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

2018

• Francis Petterini & Diogo Signor & Pedro Santos, 2018, "O limítrofe do horário de verão: análises quase-experimentais do consumo de energia elétrica na Bahia e no Tocantins [The daylight saving borderline: quasi-experimental analysis of the electric power ," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 3, pages 943-964, September.
• Chakraborty, Lekha & Singh, Yadawendra, 2018, "Fiscal Policy, as the "Employer of Last Resort": Impact of MGNREGS on Labour Force Participation Rates in India," Working Papers, National Institute of Public Finance and Policy, number 18/210, Feb.
• Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 1-49.
• Andreas Kaeck, 2018, "Variance-of-Variance Risk Premium," Review of Finance, European Finance Association, volume 22, issue 4, pages 1549-1579.
• Kerstin Bruckmeier & Jürgen Wiemers, 2018, "Benefit Take-Up and Labor Supply Incentives of Interdependent Means-Tested Benefit Programs for Low-Income Households," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 4, pages 583-604, December, DOI: 10.1057/s41294-017-0041-5.
• Bo Jiang & Bruce Philp & Zhongmin Wu, 2018, "Macro stress testing in the banking system of China," Journal of Banking Regulation, Palgrave Macmillan, volume 19, issue 4, pages 287-298, November, DOI: 10.1057/s41261-017-0057-9.
• Pedro Cosme da Costa Vieira, 2018, "The impact of corruption on economic growth, a bootstrapping analysis," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 612, Dec.
• Пигнастый, Олег, 2018, "Синтез Программного Управления Операционными Параметрами Поточной Линии
  [Synthesis of program control of operational parameters of a production line]," MPRA Paper, University Library of Munich, Germany, number 102418, May, revised 25 May 2018.
• Ghazouani, tarek, 2018, "Reexamining the Foreign direct investment, Renewable energy consumption and Economic growth nexus: Evidence from a new Bootstrap ARDL test for Cointegration," MPRA Paper, University Library of Munich, Germany, number 103348, Nov, revised 11 Sep 2020.
• Adkins, Lee, 2018, "Using GRETL for Principles of Econometrics, 5th edition," MPRA Paper, University Library of Munich, Germany, number 123799, Nov.
• Bensalma, Ahmed, 2018, "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper, University Library of Munich, Germany, number 84969, Mar.
• Lee, David, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper, University Library of Munich, Germany, number 85575, Mar.
• Sokolovskyi, Dmytro, 2018, "Analysis of dependencies between state tax behavior and macroeconomic indicators," MPRA Paper, University Library of Munich, Germany, number 86417, Apr.
• Baum, Anja & Eyraud, Luc & Hodge, Andrew & Jarmuzek, Mariusz & Kim, Young & Mbaye, Samba & Ture, Elif, 2018, "How to calibrate fiscal rules : a primer," MPRA Paper, University Library of Munich, Germany, number 86423, Mar.
• Habimana, Olivier, 2018, "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 87823, Jun.
• Chtcheva, Iuliia & Mahmudov, Telman & Podzorova, Marina, 2018, "Методика Классификационно-Регрессионного Анализа Районов По Показателям Сельского Хозяйства (На Примере Тульской Области)
  [Methods classification and regression analysis areas on indicators of agriculture (on the example of Tula region)]," MPRA Paper, University Library of Munich, Germany, number 88657, Aug.
• Chan, Kemin & Hong, Yu, 2018, "Simulation of Spar Type Floating Offshore Wind Turbine Subjected to Misaligned Wind-Wave Loading Using Conservation of Momentum Method," MPRA Paper, University Library of Munich, Germany, number 88777, Sep.
• Legrand, Romain, 2018, "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper, University Library of Munich, Germany, number 88925, Sep.
• Kounetas, Kostas & Napolitano, Oreste & Stavropoulos, Spyridon & Burger, Martijn, 2018, "European Regional Productive Performance under a Metafrontier Framework. The role of patents and human capital on technology gap?," MPRA Paper, University Library of Munich, Germany, number 88957, Jan, revised 17 Jul 2018.
• Ghazouani, tarek, 2018, "Re-examining the Foreign direct investment, Renewable energy consumption and Economic growth nexus: Evidence from a new Bootstrap ARDL test for Cointegration," MPRA Paper, University Library of Munich, Germany, number 89975, Nov.
• Crudu, Federico & Neri, Laura & Tiezzi, Silvia, 2018, "Family Ties and Children Obesity in Italy," MPRA Paper, University Library of Munich, Germany, number 90360, Apr, revised 15 Oct 2018.
• Sandoval Paucar, Giovanny, 2018, "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad
  [Spillovers effects on financial markets of Colombia. Identification through heteroskedasticity]," MPRA Paper, University Library of Munich, Germany, number 90422, Dec.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
• Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018, "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 91136, May.
• Radanliev, Petar & De Roure, David & Nicolescu, Razvan & Huth, Michael & Mantilla Montalvo, Rafael & Cannady, Stacy & Burnap, Peter, 2018, "Future developments in cyber risk assessment for the internet of things," MPRA Paper, University Library of Munich, Germany, number 92567, Sep, revised Sep 2018.
• Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018, "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201870, Nov.
• Milan Bašta, 2018, "Time series forecasting with a prior wavelet-based denoising step," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2018, issue 1, pages 5-24, DOI: 10.18267/j.aop.592.
• Milan Fičura & Jiří Witzany, 2018, "Use of Adapted Particle Filters in SVJD Models," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 3, pages 5-20, DOI: 10.18267/j.efaj.211.
• Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018, "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper, Economics Department, Queen's University, number 1399, Mar.
• David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2018, "Fast And Wild: Bootstrap Inference In Stata Using Boottest," Working Paper, Economics Department, Queen's University, number 1406, Nov.
• Léopold Simar & Valentin Zelenyuk, 2018, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072018, Sep.
• Robin C. Sickles & Wonho Song & Valentin Zelenyuk, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082018, Sep.
• Haroon Mumtaz & Alberto Musso, 2018, "The evolving impact of global, region-specific and country-specific uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 866, Sep.
• Nikita Petrov & Tatiana Ratnikova, 2018, "Analysis of the joint distribution of stock and art indices: Attempt of a copular approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 52, pages 46-61.
• Weilin Xiao & Jun Yu, 2018, "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2018, Mar.
• Liyao Li & Zhenlin Yang, 2018, "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2018, Aug.
• Basim Abbas Kraidy JASSMY & Cristian-Silviu BANACU & Zaki Muhammad Abbas BHAYA, 2018, "Strategic Orientation and External Environment on Organizational Commitment," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 3, issue 1, pages 39-57, June.
• Autcha Araveeporn, 2018, "A Comparison of Parameter Estimation of Logistic Regression model by Maximum Likelihood, Ridge Regression, Markov Chain Monte Carlo Methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409196, Jun.
• Roser Bono & María J. Blanca & Rafael Alarcón & Jaume Arnau, 2018, "The Effects Of Autocorrelation And Number Of Repeated Measures On Glmm Robustness With Ordinal Data," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309082, Nov.
• María J. Blanca & Roser Bono & Jaume Arnau & Rafael Alarcón & Juana Gómez-Benito, 2018, "Which Are The Most Common Distributions In Social, Health, And Education Sciences?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309086, Nov.
• Kamil Polak, 2018, "Investors’ Reaction to a Published Recommendation (Wplyw opublikowanej rekomendacji na reakcje inwestorow)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 127-135.
• Gábor Békés & Péter Harasztosi, 2018, "Grid and shake: spatial aggregation and the robustness of regionally estimated elasticities," The Annals of Regional Science, Springer;Western Regional Science Association, volume 60, issue 1, pages 143-170, January, DOI: 10.1007/s00168-017-0849-y.
• Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018, "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, volume 33, issue 1, pages 443-465, March, DOI: 10.1007/s00180-017-0715-5.
• Manh D. Pham & Valentin Zelenyuk, 2018, "Slack-based directional distance function in the presence of bad outputs: theory and application to Vietnamese banking," Empirical Economics, Springer, volume 54, issue 1, pages 153-187, February, DOI: 10.1007/s00181-017-1232-7.
• Dong-Yop Oh & Hyejin Lee & Ming Meng, 2018, "More powerful threshold cointegration tests," Empirical Economics, Springer, volume 54, issue 3, pages 887-911, May, DOI: 10.1007/s00181-017-1243-4.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018, "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, volume 55, issue 4, pages 1717-1755, December, DOI: 10.1007/s00181-017-1343-1.
• K. P. M. Winssen & R. C. Kleef & W. P. M. M. Ven, 2018, "Can premium differentiation counteract adverse selection in the Dutch supplementary health insurance? A simulation study," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 5, pages 757-768, June, DOI: 10.1007/s10198-017-0918-2.
• Caroline Orset, 2018, "People’s perception and cost-effectiveness of home confinement during an influenza pandemic: evidence from the French case," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 9, pages 1335-1350, December, DOI: 10.1007/s10198-018-0978-y.
• Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018, "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, volume 6, issue 1, pages 139-168, June, DOI: 10.1007/s40070-018-0079-2.
• G. Dosi & M. C. Pereira & M. E. Virgillito, 2018, "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 1, pages 173-193, April, DOI: 10.1007/s11403-017-0193-4.
• Panayiotis Tzeremes & Nickolaos G. Tzeremes, 2018, "A convergence assessment of water price rates: evidence from major U.S. cities," Letters in Spatial and Resource Sciences, Springer, volume 11, issue 3, pages 361-368, October, DOI: 10.1007/s12076-018-0218-1.
• Georg P. Mueller, 2018, "When the search for truth fails: A computer simulation of the impact of the publication bias on the meta-analysis of scientific literature," Scientometrics, Springer;Akadémiai Kiadó, volume 117, issue 3, pages 2061-2076, December, DOI: 10.1007/s11192-018-2942-0.
• Ana Suárez Álvarez & Ana Jesús López Menéndez, 2018, "Assessing Changes Over Time in Inequality of Opportunity: The Case of Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 139, issue 3, pages 989-1014, October, DOI: 10.1007/s11205-017-1759-1.
• Aleksandr M. Batkovskiy & Natalya S. Efimova & Vyacheslav D. Kalachanov & Elena G. Semenova & Alena V. Fomina & Viktor M. Balashov, 2018, "Evaluation of the efficiency of industrial management in high-technology industries," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 2, pages 577-590, December, DOI: 10.9770/jesi.2018.6.2(8).
• Marian Vavra, 2018, "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2018, Mar.
• Zacharias Psaradakis & Marian Vavra, 2018, "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2018, Oct.
• Anton Kolotilin & Valentyn Panchenko, 2018, "Estimation of a Scale-Free Network Formation Model," Discussion Papers, School of Economics, The University of New South Wales, number 2018-10, Jun.
• Antonia Arsova & Deniz Dilan Karaman Örsal, 2018, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 10, pages 1033-1050, November, DOI: 10.1080/07474938.2016.1183070.
• Artūras Juodis & Vasilis Sarafidis, 2018, "Fixed T dynamic panel data estimators with multifactor errors," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 8, pages 893-929, September, DOI: 10.1080/00927872.2016.1178875.
• Fabio Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2018, "Minimum Distance Estimation of Search Costs Using Price Distribution," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 658-671, October, DOI: 10.1080/07350015.2016.1247003.
• Rasmus T. Varneskov & Pierre Perron, 2018, "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 3, pages 371-393, March, DOI: 10.1080/14697688.2017.1329591.
• Ehsan Mehdad & Jack P. C. Kleijnen, 2018, "Efficient global optimisation for black-box simulation via sequential intrinsic Kriging," Journal of the Operational Research Society, Taylor & Francis Journals, volume 69, issue 11, pages 1725-1737, November, DOI: 10.1080/01605682.2017.1409154.
• Fethi Ogunc & Mustafa Utku Ozmen & Cagri Sarikaya, 2018, "Inflation Dynamics in Turkey from a Bayesian Perspective," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1810.
• Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-063/III, Aug.
• Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-076/III, Oct.
• Kleijnen, J.P.C. & van Beers, W.C.M., 2018, "Prediction for Big Data through Kriging : Small Sequential and One-Shot Designs," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-022.
• Martin Burda & Remi Daviet, 2018, "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers, University of Toronto, Department of Economics, number tecipa-618, Sep.
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018, "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-623, Nov.
• Marco Bee & Julien Hambuckers & Luca Trapin, 2018, "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," DEM Working Papers, Department of Economics and Management, number 2018/08.
• Angelo Ranaldo & Paolo Santucci de Magistris, 2018, "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1823, Nov, revised Oct 2019.
• Ivan Mendieta-Munoz & Mengheng Li, 2018, "Are long-run output growth rates falling?," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2018_02.
• Ślepaczuk Robert & Zenkova Maryna, 2018, "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 186-205, January, DOI: 10.1515/ceej-2018-0022.
• Berezka Kateryna & Kovalchuk Olha, 2018, "Correspondence Analysis as a Tool for Computer Modeling of Sustainable Development," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 22, issue 4, pages 9-23, December, DOI: 10.15611/eada.2018.4.01.
• Tilca Magnolia & Mare Elisabeta & Apatean Anca, 2018, "A Model to Measure the Performance of Human Resources in Organisations," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 28, issue 1, pages 57-73, March, DOI: 10.2478/sues-2018-0005.
• Richard T. Carson & Mikołaj Czajkowski, 2018, "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-04.
• Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018, "Momentum and contrarian effects on the cryptocurrency market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-09.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
• Przemysław Ryś & Robert Ślepaczuk, 2018, "Machine learning in algorithmic trading strategy optimization - implementation and efficiency," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-25.
• Dinghai Xu & Jingru Ji & Donghua Wang, 2018, "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Working Papers, University of Waterloo, Department of Economics, number 1806, Jan, revised 09 Jan 2018.
• Dang,Hai-Anh H., 2018, "To impute or not to impute ? a review of alternative poverty estimation methods in the context of unavailable consumption data," Policy Research Working Paper Series, The World Bank, number 8403, Apr.
• Dang,Hai-Anh H. & Lokshin,Michael M. & Abanokova,Ksenia & Bussolo,Maurizio, 2018, "Inequality and Welfare Dynamics in the Russian Federation during 1994-2015," Policy Research Working Paper Series, The World Bank, number 8629, Oct.
• Ehsan Mehdad & Jack P.C. Kleijnen, 2018, "Stochastic intrinsic Kriging for simulation metamodeling," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 34, issue 3, pages 322-337, May, DOI: 10.1002/asmb.2300.
• James G. MacKinnon & Matthew D. Webb, 2018, "The wild bootstrap for few (treated) clusters," Econometrics Journal, Royal Economic Society, volume 21, issue 2, pages 114-135, June, DOI: 10.1111/ectj.12107.
• Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018, "What Do Vars Tell Us About The Impact Of A Credit Supply Shock?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 2, pages 625-646, May, DOI: 10.1111/iere.12282.
• Eduardo Rossi & Paolo Santucci de Magistris, 2018, "Indirect inference with time series observed with error," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 874-897, September, DOI: 10.1002/jae.2639.
• Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018, "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 8, pages 1879-1899, December, DOI: 10.1111/jmcb.12509.
• Lele Zou & Jinjun Xue & Alan Fox & Bo Meng, 2018, "The Emissions Reduction Effect And Economic Impact Of An Energy Tax Vs. A Carbon Tax In China: A Dynamic Cge Model Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 63, issue 02, pages 339-387, March, DOI: 10.1142/S021759081740015X.
• Idrizi, Olgerta & Shahini, Besa, 2018, "Albanian Challenges towards an Efficient Pension System," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018".
• Opiła, Janusz, 2018, "Visualization in a Knowledge Transfer Process," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2018), Split, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Split, Croatia, 6-8 September 2018".
• Schreiber, Sven, 2018, "Are bootstrapped cointegration test findings unreliable?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2018/8.
• Dang, Hai-Anh & Jolliffe, Dean & Carletto, Calogero, 2018, "Data Gaps, Data Incomparability, and Data Imputation: A Review of Poverty Measurement Methods for Data-Scarce Environments," GLO Discussion Paper Series, Global Labor Organization (GLO), number 179.
• Dang, Hai-Anh H., 2018, "To Impute or Not to Impute? A Review of Alternative Poverty Estimation Methods in the Context of Unavailable Consumption Data," GLO Discussion Paper Series, Global Labor Organization (GLO), number 201.
• Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-34.
• Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-9, DOI: 10.5018/economics-ejournal.ja.2018-.
• Packham, Natalie & Papenbrock, Jochen & Schwendner, Peter & Woebbeking, Fabian, 2018, "Tail-Risk Protection Trading Strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-038.
• Guo, Shaojun & Li, Dong & Li, Muyi, 2018, "Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-049.
• Zbonakova, Lenka & Pio Monti, Ricardo & Härdle, Wolfgang Karl, 2018, "Towards the interpretation of time-varying regularization parameters in streaming penalized regression models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-059.
• Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181590.
• Ulrich Hounyo & Rasmus T. Varneskov, 2018, "Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-16, Apr.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2018, "Edgeworth expansion for Euler approximation of continuous diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-28, Nov.
• James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb, 2018, "Fast and Wild: Bootstrap Inference in Stata Using boottest," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-34, Dec.
• Djogbenou, Antoine A. & MacKinnon, James G. & Orregaard Nielsen, Morten, 2018, "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274725, Mar, DOI: 10.22004/ag.econ.274725.
• Dorobanțu Alin Ionuț & Dumitrescu Ioan Alexandru, 2018, "The Analysis Of The Structure Influence And The Financial Balance Of Economic Renewability In The Hotel-Restaurant Sector In Dolj Region," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 46, pages 71-80, November.
• Dorobanțu Alin Ionuț & Dumitrescu Ioan Alexandru, 2018, "Analysis Of The Correlation Between Profitability And Risk In The Services Sector In Dolj Region," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 46, pages 81-89, November.
• Simar, Leopold & Zelenyuk, Valentin, 2018, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018020, Jan.
• Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 1/2018, Mar.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers, arXiv.org, number 1804.02289, Apr.
• Seojeong Lee, 2018, "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers, arXiv.org, number 1806.01450, Jun.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018, "A Residual Bootstrap for Conditional Value-at-Risk," Papers, arXiv.org, number 1808.09125, Aug, revised Aug 2023.
• Gary Koop & Dimitris Korobilis, 2018, "Bayesian dynamic variable selection in high dimensions," Papers, arXiv.org, number 1809.03031, Sep, revised May 2020.
• Arun Advani & Toru Kitagawa & Tymon S{l}oczy'nski, 2018, "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," Papers, arXiv.org, number 1809.09527, Sep, revised Apr 2019.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018, "Bootstrapping Structural Change Tests," Papers, arXiv.org, number 1811.04125, Nov.
• Zacharias Psaradakis & Márian Vávra, 2018, "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1806, Jul.
• Luis Uzeda, 2018, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers, Bank of Canada, number 18-14, DOI: 10.34989/swp-2018-14.
• Valéry Dongmo Jiongo & Pierre Nguimkeu, 2018, "Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data," Staff Working Papers, Bank of Canada, number 18-28, DOI: 10.34989/swp-2018-28.
• Thibaut Duprey, 2018, "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 2018-6, DOI: 10.34989/san-2018-6.
• Angelo Marsiglia Fasolo, 2018, "Monetary Policy Volatility Shocks in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 480, Aug.
• Luigi Cannari & Giovanni D�Alessio, 2018, "Wealth inequality in Italy: reconstruction of 1968-75 data and comparison with recent estimates," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 428, Mar.
• Valerio Scalone, 2018, "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers, Banque de France, number 688.
• Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 966-987, November, DOI: 10.1111/jtsa.12427.
• Laura Bisio & Filippo Moauro, 2018, "Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 72, issue 4, pages 471-494, November, DOI: 10.1111/stan.12156.
• Do Won Kwak & Robert S. Martin & Jeffrey M. Wooldridge, 2018, "The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation," Economic Working Papers, Bureau of Labor Statistics, number 502.
• Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018, "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper, Norges Bank, number 2018/10, Oct.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2018, "Time series with interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data," Working Papers, Bank of Greece, number 246, May.
• Giusto Andrea & İşcan Talan B., 2018, "The Rescaled VAR Model with an Application to Mixed-Frequency Macroeconomic Forecasting," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 4, pages 1-16, September, DOI: 10.1515/snde-2017-0047.
• Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," Working Papers, Brandeis University, Department of Economics and International Business School, number 124, Sep.
• Tamara Bašić Vasiljev, 2018, "Estimated DSGE Model for Monetary and Fiscal Polic Coordination Analysis – The Case of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 1, pages 145-173.
• Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018, "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/13, Oct.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018, "Hedging Labor Income Risk over the Life-Cycle," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 576.
• Mumtaz, Haroon & Theodoridis, Konstantinos, 2018, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/21, Oct.
• Marius Galabe Sampid & Haslifah M.Hasim, 2018, "Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks," International Economics, CEPII research center, issue 156, pages 175-192.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018, "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, volume 34, issue 1, pages 23-67, February.
• Alexander Konon & Alexander Kritikos, 2018, "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1012.
• Alexander Konon & Alexander Kritikos, 2018, "Prediction Based on Entrepreneurship-Prone Personality Profiles: Sometimes Worse Than the Toss of a Coin," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1763.
• Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2018, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1019, Feb.
• Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1019r, Feb, revised Apr 2019.
• Mumtaz, Haroon & Musso, Alberto, 2018, "The evolving impact of global, region-specific and country-specific uncertainty," Working Paper Series, European Central Bank, number 2147, Apr.
• Sickles, Robin C. & Song, Wonho & Zelenyuk, Valentin, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," Working Papers, Rice University, Department of Economics, number 18-008, Sep.
• Zul - Amry, 2018, "Bayesian Approach for Indonesia Inflation Forecasting," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 96-102.
• Nelson Javier Hern ndez Bueno & Mar a de los ngeles Pinto Calder n & Yecid Alfonso Mu oz Maldonado & Adalberto Ospino Castro, 2018, "Determination of Models of Simple Regression and Multivariate Analysis for the Forecast of the Electricity Price in Colombia at 2030," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 202-211.
• Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018, "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
• Klein, Daniel, 2018, "Executive turnover and the valuation of stock options," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 76-93, DOI: 10.1016/j.jcorpfin.2017.09.025.
• Hartigan, Luke, 2018, "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, volume 119, issue C, pages 55-73, DOI: 10.1016/j.csda.2017.09.007.
• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018, "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 366-389, DOI: 10.1016/j.jedc.2018.03.011.
• Lux, Thomas, 2018, "Estimation of agent-based models using sequential Monte Carlo methods," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 391-408, DOI: 10.1016/j.jedc.2018.01.021.
• Grant, Angelia L., 2018, "The Great Recession and Okun's law," Economic Modelling, Elsevier, volume 69, issue C, pages 291-300, DOI: 10.1016/j.econmod.2017.10.002.
• Raïssi, Hamdi, 2018, "Testing normality for unconditionally heteroscedastic macroeconomic variables," Economic Modelling, Elsevier, volume 70, issue C, pages 140-146, DOI: 10.1016/j.econmod.2017.10.015.
• Hur, Joonyoung, 2018, "Time-varying information rigidities and fluctuations in professional forecasters' disagreement," Economic Modelling, Elsevier, volume 75, issue C, pages 117-131, DOI: 10.1016/j.econmod.2018.06.009.
• Kim, Ju Hyun & Park, Byoung G., 2018, "Weak convergence of local quantile treatment effect processes," Economics Letters, Elsevier, volume 162, issue C, pages 49-52, DOI: 10.1016/j.econlet.2017.10.021.
• Li, Shaomin & Wang, Kangning & Ren, Yanyan, 2018, "Robust estimation and empirical likelihood inference with exponential squared loss for panel data models," Economics Letters, Elsevier, volume 164, issue C, pages 19-23, DOI: 10.1016/j.econlet.2017.12.029.
• Chen, Tao & DeJuan, Joseph & Tian, Renfang, 2018, "Distributions of GDP across versions of the Penn World Tables: A functional data analysis approach," Economics Letters, Elsevier, volume 170, issue C, pages 179-184, DOI: 10.1016/j.econlet.2018.05.038.
• Honoré, Bo E. & Hu, Luojia, 2018, "Easy bootstrap-like estimation of asymptotic variances," Economics Letters, Elsevier, volume 171, issue C, pages 46-50, DOI: 10.1016/j.econlet.2018.07.002.
• Kalli, Maria & Griffin, Jim E., 2018, "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 267-282, DOI: 10.1016/j.jeconom.2017.11.009.
• Blasques, Francisco & Duplinskiy, Artem, 2018, "Penalized indirect inference," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 34-54, DOI: 10.1016/j.jeconom.2018.03.004.
• Chaudhuri, Saraswata & Frazier, David T. & Renault, Eric, 2018, "Indirect Inference with endogenously missing exogenous variables," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 55-75, DOI: 10.1016/j.jeconom.2018.03.005.
• Yang, Zhenlin, 2018, "Unified M-estimation of fixed-effects spatial dynamic models with short panels," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 423-447, DOI: 10.1016/j.jeconom.2017.08.019.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018, "Confidence regions for entries of a large precision matrix," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 57-82, DOI: 10.1016/j.jeconom.2018.03.020.
• Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018, "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2018.06.006.
• Delgado, Miguel A. & Song, Xiaojun, 2018, "Nonparametric tests for conditional symmetry," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 447-471, DOI: 10.1016/j.jeconom.2018.06.010.
• Zhu, Qianqian & Zheng, Yao & Li, Guodong, 2018, "Linear double autoregression," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 162-174, DOI: 10.1016/j.jeconom.2018.05.006.
• Seo, Juwon, 2018, "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 53-70, DOI: 10.1016/j.jeconom.2018.04.004.
• Wu, Ximing & Sickles, Robin, 2018, "Semiparametric estimation under shape constraints," Econometrics and Statistics, Elsevier, volume 6, issue C, pages 74-89, DOI: 10.1016/j.ecosta.2017.06.001.
• Kwon, Tae Yeon & Lee, Yoonjung, 2018, "Industry specific defaults," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 45-58, DOI: 10.1016/j.jempfin.2017.10.002.
• Chen, Siyuan & Zhang, Qi & Wang, Ge & Zhu, Lijing & Li, Yan, 2018, "Investment strategy for underground gas storage facilities based on real option model considering gas market reform in China," Energy Economics, Elsevier, volume 70, issue C, pages 132-142, DOI: 10.1016/j.eneco.2017.12.034.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018, "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, volume 70, issue C, pages 545-562, DOI: 10.1016/j.eneco.2017.06.001.
• Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018, "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, volume 70, issue C, pages 582-587, DOI: 10.1016/j.eneco.2015.03.029.
• Chai, Jian & Xing, Li-Min & Zhou, Xiao-Yang & Zhang, Zhe George & Li, Jie-Xun, 2018, "Forecasting the WTI crude oil price by a hybrid-refined method," Energy Economics, Elsevier, volume 71, issue C, pages 114-127, DOI: 10.1016/j.eneco.2018.02.004.
• Wang, Minggang & Tian, Lixin & Zhou, Peng, 2018, "A novel approach for oil price forecasting based on data fluctuation network," Energy Economics, Elsevier, volume 71, issue C, pages 201-212, DOI: 10.1016/j.eneco.2018.02.021.
• Nagashima, Fumiya, 2018, "The sign reversal problem in structural decomposition analysis," Energy Economics, Elsevier, volume 72, issue C, pages 307-312, DOI: 10.1016/j.eneco.2018.04.027.
• Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018, "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, volume 72, issue C, pages 560-582, DOI: 10.1016/j.eneco.2018.03.037.
• Prakash Ranjan, Ravi & Bhattachharyya, Malay, 2018, "Does investor attention to energy stocks exhibit power law?," Energy Economics, Elsevier, volume 75, issue C, pages 573-582, DOI: 10.1016/j.eneco.2018.09.005.
• Fang, Jianchun & Lau, Chi Keung Marco & Lu, Zhou & Wu, Wanshan, 2018, "Estimating Peak uranium production in China – Based on a Stella model," Energy Policy, Elsevier, volume 120, issue C, pages 250-258, DOI: 10.1016/j.enpol.2018.05.049.
• Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018, "New bid-ask spread estimators from daily high and low prices," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 69-86, DOI: 10.1016/j.irfa.2018.08.014.
• Pan, Wei-Fong, 2018, "Sentiment and asset price bubble in the precious metals markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 106-111, DOI: 10.1016/j.frl.2017.12.012.
• Caspi, Itamar & Graham, Meital, 2018, "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, volume 26, issue C, pages 89-94, DOI: 10.1016/j.frl.2017.12.015.
• Bravo, Jorge Miguel & El Mekkaoui de Freitas, Najat, 2018, "Valuation of longevity-linked life annuities," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 212-229, DOI: 10.1016/j.insmatheco.2017.09.009.
• Börger, Matthias & Schupp, Johannes, 2018, "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 369-380, DOI: 10.1016/j.insmatheco.2017.09.024.
• Eling, Martin & Jung, Kwangmin, 2018, "Copula approaches for modeling cross-sectional dependence of data breach losses," Insurance: Mathematics and Economics, Elsevier, volume 82, issue C, pages 167-180, DOI: 10.1016/j.insmatheco.2018.07.003.
• Sampid, Marius Galabe & Hasim, Haslifah M., 2018, "Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks," International Economics, Elsevier, volume 156, issue C, pages 175-192, DOI: 10.1016/j.inteco.2018.03.001.
• Debnath, Deepayan & Babu, Suresh & Ghosh, Parijat & Helmar, Michael, 2018, "The impact of India’s food security policy on domestic and international rice market," Journal of Policy Modeling, Elsevier, volume 40, issue 2, pages 265-283, DOI: 10.1016/j.jpolmod.2017.08.006.
• Kopczewski, Tomasz & Sobolewski, Maciej & Miernik, Ireneusz, 2018, "Bundling or unbundling? Integrated simulation model of optimal pricing strategies," International Journal of Production Economics, Elsevier, volume 204, issue C, pages 328-345, DOI: 10.1016/j.ijpe.2018.08.017.
• Busch, Ramona & Koziol, Philipp & Mitrovic, Marc, 2018, "Many a little makes a mickle: Stress testing small and medium-sized German banks," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 237-253, DOI: 10.1016/j.qref.2017.08.001.
• Barzin, Samira & D'Costa, Sabine & Graham, Daniel J., 2018, "A pseudo – panel approach to estimating dynamic effects of road infrastructure on firm performance in a developing country context," Regional Science and Urban Economics, Elsevier, volume 70, issue C, pages 20-34, DOI: 10.1016/j.regsciurbeco.2018.02.002.
• Niu, Cuizhen & Guo, Xu & McAleer, Michael & Wong, Wing-Keung, 2018, "Theory and application of an economic performance measure of risk," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 383-396, DOI: 10.1016/j.iref.2017.11.007.
• Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018, "Multivariate Stochastic Volatility with Co- Heteroscedasticity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-52, Oct.
• Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018, "Confidence regions for entries of a large precision matrix," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87513, Sep.
• José M. Albert Ortiz & Francisco M. Gasca Sánchez & Miguel A. Flores Segovia, 2018, "Patrones de localización espacial de las manufacturas mexicanas: análisis con la técnica de patrones de puntos espaciales\Spatial location patterns of Mexican manufacturing: Analysis using the tech," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 33, issue 2, pages 253-282.
• Hada Melissa Sáenz Vela & Luis Gutiérrez Flores & Enrique Eliseo Minor Campa, 2018, "Una nota sobre la ponderación del índice de privación social de México\A note on the weighting of the Mexican Social Deprivation Index," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 33, issue 2, pages 313-331.
• Alejandra Macías Sánchez & Héctor Juan Villarreal Páez, 2018, "Sostenibilidad del gasto público: Cobertura y financiamiento de enfermedades crónicas en México. (Public Spending Sustainability: Coverage and Financing of Chronic Diseases in Mexico)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 99-134, May.
• M. Kruk & A. Semenov & A. Cherepovitsyn & A. Nikulina, 2018, "Environmental and Economic Damage from the Development of Oil and Gas Fields in the Arctic Shelf of the Russian Federation," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 423-433.
• Chandan Kumar, 2018, "Role of Bidding Method and Risk Allocation in the Performance of Public Private Partnership (PPP) Projects," Working Papers, eSocialSciences, number id:12688, Apr.
• Koop, G & Korobilis, D, 2018, "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21329, Jan.