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

• 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.
• Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017, "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 104-117, DOI: 10.1016/j.jeconom.2017.05.016.
• Gourieroux, Christian & Jasiak, Joann, 2017, "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 118-134, DOI: 10.1016/j.jeconom.2017.01.011.
• Chen, Richard Y. & Mykland, Per A., 2017, "Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 79-103, DOI: 10.1016/j.jeconom.2017.05.015.
• Hu, Yingyao, 2017, "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 154-168, DOI: 10.1016/j.jeconom.2017.06.002.
• Ben-Moshe, Dan & D’Haultfœuille, Xavier & Lewbel, Arthur, 2017, "Identification of additive and polynomial models of mismeasured regressors without instruments," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 207-222, DOI: 10.1016/j.jeconom.2017.06.006.
• Chesher, Andrew, 2017, "Understanding the effect of measurement error on quantile regressions," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 223-237, DOI: 10.1016/j.jeconom.2017.06.007.
• Hahn, Jinyong & Ridder, Geert, 2017, "Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 238-250, DOI: 10.1016/j.jeconom.2017.06.008.
• Davezies, Laurent & Le Barbanchon, Thomas, 2017, "Regression discontinuity design with continuous measurement error in the running variable," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 260-281, DOI: 10.1016/j.jeconom.2017.06.010.
• Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017, "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 312-325, DOI: 10.1016/j.jeconom.2017.06.013.
• An, Yonghong, 2017, "Identification of first-price auctions with non-equilibrium beliefs: A measurement error approach," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 326-343, DOI: 10.1016/j.jeconom.2017.06.014.
• Battistin, Erich & De Nadai, Michele & Vuri, Daniela, 2017, "Counting rotten apples: Student achievement and score manipulation in Italian elementary Schools," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 344-362, DOI: 10.1016/j.jeconom.2017.06.015.
• Xu, Ke-Li, 2017, "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2017.07.004.
• Horowitz, Joel L. & Lee, Sokbae, 2017, "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 108-126, DOI: 10.1016/j.jeconom.2017.06.019.
• Chaker, Selma, 2017, "On high frequency estimation of the frictionless price: The use of observed liquidity variables," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 127-143, DOI: 10.1016/j.jeconom.2017.06.018.
• Shephard, Neil & Xiu, Dacheng, 2017, "Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 19-42, DOI: 10.1016/j.jeconom.2017.04.003.
• Racine, Jeffrey S. & Li, Kevin, 2017, "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 72-94, DOI: 10.1016/j.jeconom.2017.06.020.
• Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017, "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 237-248, DOI: 10.1016/j.jeconom.2017.08.006.
• Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017, "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 249-268, DOI: 10.1016/j.jeconom.2017.08.007.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2017, "Using principal component analysis to estimate a high dimensional factor model with high-frequency data," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 384-399, DOI: 10.1016/j.jeconom.2017.08.015.
• Shang, Han Lin, 2017, "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 184-200, DOI: 10.1016/j.ecosta.2016.08.004.
• Kuhlenkasper, Torben & Steinhardt, Max Friedrich, 2017, "Who leaves and when? Selective outmigration of immigrants from Germany," Economic Systems, Elsevier, volume 41, issue 4, pages 610-621, DOI: 10.1016/j.ecosys.2017.01.001.
• Gavoille, Nicolas & Verschelde, Marijn, 2017, "Electoral competition and political selection: An analysis of the activity of French deputies, 1958–2012," European Economic Review, Elsevier, volume 92, issue C, pages 180-195, DOI: 10.1016/j.euroecorev.2016.12.003.
• Kablan, Sandrine & Ftiti, Zied & Guesmi, Khaled, 2017, "Commodity price cycles and financial pressures in African commodities exporters," Emerging Markets Review, Elsevier, volume 30, issue C, pages 215-231, DOI: 10.1016/j.ememar.2016.05.005.
• Zu, Yang & Boswijk, H. Peter, 2017, "Consistent nonparametric specification tests for stochastic volatility models based on the return distribution," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 53-75, DOI: 10.1016/j.jempfin.2016.12.005.
• Jach, Agnieszka, 2017, "International stock market comovement in time and scale outlined with a thick pen," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 115-129, DOI: 10.1016/j.jempfin.2017.06.004.
• Marinelli, Carlo & d’Addona, Stefano, 2017, "Nonparametric estimates of pricing functionals," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 19-35, DOI: 10.1016/j.jempfin.2017.07.005.
• Karimu, Amin & Brännlund, Runar & Lundgren, Tommy & Söderholm, Patrik, 2017, "Energy intensity and convergence in Swedish industry: A combined econometric and decomposition analysis," Energy Economics, Elsevier, volume 62, issue C, pages 347-356, DOI: 10.1016/j.eneco.2016.07.017.
• Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios G. & Hammoudeh, Shawkat, 2017, "The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries," Energy Economics, Elsevier, volume 65, issue C, pages 183-193, DOI: 10.1016/j.eneco.2017.05.007.
• Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017, "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, volume 67, issue C, pages 255-267, DOI: 10.1016/j.eneco.2017.08.017.
• Chen, Haotian & Smyth, Russell & Zhang, Xibin, 2017, "A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model," Energy Economics, Elsevier, volume 67, issue C, pages 346-354, DOI: 10.1016/j.eneco.2017.08.029.
• Ohene-Asare, Kwaku & Turkson, Charles & Afful-Dadzie, Anthony, 2017, "Multinational operation, ownership and efficiency differences in the international oil industry," Energy Economics, Elsevier, volume 68, issue C, pages 303-312, DOI: 10.1016/j.eneco.2017.10.006.
• Chen, Cathy W.S. & Lin, Tsai-Yu, 2017, "Nonparametric tolerance limits for pair trading," Finance Research Letters, Elsevier, volume 21, issue C, pages 1-9, DOI: 10.1016/j.frl.2016.11.002.
• Bruzda, Joanna, 2017, "Real and complex wavelets in asset classification: An application to the US stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 115-125, DOI: 10.1016/j.frl.2017.02.004.
• Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho, 2017, "Implementing and testing the Maximum Drawdown at Risk," Finance Research Letters, Elsevier, volume 22, issue C, pages 95-100, DOI: 10.1016/j.frl.2017.06.001.
• Tatoutchoup, Francis Didier, 2017, "Forestry auctions with interdependent values: Evidence from timber auctions," Forest Policy and Economics, Elsevier, volume 80, issue C, pages 107-115, DOI: 10.1016/j.forpol.2017.02.004.
• Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017, "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 173-183, DOI: 10.1016/j.intfin.2017.05.001.
• Lee, Chi-Chuan & Lee, Chien-Chiang & Chiou, Yan-Yu, 2017, "Insurance activities, globalization, and economic growth: New methods, new evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 155-170, DOI: 10.1016/j.intfin.2017.05.006.
• Al-Khazali, Osamah & Mirzaei, Ali, 2017, "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 190-208, DOI: 10.1016/j.intfin.2017.10.001.
• Zhao, Meng & Konishi, Yoshifumi & Noguchi, Haruko, 2017, "Retiring for better health? Evidence from health investment behaviors in Japan," Japan and the World Economy, Elsevier, volume 42, issue C, pages 56-63, DOI: 10.1016/j.japwor.2017.06.003.
• Canarella, Giorgio & Miller, Stephen M., 2017, "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, volume 92, issue C, pages 45-62, DOI: 10.1016/j.jeconbus.2017.05.002.
• Ferris, Jeffrey S. & Newburn, David A., 2017, "Wireless alerts for extreme weather and the impact on hazard mitigating behavior," Journal of Environmental Economics and Management, Elsevier, volume 82, issue C, pages 239-255, DOI: 10.1016/j.jeem.2016.11.002.
• van Bruggen, Paul & Heufer, Jan, 2017, "Afriat in the lab," Journal of Economic Theory, Elsevier, volume 169, issue C, pages 546-550, DOI: 10.1016/j.jet.2017.03.007.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2017, "Systemic co-jumps," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 563-591, DOI: 10.1016/j.jfineco.2017.06.016.
• Ozhegov, Evgeniy M. & Sidorovykh, Aleksandra S., 2017, "Heterogeneity of sellers in housing market: Difference in pricing strategies," Journal of Housing Economics, Elsevier, volume 37, issue C, pages 42-51, DOI: 10.1016/j.jhe.2017.03.002.
• Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike, 2017, "System stress testing of bank liquidity risk," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 22-40, DOI: 10.1016/j.jimonfin.2017.02.001.
• Han, Xuehui & Wei, Shang-Jin, 2017, "Re-examining the middle-income trap hypothesis (MITH): What to reject and what to revive?," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 41-61, DOI: 10.1016/j.jimonfin.2017.01.004.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2017, "Black swan events and safe havens: The role of gold in globally integrated emerging markets," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 317-334, DOI: 10.1016/j.jimonfin.2017.02.010.
• Montes-Rojas, Gabriel, 2017, "Reduced form vector directional quantiles," Journal of Multivariate Analysis, Elsevier, volume 158, issue C, pages 20-30, DOI: 10.1016/j.jmva.2017.03.007.
• Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2017, "Vertical price relationships between different cuts and quality grades in the U.S. beef marketing channel: A wholesale-retail analysis," The Journal of Economic Asymmetries, Elsevier, volume 16, issue C, pages 53-63, DOI: 10.1016/j.jeca.2017.06.002.
• Martinho, Vítor João Pereira Domingues, 2017, "Efficiency, total factor productivity and returns to scale in a sustainable perspective: An analysis in the European Union at farm and regional level," Land Use Policy, Elsevier, volume 68, issue C, pages 232-245, DOI: 10.1016/j.landusepol.2017.07.040.
• Maslyuk-Escobedo, Svetlana & Rotaru, Kristian & Dokumentov, Alexander, 2017, "News sentiment and jumps in energy spot and futures markets," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 186-210, DOI: 10.1016/j.pacfin.2016.07.001.
• Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2017, "Measuring firm size distribution with semi-nonparametric densities," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 485, issue C, pages 35-47, DOI: 10.1016/j.physa.2017.05.019.
• Abu-Alkheil, Ahmad & Khan, Walayet A. & Parikh, Bhavik & Mohanty, Sunil K., 2017, "Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 212-224, DOI: 10.1016/j.qref.2017.02.005.
• López-Torres, Laura & Nicolini, Rosella & Prior, Diego, 2017, "Does strategic interaction affect demand for school places? A conditional efficiency approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 89-103, DOI: 10.1016/j.regsciurbeco.2017.05.003.
• Bernini, Cristina & Cerqua, Augusto & Pellegrini, Guido, 2017, "Public subsidies, TFP and efficiency: A tale of complex relationships," Research Policy, Elsevier, volume 46, issue 4, pages 751-767, DOI: 10.1016/j.respol.2017.02.001.
• Wolszczak-Derlacz, Joanna, 2017, "An evaluation and explanation of (in)efficiency in higher education institutions in Europe and the U.S. with the application of two-stage semi-parametric DEA," Research Policy, Elsevier, volume 46, issue 9, pages 1595-1605, DOI: 10.1016/j.respol.2017.07.010.
• Jin, Xiaoye, 2017, "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 157-173, DOI: 10.1016/j.iref.2017.05.015.
• Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
• Tan, Yong & Anchor, John, 2017, "The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 90-104, DOI: 10.1016/j.ribaf.2017.04.026.
• Degiannakis, Stavros, 2017, "The one-trading-day-ahead forecast errors of intra-day realized volatility," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1298-1314, DOI: 10.1016/j.ribaf.2017.07.067.
• Song, Xiaojing & Tippett, Mark & Vivian, Andrew, 2017, "Assessing abnormal returns: the case of Chinese M&A acquiring firms," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 191-207, DOI: 10.1016/j.ribaf.2017.05.009.
• Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro, 2017, "Edgeworth expansion for the pre-averaging estimator," Stochastic Processes and their Applications, Elsevier, volume 127, issue 11, pages 3558-3595, DOI: 10.1016/j.spa.2017.03.001.
• Mynbaev, Kairat & Martins-Filho, Carlos, 2017, "Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view," Statistics & Probability Letters, Elsevier, volume 123, issue C, pages 17-22, DOI: 10.1016/j.spl.2016.11.019.
• Carboni, Oliviero A., 2017, "The effect of public support on investment and R&D: An empirical evaluation on European manufacturing firms," Technological Forecasting and Social Change, Elsevier, volume 117, issue C, pages 282-295, DOI: 10.1016/j.techfore.2016.11.017.
• Bertoméu-Sánchez, Salvador & Estache, Antonio, 2017, "Unbundling political and economic rationality: A non-parametric approach tested on transport infrastructure in Spain," Transport Policy, Elsevier, volume 59, issue C, pages 181-195, DOI: 10.1016/j.tranpol.2017.07.012.
• Segoviano, Miguel & Espinoza, Raphael, 2017, "Consistent measures of systemic risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118947, Oct.
• Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017, "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70769, Mar.
• Komarova, Tatiana & Nekipelov, Denis & Yakovlev, Evgeny, 2018, "Identification, data combination and the risk of disclosure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 79384, Apr.
• Komarova, Tatiana & Nekipelov, Denis & Al Rafi, Ahnaf & Yakovlev, Evgeny, 2017, "K-anonymity: a note on the trade-off between data utility and data security," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85923, Sep.
• Azza Aziza-Chebil & Eric Delattre & Marc-Arthur Diaye, 2017, "Changements organisationnels dans les entreprises, outils de gestion et risques psychosociaux : une analyse sur données françaises," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-02.
• Richard Moussa & Eric Delattre, 2017, "Dynamic interactions between health and employment statuses : a nonparametric analysis," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-07.
• Hugo Jales & Zhengfei Yu, 2017, "Identification and Estimation Using a Density Discontinuity Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038003.
• Brigham R. Frandsen, 2017, "Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038012.
• Otávio Bartalotti & Quentin Brummet, 2017, "Regression Discontinuity Designs with Clustered Data," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038017.
• Otávio Bartalotti & Gray Calhoun & Yang He, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038018.
• Yong Tan & John Anchor, 2017, "Does competition only impact on insolvency risk? New evidence from the Chinese banking industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 3, pages 332-354, June, DOI: 10.1108/IJMF-06-2016-0115.
• Maryna Tverdostup & Tiiu Paas, 2017, "Gender-specific human capital: identification and quantifying its wage effects," International Journal of Manpower, Emerald Group Publishing Limited, volume 38, issue 6, pages 854-874, September, DOI: 10.1108/IJM-05-2016-0111.
• Guido Bonatti & Enrico Ivaldi & Riccardo Soliani, 2017, "Quality of life in Italian cities: a temporal comparison between before the crisis and after," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 4, pages 560-574, April, DOI: 10.1108/IJSE-10-2014-0214.
• Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017, "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2017-27, Jan.
• Cinthya G. Caamal Olvera, 2017, "Decreasing returns to schooling in Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 32, issue 1, pages 27-63.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2017, "Stable marriage with and without transferable utility: nonparametric testable implications," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 588222, Jul.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017, "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 598907.
• Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017, "Group consumption with caring individuals," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 598911.
• Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017, "Individual welfare analysis for collective households," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 599737, 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 of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 603330, Dec.
• Jozef Barunik & Lucie Kraicova, 2017, "Common Cycles in Volatility and Cross Section of Stock Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/19, Aug, revised Aug 2017.
• Frantisek Cech & Jozef Barunik, 2017, "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/20, Sep, revised Sep 2017.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-15, May.
• Sarah Guillou & Tania Treibich, 2017, "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-22, Oct.
• Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017, "Export Promotion: what works?," Working Papers, FERDI, number P184, Feb.
• Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017, "Export Promotion: what works?," Working Papers, FERDI, number P184, Feb.
• Bertanha, Marinho Angelo & Moreira, Marcelo J., 2017, "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 787, Oct.
• Lily Y. Liu, 2017, "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-1, May.
• Pablo Guerrón-Quintana & Molin Zhong, 2017, "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-018, Jan, DOI: 10.17016/FEDS.2017.018.
• Filip Zikes, 2017, "Measuring Transaction Costs in the Absence of Timestamps," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-045, Apr, DOI: 10.17016/FEDS.2017.045.
• Thomas R. Cook & Aaron Smalter Hall, 2017, "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-11, Sep, DOI: 10.18651/RWP2017-11.
• Markus Bibinger & Christopher J. Neely & Lars Winkelmann, 2017, "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Working Papers, Federal Reserve Bank of St. Louis, number 2017-12, Apr, DOI: 10.20955/wp.2017.012.
• Frölich, Markus & Huber, Martin, 2017, "Including covariates in the regression discontinuity design," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 489, Nov.
• Marta Pascual-Sáez & David Cantarero-Prieto & Jose R. Pires-Manso, 2017, "Gross inland energy consumption inequality in Europe: An empirical approach," Working Papers. Collection B: Regional and sectoral economics, Universidade de Vigo, GEN - Governance and Economics research Network, number 1704, Oct.
• Andreas Chai & Christian Kiedaisch & Nicholas Rohde, 2017, "The saturation of spending diversity and the truth about Mr Brown and Mrs Jones," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201701, Jan.