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

2015

• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21491, Aug.
• Andrew Owen & Haibing Jiang, 2015, "Temporal Sampling Intervals and Service Frequency Harmonics in Transit Accessibility Evaluation," Working Papers, University of Minnesota: Nexus Research Group, number 000144.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-13, Sep.
• Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
• Tommaso Agasisti & Pablo Zoido, 2015, "The Efficiency of Secondary Schools in an International Perspective: Preliminary Results from PISA 2012," OECD Education Working Papers, OECD Publishing, number 117, May, DOI: 10.1787/5js1t53mrdf0-en.
• Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2015, "Econometric modelling of the regional knowledge production function in Europe," Journal of Economic Geography, Oxford University Press, volume 15, issue 6, pages 1227-1259.
• Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang, 2015, "Uniform Confidence Bands for Pricing Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 376-413.
• Yingying Li & Per A. Mykland, 2015, "Rounding Errors and Volatility Estimation," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 478-504.
• Janine Balter, 2015, "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 505-519.
• Marine Carrasco & Rachidi Kotchoni, 2015, "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 757-797.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 3, pages 991-1030.
• Simona Ghita & Emilia Titan & Cristina Boboc, 2015, "Effects of the Global Financial Crisis on the Resources of Health System in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 98-103, May.
• Ying-Ying Lee, 2015, "Efficient propensity score regression estimators of multi-valued treatment effects for the treated," Economics Series Working Papers, University of Oxford, Department of Economics, number 738, Jan.
• Pawel Dziewulski, 2015, "Revealed time-preference," Economics Series Working Papers, University of Oxford, Department of Economics, number 748, Jun.
• James Wolter, 2015, "Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals," Economics Series Working Papers, University of Oxford, Department of Economics, number 760, Oct.
• James Wolter, 2015, "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers, University of Oxford, Department of Economics, number 761, Oct.
• de Jorge Moreno, Justo & Rojas Carrasco, Oscar & Sánchez Henríquez, Jorge, 2015, "Análisis de la eficiencia y sus factores explicativos en el sector de consultoría y auditoría en España || Analysis of the efficiency and the explanatory factors in the consulting and auditing sector ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 20, issue 1, pages 77-94, December.
• José María Rentería, 2015, "Brechas de ingresos laborales en el Perú urbano: una exploración de la economía informal," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-408.
• Yuanhua Feng & Chen Zhou, 2015, "An iterative plug-in algorithm for realized kernels," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 87, Jan.
• Beata Bieszk-Stolorz & Iwona Markowicz, 2015, "Influence Of Unemployment Benefit On Duration Of Registered Unemployment Spells," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 3, pages 167-183, September, DOI: 10.12775/EQUIL.2015.031.
• Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2015, "Statistical analysis of business cycle fluctuations in Poland before and after the crisis," Working Papers, Institute of Economic Research, number 71/2015, Apr, revised Apr 2015.
• Verda Salman & Aliya H. Khan & Madeeha Gohar Qureshi, 2015, "Issues in Statistical Modelling of Human Capital and Economic Growth Nuxus: A Cross Country Analysis," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2015:126.
• Davide Fiaschi & Lisa Gianmoena & Angela Parenti, 2015, "Local Directional Moran Scatter Plot - LDMS," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2015/197, Feb.
• Irene Brunetti & Davide Fiaschi, 2015, "Intragenerational Mobility in Italy: a Non-parametric Estimates," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2015/204, Jul.
• Harris, Matthew & Kohn, Jennifer, 2015, "Reference dependent utility from health and the demand for medical care," MPRA Paper, University Library of Munich, Germany, number 61926, Feb.
• Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015, "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper, University Library of Munich, Germany, number 62028, Feb.
• Afanasyev, Dmitriy & Fedorova, Elena, 2015, "The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions," MPRA Paper, University Library of Munich, Germany, number 62391, Feb.
• Maheu, John M & Yang, Qiao, 2015, "An Infinite Hidden Markov Model for Short-term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 62408, Jan.
• An, Yonghong & Tang, Xun, 2015, "Identification and Estimation of Auctions with Incomplete Contracts: A Structural Analysis of California Highway Construction Projects," MPRA Paper, University Library of Munich, Germany, number 62602, Feb.
• Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015, "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper, University Library of Munich, Germany, number 62807, Mar.
• Sambracos, Evangelos & Maniati, Marina, 2015, "Technical Efficiency of Shipping Banks: A DEA Approach," MPRA Paper, University Library of Munich, Germany, number 63131, Jan.
• González-Val, Rafael & Marcén, Miriam, 2015, "Divorce and the Business cycle: A cross-country analysis," MPRA Paper, University Library of Munich, Germany, number 63194, Mar.
• Didenko, Alexander & Dubovikov, Michael & Poutko, Boris, 2015, "Forecasting Coherent Volatility Breakouts," MPRA Paper, University Library of Munich, Germany, number 63708, Mar.
• Cayton, Peter Julian, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 63755, Apr.
• Kontek, Krzysztof, 2015, "Fanning-Out or Fanning-In? Continuous or Discontinuous? Estimating Indifference Curves Inside the Marschak-Machina Triangle using Certainty Equivalents," MPRA Paper, University Library of Munich, Germany, number 63965, Apr.
• Aldanondo, Ana M. & Casasnovas, Valero L., 2015, "More is better than one: the impact of different numbers of input aggregators in technical efficiency estimation," MPRA Paper, University Library of Munich, Germany, number 64120, Apr.
• Gambetta Podesta, Renzo, 2015, "Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito
  [Microfinances in Peru: Solvency and Profitability in Municipal Savings and Loans Banks]," MPRA Paper, University Library of Munich, Germany, number 64741, Mar.
• Yagi, Michiyuki & Hidemichi, Fujii & Hoang, Vincent & Managi, Shunsuke, 2015, "Environmental efficiency of energy, materials, and emissions," MPRA Paper, University Library of Munich, Germany, number 65358, May.
• Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015, "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
  [Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper, University Library of Munich, Germany, number 65704, Jul.
• Richey, Jeremiah & Rosburg, Alicia, 2015, "Decomposing economic mobility transition matrices," MPRA Paper, University Library of Munich, Germany, number 66485, Aug.
• Barra, Cristian & Zotti, Roberto, 2015, "Regional innovation system (in)efficiency and its determinants: an empirical evidence from Italian regions," MPRA Paper, University Library of Munich, Germany, number 67067, Oct.
• Barra, Cristian & Lagravinese, Raffaele & Zotti, Roberto, 2015, "Explaining (in)efficiency in higher education: a comparison of parametric and non-parametric analyses to rank universities," MPRA Paper, University Library of Munich, Germany, number 67119, Oct.
• Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia, 2015, "Composite likelihood inference for hidden Markov models for dynamic networks," MPRA Paper, University Library of Munich, Germany, number 67242, Oct.
• Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele, 2015, "Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?," MPRA Paper, University Library of Munich, Germany, number 69821.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
• Bell, Peter N, 2015, "Identifying the Median Path of a Stochastic Processes," MPRA Paper, University Library of Munich, Germany, number 72680, Nov.
• de Sá, Rodrigo & Savino Portugal, Marcelo, 2015, "Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil," MPRA Paper, University Library of Munich, Germany, number 72746, Dec.
• Ardakani, Omid & Kishor, Kundan & Song, Suyong, 2015, "On the Effectiveness of Inflation Targeting: Evidence from a Semiparametric Approach," MPRA Paper, University Library of Munich, Germany, number 75091, Jan.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2015, "Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 75740, Oct, revised Nov 2016.
• Mynbaev, Kairat & Martins-Filho, Carlos, 2015, "Consistency and asymptotic normality for a nonparametric prediction under measurement errors," MPRA Paper, University Library of Munich, Germany, number 75845, revised 2014.
• Mynbaev, Kairat & Martins-Filho, Carlos & Aipenova, Aziza, 2015, "A class of nonparametric density derivative estimators based on global Lipschitz conditions," MPRA Paper, University Library of Munich, Germany, number 75909, revised 2014.
• Cayton, Peter Julian & Ho, Kin-Yip, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 79134, Apr.
• Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015, "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201514, Mar.
• Łukasz Lenart & Mateusz Pipień, 2015, "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 3, pages 169-186, September.
• Marcin Owczarczuk, 2015, "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 4, pages 205-217, December.
• João Valle e Azevedo & Inês Maria Gonçalves, 2015, "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201502.
• Phornchanok Cumperayot Kouwenberg, 2015, "Stability of Thai Baht: Tales from the Tails," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 1, Sep.
• David Byrne & Masayuki Hirukawa & Susumu Imai & Vasilis Sarafidis, 2015, "Instrument-free Identification And Estimation Of Differentiated Products Models," Working Paper, Economics Department, Queen's University, number 1336, Jan.
• Sugata Marjit & Lei Yang, 2015, "Accumulation with Malnutrition - The Role of Status Seeking Behavior," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 544, Apr.
• Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk, 2015, "Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP042015, Apr.
• Hideyuki Mizobuchi, 2015, "Productivity Indexes under Hicks Neutral Technical Change," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072015, Oct.
• Natalya Zelenyuk & Valentin Zelenyuk, 2015, "Productivity Drivers of Efficiency in Banking: Importance of Model Specifications," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082015, Sep.
• Hideyuki Mizobuchi, 2015, "Multiple Directions for Measuring Biased Technical Change," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP092015, Nov.
• Kelly D.T.Trinh & Valentin Zelenyuk, 2015, "Productivity Growth and Convergence: Revisiting Kumar and Russell (2002)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP112015, Dec.
• Liudas Giraitis & George Kapetanios & Tony Yates, 2015, "Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 767, Dec.
• Liudas Giraitis & George Kapetanios & Konstantinos Theodoridis & Tony Yates, 2015, "Estimating Time-Varying DSGE Models Using Minimum Distance Methods," Working Papers, Queen Mary University of London, School of Economics and Finance, number 768, Dec.
• Marcelo Fernandes & João Mergulhão, 2015, "Anticipatory Effects in the FTSE 100 Index Revisions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 773, Dec.
• R Herrera & Adam Clements, 2015, "Point process models for extreme returns: Harnessing implied volatility," NCER Working Paper Series, National Centre for Econometric Research, number 104, May.
• Selim Mankaï & Khaled Guesmi, 2015, "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
• Christoph Basten, Andrea Lassmann, Maximilian von Ehrlich, 2015, "Income Taxes, Sorting, and the Costs of Housing: Evidence from Municipal Boundaries in Switzerland," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft - CRED, number credresearchpaper05, Jul.
• Ian Dew-Becker & Rhys Bidder, 2015, "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers, Society for Economic Dynamics, number 490.
• Andrew Shephard & George-Levi Gayle, 2015, "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," 2015 Meeting Papers, Society for Economic Dynamics, number 882.
• Moritz Schularick & Alan Taylor & Oscar Jorda, 2015, "Leveraged Bubbles," 2015 Meeting Papers, Society for Economic Dynamics, number 910.
• Konan L¨¦on N'DRI, 2015, "Variance Ratio Tests of the Random Walk in the BRVM," Applied Economics and Finance, Redfame publishing, volume 2, issue 2, pages 118-125, May.
• Josip Arneric & Zdravka Aljinovic & Tea Poklepovic, 2015, "Extraction of market expectations from risk-neutral density," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 33, issue 2, pages 235-256.
• John M. Maheu & Qiao Yang, 2015, "An Infinite Hidden Markov Model for Short-term Interest Rates," Working Paper series, Rimini Centre for Economic Analysis, number 15-05, Feb.
• Lance Lochner & Youngki Shin, 2015, "Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks," Working Paper series, Rimini Centre for Economic Analysis, number 15-09, Feb.
• Roberto Patuelli & Gert-Jan Linders & Rodolfo Metulini & Daniel A. Griffith, 2015, "The Space of Gravity: Spatial Filtering Estimation of a Gravity Model for Bilateral Trade," Working Paper series, Rimini Centre for Economic Analysis, number 15-27, Aug.
• Sermin Gungor & Richard Luger, 2015, "Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 35-65.
• Xuehui Han & Shang-Jin Wei, 2015, "Re-examining the Middle-Income Trap Hypothesis: What to Reject and What to Revive?," ADB Economics Working Paper Series, Asian Development Bank, number 436, Jul.
• Alexander Larin & Elena Tarunina, 2015, "Entrepreneurial activity and economic development: The shape of the relationship," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 37, issue 1, pages 3-26.
• Sergey Aivazian & Alexander Bereznyatskiy & Boris Brodsky & Boris Darkhovsky, 2015, "Statistical analysis of variable-structure models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 39, issue 3, pages 84-105.
• Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long range data," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 12-2014, Jan.
• Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2015, "Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 437-450.
• Juan Gabriel Brida & Nicolás Garrido & David Matesanz Gómez, 2015, "Análisis jerárquico de la dinámica económica de las comunidades españolas en el periodo 1955-2009," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 31, pages 121-141.
• Ramón J. Torregrosa Montaner, 2015, "Medición y evolución de la identidad nacionalista en España," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 33, pages 53-70.
• Nazeeruddin Mohammad & Dawood Ashraf, 2015, "The Market Timing Ability and Return Performance of Islamic Equities: an Empirical Study," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 1436-6, May.
• Silviu PETRE & Gheorghe SAVOIU, 2015, "Historical Aspects, Traditions and Statistical Gaps. The German Economy versus the Romanian Economy," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 6, pages 79-92, June.
• Roger Klein & Chan Shen, 2015, "Semiparametric Instrumental Variable Estimation in an Endogenous Treatment Model," Departmental Working Papers, Rutgers University, Department of Economics, number 201511, Sep.
• Min Seong Kim & Yixiao Sun & Jingjing Yang, 2015, "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," Working Papers, Toronto Metropolitan University, Department of Economics, number 049, Sep.
• Zhanglong Wang & Kent Wang & Zheyao Pan, 2015, "Conditional equity risk premia and realized variance jump risk," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 295-317, May, DOI: 10.1177/0312896214526602.
• Sandra E. Black & Paul J. Devereux & Kjell G. Salvanes, 2015, "Losing Heart? The Effect of Job Displacement on Health," ILR Review, Cornell University, ILR School, volume 68, issue 4, pages 833-861, August.
• Sanjaya Kumar Malik, 2015, "Measurement of Technological Change in India’s Textile Machinery Industry Using the Malmquist Productivity Index," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 2, pages 179-203, May, DOI: 10.1177/0973801014568066.
• Didenko Alexander & Dubovikov Mikhail & Poutko Boris, 2015, "Forecasting coherent volatility breakouts," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 1 (85), pages 30-36.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2015, "Consumption Uncertainty and Precautionary Saving," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 421, Dec.
• Parisa Amirmostofian & Simin Mozayeni, 2015, "Art for New Consciousness, Art for A New Humanity: An Empirical Investigation of Aesthetical Affect of Kamran Khavarani?s Paintings," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003378, May.
• Serkan Erkam & Ugur Ilker Erdogan, 2015, "Testing Day-Of-The-Week Effect Asymmetry In Borsa Istanbul (Bist)," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604423, Jul.
• Chris Motengwe, 2015, "Margin adequacy and extreme value analysis in JSE financial futures," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704716, Sep.
• Li-Fei Huang, 2015, "Jackknife-2 confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704968, Sep.
• Arthur Lewbel & Krishna Pendakur, 2015, "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-12, Nov.
• Arthur Lewbel & Krishna Pendakur, 2015, "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers, Department of Economics, Simon Fraser University, number dp16-03, Nov.
• Yu-Chin Hsu & Kamhon Kan & Tsung-Chih Lai, 2015, "Distribution and Quantile Structural Functions in Treatment Effect Models: Application to Smoking Effects on Wages," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 15-A001, Mar, revised Apr 2016.
• Su Liangjun & Tadao Hoshino, 2015, "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers, Singapore Management University, School of Economics, number 01-2015, Feb.
• Su Liangjun & Zhang Yonghui, 2015, "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 06-2015, Sep.
• Su Liangjun & Xia Wang, 2015, "On Time-Varying Factor Models: Estimation and Testing," Working Papers, Singapore Management University, School of Economics, number 08-2015, Jul.
• Su Liangjun & Xi Qu, 2015, "Specification Test for Spatial Autoregressive Models," Working Papers, Singapore Management University, School of Economics, number 10-2015, Sep.
• Simon Cornée & Gervais Thenet, 2015, "Efficience des institutions de microfinance en Bolivie et au Pérou :une approche Data Envelopment Analysis en deux étapes," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-040, Oct.
• Aziz KUTLAR & Ali KABASAKAL & Adem BABACAN, 2015, "Dynamic Efficiency of Turkish Banks: a DEA Window and Malmquist Index Analysis for the Period of 2003-2012," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
• André Luis Squarize Chagas & Alexandre N. Almeida, Carlos Roberto Azzoni, 2015, "Sugar Cane Burning and Human Health: a Spatial Difference-in-Difference Analysis," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_47, Dec.
• Marcelo Fernandes & Eduardo Mendes & Olivier Scaillet, 2015, "Testing for symmetry and conditional symmetry using asymmetric kernels," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 67, issue 4, pages 649-671, August, DOI: 10.1007/s10463-014-0469-6.
• Jürgen Franke & Peter Mwita & Weining Wang, 2015, "Nonparametric estimates for conditional quantiles of time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 99, issue 1, pages 107-130, January, DOI: 10.1007/s10182-014-0234-4.
• Timo Mitze & Björn Alecke & Janina Reinkowski & Gerhard Untiedt, 2015, "Linking collaborative R&D strategies with the research and innovation performance of SMEs in peripheral regions: Do spatial and organizational choices make a difference?," The Annals of Regional Science, Springer;Western Regional Science Association, volume 55, issue 2, pages 555-596, December, DOI: 10.1007/s00168-015-0719-4.
• Germán Aneiros & Philippe Vieu, 2015, "Partial linear modelling with multi-functional covariates," Computational Statistics, Springer, volume 30, issue 3, pages 647-671, September, DOI: 10.1007/s00180-015-0568-8.
• Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015, "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, volume 30, issue 3, pages 745-766, September, DOI: 10.1007/s00180-015-0561-2.
• Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2015, "Identifying Berlin’s land value map using adaptive weights smoothing," Computational Statistics, Springer, volume 30, issue 3, pages 767-790, September, DOI: 10.1007/s00180-015-0559-9.
• Diego Restrepo-Tobón & Subal Kumbhakar, 2015, "Nonparametric estimation of returns to scale using input distance functions: an application to large U.S. banks," Empirical Economics, Springer, volume 48, issue 1, pages 143-168, February, DOI: 10.1007/s00181-014-0831-9.
• Deniz Ozabaci & Daniel Henderson, 2015, "Additive kernel estimates of returns to schooling," Empirical Economics, Springer, volume 48, issue 1, pages 227-251, February, DOI: 10.1007/s00181-014-0877-8.
• Feng Yao & Junsen Zhang, 2015, "Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling," Empirical Economics, Springer, volume 48, issue 1, pages 253-281, February, DOI: 10.1007/s00181-014-0856-0.
• Amy Apon & Linh Ngo & Michael Payne & Paul Wilson, 2015, "Assessing the effect of high performance computing capabilities on academic research output," Empirical Economics, Springer, volume 48, issue 1, pages 283-312, February, DOI: 10.1007/s00181-014-0833-7.
• Kim Huynh & David Jacho-Chávez & Robert Petrunia & Marcel Voia, 2015, "A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics," Empirical Economics, Springer, volume 48, issue 1, pages 337-360, February, DOI: 10.1007/s00181-014-0807-9.
• Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015, "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, volume 48, issue 1, pages 361-387, February, DOI: 10.1007/s00181-014-0891-x.
• Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015, "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, volume 48, issue 1, pages 389-405, February, DOI: 10.1007/s00181-014-0887-6.
• Nan Cai & Zongwu Cai & Ying Fang & Qiuhua Xu, 2015, "Forecasting major Asian exchange rates using a new semiparametric STAR model," Empirical Economics, Springer, volume 48, issue 1, pages 407-426, February, DOI: 10.1007/s00181-014-0888-5.
• Hongjun Li & Zhongjian Lin & Cheng Hsiao, 2015, "Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach," Empirical Economics, Springer, volume 48, issue 1, pages 427-438, February, DOI: 10.1007/s00181-014-0813-y.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2015, "An environmental degradation index based on stochastic dominance," Empirical Economics, Springer, volume 48, issue 1, pages 439-459, February, DOI: 10.1007/s00181-014-0853-3.
• Yichen Gao & Yu Zhang & Ximing Wu, 2015, "Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index," Empirical Economics, Springer, volume 48, issue 1, pages 61-81, February, DOI: 10.1007/s00181-014-0858-y.
• Daniel Millimet & Manan Roy, 2015, "Partial identification of the long-run causal effect of food security on child health," Empirical Economics, Springer, volume 48, issue 1, pages 83-141, February, DOI: 10.1007/s00181-014-0867-x.
• Sainan Jin & Liangjun Su & Yonghui Zhang, 2015, "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, volume 48, issue 1, pages 9-36, February, DOI: 10.1007/s00181-014-0846-2.
• Mehmet Pinar, 2015, "Measuring world governance: revisiting the institutions hypothesis," Empirical Economics, Springer, volume 48, issue 2, pages 747-778, March, DOI: 10.1007/s00181-013-0796-0.
• Maciej Jakubowski, 2015, "Latent variables and propensity score matching: a simulation study with application to data from the Programme for International Student Assessment in Poland," Empirical Economics, Springer, volume 48, issue 3, pages 1287-1325, May, DOI: 10.1007/s00181-014-0814-x.
• Francesco Vidoli & Giancarlo Ferrara, 2015, "Analyzing Italian citrus sector by semi-nonparametric frontier efficiency models," Empirical Economics, Springer, volume 49, issue 2, pages 641-658, September, DOI: 10.1007/s00181-014-0879-6.
• Pål Børing, 2015, "The effects of firms’ R&D and innovation activities on their survival: a competing risks analysis," Empirical Economics, Springer, volume 49, issue 3, pages 1045-1069, November, DOI: 10.1007/s00181-014-0901-z.
• George Halkos & Aksel Sundström & Nickolaos Tzeremes, 2015, "Regional environmental performance and governance quality: a nonparametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 17, issue 4, pages 621-644, October, DOI: 10.1007/s10018-015-0106-5.
• Bart Smeulders & Laurens Cherchye & Bram Rock & Frits C. R. Spieksma & Fabrice Talla Nobibon, 2015, "Transitive preferences in multi-member households," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 3, issue 2, pages 243-254, October, DOI: 10.1007/s40505-014-0053-5.
• Stefan Hoderlein & Jörg Stoye, 2015, "Testing stochastic rationality and predicting stochastic demand: the case of two goods," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 3, issue 2, pages 313-328, October, DOI: 10.1007/s40505-014-0061-5.
• Mehmet Gok & Erkut Altındağ, 2015, "Analysis of the cost and efficiency relationship: experience in the Turkish pay for performance system," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 16, issue 5, pages 459-469, June, DOI: 10.1007/s10198-014-0584-6.
• Nikolas Topaloglou, 2015, "Minimizing bank liquidity risk: evidence from the Lehman crisis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 23-44, June, DOI: 10.1007/s40821-014-0012-y.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015, "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, volume 19, issue 2, pages 261-293, April, DOI: 10.1007/s00780-015-0255-1.
• Manuela Deidda & Adriana Di Liberto & Marta Foddi & Giovanni Sulis, 2015, "Employment subsidies, informal economy and women’s transition into work in a depressed area: evidence from a matching approach," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-25, December, DOI: 10.1186/s40173-015-0034-9.
• Wen Ci & Jose Galdo & Marcel Voia & Christopher Worswick, 2015, "Wage returns to mid-career investments in job training through employer supported course enrollment: evidence for Canada," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-25, December, DOI: 10.1186/s40173-015-0035-8.
• George Halkos & Shunsuke Managi & Nickolaos Tzeremes, 2015, "The effect of natural and man-made disasters on countries’ production efficiency," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 4, issue 1, pages 1-13, December, DOI: 10.1186/s40008-015-0019-2.
• Rodrigo Montero & Diego Vásquez, 2015, "Job Satisfaction and Reference Wages: Evidence for a Developing Country," Journal of Happiness Studies, Springer, volume 16, issue 6, pages 1493-1507, December, DOI: 10.1007/s10902-014-9571-y.
• Marco Caliendo & Steffen Künn, 2015, "Getting back into the labor market: the effects of start-up subsidies for unemployed females," Journal of Population Economics, Springer;European Society for Population Economics, volume 28, issue 4, pages 1005-1043, October, DOI: 10.1007/s00148-015-0540-5.
• Daniel Santín & Gabriela Sicilia, 2015, "Measuring the efficiency of public schools in Uruguay: main drivers and policy implications," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 24, issue 1, pages 1-28, December, DOI: 10.1007/s40503-015-0019-5.
• Miguel Lebre de Freitas & Luis Nunes & Rui Neves & Susana Salvado, 2015, "Productive experience and specialization opportunities for Portugal: an empirical assessment," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 14, issue 1, pages 5-30, December, DOI: 10.1007/s10258-015-0108-z.
• Yonghan Ju & So Young Sohn, 2015, "Identifying patterns in rare earth element patents based on text and data mining," Scientometrics, Springer;Akadémiai Kiadó, volume 102, issue 1, pages 389-410, January, DOI: 10.1007/s11192-014-1382-8.
• Bola Awotide & Arega Alene & Tahirou Abdoulaye & Victor Manyong, 2015, "Impact of agricultural technology adoption on asset ownership: the case of improved cassava varieties in Nigeria," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, volume 7, issue 6, pages 1239-1258, December, DOI: 10.1007/s12571-015-0500-7.
• Yuri Salazar & Wing Ng, 2015, "Nonparametric estimation of general multivariate tail dependence and applications to financial time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 1, pages 121-158, March, DOI: 10.1007/s10260-014-0274-7.
• Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2015, "The impact of pollution abatement investments on technology: Porter hypothesis revisited," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0815, Apr, revised Apr 2015.
• Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand, 2015, "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks," Working Papers, European Stability Mechanism, number 8, Dec.
• Claudia Curi & Cinzia Daraio & Patrick Llerena, 2015, "The productivity of French technology transfer offices after government reforms," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 3008-3019, June, DOI: 10.1080/00036846.2015.1011318.
• Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, volume 47, issue 36, pages 3874-3890, August, DOI: 10.1080/00036846.2015.1019039.
• Zied Ftiti & Khaled Guesmi & Nguyen & Fr餩ric Teulon, 2015, "Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach," Applied Economics, Taylor & Francis Journals, volume 47, issue 57, pages 6200-6210, December, DOI: 10.1080/00036846.2015.1068918.
• Lorenzo Camponovo & Taisuke Otsu, 2015, "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 352-393, March, DOI: 10.1080/07474938.2014.944803.
• Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015, "Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 394-412, March, DOI: 10.1080/07474938.2013.807130.
• Yumou Qiu & Song Xi Chen, 2015, "Bandwidth Selection for High-Dimensional Covariance Matrix Estimation," Journal of the American Statistical Association, Taylor & Francis Journals, volume 110, issue 511, pages 1160-1174, September, DOI: 10.1080/01621459.2014.950375.
• Martin Huber, 2015, "Causal Pitfalls in the Decomposition of Wage Gaps," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 179-191, April, DOI: 10.1080/07350015.2014.937437.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015, "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 393-402, July, DOI: 10.1080/07350015.2014.955174.
• Kartik Anand & Ben Craig & Goetz von Peter, 2015, "Filling in the blanks: network structure and interbank contagion," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 4, pages 625-636, April, DOI: 10.1080/14697688.2014.968195.
• Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram, 2015, "Is utility transferable? a revealed preference analysis," Theoretical Economics, Econometric Society, volume 10, issue 1, January.
• José Luis Moraga-González & Zsolt Sándor & Matthijs R. Wildenbeest, 2015, "Consumer Search and Prices in the Automobile Market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-033/VII, Mar.
• Jan Heufer & Per Hjertstrand, 2015, "Homothetic Efficiency and Test Power: A Non-Parametric Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-064/I, May.
• Bas van der Klaauw & Sandra Vriend, 2015, "A Nonparametric Method for Predicting Survival Probabilities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-126/V, Nov.
• Beck, T.H.L. & Pamuk, H. & Uras, R.B. & Ramrattan, R., 2015, "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-023.
• Einmahl, J.H.J. & Li, Jun & Liu, Regina, 2015, "Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-020.
• Hallin, M. & Werker, B.J.M. & van den Akker, R., 2015, "Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-001.
• Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B., 2015, "Mobile Money, Trade Credit and Economic Development : Theory and Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-023.
• Hidehiko Ichimura & Whitney K. Newey, 2015, "The Influence Function of Semiparametric Estimators," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-985, Aug.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-990, Sep.
• Pieter Gautier & Jose L Moraga-Gonzalez & Ronald Wolthoff, 2015, "Search Costs and Efficiency: Do Unemployed Workers Search Enough?," Working Papers, University of Toronto, Department of Economics, number tecipa-527, Jan.
• Ismael Mourifie & Yuanyuan Wan, 2015, "(Partially) Identifying potential outcome distributions in triangular systems," Working Papers, University of Toronto, Department of Economics, number tecipa-532, Jan.
• Yao Luo & Yuanyuan Wan, 2015, "Integrated-quantile-based estimation for first price auction models," Working Papers, University of Toronto, Department of Economics, number tecipa-539, May.
• Gordon Anderson, 2015, "Measuring Polarization and Convergence as Transitional Processes in the Absence of a Cardinal Ordering," Working Papers, University of Toronto, Department of Economics, number tecipa-547, Oct.
• Gordon Anderson & Thomas Fruehauf & Maria Grazia Pittau & Roberto Zelli, 2015, "Evaluating Progress Toward an Equal Opportunity Goal: Assessing the German Educational Reforms of the First Decade of the 21st Century," Working Papers, University of Toronto, Department of Economics, number tecipa-552, Nov.
• Aziza GARSAA & Nadine LEVRATTO & Luc TESSIER, 2015, "Do Exemptions From Social Security Contributions Affect Job Creation? New Empirical Evidence From French Overseas Regions," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 42, pages 79-104.
• Juan Díaz & Tomás Rau & Jorge Rivera, 2015, "A Matching Estimator Based on a Bilevel Optimization Problem," The Review of Economics and Statistics, MIT Press, volume 97, issue 4, pages 803-812, October.
• Connan Snider & Jonathan W. Williams, 2015, "Barriers to Entry in the Airline Industry: A Multidimensional Regression-Discontinuity Analysis of AIR-21," The Review of Economics and Statistics, MIT Press, volume 97, issue 5, pages 1002-1022, December.
• Eisl, Alexander & Elendner, Hermann W. & Lingo, Manuel, 2015, "Re-Mapping Credit Ratings," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 492.
• Lavergne, Pascal, 2015, "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 15-562, Mar, revised May 2020.
• Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2015, "npbr: A Package for Nonparametric Boundary Regression in R," TSE Working Papers, Toulouse School of Economics (TSE), number 15-576, May.
• Mulalic, Ismir & Rouwendal, Jan, 2015, "The impact of fixed and variable cost on automobile demand: Evidence from Denmark," Economics of Transportation, Elsevier, volume 4, issue 4, pages 227-240, DOI: 10.1016/j.ecotra.2015.08.004.
• Creel, Michael & Kristensen, Dennis, 2015, "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 85-108, DOI: 10.1016/j.jempfin.2015.01.002.
• Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger, 2015, "Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 115-134, DOI: 10.1016/j.jempfin.2015.03.003.
• Dalla, Violetta, 2015, "Power transformations of absolute returns and long memory estimation," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2015.05.002.
• Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia, 2015, "Two-step estimation of the volatility functions in diffusion models with empirical applications," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 135-159, DOI: 10.1016/j.jempfin.2015.05.001.
• Hamadi, Malika & Heinen, Andréas, 2015, "Firm performance when ownership is very concentrated: Evidence from a semiparametric panel," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 172-194, DOI: 10.1016/j.jempfin.2015.07.004.
• Baillie, Richard T. & Kim, Kun Ho, 2015, "Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 99-111, DOI: 10.1016/j.jempfin.2015.08.007.
• Weron, Rafał & Zator, Michał, 2015, "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, volume 48, issue C, pages 1-6, DOI: 10.1016/j.eneco.2014.11.014.
• Xu, Bin & Lin, Boqiang, 2015, "How industrialization and urbanization process impacts on CO2 emissions in China: Evidence from nonparametric additive regression models," Energy Economics, Elsevier, volume 48, issue C, pages 188-202, DOI: 10.1016/j.eneco.2015.01.005.
• Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data," Energy Economics, Elsevier, volume 51, issue C, pages 31-44, DOI: 10.1016/j.eneco.2015.05.018.
• Lee, Chia-Yen & Zhou, Peng, 2015, "Directional shadow price estimation of CO2, SO2 and NOx in the United States coal power industry 1990–2010," Energy Economics, Elsevier, volume 51, issue C, pages 493-502, DOI: 10.1016/j.eneco.2015.08.010.