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

• 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.
• Daniel Santín & Gabriela Sicilia, 2018, "Using DEA for measuring teachers’ performance and the impact on students’ outcomes: evidence for Spain," Journal of Productivity Analysis, Springer, volume 49, issue 1, pages 1-15, February, DOI: 10.1007/s11123-017-0517-3.
• Thomas P. Triebs & Subal C. Kumbhakar, 2018, "Management in production: from unobserved to observed," Journal of Productivity Analysis, Springer, volume 49, issue 2, pages 111-121, June, DOI: 10.1007/s11123-018-0526-x.
• Cristian Barra & Roberto Zotti, 2018, "The contribution of university, private and public sector resources to Italian regional innovation system (in)efficiency," The Journal of Technology Transfer, Springer, volume 43, issue 2, pages 432-457, April, DOI: 10.1007/s10961-016-9539-7.
• 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.
• Konstantins Benkovskis & Olegs Tkacevs & Naomitsu Yashiro, 2018, "Importance of EU Regional Support Programmes for Firm Performance," Working Papers, Latvijas Banka, number 2018/01, Feb.
• M. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1804.
• 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 Guegan & 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.
• Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018, "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/18.
• 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.
• Martin Lettau & Markus Pelger, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 24858, Jul.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018, "Forecasting with Dynamic Panel Data Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 25102, Sep.
• Andrew Caplin & Dániel Csaba & John Leahy & Oded Nov, 2018, "Rational Inattention, Competitive Supply, and Psychometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 25224, Nov.
• Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018, "Semiparametrically Efficient Estimation of the Average Linear Regression Function," NBER Working Papers, National Bureau of Economic Research, Inc, number 25234, Nov.
• Babur De los Santos & Daniel P. O'Brien & Matthijs R. Wildenbeest, 2018, "Agency Pricing and Bargaining: Evidence from the E-Book Market," Working Papers, NET Institute, number 18-14, Oct.
• 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.
• Ivan A Canay & Vishal Kamat, 2018, "Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1577-1608.
• Pawel Dziewulski, 2018, "Just-noticeable difference as a behavioural foundation of the critical cost-efficiency," Economics Series Working Papers, University of Oxford, Department of Economics, number 848, Apr.
• Millán Solarte, Julio César & Caicedo Cerezo, Edinson, 2018, "Modelos para otorgamiento y seguimiento en la gestión del riesgo de crédito || Models for Granting and Tracking in Credit Risk Management," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 23-41, Junio.
• 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.
• Aktham Maghyereh & Basel Awartani & Abul Hassan, 2018, "Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 394-412, October, DOI: 10.1057/s41260-018-0090-y.
• Pieter Woltjer, 2018, "Frontier Analysis," Palgrave Studies in Economic History, Palgrave Macmillan, chapter 48, in: Matthias Blum & Christopher L. Colvin, "An Economist’s Guide to Economic History", DOI: 10.1007/978-3-319-96568-0_48.
• 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.
• Schinaia, Giuseppe, 2018, "Epidemics and Local Demographic Dynamics," MPRA Paper, University Library of Munich, Germany, number 113062, Mar.
• Bespalova, Olga, 2018, "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper, University Library of Munich, Germany, number 117706, Mar.
• Halkos, George & Polemis, Michael, 2018, "Does market structure trigger efficiency? Evidence for the USA before and after the financial crisis," MPRA Paper, University Library of Munich, Germany, number 84511, Feb.
• Cid, Alejandro & Ferrés, Daniel & Rossi, Máximo, 2018, "Testing Happiness Hypothesis among the Elderly," MPRA Paper, University Library of Munich, Germany, number 84745, Dec.
• Barnett, William & Ftiti, Zied & Jawadi, Fredj, 2018, "The Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper, University Library of Munich, Germany, number 86478, Apr.
• Cassim, Lucius, 2018, "Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm," MPRA Paper, University Library of Munich, Germany, number 86861, May.
• Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2018, "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," MPRA Paper, University Library of Munich, Germany, number 87834.
• Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.
• Pinto, Claudio, 2018, "Performances management when modelling internal structure," MPRA Paper, University Library of Munich, Germany, number 87923, Jul.
• Yagi, Michiyuki & Managi, Shunsuke, 2018, "Shadow price of patent stock as knowledge stock: Time and country heterogeneity," MPRA Paper, University Library of Munich, Germany, number 89146.
• 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.
• Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2018, "On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis," MPRA Paper, University Library of Munich, Germany, number 89671, Sep.
• Henry, Miguel & Mittelhammer, Ron & Loomis, John, 2018, "An Information-Theoretic Approach to Estimating Willingness To Pay for River Recreation Site Attributes," MPRA Paper, University Library of Munich, Germany, number 89842, Jan.
• 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.
• González-Val, Rafael, 2018, "US city size distribution and space," MPRA Paper, University Library of Munich, Germany, number 91533, Dec.
• 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.
• Degiannakis, Stavros, 2018, "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper, University Library of Munich, Germany, number 96272.
• Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
• Pavla Mikušová, 2018, "The efficiency of the tertiary education in selected European countries: Focus on Visegrad Group
  [Efektivnost terciárního vzdělávání ve vybraných evropských zemích: zaměření na země V4]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2018, issue 4, pages 5-17, DOI: 10.18267/j.cfuc.519.
• Milan Fičura & Jiří Witzany, 2018, "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 3, pages 5-20, DOI: 10.18267/j.efaj.211.
• Manh D. Pham & Valentin Zelenyuk, 2017, "Convexity, Disposability and Returns to Scale in Production Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP042017, Oct.
• Andreas Mayer & Valentin Zelenyuk, 2018, "Aggregation of Individual Efficiency Measures and Productivity Indices," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012018, Feb.
• Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018, "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022018, Apr.
• Hideyuki Mizobuchi & Valentin Zelenyuk, 2018, "Measuring Productivity by Quadratic-mean-of-order-of-r Indexes," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP062018, Sep.
• Léopold Simar & Valentin Zelenyuk, 2018, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072018, Sep.
• Robin C. Sickles & Wonho Song & Valentin Zelenyuk, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082018, Sep.
• Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018, "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP092018, Nov.
• Asencios, Roger, 2018, "Estimación semiparamétrica de escalas de equivalencia: Una aplicación a las encuestas de hogares del Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 36, pages 75-89.
• Breunig, Christoph & Hoderlein, Stefan, 2018, "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 77, Mar.
• Md.Mahmudul Hassan, 2018, "Application of Stochastic Frontier Model for Poultry Broiler Production: Evidence from Dhaka and Kishoreganj Districts, Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 41, issue 01, pages 65-87.
• Julio Cesar Araujo Silva Junior & Marina Bellei & Ismael Cittadin & Gabrielito Rauter Menezes, 2018, "Um estudo da convergência de renda per capita entre os municípios catarinenses," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 12, issue 4, pages 504-520.
• Dinabandhu Sethi & Wing-Keung Wong & Debashis Acharya, 2018, "Can a Disinflationary Policy Have a Differential Impact on Sectoral Output? A Look at Sacrifice Ratios in OECD and Non-OECD Countries," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 12, issue 2, pages 138-170, May, DOI: 10.1177/0973801017753260.
• Victor Pontines, 2018, "Self-selection and Treatment Effects in Macroeconomics: Revisiting the Effectiveness of Foreign Exchange Intervention," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp31, Mar.
• Rahul Mukherjee, 2018, "Causal Inference from Strip-Plot Designs: Methodology and Applications in a Potential Outcomes Framework," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109733, Nov.
• Massa Roldán. Ricardo. & Pérez Navarro, Ricardo, 2018, "Relación entre la volatilidad de los rendimientos accionarios del sector desarrollo de vivienda y la actividad económica mexicana/Relationship between the housing development sector stock returns volatility and the Mexican economic activity," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 1, pages 5-34, enero-jun.
• Bertille Antoine & Prosper Dovonon, 2018, "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp18-06, Nov.
• Eric Fosu Oteng-Abayie & Anthony Affram & Henry Kofi Mensah, 2018, "Corporate Governance and Efficiency of Rural and Community Banks (RCBs) in Ghana," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 3, issue 2, pages 93-118, December, DOI: 10.33119/ERFIN.2018.3.2.2.
• Łukasz Brzezicki & Piotr Pietrzak, 2018, "Efektywność i skuteczność studiów doktoranckich w publicznym szkolnictwie wyższym w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 129-159.
• Ishaq Hacini & Khadra Dahou, 2018, "Comparison on Efficiency of Foreign and Domestic Banks Evidence from Algeria," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 10, pages 106-119, December.
• Been-Lon Chen & Mei Hsu & Yu-Shan Hsu, 2018, "Progressive Taxation and Macroeconomic Stability in Two‐sector Models with Social Constant Returns," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 18-A003, Jan.
• Hao Dong & Taisuke Otsu, 2018, "Nonparametric Estimation of Additive Model With Errors-in-Variables," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1812, Dec.
• Panagiotis Tziogkidis & Kent Matthews & Dionisis Philippas, 2018, "The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era," Annals of Operations Research, Springer, volume 266, issue 1, pages 531-549, July, DOI: 10.1007/s10479-016-2381-3.
• Dimitris Kallioras & Vassilis Monastiriotis & George Petrakos, 2018, "Spatial dynamics and agglomeration forces in the external EU periphery," The Annals of Regional Science, Springer;Western Regional Science Association, volume 60, issue 3, pages 591-612, May, DOI: 10.1007/s00168-016-0798-x.
• Manh D. Pham & Valentin Zelenyuk, 2018, "Slack-based directional distance function in the presence of bad outputs: theory and application to Vietnamese banking," Empirical Economics, Springer, volume 54, issue 1, pages 153-187, February, DOI: 10.1007/s00181-017-1232-7.
• Thomas Bassetti & Raul Caruso & Friedrich Schneider, 2018, "The tree of political violence: a GMERT analysis," Empirical Economics, Springer, volume 54, issue 2, pages 839-850, March, DOI: 10.1007/s00181-016-1214-1.
• Jaap H. Abbring & Gerard J. Berg, 2018, "Erratum to: Analyzing the effect of dynamically assigned treatments using duration models, binary treatment models, and panel data models," Empirical Economics, Springer, volume 54, issue 2, pages 883-884, March, DOI: 10.1007/s00181-016-1226-x.
• Marat Ibragimov & Rustam Ibragimov, 2018, "Heavy tails and upper-tail inequality: The case of Russia," Empirical Economics, Springer, volume 54, issue 2, pages 823-837, March, DOI: 10.1007/s00181-017-1239-0.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018, "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, volume 55, issue 4, pages 1717-1755, December, DOI: 10.1007/s00181-017-1343-1.
• Lucia dalla Pellegrina & Margherita Saraceno & Mattia Suardi, 2018, "Migration policy: did an emergency provision displace standard rules? Evidence from Italy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 3, pages 863-893, December, DOI: 10.1007/s40888-018-0128-0.
• Paolo Nicola Barbieri, 2018, "BMI and Employment: Is There an Overweight Premium?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 4, issue 3, pages 523-548, November, DOI: 10.1007/s40797-018-0080-8.
• Tasssew Woldehanna & Wolday Amha & Manex B. Yonis, 2018, "Correlates of business survival: empirical evidence on youth-owned micro and small enterprises in Urban Ethiopia," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 8, issue 1, pages 1-26, December, DOI: 10.1186/s40176-018-0122-x.
• Carlos A. Medel, 2018, "A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986–2009 with X-12-ARIMA," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 14, issue 1, pages 47-87, April, DOI: 10.1007/s41549-018-0023-3.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2018, "Estimation of Discrete Choice Dynamic Programming Models," The Japanese Economic Review, Springer, volume 69, issue 1, pages 28-58, March, DOI: 10.1111/jere.12169.
• Yukitoshi Matsushita & Taisuke Otsu, 2018, "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Springer, volume 69, issue 2, pages 133-155, June, DOI: 10.1111/jere.12167.
• Daniel J. Henderson & Anne-Charlotte Souto, 2018, "An Introduction to Nonparametric Regression for Labor Economists," Journal of Labor Research, Springer, volume 39, issue 4, pages 355-382, December, DOI: 10.1007/s12122-018-9279-6.
• Rolf Aaberge & Anthony B. Atkinson & Sebastian Königs, 2018, "From classes to copulas: wages, capital, and top incomes," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 16, issue 2, pages 295-320, June, DOI: 10.1007/s10888-018-9386-x.
• Michael L. Polemis, 2018, "Revisiting the Environmental Kuznets Curve: a semi-parametric analysis on the role of market structure on environmental pollution," Letters in Spatial and Resource Sciences, Springer, volume 11, issue 1, pages 27-35, March, DOI: 10.1007/s12076-017-0195-9.
• Ekpeno L. Effiong & Alex O. Iriabije, 2018, "Let the data speak: semiparametric evidence on the environmental Kuznets curve in Africa," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 2, pages 771-782, March, DOI: 10.1007/s11135-017-0487-6.
• Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2413-2425, September, DOI: 10.1007/s11135-017-0676-3.
• Jesús Peiró-Palomino & Andrés J. Picazo-Tadeo, 2018, "OECD: One or Many? Ranking Countries with a Composite Well-Being Indicator," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 139, issue 3, pages 847-869, October, DOI: 10.1007/s11205-017-1747-5.
• Adrian Oţoiu & Emilia Ţiţan, 2018, "Are Major Events Capable of Affecting Country Rankings? Validating Composite Indexes of Human Progress and Environmental Performance," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 140, issue 3, pages 953-974, December, DOI: 10.1007/s11205-017-1805-z.
• Hervé Cardot & Antonio Musolesi, 2018, "Modeling temporal treatment effects with zero inflated semi-parametric regression models: the case of local development policies in France," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0718, Mar, revised Mar 2018.
• Nick Jagger, 2018, "A Co-Evolutionary, Long-Term, MacroEconomic Forecast for the UK Using Demographic Projections," SPRU Working Paper Series, SPRU - Science Policy Research Unit, University of Sussex Business School, number 2018-20, Oct.
• Andrey I. Vlasov & Pavel V. Grigoriev & Aleksey I. Krivoshein & Aleksey I. Krivoshein & Vadim A. Shakhnov & Sergey S. Filin & Sergey S. Filin & Vladimir S. Migalin, 2018, "Smart management of technologies: predictive maintenance of industrial equipment using wireless sensor networks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 2, pages 489-502, December, DOI: 10.9770/jesi.2018.6.2(2).
• Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2018, "Nonparametric Likelihood for Volatility Under High Frequency Data," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0318, Feb.
• Lorenzo Camponovo & Taisuke Otsu, 2018, "Relative Error Accurate Statistic Based on Nonparametric Likelihood," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0518, Feb.
• Dirk Czarnitzki & Katrin Hussinger, 2018, "Input and output additionality of R&D subsidies," Applied Economics, Taylor & Francis Journals, volume 50, issue 12, pages 1324-1341, March, DOI: 10.1080/00036846.2017.1361010.
• Thomas Kruppe & Julia Lang, 2018, "Labour market effects of retraining for the unemployed: the role of occupations," Applied Economics, Taylor & Francis Journals, volume 50, issue 14, pages 1578-1600, March, DOI: 10.1080/00036846.2017.1368992.
• Sabine Gralka, 2018, "Persistent inefficiency in the higher education sector: evidence from Germany," Education Economics, Taylor & Francis Journals, volume 26, issue 4, pages 373-392, July, DOI: 10.1080/09645292.2017.1420754.
• Susan Athey & Dean Eckles & Guido W. Imbens, 2018, "Exact p-Values for Network Interference," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 521, pages 230-240, January, DOI: 10.1080/01621459.2016.1241178.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 522, pages 675-685, April, DOI: 10.1080/01621459.2016.1273117.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2018, "Inference Under Covariate-Adaptive Randomization," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 524, pages 1784-1796, October, DOI: 10.1080/01621459.2017.1375934.
• Yao Luo & Yuanyuan Wan, 2018, "Integrated-Quantile-Based Estimation for First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 173-180, January, DOI: 10.1080/07350015.2016.1166119.
• Tanninen Hannu & Tuomala Matti & Tuominen Elina, 2019, "Income inequality, redistributive preferences and the extent of redistribution : An empirical application of optimal tax approach," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1824, Oct.
• Dimitrios Sotiriadis & Georgios Menexes & Constantinos Tsamadias, 2018, "Investigating the Efficiency of Senior Secondary Schools: Evidence from Schools in the Greek region of Central Macedonia," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 11, issue 2, pages 36-43, September.
• Brantly Callaway & Pedro H. C. Sant'Anna, 2018, "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers, Department of Economics, Temple University, number 1804, Mar.
• Jan (J.P.M.) Heufer & Jason Shachat & Yan Xu, 2018, "Measuring tastes for equity and aggregate wealth behind the veil of ignorance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-087/I, Nov.
• Ahmed, Hanan & Einmahl, John, 2018, "Improved Estimation of the Extreme Value Index Using Related Variables," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-025.
• Einmahl, John & Yang, Fan & Zhou, Chen, 2018, "Testing the Multivariate Regular Variation Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-044.
• Gordon Anderson & Alessio Farcomeni & Maria Grazia Pittau & Roberto Zelli, 2018, "Multidimensional Nation Wellbeing, More Equal yet More Polarized: An Analysis of the Progress of Human Development since 1990," Working Papers, University of Toronto, Department of Economics, number tecipa-602, May.
• Yao Luo, 2018, "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers, University of Toronto, Department of Economics, number tecipa-606, May.
• Martin Burda & Remi Daviet, 2018, "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers, University of Toronto, Department of Economics, number tecipa-618, Sep.
• Curato, Imma Valentina & Mancino, Maria Elvira & Recchioni, Maria Cristina, 2018, "Spot volatility estimation using the Laplace transform," Econometrics and Statistics, Elsevier, volume 6, issue C, pages 22-43, DOI: 10.1016/j.ecosta.2016.07.002.
• Wu, Ximing & Sickles, Robin, 2018, "Semiparametric estimation under shape constraints," Econometrics and Statistics, Elsevier, volume 6, issue C, pages 74-89, DOI: 10.1016/j.ecosta.2017.06.001.
• Bach, Philipp & Farbmacher, Helmut & Spindler, Martin, 2018, "Semiparametric count data modeling with an application to health service demand," Econometrics and Statistics, Elsevier, volume 8, issue C, pages 125-140, DOI: 10.1016/j.ecosta.2017.08.004.
• Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018, "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, volume 8, issue C, pages 141-158, DOI: 10.1016/j.ecosta.2017.09.001.
• Ogasawara, Kota & Matsushita, Yukitoshi, 2018, "Public health and multiple-phase mortality decline: Evidence from industrializing Japan," Economics & Human Biology, Elsevier, volume 29, issue C, pages 198-210, DOI: 10.1016/j.ehb.2018.04.001.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018, "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, volume 37, issue C, pages 98-113, DOI: 10.1016/j.ememar.2018.06.001.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018, "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 111-129, DOI: 10.1016/j.jempfin.2017.12.008.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018, "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, volume 70, issue C, pages 258-269, DOI: 10.1016/j.eneco.2017.12.018.
• Özmen, Ayşe & Yılmaz, Yavuz & Weber, Gerhard-Wilhelm, 2018, "Natural gas consumption forecast with MARS and CMARS models for residential users," Energy Economics, Elsevier, volume 70, issue C, pages 357-381, DOI: 10.1016/j.eneco.2018.01.022.
• Ziel, Florian & Weron, Rafał, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, volume 70, issue C, pages 396-420, DOI: 10.1016/j.eneco.2017.12.016.
• Sephton, Peter & Mann, Janelle, 2018, "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, volume 71, issue C, pages 273-281, DOI: 10.1016/j.eneco.2018.02.022.
• Peng, Cheng & Zhu, Huiming & Guo, Yawei & Chen, Xiuyun, 2018, "Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile," Energy Economics, Elsevier, volume 72, issue C, pages 188-199, DOI: 10.1016/j.eneco.2018.04.007.
• Qu, Hui & Duan, Qingling & Niu, Mengyi, 2018, "Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets," Energy Economics, Elsevier, volume 74, issue C, pages 767-776, DOI: 10.1016/j.eneco.2018.07.033.
• Smith, Michael Stanley & Shively, Thomas S., 2018, "Econometric modeling of regional electricity spot prices in the Australian market," Energy Economics, Elsevier, volume 74, issue C, pages 886-903, DOI: 10.1016/j.eneco.2018.07.013.
• Rios, Vicente & Gianmoena, Lisa, 2018, "Convergence in CO2 emissions: A spatial economic analysis with cross-country interactions," Energy Economics, Elsevier, volume 75, issue C, pages 222-238, DOI: 10.1016/j.eneco.2018.08.009.
• Prakash Ranjan, Ravi & Bhattachharyya, Malay, 2018, "Does investor attention to energy stocks exhibit power law?," Energy Economics, Elsevier, volume 75, issue C, pages 573-582, DOI: 10.1016/j.eneco.2018.09.005.
• Mutascu, Mihai, 2018, "A time-frequency analysis of trade openness and CO2 emissions in France," Energy Policy, Elsevier, volume 115, issue C, pages 443-455, DOI: 10.1016/j.enpol.2018.01.034.
• Healy, J.V. & Gregoriou, A. & Hudson, R., 2018, "Test of recent advances in extracting information from option prices," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 292-302, DOI: 10.1016/j.irfa.2017.09.011.
• Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018, "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 134-146, DOI: 10.1016/j.irfa.2018.07.001.
• Degl'Innocenti, Marta & Grant, Kevin & Šević, Aleksandar & Tzeremes, Nickolaos G., 2018, "Financial stability, competitiveness and banks' innovation capacity: Evidence from the Global Financial Crisis," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 35-46, DOI: 10.1016/j.irfa.2018.07.009.
• Bednarek, Ziemowit & Patel, Pratish, 2018, "Understanding the outperformance of the minimum variance portfolio," Finance Research Letters, Elsevier, volume 24, issue C, pages 175-178, DOI: 10.1016/j.frl.2017.09.005.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
• Barunik, Jozef & Vacha, Lukas, 2018, "Do co-jumps impact correlations in currency markets?," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 97-119, DOI: 10.1016/j.finmar.2017.11.004.