Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2018
- 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.
- Han, Xue & Frey, Gregory E. & Geng, Yude & Cubbage, Frederick W. & Zhang, Zhaohui, 2018, "Reform and efficiency of state-owned forest enterprises in Northeast China as “social firms”," Journal of Forest Economics, Elsevier, volume 32, issue C, pages 18-33, DOI: 10.1016/j.jfe.2018.02.002.
- Dziewulski, Paweł, 2018, "Revealed time preference," Games and Economic Behavior, Elsevier, volume 112, issue C, pages 67-77, DOI: 10.1016/j.geb.2018.08.004.
- Tan, Yong & Floros, Christos, 2018, "Risk, competition and efficiency in banking: Evidence from China," Global Finance Journal, Elsevier, volume 35, issue C, pages 223-236, DOI: 10.1016/j.gfj.2017.12.001.
- Degiannakis, Stavros, 2018, "Multiple days ahead realized volatility forecasting: Single, combined and average forecasts," Global Finance Journal, Elsevier, volume 36, issue C, pages 41-61, DOI: 10.1016/j.gfj.2017.12.002.
- Benhamou, Zouhair Ait, 2018, "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," International Economics, Elsevier, volume 156, issue C, pages 45-60, DOI: 10.1016/j.inteco.2017.11.003.
- Nazemi, Abdolreza & Fabozzi, Frank J., 2018, "Macroeconomic variable selection for creditor recovery rates," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 14-25, DOI: 10.1016/j.jbankfin.2018.01.006.
- Miller, Patrick & Töws, Eugen, 2018, "Loss given default adjusted workout processes for leases," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 189-201, DOI: 10.1016/j.jbankfin.2017.01.020.
- El-Shagi, Makram & Schweinitz, Gregor von, 2018, "The joint dynamics of sovereign ratings and government bond yields," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 198-218, DOI: 10.1016/j.jbankfin.2018.09.004.
- Adnan, Wifag & Miaari, Sami H., 2018, "Voting patterns and the gender wage gap," Journal of Economic Behavior & Organization, Elsevier, volume 146, issue C, pages 222-247, DOI: 10.1016/j.jebo.2017.12.027.
- Anbarci, Nejat & Arin, K. Peren & Kuhlenkasper, Torben & Zenker, Christina, 2018, "Revisiting loss aversion: Evidence from professional tennis," Journal of Economic Behavior & Organization, Elsevier, volume 153, issue C, pages 1-18, DOI: 10.1016/j.jebo.2017.10.014.
- Canavire-Bacarreza, Gustavo & Diaz-Gutierrez, Julian Eduardo & Hanauer, Merlin M., 2018, "Unintended consequences of conservation: Estimating the impact of protected areas on violence in Colombia," Journal of Environmental Economics and Management, Elsevier, volume 89, issue C, pages 46-70, DOI: 10.1016/j.jeem.2018.02.004.
- Hernandez, Manuel A. & Torero, Maximo, 2018, "A poverty-sensitive scorecard to prioritize lending and grant allocation: Evidence from Central America," Food Policy, Elsevier, volume 77, issue C, pages 81-90, DOI: 10.1016/j.foodpol.2018.04.006.
- Roheim, Cathy A. & Zhang, Dengjun, 2018, "Sustainability certification and product substitutability: Evidence from the seafood market," Food Policy, Elsevier, volume 79, issue C, pages 92-100, DOI: 10.1016/j.foodpol.2018.06.002.
- Pontines, Victor, 2018, "Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 299-316, DOI: 10.1016/j.jmacro.2018.06.007.
- Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018, "The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00100.
- Barnichon, Regis & Matthes, Christian, 2018, "Functional Approximation of Impulse Responses," Journal of Monetary Economics, Elsevier, volume 99, issue C, pages 41-55, DOI: 10.1016/j.jmoneco.2018.04.013.
- Gkillas (Gillas), Konstantinos & Vortelinos, Dimitrios I. & Saha, Shrabani, 2018, "The properties of realized volatility and realized correlation: Evidence from the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 343-359, DOI: 10.1016/j.physa.2017.10.007.
- Uddin, Gazi Salah & Bekiros, Stelios & Ahmed, Ali, 2018, "The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 495, issue C, pages 30-39, DOI: 10.1016/j.physa.2017.12.025.
- McCloud, Nadine & Delgado, Michael S. & Holmes, Chanit'a, 2018, "Does a stronger system of law and order constrain the effects of foreign direct investment on government size?," European Journal of Political Economy, Elsevier, volume 55, issue C, pages 258-283, DOI: 10.1016/j.ejpoleco.2018.01.004.
- Krüger, Jens J., 2018, "Direct targeting of efficient DMUs for benchmarking," International Journal of Production Economics, Elsevier, volume 199, issue C, pages 1-6, DOI: 10.1016/j.ijpe.2018.02.009.
- Cherchye, Laurens & Cosaert, Sam & De Rock, Bram & Kerstens, Pieter Jan & Vermeulen, Frederic, 2018, "Individual welfare analysis for collective households," Journal of Public Economics, Elsevier, volume 166, issue C, pages 98-114, DOI: 10.1016/j.jpubeco.2018.08.012.
- Kasy, Maximilian, 2018, "Optimal taxation and insurance using machine learning — Sufficient statistics and beyond," Journal of Public Economics, Elsevier, volume 167, issue C, pages 205-219, DOI: 10.1016/j.jpubeco.2018.09.002.
- Lengua Lafosse, Patricia & Rodríguez, Gabriel, 2018, "An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 155-173, DOI: 10.1016/j.qref.2018.01.002.
- Fiaschi, Davide & Gianmoena, Lisa & Parenti, Angela, 2018, "Spatial club dynamics in European regions," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 115-130, DOI: 10.1016/j.regsciurbeco.2017.04.002.
- Jin, Fei & Lee, Lung-fei, 2018, "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 35-57, DOI: 10.1016/j.regsciurbeco.2017.03.006.
- Masci, Chiara & De Witte, Kristof & Agasisti, Tommaso, 2018, "The influence of school size, principal characteristics and school management practices on educational performance: An efficiency analysis of Italian students attending middle schools," Socio-Economic Planning Sciences, Elsevier, volume 61, issue C, pages 52-69, DOI: 10.1016/j.seps.2016.09.009.
- Barra, Cristian & Lagravinese, Raffaele & Zotti, Roberto, 2018, "Does econometric methodology matter to rank universities? An analysis of Italian higher education system," Socio-Economic Planning Sciences, Elsevier, volume 62, issue C, pages 104-120, DOI: 10.1016/j.seps.2017.09.002.
- Arjomandi, Amir & Dakpo, K. Hervé & Seufert, Juergen Heinz, 2018, "Have Asian airlines caught up with European Airlines? A by-production efficiency analysis," Transportation Research Part A: Policy and Practice, Elsevier, volume 116, issue C, pages 389-403, DOI: 10.1016/j.tra.2018.06.031.
- Victor Pontines, 2018, "Self-Selection and Treatment Effects in Macroeconomics: Revisiting the Effectiveness of Foreign Exchange Intervention," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-13, Mar.
- George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2018, "Time Varying Cointegration and the UK Great Ratios," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-53, Oct.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2018, "Likelihood inference on semiparametric models: average derivative and treatment effect," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85870, Jun.
- Komarova, Tatiana & Sanches, Fábio & Silva Junior, Daniel & Srisuma, Sorawoot, 2018, "Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86858, Nov.
- Lam, Clifford & Feng, Phoenix, 2018, "A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88375, Sep.
- Dario Sciulli & António Gomes de Menezes, 2018, "The performance of Portuguese job-centers," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 93, issue 01, pages 108-133.
- Ceballos Mina, Owen Eli, 2018, "Perfiles de ahorro y pago de deuda en el ciclo de vida de los hogares mexicanos," El Trimestre Económico, Fondo de Cultura Económica, volume 85, issue 338, pages .311-339, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v85i.
- A. N. Kuzminov & N. G. Korostieva & V. M. Dzhukha & O. A. Ternovsky, 2018, "Economic Coenosis Stability: Methodology and Findings," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Business and Financial Management in Eastern Europe", DOI: 10.1108/S1569-375920180000100008.
- Rupika Khanna & Chandan Sharma, 2018, "Do infrastructure and quality of governance matter for manufacturing productivity? Empirical evidence from the Indian states," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 4, pages 829-854, September, DOI: 10.1108/JES-04-2017-0100.
- Franses, Ph.H.B.F. & Wiemann, T., 2018, "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-30, Aug.
- Ranjan Kumar Mohanty & N.R. Bhanumurthy, 2018, "Assessing Public Expenditure Efficiency at Indian States," Working Papers, eSocialSciences, number id:12837, Jun.
- Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina, 2018, "Time varying cointegration and the UK Great Ratios," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 23320, Oct.
- Albany Aguilera Fernández & David Castro Lugo, 2018, "Calificación laboral y desigualdad salarial: un ejercicio metodológico por conglomerados," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 49, issue 2, pages 65-92, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/492018/Aguilera.
- Hongjie Wei & Yan Sun & Meidi Hu, 2018, "Model Selection in Spatial Autoregressive Models with Varying Coefficients," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 13, issue 4, pages 559-576, December.
- Mark Fisher & Mark J. Jensen, 2018, "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-2, Feb, DOI: 10.29338/wp2018-02.
- Laura Liu, 2018, "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-036, May, DOI: 10.17016/FEDS.2018.036.
- Bo E. Honore & Luojia Hu, 2018, "Selection Without Exclusion," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-10, Jul, DOI: 10.21033/wp-2018-10.
- Gabriele Fiorentini & Enrique Sentana, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_05, May.
- Jan Hagemejer & Jan Svejnar & Joanna Tyrowicz, 2018, "Are rushed privatizations substandard? Analyzing firm-level privatization under fiscal pressure," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 27.
- Oliwia Komada & Pawel Strzelecki & Joanna Tyrowicz, 2018, "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 30.
- Michal Krawczyk & Joanna Tyrowicz & Wojciech Hardy, 2018, "Online and physical appropriation: evidence from a vignette experiment on copyright infringement," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 33.
- Mette Asmild & Dorte Kronborg & Anders Rønn-Nielsen, 2018, "Testing productivity change, frontier shift, and efficiency change," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2018/07, Jun.
- Huber, Martin & Solovyeva, Anna, 2018, "On the sensitivity of wage gap decompositions," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 497, Oct.
- Marie Busch & Philipp Sibbertsen, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, volume 6, issue 1, pages 1-21, March.
- Rodolfo Metulini & Roberto Patuelli & Daniel A. Griffith, 2018, "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Econometrics, MDPI, volume 6, issue 1, pages 1-15, February.
- Bartosz Uniejewski & Rafał Weron, 2018, "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, volume 11, issue 8, pages 1-26, August.
- Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018, "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 11, issue 9, pages 1-20, September.
- Mark J. Jensen & John M. Maheu, 2018, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, volume 11, issue 3, pages 1-29, September.
- Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018, "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, volume 10, issue 9, pages 1-10, August.
- Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
- Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:110006.
- Linda Steinhübel, 2018, "Somewhere in between towns, markets, and neighbors – Agricultural transition in the rural-urban interface of Bangalore, India," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 256, Aug.
- Andreas Chai, 2018, "Household consumption patterns and the sectoral composition of growing economies: A review of the interlinkages," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201802, Feb.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2018, "Choice of Benchmark When Forecasting Long-term Stock Returns," Graz Economics Papers, University of Graz, Department of Economics, number 2018-08, Apr.
- Maria El Khdari & Babacar Sarr, 2018, "Decentralization, spending efficiency and pro-poor outcomes in Morocco," CERDI Working papers, HAL, number halshs-01774949, Apr.
- Abdelkader Derbali & Lamia Jamel, 2018, "Dependence of default probability and recovery rate in structural credit risk models: Case of Greek banks," Post-Print, HAL, number hal-01695998, DOI: 10.1007/s13132-017-0473-1.
- Amir Arjomandi & K Hervé Dakpo & Juergen Heinz Seufert, 2018, "Have Asian airlines caught up with European Airlines? A by-production efficiency analysis
[Analyse comparée de l’Eco-performance des compagnies aériennes asiatiques et européennes]," Post-Print, HAL, number hal-02628232, DOI: 10.1016/j.tra.2018.06.031. - Zouhair Ait Benhamou, 2018, "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," Post-Print, HAL, number hal-02977752.
- Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Post-Print, HAL, number hal-02995949, Jan, DOI: 10.1016/j.jeconom.2017.09.002.
- Christoph Breunig & Enno Mammen & Anna Simoni, 2018, "Nonparametric estimation in case of endogenous selection," Post-Print, HAL, number hal-03089885, Feb, DOI: 10.1016/j.jeconom.2017.11.002.
- Myriam Ben Ayed & Adel Karaa & Jean-Luc Prigent, 2018, "Duration Models For Credit Rating Migration: Evidence From The Financial Crisis," Post-Print, HAL, number hal-03679407, Jul, DOI: 10.1111/ecin.12561.
- Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi, 2018, "On the study of conditional dependence structure between oil, gold and USD exchange rates," Post-Print, HAL, number halshs-02148924, Oct, DOI: 10.1016/j.irfa.2018.07.001.
- Maria El Khdari & Babacar Sarr, 2018, "Decentralization, spending efficiency and pro-poor outcomes in Morocco," Working Papers, HAL, number halshs-01774949, Apr.
- Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers, HAL, number halshs-01944449, Dec.
- Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018, "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-625, Jan.
- Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.
- Gabor Uliha & Janos Vincze, 2018, "Exchange rates and prices: a continuous wavelet perspective," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1833, Dec.
- Antonio Fidalgo, 2018, "Testing for normality in truncated anthropometric samples," Working Papers, European Historical Economics Society (EHES), number 0142, Dec.
- Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018, "Nonseparable Sample Selection Models with Censored Selection Rules," Working Papers in Economics, University of Gothenburg, Department of Economics, number 716, Jan.
- Mohlin , Erik, 2018, "Asymptotically Optimal Regression Trees," Working Papers, Lund University, Department of Economics, number 2018:12, May.
- PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018, "Testing for Changes in Forecasting Performance," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2018-03, May.
- YAMAMOTO, Yohei & 山本, 庸平, 2018, "Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-72, Aug.
- Kočenda, Evžen & Iwasaki, Ichiro, 2018, "Bank Survival in European Emerging Markets," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 675, Aug.
- Juan Carlos Garrido-Rodr guez & Gemma P rez-L pez & Jos Luis Zafra-G mez & Diego Prior, 2018, "Estimaci n de la eficiencia a largo plazo en servicios p blicos locales mediante fronteras robustas con datos de panel," Hacienda Pública Española / Review of Public Economics, IEF, volume 226, issue 3, pages 11-36, September.
- Abrista Devi & Irman Firmansyah, 2018, "Solution To Overcome The Bankruptcy Potential Of Islamic Rural Bank In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue Special I, pages 45-62, May, DOI: https://doi.org/10.21098/jimf.v3i0..
- Mansor Ibrahim, 2018, "Finance and Inequality in Eight Asian Countries: Does Size Matter," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 33-56, July, DOI: https://doi.org/10.21098/bemp.v21i1.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2018, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/18, Jan.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/18, Jan.
- Jiti Gao & Oliver Linton & Bin Peng, 2018, "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/18, Jan.
- Michael Vogt & Oliver Linton, 2018, "Multiscale clustering of nonparametric regression curves," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/18, Jan.
- Ivan Fernandez-Val & Aico van Vuuren & Francis Vella, 2018, "Nonseparable sample selection models with censored selection rules," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/18, Feb.
- Yonghong An & Yingyao Hu & Ruli Xiao, 2018, "Dynamic decisions under subjective expectations: a structural analysis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/18, Feb.
- Koen Jochmans & Martin Weidner, 2018, "Inference on a distribution from noisy draws," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/18, Feb.
- Federico A. Bugni & Joel L. Horowitz, 2018, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/18, Mar.
- Federico A. Bugni & Ivan A. Canay, 2018, "Testing continuity of a density via g -order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/18, Mar.
- Nicky L. Grant & Richard J. Smith, 2018, "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/18, Mar.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018, "Locally robust semiparametric estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/18, Apr.
- Sokbae (Simon) Lee & Bernard Salanie, 2018, "Identifying effects of multivalued treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/18, Jun.
- Tiemen M. Woutersen & Jerry Hausman, 2018, "Increasing the power of specification tests," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/18, Jul.
- Vitaliy Oryshchenko & Richard J. Smith, 2018, "Improved density and distribution function estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP47/18, Jul.
- Whitney K. Newey & Sami Stouli, 2018, "Control variables, discrete instruments, and identification of structural functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP55/18, Sep.
- Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018, "Semiparametrically efficient estimation of the average linear regression function," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/18, Nov.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP69/18, Dec.
- Matthew Polisson, 2018, "A lattice test for additive separability," IFS Working Papers, Institute for Fiscal Studies, number W18/08, Mar.
- Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2018, "Policy discontinuity and duration outcomes," IFS Working Papers, Institute for Fiscal Studies, number W18/10, Mar.
- Norets, Andriy & Pelenis, Justinas, 2018, "Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity," Economics Series, Institute for Advanced Studies, number 342, Jul.
- Filippo Natoli & Laura Sigalotti, 2018, "Tail Co-movement in Inflation Expectations as an Indicator of Anchoring," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 1, pages 35-71, January.
- Mónica Jiménez, 2018, "El efecto del salario mínimo sobre las transiciones laborales en Argentina. Evidencia a partir de un cuasiexperimento," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 33, issue 1, pages 55-88, April.
- Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018, "Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-02, Mar.
- Raúl Álvarez del Castillo Penna & José Antonio Núñez Mora & Leovardo Mata Mata, 2018, "Foreign Exchange Strategies Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 195-245, Abril-Jun.
- Yonghong An & Yingyao Hu & Ruli Xiao, 2018, "Dynamic Decisions under Subjective Expectations: A Structural Analysis," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2018-001, Jan.
- Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201821, Sep, revised Oct 2018.
- Catalina Bolancé & Ricardo Cao & Montserrat Guillen, 2018, "“Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201829, Dec, revised Dec 2018.
- ALIEVA Aigul & HILDEBRAND Vincent & VAN KERM Philippe, 2018, "How does the achievement gap between immigrant and native-born pupils progress from primary to secondary education?," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2018-20, Dec.
- Paulo M.D.C. Parente & Richard J. Smith, 2018, "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/55, Nov.
- Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
- Kedagni, Desire, 2018, "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers, Iowa State University, Department of Economics, number 201809110700001056, Sep.
- Gevrek, Z. Eylem & Neumeier, Christian & Gevrek, Deniz, 2018, "Explaining the Gender Test Score Gap in Mathematics: The Role of Gender Inequality," IZA Discussion Papers, IZA Network @ LISER, number 11260, Jan.
- Adnan, Wifag & Miaari, Sami H., 2018, "Voting Patterns and the Gender Wage Gap," IZA Discussion Papers, IZA Network @ LISER, number 11261, Jan.
- Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018, "Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions," IZA Discussion Papers, IZA Network @ LISER, number 11294, Jan.
- Bargain, Olivier B. & Doorley, Karina & Van Kerm, Philippe, 2018, "Minimum Wages and the Gender Gap in Pay: New Evidence from the UK and Ireland," IZA Discussion Papers, IZA Network @ LISER, number 11502, Apr.
- Hagemeier, Jan & Svejnar, Jan & Tyrowicz, Joanna, 2018, "Are Rushed Privatizations Substandard? Analyzing Firm-Level Privatization under Fiscal Pressure," IZA Discussion Papers, IZA Network @ LISER, number 11517, May.
- Aaberge, Rolf & Atkinson, Anthony B. & Königs, Sebastian, 2018, "From Classes to Copulas: Wages, Capital, and Top Incomes," IZA Discussion Papers, IZA Network @ LISER, number 11522, May.
- Canavire Bacarreza, Gustavo J. & Carvajal-Osorio, Luis C., 2018, "Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 11584, Jun.
- Biewen, Martin & Plötze, Daniela, 2018, "The Role of Hours Changes for the Increase in German Earnings Inequality," IZA Discussion Papers, IZA Network @ LISER, number 11634, Jun.
- Henderson, Daniel J. & Souto, Anne-Charlotte, 2018, "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers, IZA Network @ LISER, number 11914, Oct.
- Bargain, Olivier B. & Etienne, Audrey & Melly, Blaise, 2018, "Public Sector Wage Gaps over the Long-Run: Evidence from Panel Administrative Data," IZA Discussion Papers, IZA Network @ LISER, number 11924, Oct.
- Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018, "Decomposing Real Wage Changes in the United States," IZA Discussion Papers, IZA Network @ LISER, number 12044, Dec.
- Jesús Peiró-Palomino & Andrés J. Picazo-Tadeo, 2018, "Assessing well-being in European regions. Does government quality matter?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/06.
- Andrew Ojede & Amin Mugera, 2018, "Co-Movements Between Key Components Of Aggregate Productivity And Real Exchange Dynamics In Developing Countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 4, pages 1-27, October-D.
- Mahmut Åaban AFSAL & Ibrahim DOÄAN & Emre Ã-RUN & Bayram AYDIN, 2018, "Stochastic Determinants Of Inflation: A Nardl Approach For Turkish Economy," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 57-74, October, DOI: 10.15637/jlecon.261.
- William A. Barnett & Zied Ftiti & Fredj Jawadi, 2018, "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201803, Mar, revised Mar 2018.
- Zongwu Cai & Ying Fang & Dingshi Tian, 2018, "Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201804, Oct, revised Oct 2018.
- Dingshi Tian & Zongwu Cai & Ying Fang, 2018, "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201807, Oct, revised Oct 2018.
- Zongwu Cai & Seong Yeon Chang, 2018, "A New Test In A Predictive Regression with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201811, Dec, revised Dec 2018.
- Josselin Garnier & Knut Sølna, 2018, "Option pricing under fast-varying and rough stochastic volatility," Annals of Finance, Springer, volume 14, issue 4, pages 489-516, November, DOI: 10.1007/s10436-018-0325-4.
- Zhenxi Chen & Thomas Lux, 2018, "Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 3, pages 711-744, October, DOI: 10.1007/s10614-016-9638-4.
- Roland Banya & Nicholas Biekpe, 2018, "Banking efficiency and its determinants in selected frontier african markets," Economic Change and Restructuring, Springer, volume 51, issue 1, pages 69-95, February, DOI: 10.1007/s10644-016-9200-3.
- 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.
- Sam Cosaert & Thomas Demuynck, 2018, "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, volume 100, issue 2, pages 349-361, May.
- Mohamed Chikhi & Ali Bendob, 2018, "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 105-120, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
- Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018, "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers, Toulouse School of Economics (TSE), number 18-910, Apr.
- Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018, "ExpectHill estimation, extreme risk and heavy tails," TSE Working Papers, Toulouse School of Economics (TSE), number 18-953, Sep.
- Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018, "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 88.
- Audrone Virbickaite & Hedibert F. Lopes, 2018, "Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 89.
- Ishak Hasan & A. Azhari & M. Shabri Abd. Majid, 2018, "¿Cómo de eficientes y productivas son las cooperativas en Indonesia? Evidencia empírica del análisis envolvente de datos
[How efficient and productive are co-operatives in Indonesia? Empirical evidence from data envelopment analysis]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 128, pages 149-172, DOI: 10.5209/REVE.60208. - Aman Ullah & Yoonseok Lee & Debasri Mukherjee, 2018, "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201901, Sep.
- Diego A. Martin, 2018, "U-shaped wage curve and the Internet: The Colombian case," Estudios de Economia, University of Chile, Department of Economics, volume 45, issue 2, pages 173-202, December.
- Bruno Rodrigues & Vincent Vergnat, 2018, "The time and the transitions back to work in France after maternity," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2018-14.
- Nicolas Lampach & Phu Nguyen-Van & Nguyen To-The, 2018, "Measuring the Effect of Agricultural Extension on Technical Efficiency in Crop Farming: Meta-Regression Analysis," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2018-48.
- Paola Azar & Federico González & Leonel Muinelo-Gallo, 2018, "The efficiency of Uruguayan secondary schools: Evidence based on PISA 2015 data," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 18-14, Dec.
- J. Isaac Miller & Kyungsik Nam, 2019, "Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One," Working Papers, Department of Economics, University of Missouri, number 1903.
- Qing Li & Long H. Vo & Yanrui Wu, 2018, "Intangible Capital Distribution in China," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 18-08.
- Marc N. Conte & Philip Shaw, 2018, "District Subdivision and the Location of Smallholder Forest Conversion in Sumatra," Land Economics, University of Wisconsin Press, volume 94, issue 3, pages 437-458.
- Weigand Roland & Wanger Susanne & Zapf Ines, 2018, "Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany," Journal of Official Statistics, Paradigm, volume 34, issue 1, pages 265-301, March, DOI: 10.1515/jos-2018-0012.
- Gong Yunlong & de Haan Jan, 2018, "Accounting for Spatial Variation of Land Prices in Hedonic Imputation House Price Indices: a Semi-Parametric Approach," Journal of Official Statistics, Paradigm, volume 34, issue 3, pages 695-720, September, DOI: 10.2478/jos-2018-0033.
- Krishna Pendakur, 2018, "Welfare analysis when people are different," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 2, pages 321-360, May, DOI: 10.1111/caje.12335.
- Steven T. Berry & Philip A. Haile, 2018, "Identification of Nonparametric Simultaneous Equations Models With a Residual Index Structure," Econometrica, Econometric Society, volume 86, issue 1, pages 289-315, January, DOI: 10.3982/ECTA13575.
- Toru Kitagawa & Aleksey Tetenov, 2018, "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Econometrica, Econometric Society, volume 86, issue 2, pages 591-616, March, DOI: 10.3982/ECTA13288.
- Timothy B. Armstrong & Michal Kolesár, 2018, "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, volume 86, issue 2, pages 655-683, March, DOI: 10.3982/ECTA14434.
- Yuichi Kitamura & Jörg Stoye, 2018, "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, volume 86, issue 6, pages 1883-1909, November, DOI: 10.3982/ECTA14478.
- Sokbae Lee & Bernard Salanié, 2018, "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, volume 86, issue 6, pages 1939-1963, November, DOI: 10.3982/ECTA14269.
- David C. Wheelock & Paul W. Wilson, 2018, "The evolution of scale economies in US banking," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 16-28, January, DOI: 10.1002/jae.2579.
- Jeremiah Richey & Alicia Rosburg, 2018, "Decomposing economic mobility transition matrices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 91-108, January, DOI: 10.1002/jae.2578.
- Anastasia Semykina & Jeffrey M. Wooldridge, 2018, "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 2, pages 179-197, March, DOI: 10.1002/jae.2592.
- Ricardo Crisóstomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 589-603, August, DOI: 10.1002/for.2521.
- Jeremy T. Fox, 2018, "Estimating matching games with transfers," Quantitative Economics, Econometric Society, volume 9, issue 1, pages 1-38, March, DOI: 10.3982/QE823.
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