Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

2018

• Songnian Chen & Shakeeb Khan & Xun Tang, 2018, "Exclusion Restrictions in Dynamic Binary Choice Panel Data Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 947, Feb.
• Giovanni Cerulli, 2018, "Data-driven sensitivity analysis for matching estimators," London Stata Conference 2018, Stata Users Group, number 02, Oct.
• Patrick Schneider, 2018, "Decomposing differences in productivity distributions," Bank of England working papers, Bank of England, number 740, Jul.
• Panayotis D. Alexakis & Ioannis G. Samantas, 2018, "Foreign ownership and market power: the special case of European banks," Working Papers, Bank of Greece, number 242, Feb.
• Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018, "Diversification, integration and cryptocurrency market," Working Papers, Bank of Greece, number 244, Apr.
• Pierre Perron & Yohei Yamamoto, 2018, "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-03, May, revised Dec 2018.
• Pierre Perron & Yohei Yamamoto, 2018, "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-13, May, revised Jun 2019.
• Ion CUCUI & Aurelia GHEORGHE (DAMIAN) & Dorian-Florin DAMIAN, 2018, "Establishing Standard Production Cost Using Anova Parametric Method In Wood Processing Industry," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 1, pages 5-14.
• Whitney Newey & Sami Stouli, 2018, "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/702, Sep.
• Chen, J. & Li, D. & Linton, O., 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1876, Oct.
• Dong, C. & Gao, J. & Linton, O., 2018, "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1881, Nov.
• Lee, Y-Y. & Bhattacharya, D., 2018, "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1882, Apr.
• Bhattacharya, D., 2018, "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1883, Nov.
• Bhattacharya, D., 2018, "Income Effects and Rationalizability in Multinomial Choice Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1884, Aug.
• Jochmans, K. & Otsu, T., 2018, "Likelihood Corrections for Two-way Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1887, Aug.
• Maria EL KHDARI & Babacar SARR, 2018, "Decentralization, spending efficiency and pro-poor outcomes in Morocco," Working Papers, CERDI, number 201805, Apr.
• Taisuke Otsu & Chen Qiu, 2018, "Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 595, Jan.
• Jungyoon Lee & Peter M Robinson, 2018, "Adaptive Inference on Pure Spatial Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 596, Jan.
• Javier Hidalgo & Marcia M Schafgans, 2017, "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 597, Dec.
• Koen Jochmans & Taisuke Otsu, 2018, "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 598, Feb.
• Karun Adusumilli & Taisuke Otsu, 2018, "Likelihood ratio inference for missing data models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 599, Oct.
• Hao Dong & Taisuke Otsu, 2018, "Nonparametric Estimation of Additive Model with Errors-in-Variables," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 600, Nov.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series, CESifo, number 6968.
• Conny Wunsch & Renate Strobl, 2018, "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Design," CESifo Working Paper Series, CESifo, number 7142.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 7187.
• Sabine Gralka & Klaus Wohlrabe & Lutz Bornmann, 2018, "Zur Messung von Forschungsleistungen in der Effizienzanalyse: Drittmittel versus Publikationen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 71, issue 16, pages 26-30, August.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
• Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-66, Oct.
• Zouhair Ait Benhamou, 2018, "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," International Economics, CEPII research center, issue 156, pages 45-60.
• M. Martin Boyer & Philippe De Donder & Claude Denys Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," CIRANO Working Papers, CIRANO, number 2018s-13, Apr.
• Bertille Antoine & Prosper Dovonon, 2018, "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers, CIRANO, number 2018s-38, Dec.
• Krishna Pendakur, 2018, "Welfare analysis when people are different," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 2, pages 321-360, May, DOI: 10.1111/caje.12335.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
• Oana Simona HUDEA, 2018, "Economic Science Specific Non-Parametric Tools," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 12, pages 85-90, December.
• Oscar Javier Quiroz Porras, 2018, "Aglomeraci√≥n empresarial y eficiencia t√©cnica: un enfoque de frontera estoc√°stica en la producci√≥n para Bogot√° D.C," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 16088, Feb.
• Fabiola Saavedra-Caballero & M�nica Ospina Londo�o, 2018, "Social Assistance and Informality: Examining the Link in Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 21, issue 1, pages 81-120.
• Javier Díaz Castro & Justo de Jorge Moreno, 2018, "Análisis de la eficiencia y factores explicativos de la gestión de los municipios del Meta, Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 211-234.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• HAFNER Christian,, 2018, "Testing for bubbles in cryptocurrencies with time-varying volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018019, Jul.
• BOCART Fabian Y.R.P., & GHYSELS Eric, & HAFNER Christian,, 2018, "Monthly art market returns," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018028, Sep.
• Lettau, Martin & Pelger, Markus, 2018, "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12926, May.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12934, May.
• Svejnar, Jan & Hagemejer, Jan & Tyrowicz, Joanna, 2018, "Are Rushed Privatizations Substandard? Analyzing Firm-level Privatization under Fiscal Pressure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12991, Jun.
• Lettau, Martin & Pelger, Markus, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13049, Jul.
• Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018, "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13396, Dec.
• Ewa Galecka-Burdziak & Marek Góra, 2017, "“How do unemployed workers behave prior to retirement? A multi-state multiple-spell approach”," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 170, Jan.
• Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018, "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers, Center for Research in Economics and Statistics, number 2018-08, Jun.
• Michail Tsagris, 2018, "Modelling Structural Zeros in Compositional Data," Working Papers, University of Crete, Department of Economics, number 1803, Oct.
• Delgado, Miguel A. & García Suaza, Andrés Felipe, 2018, "Counterfactual Analysis Using Censored Duration Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27821, Dec.
• Francisco José Climent Diranzo & María Doménech Sarría, 2018, "La Banca en la Sombra: Definición, regulación y evolución. Un análisis internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 116, pages 151-166, Enero.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018, "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, volume 34, issue 1, pages 23-67, February.
• Bandi, Federico M. & Moloche, Guillermo, 2018, "On The Functional Estimation Of Multivariate Diffusion Processes," Econometric Theory, Cambridge University Press, volume 34, issue 4, pages 896-946, August.
• Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018, "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1018-1064, October.
• Timothy B. Armstrong, 2018, "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2146, Oct.
• Timothy B. Armstrong, 2018, "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2146R, Oct, revised Jul 2019.
• Peter C.B. Phillips & Shuping Shi, 2018, "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2152, Nov.
• Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018, "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2153, Dec.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1731.
• Julián Martinez Correa & Carlo Lombardo & Belén Bentivegna, 2018, "Convenio Colectivo, Sindicatos y Dispersión Salarial: Evidencia de Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0232, Aug.
• Marcel, Bräutigam & Marie, Kratz, 2018, "On the Dependence between Quantiles and Dispersion Estimators," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1807, Dec.
• Sickles, Robin C. & Song, Wonho & Zelenyuk, Valentin, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," Working Papers, Rice University, Department of Economics, number 18-008, Sep.
• Isaksson, Anders & Shang, Chenjun & Sickles, Robin C., 2018, "Non-structural Analysis of Productivity Growth for the Industrialized Countries: A Jackknife Model Averaging Approach," Working Papers, Rice University, Department of Economics, number 18-012, Jun.
• Mei-Teing Chong & Chin-Hong Puah & Shazali Abu Mansor, 2018, "Oil Price Dynamics Forecasting: An Indicator-Pivoted Paradigm," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 307-311.
• Chali Nondo, 2018, "Is There a Relationship between Information and Communication Technologies Infrastructure, Electricity Consumption and Total Factor Productivity? Evidence from a Panel of African Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 207-218.
• Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2018, "External imbalances and growth," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1808, Jun.
• Zanin, Luca, 2018, "Private monetary transfers between households: Who is helped and by whom?," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 76-82, DOI: 10.1016/j.jbef.2017.12.010.
• Wu, Guiying Laura, 2018, "Capital misallocation in China: Financial frictions or policy distortions?," Journal of Development Economics, Elsevier, volume 130, issue C, pages 203-223, DOI: 10.1016/j.jdeveco.2017.10.014.
• Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018, "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 76-97, DOI: 10.1016/j.jedc.2018.01.045.
• Yagi, Michiyuki & Managi, Shunsuke, 2018, "Shadow price of patent stock as knowledge stock: Time and country heterogeneity," Economic Analysis and Policy, Elsevier, volume 60, issue C, pages 43-61, DOI: 10.1016/j.eap.2018.09.001.
• Assaf, Ata, 2018, "Testing for bubbles in the art markets: An empirical investigation," Economic Modelling, Elsevier, volume 68, issue C, pages 340-355, DOI: 10.1016/j.econmod.2017.08.004.
• Bao, Te & Diks, Cees & Li, Hao, 2018, "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, volume 68, issue C, pages 611-621, DOI: 10.1016/j.econmod.2017.03.035.
• Mastromarco, Camilla & Simar, Léopold, 2018, "Globalization and productivity: A robust nonparametric world frontier analysis," Economic Modelling, Elsevier, volume 69, issue C, pages 134-149, DOI: 10.1016/j.econmod.2017.09.015.
• Yin, Hua & Du, Zaichao & Zhang, Lin, 2018, "Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau," Economic Modelling, Elsevier, volume 70, issue C, pages 147-158, DOI: 10.1016/j.econmod.2017.10.019.
• Majchrowska, Aleksandra & Strawiński, Paweł, 2018, "Impact of minimum wage increase on gender wage gap: Case of Poland," Economic Modelling, Elsevier, volume 70, issue C, pages 174-185, DOI: 10.1016/j.econmod.2017.10.021.
• Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018, "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, volume 70, issue C, pages 301-309, DOI: 10.1016/j.econmod.2017.11.014.
• Aparicio, Juan & López-Torres, Laura & Santín, Daniel, 2018, "Economic crisis and public education. A productivity analysis using a Hicks-Moorsteen index," Economic Modelling, Elsevier, volume 71, issue C, pages 34-44, DOI: 10.1016/j.econmod.2017.11.017.
• Chaudhuri, Kausik & Sen, Rituparna & Tan, Zheng, 2018, "Testing extreme dependence in financial time series," Economic Modelling, Elsevier, volume 73, issue C, pages 378-394, DOI: 10.1016/j.econmod.2018.04.016.
• Gearhart, Richard S. & Michieka, Nyakundi M., 2018, "A comparison of the robust conditional order-m estimation and two stage DEA in measuring healthcare efficiency among California counties," Economic Modelling, Elsevier, volume 73, issue C, pages 395-406, DOI: 10.1016/j.econmod.2018.04.015.
• Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018, "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, volume 73, issue C, pages 407-430, DOI: 10.1016/j.econmod.2018.04.018.
• Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018, "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, volume 74, issue C, pages 45-60, DOI: 10.1016/j.econmod.2018.05.001.
• Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018, "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 62-79, DOI: 10.1016/j.najef.2017.11.004.
• Choi, Jin-young & Lee, Myoung-jae, 2018, "Minimum distance estimator for sharp regression discontinuity with multiple running variables," Economics Letters, Elsevier, volume 162, issue C, pages 10-14, DOI: 10.1016/j.econlet.2017.10.002.
• Allen, Roy, 2018, "Testing moment inequalities: Selection versus recentering," Economics Letters, Elsevier, volume 162, issue C, pages 124-126, DOI: 10.1016/j.econlet.2017.11.006.
• Jeong, Minsoo, 2018, "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, volume 162, issue C, pages 18-21, DOI: 10.1016/j.econlet.2017.10.007.
• Kim, Ju Hyun & Park, Byoung G., 2018, "Weak convergence of local quantile treatment effect processes," Economics Letters, Elsevier, volume 162, issue C, pages 49-52, DOI: 10.1016/j.econlet.2017.10.021.
• Fan, Yanqin & Hou, Lei & Yan, Karen X., 2018, "On the density estimation of air pollution in Beijing," Economics Letters, Elsevier, volume 163, issue C, pages 110-113, DOI: 10.1016/j.econlet.2017.12.020.
• Yang, Jingjing & Vogelsang, Timothy J., 2018, "Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators," Economics Letters, Elsevier, volume 165, issue C, pages 21-27, DOI: 10.1016/j.econlet.2018.01.023.
• Yao, Feng & Wang, Taining & Tian, Jinjing & Kumbhakar, Subal C., 2018, "Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: A semiparametric approach," Economics Letters, Elsevier, volume 166, issue C, pages 25-30, DOI: 10.1016/j.econlet.2018.02.015.
• Eroğlu, Burak Alparslan & Göğebakan, Kemal Çağlar & Trokić, Mirza, 2018, "Powerful nonparametric seasonal unit root tests," Economics Letters, Elsevier, volume 167, issue C, pages 75-80, DOI: 10.1016/j.econlet.2018.03.011.
• Lee, Ying-Ying & Li, Hsueh-Hsiang, 2018, "Partial effects in binary response models using a special regressor," Economics Letters, Elsevier, volume 169, issue C, pages 15-19, DOI: 10.1016/j.econlet.2018.05.002.
• Goedecke, Jann, 2018, "Contagious loan default," Economics Letters, Elsevier, volume 170, issue C, pages 14-18, DOI: 10.1016/j.econlet.2018.05.028.
• Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018, "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, volume 170, issue C, pages 24-26, DOI: 10.1016/j.econlet.2018.05.024.
• Liu, Chu-An, 2018, "Averaging estimators for kernel regressions," Economics Letters, Elsevier, volume 171, issue C, pages 102-105, DOI: 10.1016/j.econlet.2018.07.016.
• Zouaoui, Haykel & Mazioud, Manel & Ellouz, Nidhal Ziedi, 2018, "A semi-parametric panel data analysis on financial development-economic volatility nexus in developing countries," Economics Letters, Elsevier, volume 172, issue C, pages 50-55, DOI: 10.1016/j.econlet.2018.08.010.
• Henderson, Daniel J. & Sheehan, Alice, 2018, "Kernel-based testing with skewed and heavy-tailed data: Evidence from a nonparametric test for heteroskedasticity," Economics Letters, Elsevier, volume 172, issue C, pages 8-11, DOI: 10.1016/j.econlet.2018.08.007.
• Luo, Yao, 2018, "Identification of participation constraints in contracts," Economics Letters, Elsevier, volume 173, issue C, pages 84-87, DOI: 10.1016/j.econlet.2018.09.024.
• Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 18-44, DOI: 10.1016/j.jeconom.2017.09.002.
• Chen, Songnian & Zhou, Yahong & Ji, Yuanyuan, 2018, "Nonparametric identification and estimation of sample selection models under symmetry," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 148-160, DOI: 10.1016/j.jeconom.2017.09.004.
• Zhu, Ying, 2018, "Sparse linear models and l1-regularized 2SLS with high-dimensional endogenous regressors and instruments," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 196-213, DOI: 10.1016/j.jeconom.2017.10.002.
• Chen, Bin & Huang, Liquan, 2018, "Nonparametric testing for smooth structural changes in panel data models," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 245-267, DOI: 10.1016/j.jeconom.2017.10.004.
• Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2018, "Nonparametric estimation in case of endogenous selection," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 268-285, DOI: 10.1016/j.jeconom.2017.11.002.
• Pei, Youquan & Huang, Tao & You, Jinhong, 2018, "Nonparametric fixed effects model for panel data with locally stationary regressors," Journal of Econometrics, Elsevier, volume 202, issue 2, pages 286-305, DOI: 10.1016/j.jeconom.2017.06.023.
• Čížek, Pavel & Lei, Jinghua, 2018, "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2017.11.003.
• Gupta, Abhimanyu, 2018, "Nonparametric specification testing via the trinity of tests," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 169-185, DOI: 10.1016/j.jeconom.2017.11.008.
• Gupta, Abhimanyu, 2018, "Autoregressive spatial spectral estimates," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 80-95, DOI: 10.1016/j.jeconom.2017.10.006.
• Xu, Xingbai & Lee, Lung-fei, 2018, "Sieve maximum likelihood estimation of the spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 96-112, DOI: 10.1016/j.jeconom.2017.10.008.
• Li, Yingying & Zhang, Zhiyuan & Li, Yichu, 2018, "A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 187-222, DOI: 10.1016/j.jeconom.2017.11.006.
• Armstrong, Timothy B., 2018, "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 241-255, DOI: 10.1016/j.jeconom.2017.10.007.
• Boswijk, H. Peter & Laeven, Roger J.A. & Yang, Xiye, 2018, "Testing for self-excitation in jumps," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 256-266, DOI: 10.1016/j.jeconom.2017.11.007.
• Botosaru, Irene & Sasaki, Yuya, 2018, "Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 283-296, DOI: 10.1016/j.jeconom.2017.11.010.
• Xiao, Ruli, 2018, "Identification and estimation of incomplete information games with multiple equilibria," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 328-343, DOI: 10.1016/j.jeconom.2017.12.005.
• Hirukawa, Masayuki & Prokhorov, Artem, 2018, "Consistent estimation of linear regression models using matched data," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 344-358, DOI: 10.1016/j.jeconom.2017.07.006.
• Sun, Yiguo & Malikov, Emir, 2018, "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2017.12.006.
• Liu, Zhi & Kong, Xin-Bing & Jing, Bing-Yi, 2018, "Estimating the integrated volatility using high-frequency data with zero durations," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 18-32, DOI: 10.1016/j.jeconom.2017.12.008.
• Lee, Ying-Ying, 2018, "Efficient propensity score regression estimators of multivalued treatment effects for the treated," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 207-222, DOI: 10.1016/j.jeconom.2018.02.002.
• Zincenko, Federico, 2018, "Nonparametric estimation of first-price auctions with risk-averse bidders," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 303-335, DOI: 10.1016/j.jeconom.2018.03.015.
• Lin, Huazhen & Zhou, Fanyin & Wang, Qiuxia & Zhou, Ling & Qin, Jing, 2018, "Robust and efficient estimation for the treatment effect in causal inference and missing data problems," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 363-380, DOI: 10.1016/j.jeconom.2018.03.017.
• Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018, "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 448-469, DOI: 10.1016/j.jeconom.2017.11.012.
• Patra, Rohit Kumar & Seijo, Emilio & Sen, Bodhisattva, 2018, "A consistent bootstrap procedure for the maximum score estimator," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 488-507, DOI: 10.1016/j.jeconom.2018.04.001.
• Fan, Yanqin & Liu, Ruixuan, 2018, "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 1-38, DOI: 10.1016/j.jeconom.2018.04.002.
• Clinet, Simon & Potiron, Yoann, 2018, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 103-142, DOI: 10.1016/j.jeconom.2018.05.002.
• Lam, Clifford & Feng, Phoenix, 2018, "A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 226-257, DOI: 10.1016/j.jeconom.2018.06.001.
• Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018, "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 83-102, DOI: 10.1016/j.jeconom.2018.01.010.
• Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018, "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 305-335, DOI: 10.1016/j.jeconom.2018.06.004.
• Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018, "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 395-413, DOI: 10.1016/j.jeconom.2018.06.008.
• Delgado, Miguel A. & Song, Xiaojun, 2018, "Nonparametric tests for conditional symmetry," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 447-471, DOI: 10.1016/j.jeconom.2018.06.010.
• Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er, 2018, "Nonparametric regression with multiple thresholds: Estimation and inference," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 472-514, DOI: 10.1016/j.jeconom.2018.06.011.
• Chen, Songnian & Wang, Xi, 2018, "Semiparametric estimation of panel data models without monotonicity or separability," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 515-530, DOI: 10.1016/j.jeconom.2018.06.012.
• Cai, Zongwu & Chen, Linna & Fang, Ying, 2018, "A semiparametric quantile panel data model with an application to estimating the growth effect of FDI," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 531-553, DOI: 10.1016/j.jeconom.2018.06.013.
• Kato, Kengo & Sasaki, Yuya, 2018, "Uniform confidence bands in deconvolution with unknown error distribution," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 129-161, DOI: 10.1016/j.jeconom.2018.07.001.
• Chen, Songnian, 2018, "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 30-52, DOI: 10.1016/j.jeconom.2018.06.020.
• Seo, Juwon, 2018, "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 53-70, DOI: 10.1016/j.jeconom.2018.04.004.
• Kai Du & Allan O’Connor, 2018, "Entrepreneurship and advancing national level economic efficiency," Small Business Economics, Springer, volume 50, issue 1, pages 91-111, January, DOI: 10.1007/s11187-017-9904-4.
• Kosaku Takanashi, 2018, "Nonparametric Inference in Functional Linear Quantile Regression by RKHS Approach," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-002, Mar.
• Vincze, János & Takács, Olga, 2018, "Bérelőrejelzések - prediktorok és tanulságok
  [Wage forecasts predictors and lessons]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 592-618, DOI: 10.18414/KSZ.2018.6.592.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018, "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers, Kyoto University, Institute of Economic Research, number 986, Mar.
• Byunghoon Kang, 2018, "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers, Lancaster University Management School, Economics Department, number 240829404.
• Martin Wittenberg, 2018, "The top tail of South Africa's earnings distribution 1993-2014: Evidence from the Pareto distribution," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 224.
• Fernando Rios-Avila, 2018, "Quality of Match for Statistical Matches Using the American Time Use Survey 2013, the Survey of Consumer Finances 2013, and the Annual Social and Economic Supplement 2014," Economics Working Paper Archive, Levy Economics Institute, number wp_914, Sep.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," Working Papers, University of Liverpool, Department of Economics, number 20184, Jul.
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• Martin Boyer & Philippe De Donder & Claude-Denys Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1806.
• Nicky L. Grant & Richard J. Smith, 2018, "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1802.
• Thanasis Bouzidis, 2018, "On-field Performance Assessment in Football: Applying the Connected Network Data Envelopment Analysis Model," Discussion Paper Series, Department of Economics, University of Macedonia, number 2018_12, Dec, revised Dec 2018.
• Seojeong Lee & Youngki Shin, 2018, "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers, McMaster University, number 2018-15, Oct.
• Aurora Teixeira & André Monteiro, 2018, "The efficiency of Portuguese Technology Transfer Offices and the importance of university characteristics," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0093, Feb, revised Feb 2018.
• Svatopluk Kapounek & Zuzana Kucerova, 2018, "Historical Decoupling in the EU: Evidence from Time-Frequency Analysis," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2018-75, Jun.
• Dominique Guégan & Matteo Iacopini, 2018, "Nonparameteric forecasting of multivariate probability density functions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18012, Mar.
• Chaohua Dong & Jiti Gao & Bin Peng, 2018, "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/18.
• Nicholas Tierney & Dianne Cook, 2018, "Expanding tidy data principles to facilitate missing data exploration, visualization and assessment of imputations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/18.
• Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018, "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/18.
• Isabel Casas & Jiti Gao & Shangyu Xie, 2018, "Modelling time-varying income elasticities of health care expenditure for the OECD," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/18.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/18.
• Chaohua Dong & Jiti Gao & Bin Peng, 2018, "Series estimation for single-index models under constraints," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/18.
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• Jiti Gao & Namhyun Kim & Patrick W. Saart, 2018, "On endogeneity and shape invariance in extended partially linear single index models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/18.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock & Marijn Verschelde, 2018, "Nonparametric identification of unobserved technological heterogeneity in production," Working Paper Research, National Bank of Belgium, number 335, Feb.
• Witold Orzeszko, 2018, "Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 3, pages 253-288.
• Charles F. Mason, 2018, "Analyzing the Risk of Transporting Crude Oil by Rail," NBER Working Papers, National Bureau of Economic Research, Inc, number 24299, Feb.
• Martin Lettau & Markus Pelger, 2018, "Estimating Latent Asset-Pricing Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 24618, May.
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• Mohanty, Ranjan Kumar & Bhanumurthy, N.R., 2018, "Assessing Public Expenditure Efficiency at Indian States," Working Papers, National Institute of Public Finance and Policy, number 18/225, Mar.
• S. Quantin, 2018, "Estimation avec le score de propension sous R Abstract : Ce document présente les principales méthodes économétriques utilisant le score de propension pour comparer deux groupes en ajustant des effets de compositions observables. Plus précisément, il," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number m2018-01.
• Anatoliy G. Goncharuk, 2018, "Efficiency vs Effectiveness: Alternative Metrics for Research Performance," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 24-37, February.
• Konstantins Benkovskis & Olegs Tkacevs & Naomitsu Yashiro, 2018, "Do EU Funds boost productivity and employment?: Firm level analysis for Latvia," OECD Economics Department Working Papers, OECD Publishing, number 1525, Dec, DOI: 10.1787/98e0a368-en.
• Timothy B Armstrong & Michal Kolesár, 2018, "A Simple Adjustment for Bandwidth Snooping," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 2, pages 732-765.
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• Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina, 2018, "Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 1, pages 49-63, January, DOI: 10.1057/s41260-017-0060-9.
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• Olena Pakhnenko & Olga Liuta & Nataliya Pihul, 2018, "Methodological approaches to assessment of the efficiency of business entities activity," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 143-151, January, DOI: 10.15208/beh.2018.12.
• Chen Zhou, 2018, "A comparison study of realized kernels using different sampling frequencies," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 30, Apr.
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• Polemis, Michael & Stengos, Thanasis & Tzeremes, Nickolaos, 2018, "Modeling the effect of competition using robust conditional nonparametric frontiers: Evidence from U.S. manufacturing sector," MPRA Paper, University Library of Munich, Germany, number 89240, Sep.
• González-Val, Rafael, 2018, "The spatial distribution of US cities," MPRA Paper, University Library of Munich, Germany, number 89586, Sep.
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• Nakai, Miki & Pennoni, Fulvia, 2018, "A latent class analysis towards stability and changes in breadwinning patterns among coupled households," MPRA Paper, University Library of Munich, Germany, number 89950, Nov.
• Fedotenkov, Igor, 2018, "A review of more than one hundred Pareto-tail index estimators," MPRA Paper, University Library of Munich, Germany, number 90072, Nov.
• Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
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• Sun, Tianyu & Chand, Satish & Sharpe, Keiran, 2018, "Effect of aging on housing prices: evidence from a panel data," MPRA Paper, University Library of Munich, Germany, number 94418, Nov, revised 01 Mar 2019.