. B. Phillips & Jun Yu

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**Semiparametric Estimation of Signaling Games**

*by*Kyoo il Kim

**An Upper Bound of the Sum of Risks: two Applications of Comonotonicity**

*by*Carry Mout

**Two-Stage Precision-Effect Estimation and Heckman Meta-Regression for Publication Selection Bias**

*by*T.D. Stanley

**Meta-Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection**

*by*T.D. Stanley

**Publication Bias in Minimum-Wage Research? Card and Krueger Redux**

*by*T.D. Stanley & Chris Doucouliagous

**Political Instability and the August 1998 Ruble Crisis**

*by*Tatiana Fic & Omar F. Saqib

**O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes**

*by*Helmut Rainer & Thomas Siedler

**The Data Quality Concept of Accuracy in the Context of Public Use Data Sets**

*by*Carsten Kuchler & Martin Spieß

**A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process**

*by*Offer Lieberman & Peter C.B. Phillips

**Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions**

*by*P. Jeganathan

**Refined Inference on Long Memory in Realized Volatility**

*by*Offer Lieberman & Peter C. B. Phillips

**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**

*by*Yixiao Sun & Peter C. B. Phillips & Sainan Jin

**A New Look at the Forward Premium Puzzle**

*by*Nikolay Gospodinov

**Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?**

*by*De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

**Challenges and Opportunities for Resource Rich Economies**

*by*van der Ploeg, Frederick

**Estimation of stable distributions by indirect inference**

*by*GARCIA, René & RENAULT, Eric & VEREDAS, David

**A GARCH (1,1) estimator with (almost) no moment conditions on the error term**

*by*PREMINGER, Arie & STORTI, Giuseppe

**Deciding between GARCH and stochastic volatility via strong decision rules**

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

**Desestacionalización de la producción industrial con la metodología X-12 ARIMA**

*by*Álvaro Hernando Chaves Castro

**Issues in Adopting DSGE Models for Use in the Policy Process**

*by*Martin Fukac & Adrian Pagan

**Do Wealth Differences Affect Fairness Considerations?**

*by*Olivier Armantier

**CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation**

*by*Simon A. BRODA & Marc S. PAOLELLA

**Nonparametric Instrumental Variable Estimators of Structural Quantile Effects**

*by*Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet

**Robust Subsampling**

*by*Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani

**Local Transformation Kernel Density Estimation of Loss Distributions**

*by*J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet

**Tikhonov Regularization for Functional Minimum Distance Estimators**

*by*P. Gagliardini & O. Scaillet

**The Quality of Public Information and The Term Structure of Interest Rates**

*by*Frederik Lundtofte

**Inequality: Measurement**

*by*Frank A Cowell

**To Be or not To Be Involved:A Questionnaire-Experimental View on Harsanyi’sUtilitarian Ethics**

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

**The Impact of Hurricanes Katrina, Rita and Wilma on Business Establishments: A GIS Approach**

*by*Javier Miranda & Ron Jarmin

**Panels with Nonstationary Multifactor Error Structures**

*by*Kapetanios, G. & Pesaran, M.H. & Yamagata, T.

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