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
/ / / C15: Statistical Simulation Methods: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bootstrap Methods

2017

• Dias, Gustavo Fruet, 2017, "The time-varying GARCH-in-mean model," Economics Letters, Elsevier, volume 157, issue C, pages 129-132, DOI: 10.1016/j.econlet.2017.06.005.
• Yang, Lixiong & Lee, Chingnun & Su, Jen-Je, 2017, "Behavior of the standard Dickey–Fuller test when there is a Fourier-form break under the null hypothesis," Economics Letters, Elsevier, volume 159, issue C, pages 128-133, DOI: 10.1016/j.econlet.2017.07.016.
• Richard, Patrick, 2017, "Robust heteroskedasticity-robust tests," Economics Letters, Elsevier, volume 159, issue C, pages 28-32, DOI: 10.1016/j.econlet.2017.07.008.
• Jiang, Shifu, 2017, "The cause of an integral correction mechanism of the real exchange rate," Economics Letters, Elsevier, volume 161, issue C, pages 66-70, DOI: 10.1016/j.econlet.2017.09.022.
• Andrews, Donald W.K. & Shi, Xiaoxia, 2017, "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 275-287, DOI: 10.1016/j.jeconom.2016.09.010.
• Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017, "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2016.10.001.
• Hounyo, Ulrich, 2017, "Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 130-152, DOI: 10.1016/j.jeconom.2016.11.002.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2017, "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 10-28, DOI: 10.1016/j.jeconom.2017.01.002.
• Kristensen, Dennis & Salanié, Bernard, 2017, "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 189-208, DOI: 10.1016/j.jeconom.2016.10.008.
• Arvanitis, Stelios & Topaloglou, Nikolas, 2017, "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 253-270, DOI: 10.1016/j.jeconom.2017.01.006.
• Davidson, Russell, 2017, "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 228-236, DOI: 10.1016/j.jeconom.2017.08.005.
• Burdejova, P. & Härdle, W. & Kokoszka, P. & Xiong, Q., 2017, "Change point and trend analyses of annual expectile curves of tropical storms," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 101-117, DOI: 10.1016/j.ecosta.2016.09.002.
• Kiviet, Jan F. & Pleus, Milan, 2017, "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 1-21, DOI: 10.1016/j.ecosta.2017.01.001.
• Psaradakis, Zacharias & Vávra, Marián, 2017, "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 50-60, DOI: 10.1016/j.ecosta.2016.11.005.
• Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2017, "Meta-analytic cointegrating rank tests for dependent panels," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 61-72, DOI: 10.1016/j.ecosta.2016.10.001.
• Kleijnen, Jack P.C., 2017, "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, volume 256, issue 1, pages 1-16, DOI: 10.1016/j.ejor.2016.06.041.
• Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2017, "Relevant states and memory in Markov chain bootstrapping and simulation," European Journal of Operational Research, Elsevier, volume 256, issue 1, pages 163-177, DOI: 10.1016/j.ejor.2016.06.006.
• Illukpitiya, Prabodh & Reddy, K.C. & Bansal, Ankit, 2017, "Modeling net energy balance of ethanol production from native warm season grasses," Energy Economics, Elsevier, volume 64, issue C, pages 346-352, DOI: 10.1016/j.eneco.2017.04.008.
• Aquila, Giancarlo & Rotela Junior, Paulo & de Oliveira Pamplona, Edson & de Queiroz, Anderson Rodrigo, 2017, "Wind power feasibility analysis under uncertainty in the Brazilian electricity market," Energy Economics, Elsevier, volume 65, issue C, pages 127-136, DOI: 10.1016/j.eneco.2017.04.027.
• Gonzalez, Jhonny & Moriarty, John & Palczewski, Jan, 2017, "Bayesian calibration and number of jump components in electricity spot price models," Energy Economics, Elsevier, volume 65, issue C, pages 375-388, DOI: 10.1016/j.eneco.2017.04.022.
• Farzanegan, Mohammad Reza & Habibpour, Mohammad Mahdi, 2017, "Resource rents distribution, income inequality and poverty in Iran," Energy Economics, Elsevier, volume 66, issue C, pages 35-42, DOI: 10.1016/j.eneco.2017.05.029.
• Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017, "Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost," Energy Economics, Elsevier, volume 67, issue C, pages 300-314, DOI: 10.1016/j.eneco.2017.08.023.
• Eom, Cheoljun & Park, Jong Won, 2017, "Effects of common factors on stock correlation networks and portfolio diversification," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 1-11, DOI: 10.1016/j.irfa.2016.11.007.
• Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017, "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 113-127, DOI: 10.1016/j.irfa.2016.12.010.
• Degiannakis, Stavros & Potamia, Artemis, 2017, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 176-190, DOI: 10.1016/j.irfa.2016.10.008.
• Smith, Simon C., 2017, "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 49-61, DOI: 10.1016/j.irfa.2017.04.011.
• Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho, 2017, "Implementing and testing the Maximum Drawdown at Risk," Finance Research Letters, Elsevier, volume 22, issue C, pages 95-100, DOI: 10.1016/j.frl.2017.06.001.
• Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017, "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 207-223, DOI: 10.1016/j.jfs.2016.03.001.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2017, "Common and country specific economic uncertainty," Journal of International Economics, Elsevier, volume 105, issue C, pages 205-216, DOI: 10.1016/j.jinteco.2017.01.007.
• Hao, Xuemiao & Liang, Chunli & Wei, Linghua, 2017, "Evaluation of credit value adjustment in K-forward," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 95-103, DOI: 10.1016/j.insmatheco.2017.07.004.
• García-Céspedes, Rubén & Moreno, Manuel, 2017, "An approximate multi-period Vasicek credit risk model," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 105-113, DOI: 10.1016/j.jbankfin.2017.05.002.
• Buncic, Daniel & Gisler, Katja I.M., 2017, "The role of jumps and leverage in forecasting volatility in international equity markets," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 1-19, DOI: 10.1016/j.jimonfin.2017.09.001.
• Padmakumari, Lakshmi & S., Maheswaran, 2017, "A new statistic to capture the level dependence in stock price volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 355-362, DOI: 10.1016/j.qref.2016.12.001.
• Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017, "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 56-64, DOI: 10.1016/j.regsciurbeco.2017.04.005.
• Mezghani, Imed & Ben Haddad, Hedi, 2017, "Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 145-156, DOI: 10.1016/j.rser.2016.10.058.
• Cai, Yumei & Cui, Xiaomei & Huang, Qianyun & Sun, Jianqiang, 2017, "Hierarchy, cluster, and time-stable information structure of correlations between international financial markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 562-573, DOI: 10.1016/j.iref.2017.07.024.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
• M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017, "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-13, Feb.
• Altaras Penda Ivor, 2017, "Je li dobit kompanija dobar prediktor za kretanje cijena dionica na ZSE?," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 5, issue 1, pages 29-60.
• Dassios, Angelos & Zhao, Hongbiao, 2017, "Efficient simulation of clustering jumps with CIR intensity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 74205, Nov.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard, 2017, "Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-21.
• Otávio Bartalotti & Gray Calhoun & Yang He, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," Advances in Econometrics, Emerald Group Publishing Limited, "Regression Discontinuity Designs", DOI: 10.1108/S0731-905320170000038018.
• Diego Ferreira & Andreza Aparecida Palma, 2017, "Assessing the effect of inflation uncertainty on inflation: further evidences for Latin America," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 4, pages 506-517, September, DOI: 10.1108/JES-04-2016-0066.
• Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K., 2017, "Theory and Application of an Economic Performance Measure of Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-18, Jun.
• Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-09, Mar.
• Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017, "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-024, Mar, DOI: 10.17016/FEDS.2017.024.
• Filip Zikes, 2017, "Measuring Transaction Costs in the Absence of Timestamps," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-045, Apr, DOI: 10.17016/FEDS.2017.045.
• Debnath, Deepayan & Babu, Suresh Chandra & Ghosh, Parijat & Helmer, Michael, 2017, "Impact of India’s National Food Security Act on domestic and international rice markets," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1635.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-30, January.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-30, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-30, March.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-30, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-30, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-30, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2017, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, volume 5, issue 1, pages 1-54, March.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01499344, Apr.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01442618, Jan.
• Russell Davidson, 2017, "A discrete model for bootstrap iteration," Post-Print, HAL, number hal-01658497, Dec, DOI: 10.1016/j.jeconom.2017.08.005.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print, HAL, number hal-01795051, Mar, DOI: 10.1080/07350015.2015.1123636.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013517, Dec.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013545, Jul.
• Stéphane Loisel, 2017, "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Post-Print, HAL, number hal-02013547, Apr.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print, HAL, number hal-03471817, Mar, DOI: 10.1007/s10614-016-9617-9.
• Christian Francq & M.D. Jiménez-Gamero & S.G. Meintanis, 2017, "Tests for conditional ellipticity in multivariate GARCH models," Post-Print, HAL, number hal-05417316, Feb, DOI: 10.1016/j.jeconom.2016.10.001.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po Economics Publications (main), HAL, number hal-01499344, Apr.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Sciences Po Economics Publications (main), HAL, number hal-03471817, Mar, DOI: 10.1007/s10614-016-9617-9.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers, HAL, number hal-01499344, Apr.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers, HAL, number hal-03458875, Mar.
• Hirsch, Tristan & Rinke, Saskia, 2017, "Changes in Persistence in Outlier Contaminated Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-583, Jan.
• Vanella, Patrizio & Deschermeier, Philipp, 2017, "Ein stochastisches Prognosemodell internationaler Migration in Deutschland," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-605, Aug.
• Brilli, Ylenia, 2017, "Mother’s Time Allocation, Child Care and Child Cognitive Development," Working Papers in Economics, University of Gothenburg, Department of Economics, number 695, Feb.
• Bodnar, Taras & Mazur, Stepan & Parolya, Nestor, 2017, "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions," Working Papers, Örebro University, School of Business, number 2017:5, Aug.
• Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017, "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers, Örebro University, School of Business, number 2017:7, Aug.
• Buncic, Daniel, 2017, "Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 344, Oct.
• KUROZUMI, Eiji & 黒住, 英司, 2017, "Confidence Sets for the Date of a Mean Shift at the End of a Sample," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-06, Sep.
• Hiroshi SAKAMOTO, 2017, "Economic Contagion Under Uncertainty: Cge With A Monte Carlo Experiment," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 195-208, June.
• Benedetta Frassi & Fabio Pammolli & Luca Regis, 2017, "The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data," Working Papers, IMT School for Advanced Studies Lucca, number 01/2017, Jan, revised Jan 2017.
• Sonia Benito Muela & Carmen López-Martín & Mª Ángeles Navarro, 2017, "The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)," International Business Research, Canadian Center of Science and Education, volume 10, issue 11, pages 88-102, November.
• Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 869, May.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/17, Nov.
• Xiaodong Gong & Robert Breunig, 2017, "Childcare Assistance: Are Subsidies or Tax Credits Better?," Fiscal Studies, Institute for Fiscal Studies, volume 38, issue , pages 7-48, March.
• Francesca Gastaldi & Paolo Liberati & Elena Pisano & Simone Tedeschi, 2017, "Regressivity-Reducing VAT Reforms," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 39-72.
• M Luisa Maitino & Letizia Ravagli & Nicola Sciclone, 2017, "Microreg: A Traditional Tax-Benefit Microsimulation Model Extended To Indirect Taxes And In Kind Transfers," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 5-38.
• Veronica Amarante, 2017, "Inequality and Household Size: A Microsimulation for Uruguay," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 1, pages 73-105.
• Agnieszka M. Werpachowska & Roman Werpachowski, 2017, "Microsimulations of Demographic Changes in England and Wales Under Different EU Referendum Scenarios," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 2, pages 103-117.
• Stavroula A Chrysanthopoulou, 2017, "MILC: A Microsimulation Model of the Natural History of Lung Cancer," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 3, pages 5-26.
• Artur-Emilian SIMION & Florentina Viorica GHEORGHE & Gheorghe ZAMAN, 2017, "Exporting high-growth enterprises, including gazelles, in Romania," Romanian Journal of Economics, Institute of National Economy, volume 45, issue 2(54), pages 43-62, December.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017, "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-23, Nov.
• Bartalotti, Otávio & Calhoun, Gray & He, Yang, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001003, Jan.
• Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017, "Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost," ISU General Staff Papers, Iowa State University, Department of Economics, number 201709010700001686, Sep.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina, 2017, "Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/06.
• Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco, 2017, "The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-12, Dec.
• Robert Kirkby, 2017, "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 1-15, January, DOI: 10.1007/s10614-015-9544-1.
• Marta Biancardi & Giovanni Villani, 2017, "Robust Monte Carlo Method for R&D Real Options Valuation," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 3, pages 481-498, March, DOI: 10.1007/s10614-016-9578-z.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 281-324, August, DOI: 10.1007/s10614-016-9617-9.
• Philip A. Ernst & James R. Thompson & Yinsen Miao, 2017, "Tukey’s transformational ladder for portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 3, pages 317-355, August, DOI: 10.1007/s11408-017-0292-1.
• Min Deng & Wentao Yang & Qiliang Liu & Yunfei Zhang, 2017, "A divide-and-conquer method for space–time series prediction," Journal of Geographical Systems, Springer, volume 19, issue 1, pages 1-19, January, DOI: 10.1007/s10109-016-0241-y.
• Marta R. Casanova & Vicente Orts & José M. Albert, 2017, "Sectoral scope and colocalisation of Spanish manufacturing industries," Journal of Geographical Systems, Springer, volume 19, issue 1, pages 65-92, January, DOI: 10.1007/s10109-016-0242-x.
• German Blanco, 2017, "Who benefits from job placement services? A two-sided analysis," Journal of Productivity Analysis, Springer, volume 47, issue 1, pages 33-47, February, DOI: 10.1007/s11123-016-0489-8.
• Alfred A. Haug & Vincent C. Blackburn, 2017, "Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level," Journal of Productivity Analysis, Springer, volume 48, issue 1, pages 69-83, August, DOI: 10.1007/s11123-017-0502-x.
• Takahiro Hoshino & Ryosuke Igari, 2017, "Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-014, Apr.
• Igari Ryosuke & Takahiro Hoshino, 2017, "Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-020, Jun.
• Hiroyuki Watanabe, 2017, "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2017-20, Aug.
• M. Ayhan Kose & Csilla Lakatos & Franziska Ohnsorge & Marc Stocker, 2017, "The Global Role of the U.S. Economy: Linkages, Policies and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1706, Mar.
• Aleksandr Viktor CHERNOVALOV & Pavel Viktor CHERNOVALOV, 2017, "Instytucionalistics," Journal of Economics and Political Economy, KSP Journals, volume 4, issue 1, pages 121-126, March.
• Mehmet BÖLÜKBAÞ, 2017, "18. International symposium on econometrics operation research and statistics," Journal of Economics Library, KSP Journals, volume 4, issue 3, pages 402-403, September.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1701.
• Vincent Boucher, 2017, "The Estimation of Network Formation Games with Positive Spillovers," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1710.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017, "Bootstrapping Structural Change Tests," Economics Discussion Paper Series, Economics, The University of Manchester, number 1704.
• Paola CHIODINI & Giancarlo MANZI & Bianca Maria MARTELLI & Flavio VERRECCHIA, 2017, "Divide, Allocate et Impera: Comparing Allocation Strategies via Simulation," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2017-09, May.
• Taro Ohno & Takahiro Kodama, 2017, "Estimation of Tax and Social Insurance Burden on Households: Verification of the Validity and Assessment of Actual Status," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron289, Jan.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17006, Jan, DOI: 10.1016/j.jedc.2020.103853.
• Dominique Guegan & Bertrand Hassani & Kehan Li, 2017, "Impact of multimodality of distributions on VaR and ES calculations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17019, Mar.
• Jørgen Vitting Andersen & Philippe de Peretti, 2017, "New method to detect convergence in simple multi-period market games," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17058, Dec.
• Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017, "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/17.
• Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017, "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/17.
• Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017, "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/17.
• Élise, COUDIN & Jean-Marie DUFOUR, 2017, "Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 01-2017.
• Jaime Fabián Díaz Córdova & Edisson Coba Molina & Paúl Navarrete López, 2017, "Lógica difusa y el riesgo financiero. Una propuestade clasificación de riesgo financiero al sectorcooperativo," Contaduría y Administración, Accounting and Management, volume 62, issue 5, pages 31-32, Diciembre.
• Jaime Fabián Díaz Córdova & Edisson Coba Molina & Paúl Navarrete López, 2017, "Fuzzy logic and financial risk. A proposed classificationof financial risk to the cooperative sector," Contaduría y Administración, Accounting and Management, volume 62, issue 5, pages 33-34, Diciembre.
• Stanisław Urbański, 2017, "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 4, pages 343-374.
• Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.
• Jangho Yang, 2017, "An Entropy-Constrained Model of Induced Technical Change with a Single Innovation Possibility Frontier," Working Papers, New School for Social Research, Department of Economics, number 1714, Apr.
• Knut L. Seip, 2017, "Does tax reduction have an effect on gross domestic product? An empirical investigation," Working Papers, Oslo Metropolitan University, Oslo Business School, number 201701.
• P. Gagliardini & E. Ghysels & M. Rubin, 2017, "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 509-560.
• Hai-Anh H. Dang & Peter F. Lanjouw & Umar Serajuddin, 2017, "Updating poverty estimates in the absence of regular and comparable consumption data: methods and illustration with reference to a middle-income country," Oxford Economic Papers, Oxford University Press, volume 69, issue 4, pages 939-962.
• Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka, 2017, "What Are the Best Liquidity Proxies for Global Research?," Review of Finance, European Finance Association, volume 21, issue 4, pages 1355-1401.
• Aivaz Kamer Ainur & Jugănaru Mariana & Jugănaru Ion Dănut, 2017, "Analyzing Seasonality and Forecasting the Number of Tourists’ Overnight Stays in Constanta Municipality," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 265-270, June.
• Jugănaru Mariana & Jugănaru Ion Dănut & Aivaz Kamer Ainur, 2017, "Analyzing the Concentration of Overnight Stays in Constanta City, over the Period 2010-2016," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 307-312, June.
• Maria Kovacova & Tomas Kliestik, 2017, "Logit and Probit application for the prediction of bankruptcy in Slovak companies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 775-791, December, DOI: 10.24136/eq.v12i4.40.
• Doojav, Gan-Ochir & Bayarjargal, Ariun-Erdene, 2017, "Stress testing the household sector in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111310.
• Пигнастый, Олег, 2017, "Дискретно-Событийная Модель Производственной Линии
  [Discrete-event model of the production line]," MPRA Paper, University Library of Munich, Germany, number 113648, revised 2017.
• Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2017, "Prévisions de l’inflation et de la croissance en zone CEMAC
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• Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T., 2017, "Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma
  [Empirical analysis of the MXN/USD exchange rate: geometric Brownian motion vs. variance-gamma process]," MPRA Paper, University Library of Munich, Germany, number 78961, Mar.
• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017, "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper, University Library of Munich, Germany, number 79102, May.
• Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017, "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper, University Library of Munich, Germany, number 79438, May.
• Bisio, Laura & Moauro, Filippo, 2017, "Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts," MPRA Paper, University Library of Munich, Germany, number 80211, Jul, revised 14 Jul 2017.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 81568, Sep.
• Caspi, Itamar & Graham, Meital, 2017, "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper, University Library of Munich, Germany, number 82261, Apr, revised 29 Oct 2017.
• Bhattacherjee, Sanjay & Sarkar, Palash, 2017, "Correlation and inequality in weighted majority voting games," MPRA Paper, University Library of Munich, Germany, number 83168, Dec.
• Bhattacherjee, Sanjay & Sarkar, Palash, 2017, "Cryptocurrency Voting Games," MPRA Paper, University Library of Munich, Germany, number 83592, Nov.
• Merce, Emilian & Merce, Cristian Calin & Pocol, Cristina Bianca, 2017, "Autocorrelation - Prevalence of identification of collinearity cause," MPRA Paper, University Library of Munich, Germany, number 85090, Nov.
• Пигнастый, Олег & Ходусов, Валерий, 2017, "Диффузионное Описание Производственного Процесса
  [Diffusion description of the production process]," MPRA Paper, University Library of Munich, Germany, number 89250, Nov, revised 01 Nov 2017.
• Pihnastyi, Oleh, 2017, "The model of the production process of the party of the subjects of labour," MPRA Paper, University Library of Munich, Germany, number 89605, Mar, revised 23 Mar 2017.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.
• Nguyen, Cuong, 2017, "Test LOT Quality Assurance Sampling Method in Estimating Communes with Improved Latrine in Vietnam," MPRA Paper, University Library of Munich, Germany, number 93137, Jul.
• James G. MacKinnon & Matthew D. Webb, 2017, "The Wild Bootstrap For Few (treated) Clusters," Working Paper, Economics Department, Queen's University, number 1364, Nov.
• Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017, "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper, Economics Department, Queen's University, number 1383, Jun.
• James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017, "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper, Economics Department, Queen's University, number 1386, Aug.
• James G. MacKinnon & Matthew D. Webb, 2017, "Pitfalls When Estimating Treatment Effects Using Clustered Data," Working Paper, Economics Department, Queen's University, number 1387, Sep.
• Haroon Mumtaz, 2017, "Does uncertainty affect real activity? Evidence from state-level," Working Papers, Queen Mary University of London, School of Economics and Finance, number 844, Dec.
• Radoslawa Nikolowa & Daniel Ferreira, 2018, "How to Sell Jobs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 846, Jan.
• Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
• Martin Paschmann, 2017, "Leveraging the Benefits of Integrating and Interacting Electric Vehicles and Distributed Energy Resources," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2017-11, Oct.
• Weilin Xiao & Jun Yu, 2017, "Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2017, Apr.
• Willem Karel M. BRAUERS & Edmundas Kazimieras ZAVADSKAS & Natalija LEPKOVA, 2017, "The Future of Facilities Management in Lithuania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 98-115, March.
• Osabuohien-Irabor Osarumwense & Julian I. Mbegbu, 2017, "Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 3, pages 17-34, September.
• Rulof P. Burger & Zoë M. McLaren, 2017, "An Econometric Method for Estimating Population Parameters from Non-Random Samples: An Application to Clinical Case Finding," ERSA Working Paper Series, Economic Research Southern Africa, number 692, Jul.
• Gloria Gheno, 2017, "A new semiparametric approach for mediation analyses," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007336, May.
• Li-Fei Huang, 2017, "Stata programming of confidence regions for the ratio of two percentiles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808079, Oct.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Venegas Martínez, Francisco, 2017, "Valuación de una nota estructurada que vincula el rendimiento de un bono cupón cero con una opción en un portafolio de inversión / Pricing a Structured Note that Links a Zero-Coupon Bond Return with an Option in an Investment Porfolio," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 201-235, julio-dic.
• Thierno Thioune, 2017, "Financial Instability and Inequality Dynamics in the WAEMU," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 43-62, June, DOI: 10.33119/ERFIN.2017.2.1.3.
• Olgun Kitapci & Ömür Tosun & Murat Fatih Tuna & Tarik Turk, 2017, "The Use of Artificial Neural Networks (ANN) in Forecasting Housing Prices in Ankara, Turkey," Journal of Marketing and Consumer Behaviour in Emerging Markets, University of Warsaw, Faculty of Management, volume 1, issue 5, pages 4-14.
• Netsanet Haile & Jörn Altmann, 2017, "Evaluating Investments in Portability and Interoperability between Software Service Platforms," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2017136, May, revised May 2017.
• Natalia A. Sadovnikova & Ekaterina S. Darda & Elena N. Klochkova, 2017, "Assistive Technologies Market: State and Perspectives," Contributions to Economics, Springer, in: Elena G. Popkova, "Overcoming Uncertainty of Institutional Environment as a Tool of Global Crisis Management", DOI: 10.1007/978-3-319-60696-5_11.
• Margherita Giuzio, 2017, "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 243-256, November, DOI: 10.1007/s10203-017-0191-y.
• Thomas Brenner & Johann Peter Murmann, 2017, "Using Simulation Experiments to Test Historical Explanations: The Development of the German Dye Industry 1857–1913," Economic Complexity and Evolution, Springer, in: Andreas Pyka & Uwe Cantner, "Foundations of Economic Change", DOI: 10.1007/978-3-319-62009-1_18.
• Arman Bidarbakht Nia, 2017, "A generalization to QUAIDS," Empirical Economics, Springer, volume 52, issue 1, pages 393-410, February, DOI: 10.1007/s00181-016-1082-8.
• Krzysztof Kluza, 2017, "Risk assessment of the local government sector based on the ratio analysis and the DEA method. Evidence from Poland," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 329-351, December, DOI: 10.1007/s40822-017-0075-z.
• Michael B. Giles & Yuan Xia, 2017, "Multilevel Monte Carlo for exponential Lévy models," Finance and Stochastics, Springer, volume 21, issue 4, pages 995-1026, October, DOI: 10.1007/s00780-017-0341-7.
• Sebastian Voigt & Oliver Hinz, 2017, "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, volume 87, issue 4, pages 421-464, May, DOI: 10.1007/s11573-016-0825-5.
• Xue-Zhong He & Youwei Li, 2017, "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, volume 27, issue 5, pages 1071-1094, November, DOI: 10.1007/s00191-017-0505-9.
• Pier Luigi Conti & Daniela Marella & Andrea Neri, 2017, "Statistical matching and uncertainty analysis in combining household income and expenditure data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 485-505, August, DOI: 10.1007/s10260-016-0374-7.
• Claudio Pinto, 2017, "Perceived quality and formation of inter-regional networks of health care migration," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 7, issue 3, pages 1-5.
• Pietrunti, Mario, 2017, "Financial frictions and the real economy," ESRB Working Paper Series, European Systemic Risk Board, number 41, Apr.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/11, Mar.
• Zacharias Psaradakis & Marian Vavra, 2017, "Normality Tests for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 12/2017, Dec.
• Yoosoon Chang & Robin C. Sickles & Wonho Song, 2017, "Bootstrapping unit root tests with covariates," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 136-155, March, DOI: 10.1080/07474938.2015.1114279.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
• Joshua C. C. Chan, 2017, "The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 17-28, January, DOI: 10.1080/07350015.2015.1052459.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 2, pages 162-182, April, DOI: 10.1080/07350015.2015.1123636.
• Panagiotis Mantalos, 2017, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1274282-127, January, DOI: 10.1080/23322039.2016.1274282.
• Alexis Habiyaremye, 2017, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Taylor & Francis Journals, volume 56, issue 3, pages 296-311, July, DOI: 10.1080/03031853.2017.1361853.