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

2016

• Przemyslaw Cieslak, 2016, "Prospects for Africa's economic growth," Working Papers, Institute of Economic Research, number 17/2016, May, revised May 2016.
• Michal Bernard Pietrzak & Bartosz Ziemkiewicz, 2016, "Considering the use of random fields in the Modifiable Areal Unit Problem," Working Papers, Institute of Economic Research, number 40/2016, Dec, revised Dec 2016, DOI: 10.24136/eep.wp.2016.1.
• Пигнастый, Олег, 2016, "Проектирование Технологических Траекторий Производства Изделий В Фазовом Пространстве Состояний
  [Designing technological trajectories of production in the phase space of states]," MPRA Paper, University Library of Munich, Germany, number 112765, Feb, revised 10 Feb 2016.
• Пигнастый, Олег & Pihnastyi, Oleh, 2016, "Балансовые Уравнения Двухуровневой Модели Описания Производственной Поточной Линии
  [Equation of balance for the two-level description of the manufacturing production line]," MPRA Paper, University Library of Munich, Germany, number 112901, Apr.
• Gluschenko, Konstantin, 2016, "The Path-Dependence Bias in Approximating Local Price Levels by CPIs," MPRA Paper, University Library of Munich, Germany, number 68936, Jan.
• NJAMEN KENGDO, Arsène Aurélien, 2016, "Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT
  [Management of missing data in databases: the multiple imputation method in XLSTAT]," MPRA Paper, University Library of Munich, Germany, number 70835, Jan, revised 19 Apr 2016.
• Fantazzini, Dean, 2016, "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper, University Library of Munich, Germany, number 72094, Jun.
• Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian, 2016, "Simultaneity of Crime Incidence in Mindanao," MPRA Paper, University Library of Munich, Germany, number 72648, Jul, revised 20 Jul 2016.
• Iacob, Constanta & Bosoteanu, Maria Cristina, 2016, "How compliant is the Romanian accounting with the Europan directives and international accounting standards?," MPRA Paper, University Library of Munich, Germany, number 73456, Aug.
• Gencer, Murat & Unal, Gazanfer, 2016, "Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities," MPRA Paper, University Library of Munich, Germany, number 74115.
• Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016, "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper, University Library of Munich, Germany, number 74344, Apr.
• Lam, Kin & Lean, Hooi Hooi & Wong, Wing-Keung, 2016, "Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets," MPRA Paper, University Library of Munich, Germany, number 74386, Oct.
• Sunanta, Owat & Viertl, Reinhard, 2016, "Fuzzy models in regional statistics," MPRA Paper, University Library of Munich, Germany, number 74501.
• Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
• Apicella, Giovanna & Dacorogna, Michel M, 2016, "A General framework for modelling mortality to better estimate its relationship with interest rate risks," MPRA Paper, University Library of Munich, Germany, number 75788, Jul.
• DO ANGO, Simplicio & AMBA OYON, Claude Marius, 2016, "A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence," MPRA Paper, University Library of Munich, Germany, number 79685.
• Vorobyev, Oleg Yu., 2016, "Postulating the theory of experience and chance as a theory of co~events (co~beings)," MPRA Paper, University Library of Munich, Germany, number 81892, Sep.
• Vorobyev, Oleg Yu., 2016, "The theory of dual co~event means," MPRA Paper, University Library of Munich, Germany, number 81893, Sep.
• Pihnastyi, Oleh & Bondarenko, Kristina, 2016, "About the problem of selecting models for production line," MPRA Paper, University Library of Munich, Germany, number 91235, Feb, revised 07 Jan 2018.
• Pihnastyi, Oleh & Korsun, Roman, 2016, "The construction a kinetic equation of the production process," MPRA Paper, University Library of Munich, Germany, number 92073, Mar, revised 19 Mar 2016.
• Пигнастый, Олег, 2016, "Анализ Принципов И Методов Построения Систем Управления Производственным Процессом
  [Analysis Of The Principles And Methods Of Construction Control Systems Of Technological Process]," MPRA Paper, University Library of Munich, Germany, number 92908, Jan, revised 10 Jan 2016.
• Hana Džmuráňová & Petr Teplý, 2016, "Why Are Savings Accounts Perceived as Risky Bank Products?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 617-633, DOI: 10.18267/j.pep.578.
• James G. MacKinnon, 2016, "Inference With Large Clustered Datasets," Working Paper, Economics Department, Queen's University, number 1365, Sep.
• Manh D. Pham & Valentin Zelenyuk, 2016, "Slack-based directional distance function in the presence of bad outputs: Theory and Application to Vietnamese Banking," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072016, Nov.
• Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016, "The State Level Impact of Uncertainty Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 793, Apr.
• Haroon Mumtaz & Konstantinos Theodoridis, 2016, "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 804, Nov.
• David Magaña Lemus, 2016, "Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 34, pages 106-118, Enero-Jun.
• Shuping Shi & Stan Hurn & Peter C B Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series, National Centre for Econometric Research, number 113, Aug.
• Laurent, Piet & Legrand D.F. Saint-Cyr, 2016, "Projection de la population des exploitations agricoles françaises à l’horizon 2025," Working Papers SMART, INRAE UMR SMART, number 16-11.
• Castillo, Paul & Montoya, Jimena & Quineche, Ricardo, 2016, "From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis," Working Papers, Banco Central de Reserva del Perú, number 2016-003, Apr.
• Winfried G. Hallerback & Igor Pouchkarev, 2016, "Active Portfolio Management with Conditional Tracking Error," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 18-25, July-Augu.
• Edward Knotek II, 2016, "The Roles of Price Points and Menu Costs in Price Rigidity," 2016 Meeting Papers, Society for Economic Dynamics, number 1563.
• James G. MacKinnon, 2016, "Inference with Large Clustered Datasets," L'Actualité Economique, Société Canadienne de Science Economique, volume 92, issue 4, pages 649-665.
• Alexander Knyazev & Oleg Lepekhin & Arkady Shemyakin, 2016, "Joint distribution of stock indices: Methodological aspects of construction and selection of copula models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 42, pages 30-53.
• Beáta Udvari & Gábor Dávid Kiss & Julianna Pontet, 2016, "Challenges of Missing Data in Analyses of Aid Activity: The Case of US Aid Activity," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 39, issue 1-2, pages 1-25.
• Julius Frieling & Reinhard Madlener, 2016, "Estimation of Substitution Elasticities in Three-Factor Production Functions: Identifying the Role of Energy," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 1/2016, Mar.
• Nader Hakimipoor & Hojjat Akbarian, 2016, "Identifying Key Sectors in Iranian Economy using Eigenvector Method Based on Input-Output Table for year 2011," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 1, pages 139-160.
• J√∂rg Paetzold & Markus Tiefenbacher, 2016, "Shifting the tax burden from labor to property: The case of Germany," Working Papers in Economics, University of Salzburg, number 2016-3, Jul.
• Weilin Xiao & Jun Yu, 2016, "Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2016, Sep.
• Aleksandras KRYLOVAS & Natalja KOSAREVA & Edmundas Kazimieras ZAVADSKAS, 2016, "Statistical Analysis of KEMIRA Type Weights Balancing Methods," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 19-39, September.
• Mihaela Simionescu, 2016, "The Real GDP Rate in European Union. A Panel Data Approach," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 161001, Oct.
• Bianca Pauna, 2016, "Testarea proprietatilor predictive ale modelelor macroeconomice prin utilizarea simulărilor stohastice. Influenta numarului de observatii asupra restrangerii intervalului de prognoza," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 162701, Nov.
• Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu, 2016, "Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates," Romanian Statistical Review, Romanian Statistical Review, volume 64, issue 1, pages 21-40, March.
• Paola Stolfi & Mauro Bernardi & Lea Petrella, 2016, "Multivariate Method Of Simulated Quantiles," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0212, Dec.
• Murat Midilic, 2016, "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/918, Jan.
• Ignace De Vos & Gerdie Everaert, 2016, "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/920, Apr.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016, "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 23-35, October.
• Muneer Shaik & S. Maheswaran, 2016, "Modelling the Paradox in Stock Markets by Variance Ratio Volatility Estimator that Utilises Extreme Values of Asset Prices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 3, pages 333-361, December, DOI: 10.1177/0972652716666464.
• Mehmet Fatih Tra? & Esra Ball? & Çiler Sigeze, 2016, "Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3506095, Apr.
• Snezhana Gocheva-Ilieva & Iliycho Iliev, 2016, "Using Generalized PathSeeker Regularized Regression for Modeling and Prediction of Output Power of CuBr Laser," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006523, Aug.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016, "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 83-114, enero-jun.
• Dobromił Serwa, 2016, "Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 1, issue 1, pages 47-65, June, DOI: 10.33119/ERFIN.2016.1.1.3.
• Tomasz Krawczyk, 2016, "The Application of the Monte Carlo Method in the Management of Value at Risk of an Investment Portfolio (Zastosowanie metody Monte Carlo w zarzadzaniu Value at Risk portfela inwestycyjnego)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 14, issue 63, pages 25-38.
• Yu-Chin Hsu, 2016, "Multiplier Bootstrap for Empirical Processes," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A010, Sep.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2016, "How Network Visibility and Strategic Networking Leads to the Emergence of Certain Network Characteristics: A Complex Adaptive System Approach," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2016130, Aug, revised Aug 2016.
• Somayeh Koohborfardhaghighi & Jorn Altmann, 2016, "How Strategic Networking Impacts the Networking Outcome: A Complex Adaptive System Approach," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2016131, Aug, revised Aug 2016.
• François Bavaud, 2016, "Testing Spatial Autocorrelation in Weighted Networks: The Modes Permutation Test," Advances in Spatial Science, Springer, chapter 0, in: Roberto Patuelli & Giuseppe Arbia, "Spatial Econometric Interaction Modelling", DOI: 10.1007/978-3-319-30196-9_4.
• Chun-Xia Zhang & Jiang-She Zhang & Sang-Woon Kim, 2016, "PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection," Computational Statistics, Springer, volume 31, issue 4, pages 1237-1262, December, DOI: 10.1007/s00180-016-0652-8.
• Tetsuya Takaishi, 2016, "Dynamical cross-correlation of multiple time series Ising model," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 2, pages 455-468, December, DOI: 10.1007/s40844-016-0051-4.
• Xiaodong Du & Fengxia Dong, 2016, "Responses to market information and the impact on price volatility and trading volume: the case of Class III milk futures," Empirical Economics, Springer, volume 50, issue 2, pages 661-678, March, DOI: 10.1007/s00181-015-0933-z.
• Galip Altinay & A. Talha Yalta, 2016, "Estimating the evolution of elasticities of natural gas demand: the case of Istanbul, Turkey," Empirical Economics, Springer, volume 51, issue 1, pages 201-220, August, DOI: 10.1007/s00181-015-1012-1.
• Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2016, "Correlation structure and principal components in the global crude oil market," Empirical Economics, Springer, volume 51, issue 4, pages 1501-1519, December, DOI: 10.1007/s00181-015-1057-1.
• Santosh K. Sahu & Sukanya Das, 2016, "Impact of Agricultural Related Technology Adoption on Poverty: A Study of Select Households in Rural India," India Studies in Business and Economics, Springer, in: N.S. Siddharthan & K. Narayanan, "Technology", DOI: 10.1007/978-981-10-1684-4_8.
• Benedikt Franke & Dirk Simons & Dennis Voeller, 2016, "Who benefits from the preferential treatment of business property under the German inheritance tax?," Journal of Business Economics, Springer, volume 86, issue 9, pages 997-1041, December, DOI: 10.1007/s11573-016-0807-7.
• Lisa Sella & Gianna Vivaldo & Andreas Groth & Michael Ghil, 2016, "Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 1, pages 25-48, September, DOI: 10.1007/s41549-016-0003-4.
• Thomas Brenner & Johann Peter Murmann, 2016, "Using simulation experiments to test historical explanations: the development of the German dye industry 1857-1913," Journal of Evolutionary Economics, Springer, volume 26, issue 4, pages 907-932, October, DOI: 10.1007/s00191-015-0430-8.
• B. Balaji & S. Raja Sethu Durai & M. Ramachandran, 2016, "The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 1-14, June, DOI: 10.1007/s40953-015-0027-y.
• Levi John Wolf & Sergio Rey, 2016, "On the lumpability of regional income convergence," Letters in Spatial and Resource Sciences, Springer, volume 9, issue 3, pages 265-275, October, DOI: 10.1007/s12076-015-0156-0.
• Jaya Krishnakumar & Florian Chávez-Juárez, 2016, "Estimating Capabilities with Structural Equation Models: How Well are We Doing in a ‘Real’ World?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 129, issue 2, pages 717-737, November, DOI: 10.1007/s11205-015-1148-6.
• Jan Limbers & Thieß Petersen & Michael Böhmer, 2016, "Lohnimpulse und Wirtschaftswachstum — eine Simulationsanalyse für die Eurozone
  [Wage Stimuli and Economic Growth — A Simulation Analysis for the Eurozone]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 96, issue 2, pages 122-127, February, DOI: 10.1007/s10273-016-1936-x.
• Jan Limbers & Thieß Petersen & Michael Böhmer, 2016, "Lohnimpulse und Wirtschaftswachstum — eine Simulationsanalyse für die Eurozone," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 96, issue 2, pages 122-127, February, DOI: 10.1007/s10273-016-1936-x.
• Giovanni Dosi & Marcelo C. Pereira & Maria Enrica Virgillito, 2016, "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/12, 03.
• Luke Hartigan, 2016, "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers, School of Economics, The University of New South Wales, number 2016-06, May.
• Luke Hartigan, 2016, "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers, School of Economics, The University of New South Wales, number 2016-18, Nov.
• Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016, "Speeding up MCMC by Efficient Data Subsampling," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/16205.
• Thorsten Lehnert & Yuehao Lin, 2016, "Skewness Term-Structure Tests," Applied Mathematical Finance, Taylor & Francis Journals, volume 23, issue 6, pages 484-504, November, DOI: 10.1080/1350486X.2017.1310624.
• Roberto Roson & Martina Sartori, 2016, "Input--output linkages and the propagation of domestic productivity shocks: assessing alternative theories with stochastic simulation," Economic Systems Research, Taylor & Francis Journals, volume 28, issue 1, pages 38-54, March, DOI: 10.1080/09535314.2015.1132194.
• Sofia Anyfantaki & Antonis Demos, 2016, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 293-310, February, DOI: 10.1080/07474938.2014.966639.
• Gerdie Everaert & Tom De Groote, 2016, "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 3, pages 428-463, March, DOI: 10.1080/07474938.2014.966635.
• Jan Willem Van den End, 2016, "A macroprudential approach to address liquidity risk with the loan-to-deposit ratio," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 3, pages 237-253, February, DOI: 10.1080/1351847X.2014.983137.
• Stavros Degiannakis & Alexandra Livada, 2016, "Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 5, pages 871-892, April, DOI: 10.1080/02664763.2015.1079306.
• Sermin Gungor & Richard Luger, 2016, "Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 161-175, April, DOI: 10.1080/07350015.2015.1019510.
• Makram El-Shagi & Gregor Von Schweinitz, 2016, "Qual Var Revisited: Good Forecast, Bad Story," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 2, pages 293-321, November, DOI: 10.1016/S1514-0326(16)30012-5.
• S.J Retief & M. Pretorius & I. Botha, 2016, "Comparing Linear and Non-Linear Benchmarks of Exchange Rate Forecasting," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 40, issue 1, pages 119-138, April, DOI: 10.1080/10800379.2016.12097294.
• Andrew J. Buck & George M. Lady, 2016, "Estimating a Falsified Model," DETU Working Papers, Department of Economics, Temple University, number 1601, May.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016, "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-084/III, Mar, revised 03 Jul 2017.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-099/III, Nov.
• Lavergne, Pascal & Nguimkeu, Pierre, 2016, "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 16-743, Dec.
• Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016, "The time-series linkages between US fiscal policy and asset prices," Working papers, University of Connecticut, Department of Economics, number 2016-15, Sep.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2016-20, Sep.
• Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "On the invertibility of seasonally adjusted series," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261539.
• KORKMAZ, Özge & ERER, Elif & ERER, Deniz, 2016, "The Factors Affecting Credit Bubbles: The Case Of Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 1, pages 37-53.
• Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016, "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 12, issue 2, pages 23-35, DOI: 10.1515/fiqf-2016-0141.
• Ortona Guido, 2016, "A commonsense assessment of Arrow’s theorem," Journal of Heterodox Economics, Sciendo, volume 3, issue 1, pages 54-62, June, DOI: 10.1515/jheec-2016-0003.
• Zyga Jacek, 2016, "Connection Between Similarity and Estimation Results of Property Values Obtained by Statistical Methods," Real Estate Management and Valuation, Sciendo, volume 24, issue 3, pages 5-15, September, DOI: 10.1515/remav-2016-0017.
• Kobylińska Katarzyna & Cellmer Radosław, 2016, "The Use of Indicator Kriging for Analyzing Prices in the Real Estate Market," Real Estate Management and Valuation, Sciendo, volume 24, issue 4, pages 5-15, December, DOI: 10.1515/remav-2016-0025.
• Yang Hu & Les Oxley, 2016, "Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries," Working Papers in Economics, University of Waikato, number 16/05, May.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-08.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-09.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-10.
• Yingxia Pu & Ying Ge, 2016, "Multilateral mechanism analysis of interprovincial migration flows in China," ERSA conference papers, European Regional Science Association, number ersa16p423, Dec.
• Ulrich Hounyo & Bezirgen Veliyev, 2016, "Validity of Edgeworth expansions for realized volatility estimators," Econometrics Journal, Royal Economic Society, volume 19, issue 1, pages 1-32, February.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 357-386, March.
• Jason R. Blevins, 2016, "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 773-804, August.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1352-1370, November.
• Stelios D. Bekiros & Alessia Paccagnini, 2016, "Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 7, pages 613-632, November.
• Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi‐Ming Wei, 2016, "An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 7, pages 633-651, November.
• Channing Arndt & Azhar M. Hussain & Vincenzo Salvucci & Finn Tarp & Lars Peter Østerdal, 2016, "Poverty Mapping Based on First‐Order Dominance with an Example from Mozambique," Journal of International Development, John Wiley & Sons, Ltd., volume 28, issue 1, pages 3-21, January.
• 牛霖琳 & 洪智武 & 陈国进, 2016, "中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2016-10-19, Oct.
• Neumann, Anne & Nieswand, Maria & Schubert, Torben, 2016, "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 45, issue 1, pages 35-51.
• Jakusch, Sven Thorsten, 2017, "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 148, revised 2017, DOI: 10.2139/ssrn.2845871.
• Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145485.
• Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2016, "A panel cointegration rank test with structural breaks and cross-sectional dependence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145822.
• Bruckmeier, Kerstin & Wiemers, Jürgen, 2016, "Differences in welfare take-up between immigrants and natives," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145828.
• Virginia COJOCARU & Alexandru GRIBINCEA, 2016, "Migration Impact On Economical Situation," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 87-94.
• Inga CHISTRUGA-SINCHEVICI, 2016, "Achieving Rights Of Children With Divorced Parents To An Adequate Standard Of Living," Economy and Sociology, The Journal Economy and Sociology, issue 3, pages 76-81.
• Luis Uzeda, 2016, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-632, Mar.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2016-01, Jan.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361, DOI: 10.15609/annaeconstat2009.123-124.0.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• Raluca Necula & Mirela Stoian & Manea Draghici, 2016, "The Convergent Evolution of Romania’s Gross Domestic Product in Relation to the Average Macro-Economic Result of the European Union Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 575-575, August.
• Zhao, Xin & Guolin, Yao & Wallace, Tyner, , "Quantifying Breakeven Price Distributions in Stochastic Techno-Economic Analysis — A Case of Cellulosic Biofuel Production from Fast Pyrolysis and Hydroprocessing Pathway," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235215, DOI: 10.22004/ag.econ.235215.
• Saint-Cyr, Legrand D. F., 2016, "Accounting for farm heterogeneity in the assessment of agricultural policy impacts on structural change," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235778, DOI: 10.22004/ag.econ.235778.
• Piet, Laurent & Saint-Cyr, Legrand D.F., 2016, "Projection de la population des exploitations agricoles françaises à l’horizon 2025," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 250208, DOI: 10.22004/ag.econ.250208.
• MacKinnon, James G., 2016, "Inference with Large Clustered Datasets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274691, Sep, DOI: 10.22004/ag.econ.274691.
• Martins, Élica de Aguiar & Campos, Robério Telmo & Campos, Kilmer Coelho & Almeida, Cleycianne de Souza, None, "Rentabilidade da Produção de Acerola Orgânica Sob Condição Determinística e de Risco: estudo do distrito de irrigação Tabuleiro Litorâneo do Piauí," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 54, issue 01, pages 1-20, DOI: 10.22004/ag.econ.239255.
• Zapata, Samuel D. & Ribera, Luis A. & Palma, Marco, 2016, "Effect of Production Parameters On the Economic Feasibility of a Biofuel Enterprise," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229804, DOI: 10.22004/ag.econ.229804.
• Marian SIMINICA & Silviu CARSTINA & Mirela SICHIGEA (GANEA), 2016, "Analysis Of Correlation Between Indicators Of Asset Management And Profitability For Companies In The Food Industry Spanish," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 44, pages 168-177.
• Mirela Cristea & Ionu? Dr?gulin, 2016, "The new economic governance in the EU Member States. Macroeconomic results and statistical correlations for Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 44, pages 310-321.
• Ilona Cserháti & Tibor Keresztély & Tibor Takács, 2016, "Examination of Inequalities in Hungary by Microsimulation in Consistency with Macro Data," Society and Economy, Akadémiai Kiadó, Hungary, volume 38, issue 4, pages 479-495, December.
• Esin Firuzan & Berhan Çoban, 2016, "Comparison of Cointegration Tests for Near Integrated Time Series Data with Structural Break," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 1, pages 35-44, June, DOI: http://dx.doi.org/10.17093/aj.2016..
• Gamze Özel & Rıdvan Ceylan, 2016, "Investigating The Factors Which Are Effective On Ice Cream Consumption Of Consumers," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 2, pages 147-158, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Özcan Mutlu & Muhammed Ordu & Olcay Polat, 2016, "Comparison of Individual Pension System and Bank's Deposit System for Low-Risk Investors," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 2, pages 95-114, September, DOI: http://dx.doi.org/10.17093/aj.2016..
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," Papers, arXiv.org, number 1601.00934, Jan, revised Jun 2019.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016, "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 1612.04932, Dec, revised Dec 2021.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2016, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Institute for Fiscal Studies, number 02/16, Jan, DOI: 10.1920/wp.cem.2016.0216.
• Srini Vasan & Adelamar Alcantara, 2016, "GIS-based Methods for Estimating Missing Poverty Rates & Projecting Future Rates in Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 1-13, August.
• Dimitris Hatzinikolaou, 2016, "A "litmus test" of Deficit Sustainability: The Case of the Greek Budget Deficit," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 65-73, August.
• Cebreros Alfonso, 2016, "The Rewards of Self-Discovery: Learning and Firm Exporter Dynamics," Working Papers, Banco de México, number 2016-08, Jun.
• Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
• Jekaterina Navicke & Romas Lazutka, 2016, "Work incentives across the income distribution and for model families in Lithuania: 2005-2013," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 2, pages 175-191.
• Agić-Šabeta Elma, 2016, "Constant Proportion Portfolio Insurance Strategy in Southeast European Markets," Business Systems Research, Sciendo, volume 7, issue 1, pages 59-80, March, DOI: 10.1515/bsrj-2016-0005.
• Zheng Fang & Chris Sakellariou, 2016, "Living Standards Inequality Between Migrants And Local Residents In Urban China—A Quantile Decomposition," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 2, pages 369-386, April.
• Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016, "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 907-924, April.
• Mogens Bladt & Samuel Finch & Michael Sørensen, 2016, "Simulation of multivariate diffusion bridges," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 2, pages 343-369, March.
• Itamar Caspi & Meital Graham, 2016, "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers, Bank of Israel, number 2016.06, Mar.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2016-001, Jan.
• Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016, "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 153-177, January, DOI: 10.1515/jem-2013-0002.
• Wiriyawit Varang & Wong Benjamin, 2016, "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 141-157, April, DOI: 10.1515/snde-2015-0030.
• Rinke Saskia & Sibbertsen Philipp, 2016, "Information criteria for nonlinear time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 325-341, June, DOI: 10.1515/snde-2015-0026.
• Lahiri Kajal & Yang Liu, 2016, "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 421-440, September, DOI: 10.1515/snde-2014-0054.
• James G. MacKinnon & Matthew D. Webb, 2016, "The Subcluster Wild Bootstrap for Few (Treated) Clusters," Carleton Economic Papers, Carleton University, Department of Economics, number 16-13, Sep.
• Nazila Alinaghi & W. Robert Reed, 2016, "Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/26, Nov.
• Makram El-Shagi & Gregor von Schweinitz, 2016, "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 293-322, November.
• Samira Barzin & Sabine D'Costa & Daniel Graham, 2016, "A Pseudo-Panel Approach to Estimating Dynamic Effects of Road Infrastructure Provision on Firm Performance in a Developing Country Context," Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research, number 69, Aug.
• Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016, "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-46, Jul.
• Ulrich Hounyo & Silvia Gonçalves & Nour Meddahi, 2016, "Bootstrapping pre-averaged realized volatility under market microstructure noise," CIRANO Working Papers, CIRANO, number 2016s-25, May.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers, CIRANO, number 2016s-62, Dec.
• Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.
• Francisco Venegas-Martínez & Jos� Francisco Mart�nez-S�nchez & Mar�a Teresa V. Mart�nez-Palacios, 2016, "An analysis on operational risk in international banking: A Bayesian approach (2007–2011)," Estudios Gerenciales, Universidad Icesi, volume 32, issue 140, pages 208-220.
• Carolina Barrios Laborda & Dayana Pinz�n Callejas, 2016, "Salud y el uso de Internet: Un estudio de la relación médico-paciente," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 10, issue 2, pages 219-240.
• Daniel Ordonez-Callamand, 2016, "Una nota sobre la construcción de intervalos de confianza para autocorrelaciones de k-ésimo orden," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-19.
• Julián Fernández Mejía & Jorge Mario Uribe, 2016, "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 83-103.
• Dustmann, Christian & Stevens, Katrien & Adda, Jérôme, 2016, "The Career Costs of Children," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11586, Oct.
• Jonathan Lain, 2016, "Job Flexibility and Occupational Selection: An Application of Maximum Simulated Likelihood Using Data from Ghana," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2016-34.
• Konstantin GLUSCHENKO, 2016, "The Path-Dependence Bias in Approximating Local Price Levels by CPIs," Journal of Economics Library, EconSciences Journals, volume 3, issue 1, pages 69-76, March.
• Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016, ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2058, Dec.
• Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2059, Dec.
• Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA, 2016, "Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 85-102.
• Voigt, Sebastian & Hinz, Oliver, 2016, "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 84846.
• Никола Илиев, 2016, "Прецизиране На Регресионната Значимост Чрез Фиктивни Регресори, Продукт На Уинсоризация На Условни Променливи," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 12, issue 12 Year 2, pages 3-27.
• Aleksandr A. Novikov & Elena V. Novikova & Elena V. Moiseyeva & Larisa E. Fatikhova & Olga V. Ruzakova & Olga V. Ruzakova & Lenar R. Khairullin, 2016, "The Leveling of Environmental Polarization as a Part of Strategy of Perspective Innovation Policy of Economic Systems," International Review of Management and Marketing, Econjournals, volume 6, issue 2, pages 256-263.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016, "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 37-57, DOI: 10.1016/j.csda.2014.04.011.
• Chan, Joshua C.C. & Grant, Angelia L., 2016, "Fast computation of the deviance information criterion for latent variable models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 847-859, DOI: 10.1016/j.csda.2014.07.018.
• Dimopoulos, Theodosios & Sacchetto, Stefano, 2016, "Technological heterogeneity and corporate investment," Journal of Economic Dynamics and Control, Elsevier, volume 66, issue C, pages 20-35, DOI: 10.1016/j.jedc.2016.02.006.
• Barde, Sylvain, 2016, "Direct comparison of agent-based models of herding in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 329-353, DOI: 10.1016/j.jedc.2016.10.005.
• El-Shazly, Alaa, 2016, "Structural breaks and monetary dynamics: A time series analysis," Economic Modelling, Elsevier, volume 53, issue C, pages 133-143, DOI: 10.1016/j.econmod.2015.11.019.
• Shi, Wendong & Sun, Jingwei, 2016, "Aggregation and long-memory: An analysis based on the discrete Fourier transform," Economic Modelling, Elsevier, volume 53, issue C, pages 470-476, DOI: 10.1016/j.econmod.2015.10.045.
• Horváth, Roman & Šopov, Boril, 2016, "GARCH models, tail indexes and error distributions: An empirical investigation," The North American Journal of Economics and Finance, Elsevier, volume 37, issue C, pages 1-15, DOI: 10.1016/j.najef.2016.03.006.
• Costantini, Mauro & Lupi, Claudio, 2016, "Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods," Economics Letters, Elsevier, volume 138, issue C, pages 9-14, DOI: 10.1016/j.econlet.2015.11.011.
• Yang, Yuan & Wang, Lu, 2016, "An auxiliary particle filter for nonlinear dynamic equilibrium models," Economics Letters, Elsevier, volume 144, issue C, pages 112-114, DOI: 10.1016/j.econlet.2016.04.020.
• Lee, Taewook, 2016, "Wild bootstrap Ljung–Box test for cross correlations of multivariate time series," Economics Letters, Elsevier, volume 147, issue C, pages 59-62, DOI: 10.1016/j.econlet.2016.08.015.
• Keane, Michael & Stavrunova, Olena, 2016, "Adverse selection, moral hazard and the demand for Medigap insurance," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 62-78, DOI: 10.1016/j.jeconom.2015.08.002.
• Blazsek, Szabolcs & Escribano, Alvaro, 2016, "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 145-163, DOI: 10.1016/j.jeconom.2015.10.005.
• Wang, Wenjie & Kaffo, Maximilien, 2016, "Bootstrap inference for instrumental variable models with many weak instruments," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 231-268, DOI: 10.1016/j.jeconom.2015.12.016.
• Lee, Seojeong, 2016, "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 86-104, DOI: 10.1016/j.jeconom.2015.11.003.
• Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min, 2016, "A nonparametric test of a strong leverage hypothesis," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 153-186, DOI: 10.1016/j.jeconom.2016.02.018.
• De Menil, Georges & Murtin, Fabrice & Sheshinski, Eytan & Yokossi, Tite, 2016, "A rational, economic model of paygo tax rates," European Economic Review, Elsevier, volume 89, issue C, pages 55-72, DOI: 10.1016/j.euroecorev.2016.06.002.
• Westerlund, Joakim & Thuraisamy, Kannan, 2016, "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, volume 28, issue C, pages 44-60, DOI: 10.1016/j.ememar.2016.06.003.
• Campbell, Randall C. & Nagel, Gregory L., 2016, "Private information and limitations of Heckman's estimator in banking and corporate finance research," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 186-195, DOI: 10.1016/j.jempfin.2016.03.007.