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

2016

• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
• Licia Ferranna & Margherita Gerolimetto & Stefano Magrini, 2016, "The Evolution of Income Disparities across US Metropolitan Statistical Areas," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:25.
• Licia Ferranna & Margherita Gerolimetto & Stefano Magrini, 2016, "The effect of immigration on convergence dynamics in the US," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:27.
• Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi, 2016, "Systemically Important Banks: A Permutation Test Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:28.
• HACINI, Ishaq & DAHOU, Khadra, 2016, "Efficiency Of The Algerian Banks In The Post Liberalization Period," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 1, pages 90-106.
• Żółtaszek Agata & Pisarek Renata, 2016, "Effectiveness of National Airlines in Europe – the DEA Approach," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 103-118, December, DOI: 10.1515/foli-2016-0028.
• Mussini Mauro, 2016, "On Measuring Income Polarization: An Approach Based on Regression Trees," Statistics in Transition New Series, Statistics Poland, volume 17, issue 2, pages 221-236, June, DOI: 10.21307/stattrans-2016-015.
• Tiiu Paas & Maryna Tverdostup, 2016, "Assessment of labour market returns in the case of gender unique human capital," ERSA conference papers, European Regional Science Association, number ersa16p157, Dec.
• Rodolfo Metulini & Roberto Patuelli & Daniel Griffith, 2016, "A spatial-filtering zero-inflated approach to the estimation of the gravity model of trade," ERSA conference papers, European Regional Science Association, number ersa16p614, Dec.
• Jerry A. Hausman & Whitney K. Newey, 2016, "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, volume 84, issue , pages 1225-1248, May.
• Alberto Abadie & Guido W. Imbens, 2016, "Matching on the Estimated Propensity Score," Econometrica, Econometric Society, volume 84, issue , pages 781-807, March.
• Olivier Scaillet, 2016, "On ill‐posedness of nonparametric instrumental variable regression with convexity constraints," Econometrics Journal, Royal Economic Society, volume 19, issue 2, pages 232-236, June.
• Stefan Boes & Michael Gerfin, 2016, "Does Full Insurance Increase the Demand for Health Care?," Health Economics, John Wiley & Sons, Ltd., volume 25, issue 11, pages 1483-1496, November, DOI: 10.1002/hec.3266.
• Thomas A. Mroz & Gabriel Picone & Frank Sloan & Arseniy P. Yashkin, 2016, "Screening For A Chronic Disease: A Multiple Stage Duration Model With Partial Observability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 3, pages 915-934, August, DOI: 10.1111/iere.12180.
• Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitria, 2016, "Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 3-35, January.
• Brent Kreider & John V. Pepper & Manan Roy, 2016, "Identifying the Effects of WIC on Food Insecurity Among Infants and Children," Southern Economic Journal, John Wiley & Sons, volume 82, issue 4, pages 1106-1122, April, DOI: 10.1002/soej.12078.
• Jakub Nowotarski & Rafal Weron, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/05, Mar.
• Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016, "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/06, Jul.
• Florian Ziel & Rafal Weron, 2016, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/08, Oct.
• Jones, M.A. & Rice, N. & Zantomio, F., 2016, "Acute health shocks and labour market outcomes," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 16/04, Mar.
• Bach, P. & Farbmacher, H. & Spindler, M., 2016, "Semiparametric Count Data Modeling with an Application to Health Service Demand," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 16/20, Aug.
• Noyan Aydin Taner Akmercan, 2016, "Forecasting of Households Consumption Expenditure with Nonparametric Regression: The Case of Turkey," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 19, issue 2, pages 19-32, November.
• Webel, Karsten, 2016, "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers, Deutsche Bundesbank, number 07/2016.
• El-Shagi, Makram & von Schweinitz, Gregor, 2016, "The joint dynamics of sovereign ratings and government bond yields," Discussion Papers, Deutsche Bundesbank, number 13/2016.
• Krüger, Jens J. & Rhiel, Mathias, 2016, "Determinants of ICT infrastructure: A cross-country statistical analysis," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 228.
• Krüger, Jens J., 2016, "Direct targeting of efficient DMUs for benchmarking," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 229.
• Falco, Paolo & Haywood, Luke, 2016, "Entrepreneurship versus joblessness: Explaining the rise in self-employment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 118, pages 245-265.
• Kukacka, Jiri & Barunik, Jozef, 2016, "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 63.
• Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2016, "Minimum wage and employment: Escaping the parametric straitjacket," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-17.
• Cuong Viet Nguyen, 2016, "Impacts of rural road on household welfare in Vietnam: Evidence from a replication study," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-40.
• El-Shagi, Makram, 2016, "Much ado about nothing: Sovereign ratings and government bond yields in the OECD," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 22/2016.
• Kim, Kun Ho & Park, Suna, 2016, "Inference and Forecasting Based on the Phillips Curve," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 38, issue 2, pages 1-20, DOI: 10.23895/kdijep.2016.38.2.1.
• Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016, "Semiparametric estimation with generated covariates," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 81, DOI: 10.5445/IR/1000051816.
• Caporin, Massimiliano & Kolokolov, Alexey & Renò, Roberto, 2016, "Systemic co-jumps," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 149, DOI: 10.2139/ssrn.2851811.
• Breunig, Christoph & Hoderlein, Stefan, 2016, "Specification testing in random coefficient models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-053.
• Härdle, Wolfgang Karl & Nasekin, Sergey & Hong, Zhiwu, 2016, "Leveraged ETF options implied volatility paradox: A statistical study," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-004.
• Zharova, Alona & Mihoci, Andrija & Härdle, Wolfgang Karl, 2016, "Academic ranking scales in economics: Prediction and imputation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-020.
• Fang, Lei & Härdle, Wolfgang Karl & Park, Juhyun, 2016, "A mortality model for multi-populations: A semi-parametric approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-023.
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2016, "Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-024.
• Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko, 2016, "Functional principal component analysis for derivatives of multivariate curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-033.
• Chen, Xiaoyu, 2016, "A multicity study of association between air pollution and CHD mortality in China by using time series threshold poisson regression model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-055.
• Gralka, Sabine, 2016, "Persistent inefficiency in the higher education sector: Evidence from Germany," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 06/16.
• Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145485.
• Egger, Peter Hannes & Egger, Peter, 2016, "Heterogeneous Effects of Tariff and Nontariff Policy Barriers in General Equilibrium," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145675.
• Czarnitzki, Dirk & Delanote, Julie, 2016, "Incorporating innovation subsidies in the CDM framework: Empirical evidence from Belgium," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-045.
• Biewen, Martin & Ungerer, Martin & Löffler, Max, 2016, "Trends in the German income distribution: 2005/06 to 2010/11," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-088.
• Breunig, Christoph & Kummer, Michael & Ohnemus, Jörg & Viete, Steffen, 2016, "IT outsourcing and firm productivity: Eliminating bias from selective missingness in the dependent variable," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-092.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2016, "Dynamic Global Currency Hedging," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-03, Jan.
• Shin Kanaya, 2016, "Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-24, Jul.
• Joachim Lebovits & Mark Podolskij, 2016, "Estimation of the global regularity of a multifractional Brownian motion," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-33, Dec.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• Lee, Yoo Hwan & Graff, Gregory D., , "Academic Knowledge Spillovers and the Role of Geographic Proximity in Regional Agriculture-related Sectors: The impact of agricultural research at Colorado State University on the Colorado economy, and beyond," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235717, DOI: 10.22004/ag.econ.235717.
• Almeida, Alexandre N. & Santos, Augusto S. & Halmenschlager, Vinícius & Gilio, Leandro & Diniz, Tiago B. & Ferreira, Alexandre A. S., , "Flexible-fuel automobiles and CO2 emissions in Brazil: a semiparametric analysis using panel data," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235733, DOI: 10.22004/ag.econ.235733.
• Paroissien, Emmanuel, 2016, "Solving for a Bias in the Standardized Expert Wine Score," Working Papers, American Association of Wine Economists, number 231132, Feb, DOI: 10.22004/ag.econ.231132.
• Huiban, Jean-Pierre & Mastromarco, Camille & Musolesi, Antonio & Simioni, Michel, 2016, "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers MOISA, Institut National de la recherché Agronomique (INRA), UMR MOISA : Marchés, Organisations, Institutions et Stratégies d'Acteurs : CIHEAM-IAMM, CIRAD, INRA, Montpellier SupAgro, Montpellier, France, number 235162, May, DOI: 10.22004/ag.econ.235162.
• Zapata, Samuel D. & Carpio, Carlos E., 2016, "Non-Parametric Estimation of a Distribution Function with Interval Censored Data," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229802, DOI: 10.22004/ag.econ.229802.
• Gilles Dufrénot & Anne-Charlotte Paret Onorato, 2016, "Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1627, Oct.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold, 2016, "Robust frontier estimation from noisy data: a Tikhonov regularization approach," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016028, Jan.
• Hafner, C. & Laurent, S. & Violante, F., 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016034, Jan.
• Hafner, C. & Linton, O., 2016, "An Almost Closed Form Estimator for the EGARCH model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016036, Jan.
• Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2016, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016007, Jan.
• Cazals, Catherine & Feve, Frederique & Florens, Jean-Pierre & Simar, Leopold, 2016, "Non Parametric Instrumental Variables Estimation for Efficiency Frontier," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2016014, Jan.
• Xiaohong Chen & Yin Jia Jeff Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 259-290, October.
• Steven Berry & Philip Haile, 2016, "Identification in Differentiated Products Markets," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 27-52, October.
• Susanne M. Schennach, 2016, "Recent Advances in the Measurement Error Literature," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 341-377, October.
• Guillermo Jopen Sánchez, 2016, "Measuring Technical Efficiency in Primary Education: Evidences for Peruvian Case," Working Papers, Peruvian Economic Association, number 77, Nov.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," Papers, arXiv.org, number 1601.00934, Jan, revised Jun 2019.
• Sokbae Lee & Ryo Okui & Yoon-Jae Whang, 2016, "Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function," Papers, arXiv.org, number 1601.02801, Jan, revised Oct 2016.
• Jozef Barunik & Lukas Vacha, 2016, "Do co-jumps impact correlations in currency markets?," Papers, arXiv.org, number 1602.05489, Feb, revised Oct 2017.
• Yuichi Kitamura & Jorg Stoye, 2016, "Nonparametric Analysis of Random Utility Models," Papers, arXiv.org, number 1606.04819, Jun, revised Sep 2018.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The Rank Effect for Commodities," Papers, arXiv.org, number 1607.07510, Jul.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016, "Locally Robust Semiparametric Estimation," Papers, arXiv.org, number 1608.00033, Jul, revised Aug 2020.
• Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
• Andrii Babii, 2016, "Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models," Papers, arXiv.org, number 1611.03015, Nov, revised Dec 2020.
• Marinho Bertanha & Marcelo J. Moreira, 2016, "Impossible Inference in Econometrics: Theory and Applications," Papers, arXiv.org, number 1612.02024, Dec, revised Feb 2020.
• Mihaela SIMIONESCU, 2016, "The Exports Of Some Crops From Usa. A Panel Data Approach," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 42, issue 1, pages 79-93, June.
• Joachim Freyberger & Matthew Masten, 2016, "Compactness of infinite dimensional parameter spaces," CeMMAP working papers, Institute for Fiscal Studies, number 01/16, Jan, DOI: 10.1920/wp.cem.2016.0116.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2016, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Institute for Fiscal Studies, number 02/16, Jan, DOI: 10.1920/wp.cem.2016.0216.
• Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang, 2016, "Doubly robust uniform confidence band for the conditional average treatment effect function," CeMMAP working papers, Institute for Fiscal Studies, number 03/16, Jan, DOI: 10.1920/wp.cem.2016.0316.
• Jeremy Fox, 2016, "Estimating Matching Games with Transfers," CeMMAP working papers, Institute for Fiscal Studies, number 14/16, Mar, DOI: 10.1920/wp.cem.2016.1416.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2016, "Inference under Covariate-Adaptive Randomization," CeMMAP working papers, Institute for Fiscal Studies, number 21/16, May, DOI: 10.1920/wp.cem.2016.2116.
• Matthew Masten & Alexandre Poirier, 2016, "Partial independence in nonseparable models," CeMMAP working papers, Institute for Fiscal Studies, number 26/16, Jun, DOI: 10.1920/wp.cem.2016.2616.
• Yuichi Kitamura & Jörg Stoye, 2016, "Nonparametric analysis of random utility models," CeMMAP working papers, Institute for Fiscal Studies, number 27/16, Jun, DOI: 10.1920/wp.cem.2016.2716.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2016, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Institute for Fiscal Studies, number 29/16, Jul, DOI: 10.1920/wp.cem.2016.2916.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016, "Locally robust semiparametric estimation," CeMMAP working papers, Institute for Fiscal Studies, number 31/16, Aug, DOI: 10.1920/wp.cem.2016.3116.
• Ivan A. Canay & Vishal Kamat, 2016, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 33/16, Aug, DOI: 10.1920/wp.cem.2016.3316.
• Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016, "A quantile correlated random coefficients panel data model," CeMMAP working papers, Institute for Fiscal Studies, number 34/16, Aug, DOI: 10.1920/wp.cem.2016.3414.
• Andrew Chesher & Adam Rosen, 2016, "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers, Institute for Fiscal Studies, number 44/16, Aug, DOI: 10.1920/wp.cem.2016.4416.
• A?da Kammoun & Imen Triki, 2016, "Credit Scoring Models for a Tunisian Microfinance Institution: Comparison between Artificial Neural Network and Logistic Regression," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 61-78, February.
• Fuchun Li & Hongyu Xiao, 2016, "Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach," Staff Working Papers, Bank of Canada, number 16-21, DOI: 10.34989/swp-2017-21.
• Maarten van Oordt & Chen Zhou, 2016, "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers, Bank of Canada, number 16-22, DOI: 10.34989/swp-2017-22.
• Serafin Grundl & Yu Zhu, 2016, "Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity," Staff Working Papers, Bank of Canada, number 16-23, DOI: 10.34989/swp-2017-23.
• Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016, "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series, Central Bank of Brazil, Research Department, number 436, May.
• Ines Buono & Sara Formai, 2016, "The evolution of the anchoring of inflation expectations," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 321, Mar.
• Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babeck� & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & V, 2016, "Beyond the austerity dispute: new priorities for fiscal policy," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 20, Mar.
• Garcia-Medina Cecilia, 2016, "You, Me and the Mean: a Semiparametric Approach to the Redistributive Effects of Transfer Programs," Working Papers, Banco de México, number 2016-16, Oct.
• Pamela Cardozo & Fredy Gamboa & David Perez-Reyna & Mauricio Villamizar-Villegas, 2016, "Banking Limits on Foreign Holdings: Disentangling the Portfolio Balance Channel," Borradores de Economia, Banco de la Republica de Colombia, number 934, Mar, DOI: 10.32468/be.934.
• Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016, "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia, Banco de la Republica de Colombia, number 972, Nov, DOI: 10.32468/be.972.
• E. Avisoa, 2016, "European banks’ technical efficiency and performance: do business models matter? The case of European co-operatives banks," Débats Economiques et financiers, Banque de France, number 25.
• João A. Bastos & Joaquim J. S. Ramalho, 2016, "Nonparametric Models Of Financial Leverage Decisions," Bulletin of Economic Research, Wiley Blackwell, volume 68, issue 4, pages 348-366, October.
• Alan I. Barreca & Jason M. Lindo & Glen R. Waddell, 2016, "Heaping-Induced Bias In Regression-Discontinuity Designs," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 268-293, January.
• Tom Coupe & Claire Monteiro, 2016, "The Charity Of The Extremely Wealthy," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 751-761, April.
• Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016, "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 907-924, April.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, volume 14, issue 1, pages 45-79, February.
• Paul E. Carrillo & Jonathan L. Rothbaum, 2016, "Counterfactual Spatial Distributions," Journal of Regional Science, Wiley Blackwell, volume 56, issue 5, pages 868-894, November.
• Jonas Debrulle, 2016, "The Role of Entrepreneurship in the Context of Career Trajectories: Moving Back into Wage Employment or into Unemployment?," LABOUR, CEIS, volume 30, issue 2, pages 180-197, June.
• Jesús Peiró-Palomino, 2016, "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 5, pages 717-751, October.
• José Manuel Belbute & Leonardo Dia Massala & Júlio António Delgado, 2016, "Measuring Persistence in Inflation: Evidence For angola," South African Journal of Economics, Economic Society of South Africa, volume 84, issue 4, pages 594-606, December.
• Christoph Breunig & Stefan Hoderlein, 2016, "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 897, Feb.
• T. Arduini, 2016, "Distribution Free Estimation of Spatial Autoregressive Binary Choice Panel Data Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1052, Jan.
• R. Metulini & R. Patuelli & D. A. Griffith, 2016, "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1081, Oct.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2016-001, Jan.
• Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016, "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 153-177, January, DOI: 10.1515/jem-2013-0002.
• Fan Yanqin & Sherman Robert & Shum Matthew, 2016, "Estimation and Inference in an Ecological Inference Model," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 17-48, January, DOI: 10.1515/jem-2015-0006.
• Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016, "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 79-101, January, DOI: 10.1515/jem-2014-0018.
• Dimpfl Thomas & Peter Franziska J., 2016, "Price discovery in the markets for credit risk: a Markov switching approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 233-249, June, DOI: 10.1515/snde-2015-0032.
• Jensen Mark J., 2016, "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 455-475, September, DOI: 10.1515/snde-2014-0116.
• Härdle Wolfgang Karl & Silyakova Elena, 2016, "Implied basket correlation dynamics," Statistics & Risk Modeling, De Gruyter, volume 33, issue 1-2, pages 1-20, September, DOI: 10.1515/strm-2014-1176.
• Senay Sokullu & Sami Stouli, 2016, "Cross-Validation Selection of Regularization Parameter(s) for Semiparametric Transformation Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/672, Mar, revised 08 Nov 2017.
• Claudia Curi & Justas Gedvilas & Ana Lozano-Vivas, 2016, "Corporate Governance of SOEs and performance in transition countries. Evidence from Lithuania," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS36, Sep.
• Théophile T. Azomahou & Micheline Goedhuys & Phu Nguyen Van, 2016, "A Structural Nonparametric Reappraisal of the co 2 Emissions–Income Relationship," Revue économique, Presses de Sciences-Po, volume 67, issue 1, pages 167-174.
• Peter Malec, 2016, "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1633, May.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2016, "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2240n3n5, Jan.
• Richard Gearhart, 2016, "The robustness of cross-country healthcare rankings among homogeneous OECD countries," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 113-144, May.
• Chengyu Li & Mark Wang & Jianghao Wang & Wenjie Wu, 2016, "The Geography of City Liveliness and Land Use Configurations: Evidence from Location-Based Big Data in Beijing," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0201, Jul.
• Myung Hwan Seo & Taisuke Otsu, 2016, "Local M-estimation with discontinuous criterion for dependent and limited observations," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /589, Oct.
• Yukitoshi Matsushita & Taisuke Otsu, 2016, "Likelihood inference on semiparametric models with generated regressors," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 587, Sep.
• Marco Caliendo & Steffen Künn & Martin Weißenberger, 2016, "Personality Traits and the Evaluation of Start-Up Subsidies," CESifo Working Paper Series, CESifo, number 5733.
• Aeberhard, Romain & Coudin, Elise & Rathelot, Roland, 2016, "The heterogeneity of ethnic employment gaps," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 290.
• D’Haultfoeuille, Xavier & Rathelot, Roland, 2016, "Measuring Segregation on Small Units: A Partial Identification Analysis," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 291.
• Olivier Scaillet, 2016, "On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-06, Jan.
• Francesco Aiello & Graziella Bonanno, 2016, "On The Sources Of Heterogeneity In Banking Efficiency Literature," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201612, Nov.
• Ana María Díaz, 2016, "Spatial Unemployment Differentials in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 76.
• A. Garc√≠a, 2016, "Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes," Documentos de Trabajo, Universidad del Rosario, number 14186, Jan.
• Maribel Jiménez & M�nica Jim�nez, 2016, "Efectos del programa Asignación Universal por Hijo en la deserción escolar adolescente," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 35, issue 69, pages 709-752.
• Lina M. Cortés & Javier Perote & Andr�s Mora-Valencia, 2016, "The productivity of top researchers: A semi-nonparametric approach," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14437, Mar.
• Bibiana Lanzilotta Mernies, 2016, "Taxonomia y Dinamica de las Expectativas Economicas de los Empresarios Industriales en Uruguay. Un Analisis de Conglomerados," Revista de Economía del Rosario, Universidad del Rosario, volume 17, issue 2, pages 229-256.
• Gómez Silva Carlos Alberto, 2016, "Clasificación de colegios según las pruebas Saber 11 del ICFES: un análisis usando modelos marginales (MM)," Revista Sociedad y Economía, Universidad del Valle, CIDSE, volume 0, issue 30, pages 11-404.
• Fabián Ernesto Vidal Sánchez, 2016, "“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15232, Nov.
• Nicolás Ronderos Pulido, 2016, "Una visión unificada del contagio en mercados financieros: un enfoque causal en el dominio de la frecuencia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-27.
• HAFNER, Christian & LAURENT, Sebastien & VIOLANTE, Francesco, 2016, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016009, Apr.
• BERTANHA, Marinho & IMBENS, Guido W., 2016, "External Validity in Fuzzy Regression Discontinuity Designs," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016025, Feb.
• BERTANHA, Marinho, 2016, "Regression Discontinuity Design with Many Thresholds," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016026, Apr.
• HAFNER, Christian & PREMINGER, Arie, 2016, "On Asymptotic Theory for ARCH(infinite) Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016030, Aug.
• DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.
• Abbring, Jaap & Daljord, Øystein, 2016, "Identifying the Discount Factor in Dynamic Discrete Choice Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11133, Feb.
• Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie, 2016, "Export Promotion: what works?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11270, May.
• Barnichon, Regis & Matthes, Christian, 2016, "Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11374, Jul.
• Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016, "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11560, Oct.
• Battistin, Erich & De Nadai, Michele & Vuri, Daniela, 2016, "Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11667, Nov.
• Gerard, François & Rothe, Christoph & Rokkanen, Miikka, 2016, "Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11668, Nov.
• Barnichon, Regis & Brownlees, Christian, 2016, "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11726, Dec.
• Romain Aeberhardt & Elise Coudin & Roland Rathelot, 2016, "The heterogeneity of ethnic employment gaps," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 1610, May.
• Xavier D'Haultfoeuille & Roland Rathelot, 2016, "Measuring Segregation on Small Units: A Partial Identification Analysis," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 1611, May.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2016, "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers, Center for Research in Economics and Statistics, number 2016-20, Mar.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2016, "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers, Center for Research in Economics and Statistics, number 2016-33, Sep.
• Christian Gouriéroux & Yang Lu, 2016, "A Flexible State-Space Model with Application to Stochastic Volatility," Working Papers, Center for Research in Economics and Statistics, number 2016-39, Nov.
• Mauro Mussini, 2016, "On Measuring Income Polarization: An Approach Based On Regression Trees," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 17, issue 2, pages 221-236, June.
• Maryna Tverdostup & Tiiu Paas, 2016, "Assessment of Labour Market Returns to Gender Unique Human Capital: Evidence from Estonia," Gecomplexity Discussion Paper Series, Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation", number 201605, Apr, revised Apr 2016.
• Linton, Oliver & Wang, Qiying, 2016, "Nonparametric Transformation Regression With Nonstationary Data," Econometric Theory, Cambridge University Press, volume 32, issue 1, pages 1-29, February.
• Florens, Jean-Pierre & Simoni, Anna, 2016, "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, volume 32, issue 1, pages 71-121, February.
• Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016, "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, volume 32, issue 3, pages 655-685, June.
• Kanaya, Shin & Kristensen, Dennis, 2016, "Estimation Of Stochastic Volatility Models By Nonparametric Filtering," Econometric Theory, Cambridge University Press, volume 32, issue 4, pages 861-916, August.
• Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016, "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, volume 32, issue 5, pages 1140-1177, October.
• Barnett, William A. & Eryilmaz, Unal, 2016, "An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 2, pages 482-503, March.
• Mariuam SHAFI & Zahid ASGHAR & Saqlain RAZA, 2016, "Analyzing Tax Policy and Economic Growth by Using Semi-Parametric Approach," Journal of Economic and Social Thought, EconSciences Journals, volume 3, issue 4, pages 521-533, December.
• Timothy B. Armstrong, 2016, "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1960R, Dec.
• Steven T. Berry & Philip A. Haile, 2016, "Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2008R, Dec.
• Xiaohong Chen & Yin Jia Qiu, 2016, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2032, Mar.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2043, May.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2043R, May, revised May 2017.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2043R2, May, revised Dec 2017.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044, Jun.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044R, Jun, revised Oct 2016.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044R2, Jun, revised Mar 2018.
• Timothy B. Armstrong & Michal Koles�r, 2016, "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2044R3, Jun, revised Aug 2018.
• Cătălina-Lucia COCIANU & Hakob GRIGORYAN, 2016, "Machine Learning Techniques For Stock Market Prediction.Acase Study Of Omv Petrom," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 63-82.
• Madalina STOICA & Anamaria ALDEA, 2016, "Efficiency Of Teaching And Research Activities In Romanian Universities: An Order – Alpha Partial Frontiers Approach," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 169-186.
• Ramon ALEMANY & Catalina BOLANCÉ & Montserrat GUILLÉN & Alemar E. PADILLA-BARRETO, 2016, "Combining Parametric And Non-Parametric Methods To Compute Value-At-Risk," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 61-74.
• Simon Cornée & Gervais Thenet, 2016, "Efficience des institutions de microfinance en Bolivie et au Pérou:une approche data envelopment analysis en deux étapes," Revue Finance Contrôle Stratégie, revues.org, volume 19, issue 1, pages 65-91, March.
• Martin Biewen & Martin Ungerer & Max Löffler, 2016, "Trends in the German Income Distribution: 2005/06 to 2010/11," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 889.
• Michael Zschille, 2016, "Kaum Kostenvorteile durch Unternehmenszusammenschlüsse in der Trinkwasserversorgung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 20, pages 455-460.
• Stefan Seifert, 2016, "Semi-Parametric Measures of Scale Characteristics of German Natural Gas-Fired Electricity Generation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1571.
• Michael Zschille, 2016, "Cost Structure and Economies of Scale in German Water Supply," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1576.
• Lara Abdel Fattah & Sylvain Barthélémy & Nadine Levratto & Benjamin Trempont, 2016, "Post-reorganization survival: a semi-parametric and non-parametric analysis of firm characteristics," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-22.
• Ebru Caglayan Akay & Sinem Guler Kangalli Uyar, 2016, "Determining the Functional Form of Relationships between Oil Prices and Macroeconomic Variables: The Case of Mexico, Indonesia, South Korea, Turkey Countries," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 880-891.
• Gamboa, Luis Fernando & Krüger, Natalia, 2016, "¿Existen diferencias en América Latina en el aporte de la educación preescolar al logro educativo futuro?: pisa 2009-2012," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Gamboa, Luis Fernando & Krüger, Natalia, 2016, "Does the contribution made by early education to later academic achievement differ in Latin America?: PISA 2009-2012," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Baruník, Jozef & Malinská, Barbora, 2016, "Forecasting the term structure of crude oil futures prices with neural networks," Applied Energy, Elsevier, volume 164, issue C, pages 366-379, DOI: 10.1016/j.apenergy.2015.11.051.
• Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2016, "A simple and successful shrinkage method for weighting estimators of treatment effects," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 512-525, DOI: 10.1016/j.csda.2014.09.015.
• Falco, Paolo & Haywood, Luke, 2016, "Entrepreneurship versus joblessness: Explaining the rise in self-employment," Journal of Development Economics, Elsevier, volume 118, issue C, pages 245-265, DOI: 10.1016/j.jdeveco.2015.07.010.
• Bosco, Bruno, 2016, "Old and new factors affecting corruption in Europe: Evidence from panel data," Economic Analysis and Policy, Elsevier, volume 51, issue C, pages 66-85, DOI: 10.1016/j.eap.2016.06.002.
• Avdoulas, Christos & Bekiros, Stelios & Boubaker, Sabri, 2016, "Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach," Economic Modelling, Elsevier, volume 58, issue C, pages 580-587, DOI: 10.1016/j.econmod.2016.02.001.
• Silvapulle, Param & Fenech, Jean Pierre & Thomas, Alice & Brooks, Rob, 2016, "Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries," Economic Modelling, Elsevier, volume 58, issue C, pages 83-92, DOI: 10.1016/j.econmod.2016.05.015.
• Sueishi, Naoya, 2016, "A simple derivation of the efficiency bound for conditional moment restriction models," Economics Letters, Elsevier, volume 138, issue C, pages 57-59, DOI: 10.1016/j.econlet.2015.11.028.
• Góes, Carlos, 2016, "Institutions and growth: A GMM/IV Panel VAR approach," Economics Letters, Elsevier, volume 138, issue C, pages 85-91, DOI: 10.1016/j.econlet.2015.11.024.
• Li, Cong & Wang, Yanfei, 2016, "Gradient-based bandwidth selection for estimating average derivatives," Economics Letters, Elsevier, volume 140, issue C, pages 19-22, DOI: 10.1016/j.econlet.2015.12.005.