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

• 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.
• Christian M. Hafner & Sébastien Laurent & Francesco Violante, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," Post-Print, HAL, number hal-01590010, Jun, DOI: 10.1017/S0266466616000128.
• Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2017, "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Post-Print, HAL, number hal-01612488, Aug.
• Arnaud Lefranc & Alain Trannoy, 2017, "Equality of opportunity, moral hazard and the timing of luck," Post-Print, HAL, number hal-01648187, Dec, DOI: 10.1007/s00355-017-1054-8.
• Kassoum Ayouba & Jean-Philippe Boussemart & Stephane Vigeant, 2017, "The impact of single farm payments on technical inefficiency of French crop farms," Post-Print, HAL, number hal-01680258, DOI: 10.1007/s41130-017-0049-2.
• Zouhair Aït Benhamou, 2018, "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," Post-Print, HAL, number hal-01699534.
• Nicolas Gavoille & Marijn Verschelde, 2017, "Electoral competition and political selection: An analysis of the activity of French deputies, 1958–2012," Post-Print, HAL, number hal-01745350, Feb, DOI: 10.1016/j.euroecorev.2016.12.003.
• Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017, "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print, HAL, number hal-03264006, Dec, DOI: 10.1016/j.jeconom.2017.08.006.
• Sandrine Kablan & Zied Ftiti & Khaled Guesmi, 2017, "Commodity price cycles and financial pressures in African commodities exporters
  [Cycles de prix des matières premières et tensions financières dans les pays exportateurs de matières premières]," Post-Print, HAL, number hal-04281443, Mar, DOI: 10.1016/j.ememar.2016.05.005.
• Mohammad Movahedi & Kiumars Shahbazi & Olivier Gaussens, 2017, "Innovation and willingness to export: is there an effect of conscious self-selection?," Post-Print, HAL, number halshs-02457390, Dec, DOI: 10.5018/economics-ejournal.ja.2017-.
• Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017, "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po Economics Publications (main), HAL, number hal-03264006, Dec, DOI: 10.1016/j.jeconom.2017.08.006.
• Muller, Paul & van der Klaauw, Bas & Heyma, Arjan, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," Working Papers in Economics, University of Gothenburg, Department of Economics, number 691, Feb.
• Waernbaum, Ingeborg & Pazzagli, Laura, 2017, "Model misspecification and bias for inverse probability weighting and doubly robust estimators," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2017:23, Dec.
• Heufer, Jan & Hjertstrand, Per, 2017, "Homothetic Preferences Revealed," Working Paper Series, Research Institute of Industrial Economics, number 1187, Nov.
• Dahl, Christian M. & Huber, Martin & Mellace, Giovanni, 2017, "It's never too LATE: A new look at local average treatment effects with or without defiers," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2017, Feb.
• YANAGI, Takahide & 柳, 貴英, 2017, "Inference on Local Average Treatment Effects for Misclassified Treatment," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-02, Feb.
• McMillen, Daniel & Shimizu, Chihiro, 2017, "Decompositions of Spatially Varying Quantile Distribution Estimates: The Rise and Fall of Tokyo House Prices," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 74, Dec.
• Michela Tincani, 2017, "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," Working Papers, Human Capital and Economic Opportunity Working Group, number 2017-006, Jan.
• Jose Manuel Osorio Atondo & Luis Huesca Reynoso & Jesus Maria Martin Teran Gastelum, 2017, "Tax Regime Incorporation And Its Incidence On The Income Tax In Mexico, El Regimen De Incorporacion Fiscal Y Su Incidencia En El Impuesto Sobre La Renta En Mexico," Revista Global de Negocios, The Institute for Business and Finance Research, volume 5, issue 2, pages 1-16.
• Maciej Lis, 2017, "Productivity based selection to retirement: Evidence from EU-SILC," IBS Working Papers, Instytut Badan Strukturalnych, number 02/2017, Mar.
• Benito Muela, Sonia & López Martín, Carmen & Arguedas Sanz, Raquel, 2017, "An Application Of Extreme Value Theory In Estimating Liquidity Risk," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 23, issue 3, pages 157-164.
• Rafael González-Val, 2017, "City size distribution and space," Working Papers, Institut d'Economia de Barcelona (IEB), number 2017/18.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/17, Jan.
• Xiaohong Chen & Timothy M. Christensen, 2017, "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/17, Feb.
• Federico A. Bugni & Joel L. Horowitz, 2017, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/17, Apr.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/17, May.
• Matthew Masten & Alexandre Poirier, 2017, "Inference on breakdown frontiers," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/17, May.
• Ivan A. Canay & Vishal Kamat, 2017, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/17, May.
• Toru Kitagawa & Aleksey Tetenov, 2017, "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/17, May.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/17, May.
• Irene Botosaru & Chris Muris, 2017, "Binarization for panel models with fixed effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/17, Jun.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/17, Aug.
• Soren Blomquist & Whitney K. Newey, 2017, "The bunching estimator cannot identify the taxable income elasticity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/17, Oct.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/17, Nov.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP51/17, Nov.
• Jorg Stoye & Yuichi Kitamura, 2017, "Nonparametric analysis of random utility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/17, Dec.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017, "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-12, Jul.
• Thomas Kneib & Nikolaus Umlauf, 2017, "A Primer on Bayesian Distributional Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-13, Jul.
• Juan Carlos Escanciano & Javier Hualde, 2017, "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-017, Dec.
• Tommaso Agasisti & Ralph Hippe & Giuseppe Munda, 2017, "Efficiency of investment in compulsory education: empirical analyses in Europe," JRC Research Reports, Joint Research Centre, number JRC106678, Apr.
• Tommaso Agasisti & Giuseppe Munda, 2017, "Efficiency of investment in compulsory education: An Overview of Methodological Approaches," JRC Research Reports, Joint Research Centre, number JRC106681, May.
• COSAERT Sam, 2017, "What types are there?," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2017-01, Jan.
• NAGORE GARCIA Amparo, 2017, "Gender Differences in Unemployment Dynamics and Initial Wages over the Business Cycle," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2017-06, Apr.
• Bartalotti, Otávio & Calhoun, Gray & He, Yang, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001003, Jan.
• Bartalotti, Otávio & Brummet, Quentin, 2017, "Regression Discontinuity Designs with Clustered Data," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001669, Jan.
• Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F., 2017, "Estimation and Inference for Actual and Counterfactual Growth Incidence Curves," IZA Discussion Papers, IZA Network @ LISER, number 10473, Jan.
• Muller, Paul & van der Klaauw, Bas & Heyma, Arjan, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," IZA Discussion Papers, IZA Network @ LISER, number 10531, Jan.
• Lefranc, Arnaud & Trannoy, Alain, 2017, "Equality of Opportunity, Moral Hazard and the Timing of Luck," IZA Discussion Papers, IZA Network @ LISER, number 10645, Mar.
• Ga?ecka-Burdziak, Ewa & Góra, Marek, 2017, "How Do Unemployed Workers Behave Prior to Retirement? A Multi-State Multiple-Spell Approach," IZA Discussion Papers, IZA Network @ LISER, number 10680, Mar.
• Dasgupta, Utteeyo & Mani, Subha & Sharma, Smriti & Singhal, Saurabh, 2017, "Cognitive, Socioemotional and Behavioral Returns to College Quality," IZA Discussion Papers, IZA Network @ LISER, number 10701, Apr.
• Henderson, Daniel J. & Houtenville, Andrew & Wang, Le, 2017, "The Distribution of Returns to Education for People with Disabilities," IZA Discussion Papers, IZA Network @ LISER, number 10747, Apr.
• Biewen, Martin & Seckler, Matthias, 2017, "Changes in the German Wage Structure: Unions, Internationalization, Tasks, Firms, and Worker Characteristics," IZA Discussion Papers, IZA Network @ LISER, number 10763, May.
• Davezies, Laurent & Le Barbanchon, Thomas, 2017, "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," IZA Discussion Papers, IZA Network @ LISER, number 10801, May.
• de la Rica, Sara & Gorjón, Lucía, 2017, "Assessing the Impact of a Minimum Income Scheme in the Basque Country," IZA Discussion Papers, IZA Network @ LISER, number 10867, Jun.
• Bellmann, Lutz & Caliendo, Marco & Tübbicke, Stefan, 2017, "The Post-Reform Effectiveness of the New German Start-Up Subsidy for the Unemployed," IZA Discussion Papers, IZA Network @ LISER, number 11055, Sep.
• Frölich, Markus & Huber, Martin, 2017, "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers, IZA Network @ LISER, number 11138, Nov.
• Cherchye, Laurens & De Rock, Bram & Griffith, Rachel & O’Connell, Martin & Smith, Kate & Vermeulen, Frederic, 2017, "A New Year, a New You? Heterogeneity and Self-Control in Food Purchases," IZA Discussion Papers, IZA Network @ LISER, number 11205, Dec.
• Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017, "External imbalances and growth," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/02.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2017, "Evaluating local government performance in times of crisis," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/05.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina, 2017, "Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/06.
• José A. Álvarez-Jareño & Elena Badal-Valero & José Manuel Pavía, 2017, "Using machine learning for financial fraud detection in the accounts of companies investigated for money laundering," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/07.
• Ruohan Wu, 2017, "Export and gender difference in production contribution: A joint and non-linear analysis using panel and firm-level data," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 285-302, October-D.
• Hashiguchi, Yoshihiro & Yamano, Norihiko & Webb, Colin, 2017, "Economic shocks and changes in global production structure : methods for measuring economic resilience," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 649, Mar.
• Hu, Yingyao, 2017, "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics
  [The Econometrics of Unobservables]," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64578, revised 2021.
• Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2017, "npbr: A Package for Nonparametric Boundary Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 79, issue i09, DOI: http://hdl.handle.net/10.18637/jss..
• Žaklina Stojanović & Radmila Dragutinović-Mitrović & Martine Zaouche-Laniau, 2017, "Products with nutrition and health claims in the Western Balkans: labelling behaviour, regulation and policy implications," European Journal of Law and Economics, Springer, volume 43, issue 1, pages 107-123, February, DOI: 10.1007/s10657-013-9386-z.
• Jean-Paul Chavas & Salvatore Falco, 2017, "Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 2, pages 297-320, June, DOI: 10.1007/s10640-015-9987-9.
• Jens J. Krüger, 2017, "Revisiting the world technology frontier: a directional distance function approach," Journal of Economic Growth, Springer, volume 22, issue 1, pages 67-95, March, DOI: 10.1007/s10887-016-9136-5.
• Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017, "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, volume 19, issue 4, pages 319-348, October, DOI: 10.1007/s10109-017-0249-y.

2016

• Kourtellos, Andros & Marr, Christa & Tan, Chih Ming, 2016, "Robust determinants of intergenerational mobility in the land of opportunity," European Economic Review, Elsevier, volume 81, issue C, pages 132-147, DOI: 10.1016/j.euroecorev.2015.07.008.
• Gautier, Pieter A. & Moraga-González, José L. & Wolthoff, Ronald P., 2016, "Search costs and efficiency: Do unemployed workers search enough?," European Economic Review, Elsevier, volume 84, issue C, pages 123-139, DOI: 10.1016/j.euroecorev.2015.04.001.
• Caliendo, Marco & Künn, Steffen & Weißenberger, Martin, 2016, "Personality traits and the evaluation of start-up subsidies," European Economic Review, Elsevier, volume 86, issue C, pages 87-108, DOI: 10.1016/j.euroecorev.2015.11.008.
• Caliendo, Marco & Gehrsitz, Markus, 2016, "Obesity and the labor market: A fresh look at the weight penalty," Economics & Human Biology, Elsevier, volume 23, issue C, pages 209-225, DOI: 10.1016/j.ehb.2016.09.004.
• Deng, Kaihua, 2016, "A test of asymmetric comovement for state-dependent stock returns," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 68-85, DOI: 10.1016/j.jempfin.2016.01.009.
• Kim, Kun Ho & Kim, Taejin, 2016, "Capital asset pricing model: A time-varying volatility approach," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 268-281, DOI: 10.1016/j.jempfin.2016.01.014.
• Fernandes, Marcelo & Mergulhão, João, 2016, "Anticipatory effects in the FTSE 100 index revisions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 79-90, DOI: 10.1016/j.jempfin.2016.02.009.
• Maheu, John M. & Yang, Qiao, 2016, "An infinite hidden Markov model for short-term interest rates," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 202-220, DOI: 10.1016/j.jempfin.2016.06.006.
• Pape, Katharina & Wied, Dominik & Galeano, Pedro, 2016, "Monitoring multivariate variance changes," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 54-68, DOI: 10.1016/j.jempfin.2016.08.007.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.