## 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.

**Determinants of FDI in South Africa: Do macroeconomic variables matter?**

*by*Dondashe, Nandipha & Phiri, Andrew

**La elasticidad precio de la demanda de transporte aéreo de pasajeros en los Estados Unidos**

*by*Escañuela Romana, Ignacio

**Investigating the non-linearity between national income and environmental pollution: international evidence of Kuznets curve**

*by*Cristian Barra & Roberto Zotti

**Spatial lag dependence in the presence of missing observations**

*by*Takahisa Yokoi

**Estimation and forecasting in vector autoregressive moving average models for rich datasets**

*by*Dias, Gustavo Fruet & Kapetanios, George

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

*by*Rasmus T. Varneskov & Pierre Perron

**Direct nonlinear shrinkage estimation of large-dimensional covariance matrices**

*by*Olivier Ledoit & Michael Wolf

**Love and money with inheritance: marital sorting between labor income and inherited wealth in the modern partnership**

*by*Zhu, Junyi & Pasteau, Etienne

**Voluntary turnover: What we measure and what it (really) means**

*by*Will, Matthias Georg

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

*by*Chang, Yoosoon & Kwak, Boreum

**Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model**

*by*El Abed, Riadh & Zardoub, Amna

**Immigration Policy and Remittance Behaviour**

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

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

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

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

*by*Simionescu, Mihaela

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

*by*JIN SEO CHO & HALBERT WHITE

**Directionally Differentiable Econometric Models**

*by*JIN SEO CHO & HALBERT WHITE

**Efficiency in the transformation of schooling into competences: A cross-country analysis using PIAAC data**

*by*Inés P. Murillo & José L. Raymond & Jorge Calero

**Regularized Empirical Likelihood as a Solution to the No Moment**

*by*Pierre Chausse

**Casual Inference using Generalized Empirical Likelihood Methods**

*by*Pierre Chausse & George Luta

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

*by*David E. Giles

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

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

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

*by*Judith Anne Clarke

**Inference in instrumental variables models with heteroskedasticity and many instruments**

*by*Federico Crudu & Giovanni Mellace & Zsolt Sandor

**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

**Global estimation of realized spot volatility in the presence of price jumps**

*by*Dare, Wale & Fengler, Matthias

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

*by*Habiyaremye, Alexis

**Spatial differencing for sample selection models**

*by*Alex Klein & Guy Tchuente

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

*by*Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer

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

*by*David E. Allen & Michael McAleer

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

*by*Cizek, Pavel & Koo, Chao

**Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case**

*by*Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John

**Limits to Human Life Span Through Extreme Value Theory**

*by*Einmahl, Jesson & Einmahl, John & de Haan, L.F.M.

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

*by*Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong

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

*by*David Allen & Michael McAleer

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

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

**Interquantile Expectation Regression**

*by*Sander Barendse

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

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

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

*by*Florent DEISTING & Sanjay SEHGAL & Piyush PANDEY

**Asymptotic Theory for Clustered Samples**

*by*Bruce E. Hansen & Seojeong Jay Lee

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

*by*Rachida Ouysse

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

*by*Scott French

**Comparative Advantage and Biased Gravity**

*by*Scott French

**Romanian Capital Market in a Globalized World**

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

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

*by*Mihaela Simionescu

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

*by*Rahul Mukherjee

**Modelling Systemic Risk in the South African Banking Sector Using CoVar**

*by*Mathias Manguzvane & John W. Muteba Mwamba

**Modelling exchange rate volatility dynamics: Empirical evidence from South Africa**

*by*Cyril May & Greg Farrell

**Impactul factorului de inflamare a erorilor (VIF) asupra valorilor calculate ale testului Student în cazul regresiilor lineare multiple**

*by*Florin Marius Pavelescu

**Bayesian Inference for Linear Regression**

*by*Daniel Ciuiu

**Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour**

*by*Tao, Yubo & Phillips, Peter C.B. & Yu, Jun

**Fueling the US Economy: Energy as a Production Factor from the Great Depression until Today**

*by*Frieling, Julius & Madlener, Reinhard

**Decoding Restricted Participation in Sequential Electricity Markets**

*by*Knaut, Andreas & Paschmann, Martin

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

*by*Knaut, Andreas & Paschmann, Martin

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

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

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

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

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

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

**Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects**

*by*Sun, Yiguo & Malikov, Emir

**Efficient Market Hypothesis: Evidence from the JSE equity and bond markets**

*by*Guduza, Sinazo & Phiri, Andrew

**GMM Gradient Tests for Spatial Dynamic Panel Data Models**

*by*Taspinar, Suleyman & Dogan, Osman & Bera, Anil K.

**Simple Tests for Social Interaction Models with Network Structures**

*by*Dogan, Osman & Taspinar, Suleyman & Bera, Anil K.

**Eficiencia técnica en la producción de café en Nicaragua: Un análisis de fronteras estocásticas**

*by*Urbina, Jilber

**Simultaneous equation models with spatially autocorrelated error components**

*by*AMBA OYON, Claude Marius & Mbratana, Taoufiki

**A Measurement Issue Regarding the Link between a Region's Creative Infrastructure and its Income**

*by*Batabyal, Amitrajeet & Yoo, Seung Jick

**Institutional Quality and Economic Performance in West Africa**

*by*Iheonu, Chimere & Ihedimma, Godfrey & Onwuanaku, Chigozie

**Carbon emissions and economic growth in South Africa: A quantile regression approach**

*by*Mapapu, Babalwa & Phiri, Andrew

**Estimating Difference-in-Differences in the Presence of Spillovers**

*by*Clarke, Damian

**Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles**

*by*Fries, Sébastien & Zakoian, Jean-Michel

**Weather Shocks, Climate Change and Business Cycles**

*by*Gallic, Ewen & Vermandel, Gauthier

**Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models**

*by*Bibi, Abdelouahab & Ghezal, Ahmed

**Impact of taxation on growth in Subsaharan Africa: new evidence based on a new data set**

*by*GBATO, ANDRE

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

*by*Botosaru, Irene & Ferman, Bruno

**The PPP Puzzle: An Update**

*by*Razzak, Weshah

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

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

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

*by*Yang, Bill Huajian

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

*by*Yang, Bill Huajian

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

*by*Erard, Brian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

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

*by*Jiranyakul, Komain

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

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

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

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

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

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

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

*by*Ferman, Bruno

**Placebo Tests for Synthetic Controls**

*by*Ferman, Bruno & Pinto, Cristine

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

*by*Kahia, Montassar

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

*by*Malikov, Emir & Sun, Yiguo

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

*by*Martin Lukáèik & Karol Szomolányi & Adriana Lukáèiková

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

*by*Lorenza Rossi & Emilio Zanetti Chini

**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

**Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors**

*by*Élise, COUDIN & Jean-Marie DUFOUR

**Construction and visualization of optimal confidence sets for frequentist distributional forecasts**

*by*David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt

**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

**Debunking the Myth of Southern Profligacy. A DSGE Analysis of Business Cycles in the EMUâ€™s Big Four**

*by*Alice, Albonico & Roberta, Cardani & Patrizio, Tirelli

**Stochastic Frontier Analysis: Foundations and Advances**

*by*Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk

**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

**Including Covariates in the Regression Discontinuity Design**

*by*Frölich, Markus & Huber, Martin

**Immigration Policy and Remittance Behaviour**

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

**The Economics of Replication**

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

**Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood**

*by*Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis

**The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions**

*by*Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael

**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

**Spatial Functional Principal Component Analysis with Applications to Brain Image Data**

*by*Yingxing Li & Chen Huang & Wolfgang Karl Härdle

**Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change**

*by*Xinjue Li & Lenka Zbonakova & Wolfgang Karl Härdle

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

*by*Andreas Tryphonides &

**Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models**

*by*Buncic, Daniel

**On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions**

*by*Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor

**Discriminant analysis in small and large dimensions**

*by*Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor

**Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions**

*by*Bodnar, Taras & Mazur, Stepan & Parolya, Nestor

**Creaming - and the depletion of resources: A Bayesian data analysis**

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

**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

**PIIGS in the Euro area: An empirical DSGE model**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Why test the theory of incentives in a dynamic framework?**

*by*Magali Chaudey

**Including covariates in the regression discontinuity design**

*by*Frölich, Markus & Huber, Martin

**Working Paper 14-17 - Modelling unobserved heterogeneity in distribution - Finite mixtures of the Johnson family of distributions**

*by*Peter Willemé

**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

**A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels**

*by*Chudik, Alexander & Pesaran, M. Hashem

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

*by*Martinez-Garcia, Enrique

**Simultaneous Spatial Panel Data Models with Common Shocks**

*by*Lu, Lina

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

*by*Liu, Lily Y.

**General Aggregation of Misspecified Asset Pricing Models**

*by*Gospodinov, Nikolay & Maasoumi, Esfandiar

**Too Good to Be True? Fallacies in Evaluating Risk Factor Models**

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

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

*by*M. Hakan Eratalay & Evgenii Vladimirov

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

*by*Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.K.

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

*by*Tan, A.C. & McAleer, M.J.

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

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

**Identfication, data combination and the risk of disclosure**

*by*Komarova, Tatiana & Nekipelov, Denis & Yakovlev, Evgeny

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

*by*BalÃ¡zs Ã‰gert

**The Economics of Replication**

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

**Reconsidering the Income-Illness Relationship using Distributional Regression: An Application to Germany**

*by*Alexander Silbersdorff & Julia Lynch & Stephan Klasen & Thomas Kneib

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

*by*Matthias Georg Will

**Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour**

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

**Zone Pricing in Retail Oligopoly**

*by*Brian Adams & Kevin R. Williams

**Zone Pricing in Retail Oligopoly**

*by*Brian Adams & Kevin R. Williams

**Zone Pricing in Retail Oligopoly**

*by*Brian Adams & Kevin R. Williams

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

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

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

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

**Working long hours: less productive but less costly? Firm-level evidence from Belgium**

*by*Françoise Delmez & Vincent Vandenberghe

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

*by*Espasa, Antoni & Senra, Eva

**Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model**

*by*Casarin, Roberto & Foroni, Claudia & Marcellino, Massimiliano & Ravazzolo, Francesco

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

*by*PREMINGER Arie & STORTI Giuseppe

**Outliers in semi-parametric Estimation of Treatment Effects**

*by*Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta

**Does the market model provide a good counterfactual for event studies in finance?**

*by*Carlos Castro

**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

**Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach**

*by*Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang

**A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels**

*by*Alexander Chudik & M. Hashem Pesaran

**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

**Bootstrap Methods for Inference in the Parks Model**

*by*Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed

**Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models**

*by*Anna Gloria Billé & Samantha Leorato

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

*by*Frank Windmeijer

**Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions**

*by*Dimitris Korobilis & Davide Pettenuzzo

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

*by*F. Lilla

**Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)**

*by*Seungmoon Choi & Byungkuk Kim

**Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views**

*by*F. Borel-Mathurin & S. Loisel & J. Segers

**Consistent inference in fixed-effects stochastic frontier models**

*by*Federico Belotti & Giuseppe Ilardi

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

*by*Luis J. Álvarez

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

*by*Andrea Nocera

**To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis**

*by*Nikolaos I. Papanikolaou

**Generalized Glass Ceilings in the United States – A Stochastic Metafrontier Approach**

*by*Khalid Maman Waziri

**Outliers in semi-parametric Estimation of Treatment Effects**

*by*Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta

**Testing for Stochastic Dominance in Social Networks**

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

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

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

**Volatility spillover effects in interbank money markets**

*by*Pedro Pires Ribeiro & José Dias Curto

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

*by*Maddalena Cavicchioli

**Overeducation, Skills and Wage Penalty: Evidence for Spain Using PIAAC Data**

*by*Sandra Nieto & Raul Ramos

**Language and socioeconomics predict geographic variation in peer review outcomes at an ecology journal**

*by*C. Sean Burns & Charles W. Fox

**Hybrid scheme for Brownian semistationary processes**

*by*Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

**A Monte Carlo comparison of estimating the number of dynamic factors**

*by*Zhao Zhao & Guowei Cui & Shaoping Wang

**How much should we trust regression-kink-design estimates?**

*by*Michihito Ando

**Time-varying persistence in US inflation**

*by*Massimiliano Caporin & Rangan Gupta

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

*by*Taras Bodnar & Taras Zabolotskyy

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

*by*RIADH EL ABED

**The Impact Of Domestic Investment On Economic Growth: New Evidence From Malaysia**

*by*Sayef Bakari

**Preserving Logical Relations while Estimating Missing Values**

*by*Ton de Waal & Wieger Coutinho

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

*by*Andreea – Cristina PETRICA & Stelian STANCU

**Effective Factors on Per Capita Healthcare Expenditure: A Comparison of Spatial Models in Selected Developing Countries**

*by*Rezaei, Hadi & Alizadeh , Mohammad & Nademi, Younes

**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

**K-anonymity: A note on the trade-off between data utility and data security**

*by*Komarova, Tatiana & Nekipelov, Denis & Al Rafi , Ahnaf & Yakovlev, Evgeny

**Stochastic Claims Reserving in Insurance Using Random Effects**

*by*Michal Gerthofer & Michal Pešta

**Los determinantes a largo plazo y su contribución a la tasa de ahorro de los hogares españoles en el período 1985-2016 || Long-term determinants and its contribution to Spanish household saving rate during the period 1985-2016**

*by*De Andrés Mosquera, Andrés

**Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad. Aplicación a rendimientos de letras del tesoro || Quantitative Methods for a Linear Regression Model with Multicollinearity. Application to Yields of Treasury Bills**

*by*Salmerón Gómez, Román & Rodríguez Martínez, Eduardo

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

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

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

*by*Hanxue Yang & Juho Kanniainen

**Have Instrumental Variables Brought Us Closer to the Truth**

*by*Wei Jiang

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

*by*Ivan Medovikov & Artem Prokhorov

**Mutual Funds Dynamics and Economic Predictors**

*by*Gianni Amisano & Roberto Savona

**A Density-Ratio Model of Crop Yield Distributions**

*by*Yu Yvette Zhang

**Does Democratic Institutions And Foreign Direct Investment Affect Economic Growth? Evidence From Nigeria**

*by*Hassan O. Ozekhome

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

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

**An Improved Version of the Volume-Synchronized Probability of Informed Trading**

*by*Ke, Wen-Chyan & Lin, Hsiou-Wei William

**The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models**

*by*Andrew Phiri

**Regresión con variables ortogonales y regresión alzada en el modelo STIRPAT/The Regression with Orthogonal Variables and the Raise Regression in the STIRPAT Model**

*by*GARCÍA GARCÍA, CLAUDIA & GARCÍA GARCÍA, CATALINA & SALMERÓN GÓMEZ, ROMÁN & GARCÍA PÉREZ, JOSÉ

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

*by*Elkin Castaño & Santiago Gallón

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

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*by*Yang, Bill Huajian & Du, Zunwei

**Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models**

*by*esposito, francesco paolo & cummins, mark

**Return on Universal Education: SSA Case Study on Bihar**

*by*Dinda, Soumyananda

**Multilevel empirics for small banks in local markets**

*by*Aiello, Francesco & Bonanno, Graziella

**The effects of internal and external imbalances on Romanian’s economic growth**

*by*Soukiazis, Soukiazis & Antunes, Micaela & Stoian, Andreea

**Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər**

*by*Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

**The “wrong skewness” problem: a re-specification of Stochastic Frontiers**

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

**Qml inference for volatility models with covariates**

*by*Francq, Christian & Thieu, Le Quyen

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

*by*Lima, Gerson P.

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

*by*Francesco, Aiello & Graziella, Bonanno

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

*by*Debgupta, Sanchari

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

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

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

*by*Mistri, Avijit

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

*by*DOAA M. SALMAN

**Income Inequality by Method of Non-weighted Average Absolute Deviation: case study of Central and Eastern European Countries**

*by*Kamila Tureckova

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

*by*Gian Piero Aielli & Massimiliano Caporin

**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

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

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

**The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis**

*by*Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa

**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.

**Seasonal adjustment of state and metro ces jobs data**

*by*Phillips, Keith R. & Wang, Jianguo

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

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

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

**Panel nonparametric regression with fixed effects**

*by*Lee, Jungyoon & Robinson, Peter

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

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

**Robustness of bootstrap in instrumental variable regression**

*by*Camponovo, Lorenzo & Otsu, Taisuke

**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 BarunÃk & EvÅ¾en Kocenda & LukÃ¡Å¡ VÃ¡cha

**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

**Adaptive Realized Kernels**

*by*Marine Carrasco & Rachidi Kotchoni

**Quarticity Estimation on ohlc Data**

*by*Janine Balter

**Rounding Errors and Volatility Estimation**

*by*Yingying Li & Per A. Mykland

**Recovering Statistical Theory in the Context of Model Calibrations**

*by*Dilip B. Madan

**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**

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*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

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*by*Karim Chalak & Halbert White

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*by*Susanne Schennach & Halbert White & Karim Chalak

**Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved**

*by*Yingyao Hu & Arthur Lewbel

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

**Les méthodes micro-économétriques d’évaluation**

*by*Fougère, D.

**Multipower Variation Under Market Microstructure Effects**

*by*Carla Ysusi

**Money Demand in an Open Economy: The Case of Argentina 1993-2006**

*by*Marisol Rodríguez Chatruc

**Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?**

*by*Bernhard Herz & Marco Wagner

**On the Solution of Stochastic Input Output-Models**

*by*Hartmut Kogelschatz

**Spatial Persistence of Demographic Shocks and Economic Growth**

*by*Théophile Azomahou & Claude Diebolt & Tapas Mishra

**Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9**

*by*Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter

**Power variation for Gaussian processes with stationary increments**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

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*by*Mark Podolskij & Mathias Vetter

**Structural estimation of jump-diffusion processes in macroeconomics**

*by*Olaf Posch

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*by*Viktor Todorov & Tim Bollerslev

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Self-Employment in Chile, long run trends and education and age structures changes**

*by*Esteban Puentes & Dante Contreras & Claudia Sanhueza

**An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model**

*by*Lisok, Helen & Kritskiy, Oleg

**Econometric Estimation of Credit Rating Transition Matrices**

*by*Chizhova, Anna

**Assessment of Multivariate Financial Risks of a Stock Share Portfolio**

*by*Kritski, Oleg & Ulyanova, Marina

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*by*Stikhova , Olga

**The Generalized Method of Moments**

*by*Slutskin, Lev

**Testing for Heteroskedasticity on the Bucharest Stock Exchange**

*by*Radu Lupu & Iulia Lupu

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

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*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

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*by*Carlos Gamero Burón

**Seasonally and Fractionally Differenced Time Series**

*by*Katayama, Naoya

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*by*Eduardo Loría & Manuel G. Ramos.

**La infraestructura y el crecimiento económico en México**

*by*Noriega, Antonio & Fontenla, Matías

**Los acervos de capital de México. Una estimación, 1980.I-2004.IV**

*by*Loría, Eduardo & de Jesús, Leobardo

**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.

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*by*Saaed, A.A.J.

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*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**

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**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

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**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

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*by*Fic, Tatiana & Saqib, Omar Farooq

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*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

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*by*Michael Wolf

**Long memory with Markov-Switching GARCH**

*by*Krämer, Walter

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

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*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

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

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*by*Silvestro Di Sanzo

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*by*Hiroyuki Kasahara & Katsumi Shimotsu

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*by*Hiroyuki Kasahara & Katsumi Shimotsu

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

*by*Markus Frölich

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*by*Markus Frölich

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*by*Marashdeh, Hazem & Saleh, Ali Salman

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*by*Javier Hualde & Carlos Velasco

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*by*Tapas K. Mishra

**Returns to schooling in Uruguay**

*by*Graciela Sanromán

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

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

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

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*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.

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

**Smoothed L-estimation of Regression Function**

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

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

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*by*Segers, J.J.J.

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*by*Siem Jan Koopman & Soon Yip Wong

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*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

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*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

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

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*by*Elena Kalotychou & Ana-Maria Fuertes

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*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

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*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

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*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

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*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**

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**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

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*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

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*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**

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**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**

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**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

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

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

*by*Amiel, Yoram & Cowell, Frank & Gaertner, W

**Inequality: measurement**

*by*Cowell, Frank

**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**

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