## 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.

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

*by*Shvedov, Alexey

**Numerical implementation of the QuEST function**

*by*Olivier Ledoit & Michael Wolf

**Effects of Oscar awards on movie production**

*by*Agnani, Betty & Aray, Henry

**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

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

*by*Natalia Nehrebecka & Aneta Dzik-Walczak

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

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

**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

**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

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

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**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

**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 &

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

*by*Vahagn Galstyan &

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

*by*Luke Hartigan

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

*by*Liangjun Su & Pai Xu & Heng Ju

**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

**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**

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

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

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

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

*by*Zaghdoudi, Taha

**Simultaneity of Crime Incidence in Mindanao**

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

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

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

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

*by*Mishra, SK

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

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

**Local Explosion Modelling by Noncausal Process**

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

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

*by*Ismael, Mohanad & Sadeq, Tareq

**Measures of correlation and computer algebra**

*by*Halkos, George & Tsilika, Kyriaki

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

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

*by*Fernández-Morales, Antonio

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

*by*Sarracino, Francesco & Mikucka, Malgorzata

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

*by*Koloch, Grzegorz

**Econometric-wavelet prediction in spatial aspect**

*by*Monika Hadas-Dyduch

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

*by*Lorenza Rossi & Emilio Zanetti Chini

**Solution and Estimation Methods for DSGE Models**

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

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

*by*Karol Szafranek

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

*by*Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko

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

*by*Jan F. Kiviet

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

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

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

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

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

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

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

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

*by*Maria Cristina Recchioni & Gabriele Tedeschi

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

*by*Kolesár, Michal & Rothe, Christoph

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

*by*Rothe, Christoph

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

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

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

*by*Peter Jevtic & Luca Regis

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

*by*Sergey Ivashchenko

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

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

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

*by*Lillestøl, Jostein

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

*by*Scaillet, Olivier

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

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

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

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

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

*by*Maria Berrittella & Carmelo Provenzano

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

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

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

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

*by*Ana Paula Martins

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

*by*Diego Campoy & Cecilia Parada

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

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

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

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

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

*by*Xavier D'Haultfoeuille & Roland Rathelot

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

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

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

*by*Aguirregabiria, Victor & Magesan, Arvind

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

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

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

*by*David Pacini & Frank Windmeijer

**Testing Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**New Housing Registrations as a Leading Indicator of the BC Economy**

*by*Calista Cheung & Dmitry Granovsky

**地域四半期gdpの推計に向けた諸課題**

*by*Mitsuhiro OKANO & Yoshihisa INADA

**Inference in partially identified models with many moment inequalities using Lasso**

*by*Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri

**Generalized Efficient Inference on Factor Models with Long-Range Dependence**

*by*Yunus Emre Ergemen

**The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR( $$p$$ p ) errors**

*by*Joakim Westerlund

**Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis**

*by*Syed Jawad Hussain Shahzad & Muhammad Zakaria & Mobeen Ur Rehman & Tanveer Ahmed & Bashir Ahmed Fida

**Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis**

*by*Harry H. Kelejian

**Matching in closed-form: equilibrium, identification, and comparative statics**

*by*Raicho Bojilov & Alfred Galichon

**Symmetric experimental designs: conditions for equivalence of panel data estimators**

*by*Ronald L. Oaxaca & David L. Dickinson

**Comparing Africa, Asia and Latin America/Caribbean countries using per capita GDP, remittances, openness, capital/labor ratios and freedom**

*by*Sondra Collins & Edward Nissan

**The implication of health insurance for child development and maternal nutrition: evidence from China**

*by*Xiaobo Peng & Dalton Conley

**Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions**

*by*Francisco Alvarez & Cristina Mazón

**Panel bootstrap tests of slope homogeneity**

*by*Johan Blomquist & Joakim Westerlund

**Geometrically designed, variable knot regression splines**

*by*Vladimir K. Kaishev & Dimitrina S. Dimitrova & Steven Haberman & Richard J. Verrall

**On the relationship between sovereign bonds and credit default swaps in Portugal**

*by*Jorge M. Andraz & Cristina M. Viegas & NÃ©lia M. Norte

**Examining the Persistence of Real Exchange Rate Misalignment in Iran**

*by*Tehranchian, Amir Mansoor & Balounejad Nouri, Roozbeh

**Monetary aspects of business cycles in an open developing economy. - Aspetti monetari del ciclo economico in un’economia aperta in via di sviluppo**

*by*Ogun, Oluremi

**Comparative Study of Some European Union Countries by Gross Value Added and Number of Employed during 2000- 2014 trough TRAMO/SEATS MODEL**

*by*Vasil Bozev

**Clusterization of the European Union Countries by the Gross Value Added, the Number of Employed Persons and the Gross Value Added Growth Components**

*by*Aleksandar Naydenov

**Volatility capital buffer to prevent the breach of the Solvency II capital requirements**

*by*Zoltán Zubor

**Inference and Forecasting Based on the Phillips Curve**

*by*Kunho Kim & Suna Park

**Rivalry Effects and Unbalanced Schedule Optimisation in the Australian Football League**

*by*Stephan Lenor & Liam J. A. Lenten & Jordi McKenzie

**Modified fixed effects estimation of technical inefficiency**

*by*Daniel Wikström

**Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters**

*by*Yongwan Chun & Daniel A. Griffith & Monghyeon Lee & Parmanand Sinha

**A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis**

*by*Jun Wang & Yang Wang & Hui Zeng

**Estimation of Panel Model with Spatial Autoregressive Error and Common Factors**

*by*J. B. Qian

**Explaining Size Effect for Indian Stock Market**

*by*Asheesh Pandey & Sanjay Sehgal

**Drivers Of Private Saving In Sub-Saharan African Countries**

*by*KEN CHAMUVA SHAWA

**Cost Efficiency Analysis Of Swedish Financial Enterprises: An Empirical Investigation / Análisis De Los Costes Financieros De Las Empresas Suecas: Una Investigación Empírica**

*by*Akkaya, Onur

**Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014**

*by*John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales

**Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014**

*by*Renato BalbontÃn

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

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

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

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

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

*by*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

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

*by*Ana Paula Martins

**DSGE Models for Policy Analysis**

*by*Thomas Persson

**Systematic risk, government policy intervention, and dynamic contrarian investments**

*by*Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting

**Gold, oil, and stocks: Dynamic correlations**

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

**Out of inequality and poverty: Evidence for the effectiveness of remittances in Sub-Saharan Africa**

*by*Akobeng, Eric

**Assessing labor market frictions in a small open economy**

*by*Sheen, Jeffrey & Wang, Ben Zhe

**Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns**

*by*Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor

**Analyzing volatility risk and risk premium in option contracts: A new theory**

*by*Carr, Peter & Wu, Liuren

**Better luck next time: Learning through retaking**

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

**Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests**

*by*Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng

**Foster–Hart optimal portfolios**

*by*Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin

**Forecasting distress in European SME portfolios**

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

**Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds**

*by*Racicot, François-Éric & Théoret, Raymond

**Nonparametric estimation of operational value-at-risk (OpVaR)**

*by*Tursunalieva, Ainura & Silvapulle, Param

**Confidence band for expectation dependence with applications**

*by*Guo, Xu & Li, Jingyuan

**The Sharpe ratio of estimated efficient portfolios**

*by*Kourtis, Apostolos

**Copula function approaches for the analysis of serial and cross dependence in stock returns**

*by*Rivieccio, Giorgia & De Luca, Giovanni

**Futures markets and fundamentals of base metals**

*by*Fernandez, Viviana

**Designing incentive schemes for promoting energy-efficient appliances: A new methodology and a case study for Spain**

*by*Galarraga, Ibon & Abadie, Luis M. & Kallbekken, Steffen

**Influences from the European Parliament on EU emissions prices**

*by*Deeney, Peter & Cummins, Mark & Dowling, Michael & Smeaton, Alan F.

**The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions**

*by*Afanasyev, Dmitriy O. & Fedorova, Elena A.

**An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment**

*by*Polemis, Michael L. & Tsionas, Mike G.

**A consistent two-factor model for pricing temperature derivatives**

*by*Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo

**Capital asset pricing model: A time-varying volatility approach**

*by*Kim, Kun Ho & Kim, Taejin

**Are idiosyncratic volatility and MAX priced in the Canadian market?**

*by*Aboulamer, Anas & Kryzanowski, Lawrence

**On the properties of the constrained Hansen–Jagannathan distance**

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

**Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data**

*by*Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z.

**Smoothed quantile regression for panel data**

*by*Galvao, Antonio F. & Kato, Kengo

**Statistical inference in a random coefficient panel model**

*by*Horváth, Lajos & Trapani, Lorenzo

**Double asymptotics for explosive continuous time models**

*by*Wang, Xiaohu & Yu, Jun

**Model averaging in semiparametric estimation of treatment effects**

*by*Kitagawa, Toru & Muris, Chris

**Kernel estimation of hazard functions when observations have dependent and common covariates**

*by*Wolter, James Lewis

**Structural analysis with Multivariate Autoregressive Index models**

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

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

*by*Fernández-Val, Iván & Weidner, Martin

**A reexamination of stock return predictability**

*by*Choi, Yongok & Jacewitz, Stefan & Park, Joon Y.

**Nonstationarity in time series of state densities**

*by*Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y.

**Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)**

*by*Rao, D.S. Prasada & Hajargasht, Gholamreza

**Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso**

*by*Qian, Junhui & Su, Liangjun

**Sieve instrumental variable quantile regression estimation of functional coefficient models**

*by*Su, Liangjun & Hoshino, Tadao

**Information theory for maximum likelihood estimation of diffusion models**

*by*Choi, Hwan-sik

**Unobserved heterogeneity and endogeneity in nonparametric frontier estimation**

*by*Simar, Léopold & Vanhems, Anne & Van Keilegom, Ingrid

**Grouped effects estimators in fixed effects models**

*by*Bester, C. Alan & Hansen, Christian B.

**GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference**

*by*Hill, Jonathan B. & Prokhorov, Artem

**Shrinkage estimation of dynamic panel data models with interactive fixed effects**

*by*Lu, Xun & Su, Liangjun

**Series estimation under cross-sectional dependence**

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

**Robust determination for the number of common factors in the approximate factor models**

*by*Wu, Jianhong

**Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence**

*by*Baetje, Fabian & Friedrici, Karola

**On the dominance of Mallows model averaging estimator over ordinary least squares estimator**

*by*Zhang, Xinyu & Ullah, Aman & Zhao, Shangwei

**A Stein-like estimator for linear panel data models**

*by*Wang, Yun & Zhang, Yonghui & Zhou, Qiankun

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

*by*Arai, Yoichi & Ichimura, Hidehiko

**Identification problem of GMM estimators for short panel data models with interactive fixed effects**

*by*Hayakawa, Kazuhiko

**A microfoundation for stochastic frontier analysis**

*by*Oikawa, Koki

**Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity**

*by*Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel

**Volatility Transmission in Crude Oil, Gold, Standard and Poor’s 500 and US Dollar Index Futures using Vector Autoregressive Multivariate Generalized Autoregressive Conditional Heteroskedasticity Model**

*by*Tanattrin Bunnag

**Brownian Movement Of Stock Quotes Of The Companies Listed On The Bucharest Stock Exchange And Probability Ranges**

*by*BRATIAN Vasile

**Star Wars: The Empirics Strike Back**

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

**Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]**

*by*Diaconaşu Delia-Elena

**Effectiveness of Sequences of Classroom Training for Welfare Recipients: What works best in West Germany?**

*by*Dengler, Katharina

**Friendship and money, oil and water? Credit constraints and "Family and Friends" finance**

*by*Wiegand, Manuel

**Bias-corrected estimation in mildly explosive autoregressions**

*by*Kruse, Yves Robinson & Kaufmann, Hendrik

**The wrong skewness problem in stochastic frontier models: A new approach**

*by*Manner, Hans & Hafner, Christian & Simar, Leopold

**Modeling and forecasting persistent financial durations**

*by*Zikes, Filip & Barunik, Jozef & Shenai, Nikhil

**What Explains the Diversity of Regulatory Reform Outcomes?**

*by*Stankov, Petar & Vasilev, Aleksandar

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

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

**Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?**

*by*Koziol, Philipp & Schell, Carmen & Eckhardt, Meik

**Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks**

*by*Busch, Ramona & Koziol, Philipp & Mitrovic, Marc

**Lethal lapses: How a positive interest rate shock might stress German life insurers**

*by*Feodoria, Mark & Förstemann, Till

**QML Estimation of the Spatial Weight Matrix in the MR-SAR Model**

*by*Saruta Benjanuvatra & Peter Burridge

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

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

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

*by*Tae-Hwan Kim & Christophe Muller

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

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

**Bivariate GARCH models for single asset returns**

*by*Tomasz Skoczylas

**Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan**

*by*Junko Koeda

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

*by*Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

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

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

**Testing subspace Granger causality**

*by*Majid M. Al-Sadoon

**Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies**

*by*Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park

**An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model**

*by*Miguel Carriquiry

**Efficient estimation with many weak instruments using regularization techniques**

*by*Marine Carrasco & Guy Tchuente

**Regularized LIML for many instruments**

*by*Marine Carrasco & Guy Tchuente

**Grouped Model Averaging for Finite Sample Size**

*by*Aman Ullah & Xinyu Zhang

**Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions**

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Mobile Money, Trade Credit and Economic Development : Theory and Evidence**

*by*Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B.

**Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics**

*by*Einmahl, J.H.J. & Li, Jun & Liu, Regina

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

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

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

*by*Laurent Callot & Johannes Tang Kristensen

**On the Ambiguous Consequences of Omitting Variables**

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

**Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models**

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

**Penalized Indirect Inference**

*by*Francisco Blasques & Artem Duplinskiy

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

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**Estimation of linear dynamic panel data models with time-invariant regressors**

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**Evaluation of minimum capital requirements for bank loans to SMEs**

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**Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany**

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**Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality**

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**Banking intermediation and economic growth: some evidence from mena countries**

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**Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors**

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**Estimating International Migration on the Base of Small Area Techniques**

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**Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets**

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**Une décomposition de l'effet de la liberté économique sur la croissance dans les pays en développement**

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**Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach**

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*by*Jonas Schreyögg & Markus M. Grabka

**Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth**

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**Nonlinearity and Temporal Dependence**

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**Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals**

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**Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals**

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**Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments**

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**Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels**

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**Local GMM Estimation of Time Series Models with Conditional Moment Restrictions**

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*by*Yingyao Hu & Arthur Lewbel

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

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*by*Fougère, D.

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*by*Marisol Rodríguez Chatruc

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*by*Radu Lupu & Iulia Lupu

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

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*by*Carlos Gamero Burón

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**Approximately Exact Inference in Dynamic Panel Models**

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

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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*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**

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*by*Elena Kalotychou & Ana-Maria Fuertes

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*by*Josu Arteche

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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

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*by*Hugo Kruiniger

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*by*Katsumi Shimotsu

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*by*Hiroyuki Kasahara & Katsumi Shimotsu

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*by*Hiroyuki Kasahara & Katsumi Shimotsu

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*by*Vitek, Francis

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*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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*by*Shahateet, Mohammed

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*by*Mishra, SK

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

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

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*by*Albu, Lucian-Liviu

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*by*Larrain, Felipe & Parro, Francisco

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*by*Mynbaev, Kairat & Ullah, Aman

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*by*Wang, Hung-Jen

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

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

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*by*Breiding, Torsten

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*by*Tsionas, Efthymios & Kumbhakar, Subal

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

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**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

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

*by*Arabsheibani, Reza & Mussurov, Altay

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

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

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

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

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

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

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

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*by*Carsten Trenkler

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**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

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

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

*by*Quoreshi, Shahiduzzaman

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*by*Quoreshi, Shahiduzzaman

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*by*Quoreshi, Shahiduzzaman

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*by*Tångdahl, Sara

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*by*Ängsved, Marianne

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

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

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

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*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

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*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

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*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

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