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

2017

• Daniel J. Henderson & Léopold Simar & Le Wang, 2017, "The three s of public schools: irrelevant inputs, insufficient resources and inefficiency," Applied Economics, Taylor & Francis Journals, volume 49, issue 12, pages 1164-1184, March, DOI: 10.1080/00036846.2016.1213363.
• Elizabeth A. Yeager & Michael R. Langemeier, 2017, "Economic efficiency adjusted for risk preferences," Applied Economics, Taylor & Francis Journals, volume 49, issue 16, pages 1627-1636, April, DOI: 10.1080/00036846.2016.1223819.
• Dirk Czarnitzki & Julie Delanote, 2017, "Incorporating innovation subsidies in the CDM framework: empirical evidence from Belgium," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 26, issue 1-2, pages 78-92, February, DOI: 10.1080/10438599.2016.1202514.
• Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017, "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 108-136, January, DOI: 10.1080/10485252.2016.1254781.
• Ekpeno L. Effiong & Emmanuel E. Asuquo, 2017, "Migrants' Remittances, Governance and Heterogeneity," International Economic Journal, Taylor & Francis Journals, volume 31, issue 4, pages 535-554, October, DOI: 10.1080/10168737.2017.1410207.
• Alan T. K. Wan & Shangyu Xie & Yong Zhou, 2017, "A varying coefficient approach to estimating hedonic housing price functions and their quantiles," Journal of Applied Statistics, Taylor & Francis Journals, volume 44, issue 11, pages 1979-1999, August, DOI: 10.1080/02664763.2016.1238053.
• Ilze Kalnina & Dacheng Xiu, 2017, "Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 384-396, January, DOI: 10.1080/01621459.2016.1141687.
• Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017, "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 70-85, January, DOI: 10.1080/07350015.2015.1054493.
• Yonghong An & Xun Tang, 2017, "Identifying Structural Models of Committee Decisions With Heterogeneous Tastes and Ideological Bias," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 452-469, July, DOI: 10.1080/07350015.2015.1084309.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 20, issue 1, pages 105-120, May, DOI: 10.1016/S1514-0326(17)30005-3.
• Tommy Jehmlich & Friedrich Thießen & Elisabeth Ude, 2017, "Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 013, Aug, revised Aug 2017.
• Brantly Callaway & Tong Li, 2017, "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1701, Aug.
• Brantly Callaway, 2017, "Job Displacement during the Great Recession: Tight Bounds on Distributional Treatment Effect Parameters using Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1703, Aug.
• Paul Muller & Bas van der Klaauw & Arjan Heyma, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-019/V, Feb.
• Sander Barendse, 2017, "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-034/III, Mar.
• Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017, "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-097/III, Oct.
• Jan (J.P.M.) Heufer & Per Hjertstrand, 2017, "Homothetic Preferences Revealed," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-103/I, Nov.
• Einmahl, Jesson & Einmahl, John & de Haan, L.F.M., 2017, "Limits to Human Life Span Through Extreme Value Theory," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-051.
• Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John, 2017, "Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-050.
• Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-017.
• Can, S.U. & Einmahl, John & Laeven, R.J.A., 2017, "Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-052.
• Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM, Tilburg University, School of Economics and Management, number c849e96f-3ad1-461e-96c6-f.
• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017, "Bootstrap-Based Inference for Cube Root Consistent Estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-18, May.
• Isabel Casas & Eva Ferreira & Susan Orbe, 2017, "Time-varying coefficient estimation in SURE models. Application to portfolio management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-33, Oct.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017, "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
• Patrick GAGLIARDINI & Olivier SCAILLET, 2017, "A Specification Test for Nonparametric Instrumental Variable Regression," Annals of Economics and Statistics, GENES, issue 128, pages 151-202, DOI: 10.15609/annaeconstat2009.128.0151.
• Jean-Pierre FLORENS & Joel L. HOROWITZ & Ingrid VAN KEILEGOM, 2017, "Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems," Annals of Economics and Statistics, GENES, issue 128, pages 203-228, DOI: 10.15609/annaeconstat2009.128.0203.
• Samuele CENTORRINO & Jeffrey S. RACINE, 2017, "Semiparametric Varying Coefficient Models with Endogenous Covariates," Annals of Economics and Statistics, GENES, issue 128, pages 261-295, DOI: 10.15609/annaeconstat2009.128.0261.
• Nicolas ASIN & Jan JOHANNES, 2017, "Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence," Annals of Economics and Statistics, GENES, issue 128, pages 5-66, DOI: 10.15609/annaeconstat2009.128.0005.
• Senay SOKULLU & Sami STOULI, 2017, "Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models," Annals of Economics and Statistics, GENES, issue 128, pages 67-108, DOI: 10.15609/annaeconstat2009.128.0067.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series, Institute for Advanced Development Studies, number 06/2017, Oct.
• Simioni, Michel & Huiban, Jean Pierre & Mastromarco, Camilla & Musolesi, Antonio, , "The Impact Of Pollution Abatement Investments On Production Technology: New Insights From Frontier Analysis," 2017 International Congress, August 28-September 1, 2017, Parma, Italy, European Association of Agricultural Economists, number 260833, DOI: 10.22004/ag.econ.260833.
• Ritter, Matthias & Helbing, Georg & Shen, Zhiwei & Odening, Martin, , "Estimating Location Values of Agricultural Land," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017, German Association of Agricultural Economists (GEWISOLA), number 261985, DOI: 10.22004/ag.econ.261985.
• Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, None, "Estimating Location Values of Agricultural Land," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 66, issue 3, DOI: 10.22004/ag.econ.303548.
• Zheng, Yan & Vukina, Tomislav & Zheng, Xiaoyong, , "Risk Aversion, Moral Hazard and Gender Differences in Health Care Utilization," ARE Working Papers, North Carolina State University, Department of Agricultural and Resource Economics, number 262936, DOI: 10.22004/ag.econ.262936.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, , "The Transmission of Monetary Policy Shocks," Economic Research Papers, University of Warwick - Department of Economics, number 269310, DOI: 10.22004/ag.econ.269310.
• Hafner, Christian & Preminger, Arie, 2017, "On asymptotic theory for ARCH(infinite) models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017009, Jan.
• Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017, "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017024, Jan.
• Henderson, Daniel & Simar, Leopold & Wang, Le, 2017, "The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017009, Jan.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2017, "Nonparametric estimation of dynamic discrete choice models for time series data," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017011, Jan.
• Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017014, Jan.
• Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017, "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017026, Jan.
• Hafner, Christian & Linton, Oliver, 2017, "An Almost Closed Form Estimator For The EGARCH Model," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017040, Jan.
• Hafner, Christian & Preminger, Arie, 2017, "On Asymptotic Theory for ARCH (infinity) Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017041, Jan.
• Kelly P. Murillo & Eugenio M. Rocha, 2018, "The Portuguese Manufacturing Sector during 2013-2016 after the Troika Austerity Measures," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 4, issue 1, pages 21-38, June, DOI: 10.22440/wjae.4.1.2.
• Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017, "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 17, issue 1, pages 40-59.
• Jerry A. Hausman & Whitney K. Newey, 2017, "Nonparametric Welfare Analysis," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 521-546, September, DOI: 10.1146/annurev-economics-080315-01.
• Simon Clinet & Yoann Potiron, 2017, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers, arXiv.org, number 1701.01185, Jan, revised Jun 2018.
• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017, "Bootstrap-Based Inference for Cube Root Asymptotics," Papers, arXiv.org, number 1704.08066, Apr, revised May 2020.
• Andrii Babii & Jean-Pierre Florens, 2017, "Are Unobservables Separable?," Papers, arXiv.org, number 1705.01654, May, revised Mar 2021.
• Matthew A. Masten & Alexandre Poirier, 2017, "Inference on Breakdown Frontiers," Papers, arXiv.org, number 1705.04765, May, revised Feb 2019.
• Matt Goldman & David M. Kaplan, 2017, "Comparing distributions by multiple testing across quantiles or CDF values," Papers, arXiv.org, number 1708.04658, Aug.
• Frantisek Cech & Jozef Barunik, 2017, "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Papers, arXiv.org, number 1708.08622, Aug.
• Simon Clinet & Yoann Potiron, 2017, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers, arXiv.org, number 1709.02502, Sep, revised Feb 2019.
• Andrii Babii & Jean-Pierre Florens, 2017, "Is completeness necessary? Estimation in nonidentified linear models," Papers, arXiv.org, number 1709.03473, Sep, revised Jan 2025.
• Johan Vikstrom & Geert Ridder & Martin Weidner, 2017, "Bounds On Treatment Effects On Transitions," Papers, arXiv.org, number 1709.08981, Sep.
• Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2017, "Identification of hedonic equilibrium and nonseparable simultaneous equations," Papers, arXiv.org, number 1709.09570, Sep, revised Feb 2021.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Forecasting with Dynamic Panel Data Models," Papers, arXiv.org, number 1709.10193, Sep.
• Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017, "When Should You Adjust Standard Errors for Clustering?," Papers, arXiv.org, number 1710.02926, Oct, revised Sep 2022.
• Vitaliy Oryshchenko & Richard J. Smith, 2017, "Improved Density and Distribution Function Estimation," Papers, arXiv.org, number 1711.04793, Nov, revised Jun 2018.
• Timothy B. Armstrong & Michal Koles'ar, 2017, "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers, arXiv.org, number 1712.04594, Dec, revised Jan 2021.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Institute for Fiscal Studies, number 06/17, Jan, DOI: 10.1920/wp.cem.2017.0617.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Institute for Fiscal Studies, number 19/17, May, DOI: 10.1920/wp.cem.2017.1917.
• Matthew Masten & Alexandre Poirier, 2017, "Inference on breakdown frontiers," CeMMAP working papers, Institute for Fiscal Studies, number 20/17, May, DOI: 10.1920/wp.cem.2017.2017.
• Ivan A. Canay & Vishal Kamat, 2017, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 21/17, May, DOI: 10.1920/wp.cem.2017.2117.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization," CeMMAP working papers, Institute for Fiscal Studies, number 25/17, May, DOI: 10.1920/wp.cem.2017.2517.
• Irene Botosaru & Chris Muris, 2017, "Binarization for panel models with fixed effects," CeMMAP working papers, Institute for Fiscal Studies, number 31/17, Jun, DOI: 10.1920/wp.cem.2017.3117.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Institute for Fiscal Studies, number 34/17, Aug, DOI: 10.1920/wp.cem.2017.3417.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Institute for Fiscal Studies, number 49/17, Nov, DOI: 10.1920/wp.cem.2017.4917.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers, Institute for Fiscal Studies, number 51/17, Nov, DOI: 10.1920/wp.cem.2017.5117.
• Jorg Stoye & Yuichi Kitamura, 2017, "Nonparametric analysis of random utility models," CeMMAP working papers, Institute for Fiscal Studies, number 56/17, Dec, DOI: 10.1920/wp.cem.2017.5617.
• Haipeng Xing & Hongsong Yuan & Sichen Zhou, 2017, "A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 44-60, May.
• Thibaut Duprey & Tom Roberts, 2017, "A Barometer of Canadian Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 17-24, DOI: 10.34989/san-2017-24.
• Daniele Coin, 2017, "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1096, Feb.
• Filippo Natoli & Laura Sigalotti, 2017, "An indicator of inflation expectations anchoring," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1103, Feb.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017, "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1122, Jun.
• Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017, "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1007, Aug, DOI: 10.32468/be.1007.
• Naoya Sueishi & Arihiro Yoshimura, 2017, "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 3, pages 352-363, September.
• Christina Felfe & Martin Huber, 2017, "Does preschool boost the development of minority children?: the case of Roma children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 2, pages 475-502, February.
• Markus Frölich & Martin Huber, 2017, "Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 5, pages 1645-1666, November.
• Burak Eroglu & Kemal Caglar Gogebakan & Mirza Trokic, 2017, "Fractional Seasonal Variance Ratio Unit Root Tests," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1707, Nov.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Bank of England working papers, Bank of England, number 657, Apr.
• Chiranjit Chakraborty & Andreas Joseph, 2017, "Machine learning at central banks," Bank of England working papers, Bank of England, number 674, Sep.
• Centorrino Samuele & Feve Frederique & Florens Jean-Pierre, 2017, "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-25, January, DOI: 10.1515/jem-2015-0010.
• Lee Myoung-Jae, 2017, "Regression Discontinuity with Errors in the Running Variable: Effect on Truthful Margin," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-8, January, DOI: 10.1515/jem-2015-0017.
• Burda Michael C. & Seele Stefanie, 2017, "Das deutsche Arbeitsmarktwunder: Eine Bilanz," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 18, issue 3, pages 179-204, October, DOI: 10.1515/pwp-2017-0019.
• Avdulaj Krenar & Barunik Jozef, 2017, "A semiparametric nonlinear quantile regression model for financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 81-97, February, DOI: 10.1515/snde-2016-0044.
• Gonzalo Jesús & Taamouti Abderrahim, 2017, "The reaction of stock market returns to unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-20, September, DOI: 10.1515/snde-2015-0078.
• Martin Labaj, 2017, "Some notes on international transport margins in a balanced World Input-Output Tables," EAPG Working Paper Series, Department of Economic Policy, Faculty of National Economy, University of Economics in Bratislava, number 012, Dec.
• Daniel McMillen, 2017, "Teardowns and Demolitions in Chicago, 2000–2014: A Conditionally Parametric Approach," Revue économique, Presses de Sciences-Po, volume 68, issue 3, pages 511-535.
• Luke Ignaczak & Marcel-Cristian Voia, 2017, "Duration Dependence in Employment: Evidence From the Last Half of the 20th Century," Carleton Economic Papers, Carleton University, Department of Economics, number 17-01, Jan.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 105-120, May.
• Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2017, "Empirical likelihood for high frequency data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 591, Feb.
• Yukitoshi Matsushita & Taisuke Otsu, 2017, "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 592, Jul.
• Lorenzo Camponovo & Taisuke Otsu, 2017, "Relative error accurate statistic based on nonparametric likelihood," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 593, Nov.
• Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang, 2017, "Inference on distribution functions under measurement error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 594, Nov.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 6391.
• Sören Blomquist & Whitney K. Newey, 2017, "The Bunching Estimator Cannot Identify the Taxable Income Elasticity," CESifo Working Paper Series, CESifo, number 6736.
• Sapci, Ayse & Miles, Bradley, 2017, "Bank Size, Returns to Scale and Cost Efficiency," Working Papers, Department of Economics, Colgate University, number 2017-02, Mar, revised 10 Mar 2017.
• Elise Coudin & Jean-Marie Dufour, 2017, "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors," CIRANO Working Papers, CIRANO, number 2017s-06, Feb.
• Francesco Aiello & Graziella Bonanno & Luigi Capristo, 2017, "Explaining Differences In Efficiency: The Case Of Local Government Literature," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201704, Jun.
• Manuela Rozalia GABOR & Flavia Dana OLTEAN, 2017, "What Macreconomic Index Differentiates or Similar the European Tourism Competitiviness? A Multimethod Analysis," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, volume 1, issue 1, pages 201-207, October.
• Daniela Stelu?a U?Ã & Augustin MITU, 2017, "A Model of Consumer’s Attitude Towards Durable Goods," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, volume 1, issue 1, pages 222-230, October.
• Jan Bruha & Oxana Babecka Kucharcukova, 2017, "An Empirical Analysis of Macroeconomic Resilience: The Case of the Great Recession in the European Union," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/10, Dec.
• Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017, "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/15, Dec.
• Ricardo Crisóstomo & Lorena Couso, 2017, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Luis Huesca, 2017, "Income redistribution and inequality in the Mexican tax-benefit system," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 72.
• Lina Cortés & Andr�s Mora-Valencia & Javier Perote, 2017, "Measuring firm size distribution with semi-nonparametric densities," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15300, Jan.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Pe�arrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15810, Oct.
• Edwin Arbey Hernández García & Gonzalo Garc�a Rivera, 2017, "Determinantes por cuantiles de la duración del desempleo en Cali y su área metropolitana en el periodo 2012-2014," Estudios Gerenciales, Universidad Icesi, volume 33, issue 143, pages 177-186.
• Juan Carlos Gutierrez Betancur, 2017, "Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market," Revista Ecos de Economía, Universidad EAFIT, volume 21, issue 44, pages 37-71.
• Javier Díaz Castro & Justo de Jorge Moreno, 2017, "Análisis de la eficiencia y factores explicativos de la gestión de los municipios del Meta, Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 211-234.
• Paula Andrea Rivas Oyuela & Edwin Arbey Hern�ndez Garc�a, 2017, "Duración del desempleo en los profesionales para las cuatro principales áreas metropolitanas de Colombia (2008-2014)," Revista Equidad y Desarrollo, Universidad de la Salle, issue 29, pages 27-52, DOI: 10.19052/ed.4123.
• Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017, "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2866, Jan.
• Christian M. HAFNER & Oliver LINTON, 2017, "An almost closed form estimator for the EGARCH model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2881, Jan.
• Christian M. Hafner & Arie Preminger, 2017, "On asymptotic theory for ARCH([infinite]) models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2917, Jan.
• Le Barbanchon, Thomas & Davezies, Laurent, 2017, "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11775, Jan.
• Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017, "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12339, Sep.
• Griffith, Rachel & O'Connell, Martin & Smith, Kate & Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2017, "A new year, a new you? Heterogeneity and self-control in food purchases," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12499, Dec.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017, "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers, Center for Research in Economics and Statistics, number 2017-09, Jan.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017, "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers, Center for Research in Economics and Statistics, number 2017-10, Jan.
• Marcella Vigneri & Paolo Berta, 2017, "Does Education Empower Girls? Evidence from Mali," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2017-10.
• Maurizio Baussola & Camilla Ferretti & Chiara Mussida, 2017, "Pitfall in labour market flows modeling: a Reappraisal," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dises1722, Feb.
• Gonzalo, Jesús & Taamouti, Abderrahim, 2017, "The Reaction of Stock Market Returns to Unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 24120, Jan.
• Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits Of Dynamic Conditional Correlation Models," Econometric Theory, Cambridge University Press, volume 33, issue 3, pages 691-716, June.
• Hafner, Christian M. & Linton, Oliver, 2017, "An Almost Closed Form Estimator For The Egarch Model," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 1013-1038, August.
• Florens, Jean-Pierre & Sokullu, Senay, 2017, "Nonparametric Estimation Of Semiparametric Transformation Models," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 839-873, August.
• Kanaya, Shin, 2017, "Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach," Econometric Theory, Cambridge University Press, volume 33, issue 4, pages 874-914, August.
• Kanaya, Shin, 2017, "Convergence Rates Of Sums Of Α-Mixing Triangular Arrays: With An Application To Nonparametric Drift Function Estimation Of Continuous-Time Processes," Econometric Theory, Cambridge University Press, volume 33, issue 5, pages 1121-1153, October.
• Timothy B. Armstrong, 2017, "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1960R2, Jul.
• Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2017, "Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2080, Mar.
• Timothy B. Armstrong & Michal Koles'r, 2017, "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2115, Dec.
• Timothy B. Armstrong & Michal Koles'r, 2017, "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2115R, Dec, revised Dec 2018.
• Bahr Kadhim MOHAMMED & Monica ROMAN & Meshal Harbi ODAH & Ali SadigMohommed BAGER, 2017, "Testing Reliability: Factorial Design with Data from A Log-EpsilonSkew-Normal Distribution," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 143-160.
• Даниел Николаев, 2017, "Стойност Под Риск, Кохерентните Алтернативи Cvar И Evar – Ползи И Приложимост," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 5-23.
• Jin Yan & Hong Il Yoo, 2017, "Semiparametric Estimation of the Random Utility Model with Rank-Ordered Choice Data," Department of Economics Working Papers, Durham University, Department of Economics, number 2017_02, Apr.
• Marc Hallin & Davide La Vecchia, 2017, "A Simple R-Estimation Method for Semiparametric Duration Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-01, Jan.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2017, "Stable Marriage With and Without Transferable Utility:Nonparametric Testable Implications," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-30, Jul.
• Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017, "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-41, Nov.
• Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017, "Individual Welfare Analysis for Collective Households," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-44, Nov.
• Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017, "Group Consumption with Caring Individuals," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-45, Nov.
• Laurens Cherchye & Bram De Rock & Rachel Griffith & Martin O'Connell & Kate Smith & Frederic Vermeulen, 2017, "A New Year, a New You ?Heterogeneity and Self-control in Food Purchases," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-46, Dec.
• Natoli, Filippo & Sigalotti, Laura, 2017, "A new indicator of inflation expectations anchoring," Working Paper Series, European Central Bank, number 1996, Jan.
• Natoli, Filippo & Sigalotti, Laura, 2017, "Tail co-movement in inflation expectations as an indicator of anchoring," Working Paper Series, European Central Bank, number 1997, Jan.
• Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey, 2017, "When Should You Adjust Standard Errors for Clustering?," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3596, Oct.
• L sara Fabr cia Rodrigues & Matheus Alves Madeira de Souza & Thamara Paula dos Santos Dias, 2017, "Performance Assessment of Brazilian Power Transmission and Distribution Segments using Data Envelopment Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 14-23.
• Annegues, Ana Claudia & Rodrigues de Oliveira, Victor & Souza, Wallace Patrick Santos de Farias, 2017, "Consideraciones sobre la desigualdad de oportunidades: nueva evidencia," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Annegues, Ana Claudia & Rodrigues de Oliveira, Victor & Souza, Wallace Patrick Santos de Farias, 2017, "Thoughts on the inequality of opportunities: new evidence," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Wali, Muammer & Chan, Felix & Manzur, Meher, 2017, "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, volume 50, issue C, pages 62-72, DOI: 10.1016/j.asieco.2017.04.002.
• Zanin, Luca, 2017, "Determinants of the conditional probability that a household has informal loans given liquidity constraints regarding access to credit banking channels," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 16-24, DOI: 10.1016/j.jbef.2017.02.002.
• Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017, "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, volume 108, issue C, pages 97-120, DOI: 10.1016/j.csda.2016.10.024.
• Kukacka, Jiri & Barunik, Jozef, 2017, "Estimation of financial agent-based models with simulated maximum likelihood," Journal of Economic Dynamics and Control, Elsevier, volume 85, issue C, pages 21-45, DOI: 10.1016/j.jedc.2017.09.006.
• Amini, Shahram & Battisti, Michele & Parmeter, Christopher F., 2017, "Decomposing changes in the conditional variance of GDP over time," Economic Modelling, Elsevier, volume 61, issue C, pages 376-387, DOI: 10.1016/j.econmod.2016.10.016.
• Todorova, Neda, 2017, "The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis," Economic Modelling, Elsevier, volume 64, issue C, pages 221-230, DOI: 10.1016/j.econmod.2017.03.022.
• Wei, Chuanhua & Guo, Shuang & Zhai, Shufen, 2017, "Statistical inference of partially linear varying coefficient spatial autoregressive models," Economic Modelling, Elsevier, volume 64, issue C, pages 553-559, DOI: 10.1016/j.econmod.2017.04.015.
• Lourme, Alexandre & Maurer, Frantz, 2017, "Testing the Gaussian and Student's t copulas in a risk management framework," Economic Modelling, Elsevier, volume 67, issue C, pages 203-214, DOI: 10.1016/j.econmod.2016.12.014.
• Dimitrakopoulos, Stefanos, 2017, "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, volume 150, issue C, pages 10-14, DOI: 10.1016/j.econlet.2016.10.035.
• Lien, Donald & Hu, Yue & Liu, Long, 2017, "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, volume 150, issue C, pages 114-117, DOI: 10.1016/j.econlet.2016.11.019.
• de Luna, Xavier & Fowler, Philip & Johansson, Per, 2017, "Proxy variables and nonparametric identification of causal effects," Economics Letters, Elsevier, volume 150, issue C, pages 152-154, DOI: 10.1016/j.econlet.2016.11.018.
• Zhang, Yu Yvette, 2017, "A shape constrained estimator of bidding function of first-price sealed-bid auctions," Economics Letters, Elsevier, volume 150, issue C, pages 67-72, DOI: 10.1016/j.econlet.2016.11.001.
• Wen, Kuangyu & Wu, Ximing, 2017, "Smoothed kernel conditional density estimation," Economics Letters, Elsevier, volume 152, issue C, pages 112-116, DOI: 10.1016/j.econlet.2017.01.008.
• Jales, Hugo & Ma, Jun & Yu, Zhengfei, 2017, "Optimal bandwidth selection for local linear estimation of discontinuity in density," Economics Letters, Elsevier, volume 153, issue C, pages 23-27, DOI: 10.1016/j.econlet.2017.01.024.
• Lv, Xiaofeng & Li, Rui & Fang, Zheng, 2017, "Efficient semiparametric estimation for Gini inequality treatment effects," Economics Letters, Elsevier, volume 154, issue C, pages 96-100, DOI: 10.1016/j.econlet.2017.02.038.
• Dimitrakopoulos, Stefanos, 2017, "The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation," Economics Letters, Elsevier, volume 155, issue C, pages 14-18, DOI: 10.1016/j.econlet.2017.02.039.
• Su, Liangjun & Zheng, Xin, 2017, "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, volume 156, issue C, pages 162-167, DOI: 10.1016/j.econlet.2017.05.002.
• Chen, Xirong & Huang, Ta-Cheng & Li, Qi, 2017, "An alternative bandwidth selection method for estimating functional coefficient models," Economics Letters, Elsevier, volume 156, issue C, pages 27-31, DOI: 10.1016/j.econlet.2017.03.009.
• Hampf, Benjamin & Krüger, Jens J., 2017, "Estimating the bias in technical change: A nonparametric approach," Economics Letters, Elsevier, volume 157, issue C, pages 88-91, DOI: 10.1016/j.econlet.2017.05.023.
• Afsharian, Mohsen, 2017, "Metafrontier efficiency analysis with convex and non-convex metatechnologies by stochastic nonparametric envelopment of data," Economics Letters, Elsevier, volume 160, issue C, pages 1-3, DOI: 10.1016/j.econlet.2017.08.006.
• Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2017, "Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance," Economics Letters, Elsevier, volume 161, issue C, pages 38-42, DOI: 10.1016/j.econlet.2017.09.023.
• Poirier, Alexandre, 2017, "Efficient estimation in models with independence restrictions," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 1-22, DOI: 10.1016/j.jeconom.2016.07.007.
• Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul, 2017, "Statistical inference for independent component analysis: Application to structural VAR models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 111-126, DOI: 10.1016/j.jeconom.2016.09.007.
• Hong, Shengjie, 2017, "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 156-179, DOI: 10.1016/j.jeconom.2016.09.014.
• Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017, "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 180-195, DOI: 10.1016/j.jeconom.2016.09.013.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 55-67, DOI: 10.1016/j.jeconom.2016.03.006.
• Hallin, Marc & La Vecchia, Davide, 2017, "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 233-247, DOI: 10.1016/j.jeconom.2016.08.002.
• Kawaguchi, Kohei, 2017, "Testing rationality without restricting heterogeneity," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 153-171, DOI: 10.1016/j.jeconom.2016.11.003.
• Potiron, Yoann & Mykland, Per A., 2017, "Estimation of integrated quadratic covariation with endogenous sampling times," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 20-41, DOI: 10.1016/j.jeconom.2016.10.004.
• Fan, Yanqin & Guerre, Emmanuel & Zhu, Dongming, 2017, "Partial identification of functionals of the joint distribution of “potential outcomes”," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 42-59, DOI: 10.1016/j.jeconom.2016.10.005.
• Ghanem, Dalia, 2017, "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 202-217, DOI: 10.1016/j.jeconom.2016.11.005.
• Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard, 2017, "Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 218-244, DOI: 10.1016/j.jeconom.2016.07.009.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2017, "A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 298-322, DOI: 10.1016/j.jeconom.2016.11.008.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2017, "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 10-28, DOI: 10.1016/j.jeconom.2017.01.002.
• Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017, "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 146-164, DOI: 10.1016/j.jeconom.2017.02.002.
• Chen, Tao & Tripathi, Gautam, 2017, "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 29-40, DOI: 10.1016/j.jeconom.2016.12.003.
• Sianesi, Barbara, 2017, "Evidence of randomisation bias in a large-scale social experiment: The case of ERA," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 41-64, DOI: 10.1016/j.jeconom.2017.01.003.
• Su, Liangjun & Wang, Xia, 2017, "On time-varying factor models: Estimation and testing," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 84-101, DOI: 10.1016/j.jeconom.2016.12.004.
• Malikov, Emir & Sun, Yiguo, 2017, "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 12-34, DOI: 10.1016/j.jeconom.2017.02.005.
• Torgovitsky, Alexander, 2017, "Minimum distance from independence estimation of nonseparable instrumental variables models," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 35-48, DOI: 10.1016/j.jeconom.2017.01.009.
• Maasoumi, Esfandiar & Wang, Le, 2017, "What can we learn about the racial gap in the presence of sample selection?," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 117-130, DOI: 10.1016/j.jeconom.2017.05.004.
• Andrews, Donald W.K., 2017, "Examples of L2-complete and boundedly-complete distributions," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 213-220, DOI: 10.1016/j.jeconom.2017.05.011.
• Parente, Paulo M.D.C. & Smith, Richard J., 2017, "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 1-16, DOI: 10.1016/j.jeconom.2017.02.004.