## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C2: Single Equation Models; Single Variables**

/ / / C20: General

/ / / C21: Cross-Sectional Models; Spatial Models; Treatment Effect Models

/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

/ / / C23: Models with Panel Data; Spatio-temporal Models

/ / / C24: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

/ / / C25: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

/ / / C26: Instrumental Variables (IV) Estimation

/ / / C29: Other

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Institutions and investment in South and East Asia & Pacific region: Evidence from meta-analysis**

*by*Hawkes, Denise Donna & Yerrabati, Sridevi

**Types of banking institutions and economic growth: An endogenous growth model**

*by*Elmawazini, Khaled & Khiyar, Khiyar Abdalla & Al Galfy, Ahmad & Aydilek, Asiye

**Meta-analysis in a nutshell: Techniques and general findings**

*by*Paldam, Martin

**Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component**

*by*Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu

**Introduction à l'Econométrie**

*by*Keita, Moussa

**Overconfident People Are More Exposed to "Black Swan" Events: A Case Study of Avalanche Risk**

*by*Bonini, Nicolao & Pighin, Stefania & Rettore, Enrico & Savadori, Lucia & Schena, Federico & Tonini, Sara & Tosi, Paolo

**DYNAMIC CAUSE – EFFECT MODELS AND THEIR SWITCHING TRENDS - SELECTED PROBLEMS (mathematical economics approach)**

*by*Jerzy Czeslaw Ossowski

**Overconfident people are more exposed to “black swan” events: A case study of avalanche risk**

*by*Nicolao Bonini & Stefania Pighin & Enrico Rettore & Lucia Savadori & Federico Schena & Sara Tonini & Paolo Tosi

**Inference Based on Many Conditional Moment Inequalities**

*by*Donald W.K. Andrews & Xiaoxia Shi

**Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route**

*by*Hugo Rojas-Romagosa & Eddy Bekkers & Joseph F. Francois

**Do Agglomeration Externalities Enhance Regional Performances in Production Process? A Stochastic Frontier Approach**

*by*Massimiliano Agovino & Agnese Rapposelli

**Meta-analysis in a nutshell: Techniques and general findings**

*by*Paldam, Martin

**Analysis of taxation in Romania using Laffer curve, 1990-2012**

*by*Elena Padurean

**Counting on count data models**

*by*Rainer Winkelmann

**A Quick Estimate of Power and Cost for Micro-Scale Generation Wind Turbine Utilising Weibull Method for Non-Specialists**

*by*Yasser Maklad

**A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts**

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

**A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise**

*by*Yang Zu

**New Graphical Methods and Test Statistics for Testing Composite Normality**

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

**Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects**

*by*Guangjie Li

**A New Approach to Model Verification, Falsification and Selection**

*by*Andrew J. Buck & George M. Lady

**Bayesian Approach to Disentangling Technical and Environmental Productivity**

*by*Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

**Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**A Jackknife Correction to a Test for Cointegration Rank**

*by*Marcus J. Chambers

**The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms**

*by*Ghassen El Montasser

**The SAR Model for Very Large Datasets: A Reduced Rank Approach**

*by*Sandy Burden & Noel Cressie & David G. Steel

**Selection Criteria in Regime Switching Conditional Volatility Models**

*by*Thomas Chuffart

**Nonparametric Regression Estimation for Multivariate Null Recurrent Processes**

*by*Biqing Cai & Dag Tjøstheim

**Detecting Location Shifts during Model Selection by Step-Indicator Saturation**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

**A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models**

*by*Umberto Triacca

**Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States**

*by*Hassan Mohammadi & Yuting Tan

**Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data**

*by*Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

**Information Recovery in a Dynamic Statistical Markov Model**

*by*Douglas J. Miller & George Judge

**Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems**

*by*George Judge

**Finding Starting-Values for the Estimation of Vector STAR Models**

*by*Frauke Schleer

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

**Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity**

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

**Two-Step Lasso Estimation of the Spatial Weights Matrix**

*by*Achim Ahrens & Arnab Bhattacharjee

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term**

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**Do securitized real estate markets jump? International evidence**

*by*Li, Jie & Li, Guangzhong & Zhou, Yinggang

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**Missing mean does no harm to volatility!**

*by*Anatolyev, Stanislav & Tarasyuk, Irina

**Do foreign exchange forecasters believe in Uncovered Interest Parity?**

*by*Cuestas, Juan Carlos & Filipozzi, Fabio & Staehr, Karsten

**Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation**

*by*Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.

**Another look at tax policy and state economic growth: The long-run and short-run of it**

*by*Atems, Bebonchu

**Bootstrap-based Selection for Instrumental Variables Model**

*by*Wenjie Wang & Qingfeng Liu

**Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator**

*by*Nikolaos Kourogenis

**Is Foreign Direct Investment Good or Bad for the Environment? Times Series Evidence from ECOWAS Countries**

*by*Yaya Keho

**The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive**

*by*Naomi Motlhasedi & Andrew Phiri

**Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?**

*by*FÃ¡bio Gomes & LourenÃ§o Paz

**Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity**

*by*Kazumitsu Nawata

**Unbiased Adaptive Expectation Schemes**

*by*Antonio Palestrini & Mauro Gallegati

**A medal share model for Olympic performance**

*by*Ang Sun & Rui Wang & Zhaoguo Zhan

**An analysis of the factors determining crime in England and Wales: A quantile regression approach**

*by*Siddhartha Bandyopadhyay & Samrat Bhattacharya & Rudra Sensarma

**The Great East Japan Earthquake and Stock Prices**

*by*Jacques Jaussaud & Sophie Nivoix & Serge Rey

**Revisiting Growth Empirics Based on IV Panel Quantile Regression**

*by*Lijuan Huo & Tae-Hwan Kim & Yunmi Kim

**Public-private sector wage differentials by type of contract: evidence from Spain**

*by*Raul Ramos & Esteban Sanromá & Hipólito Simón

**Commercial Property Price Indexes and the System of National Accounts**

*by*Diewert, Erwin & Fox, Kevin J.

**Alternative Approaches to Commercial Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Sunk Costs and the Measurement of Commercial Property Depreciation**

*by*Diewert, Erwin

**Residential Property Price Indexes for Japan: An Outline of the Japanese Official RPPI**

*by*Diewert, W. Erwin & Nishimura , Kiyohiko & Shimizu, Chihiro & Watanabe, Tsutomu

**Commercial Property Price Indexes and the System of National Account**

*by*W. Erwin Diewert & Kevin J. Fox & Chihiro Shimizu

**Sunk Costs and the Measurement of Commercial Property Depreciation**

*by*W. Erwin Diewert & Kevin J. Fox

**The convenient calculation of some test statistics in models of discrete choice**

*by*Darryl Holden & Roger Perman

**Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013**

*by*Costas Milas

**Valid confidence intervals for post-model-selection predictors**

*by*Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M.

**Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand**

*by*Forson, Joseph Ato & Janrattanagul, Jakkaphong

**A Minimax Bias Estimator for OLS Variances under Heteroskedasticity**

*by*Ahmed, Mumtaz & Zaman, Asad

**An Empirical Test of Money Demand in Thailand from 1993 to 2012**

*by*Jiranyakul, Komain & Opiela, Timothy

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**An Empirical Investigation of sectoral-Level Capital Investments in New Zealand**

*by*Weshah Razzak

**New Zealand Labour Market Dynamics: Pre- and Post-global Financial Crisis**

*by*Weshah Razzak

**Applications of Information Measures to Assess Convergence in the Central Limit Theorem**

*by*Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar

**Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik**

*by*Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger

**Public-Private Sector Wage Differentials by Type of Contract: Evidence from Spain**

*by*Ramos, Raul & Sanromá, Esteban & Simón, Hipólito

**Public-private sector wage differentials by type of contract: evidence from Spain**

*by*Raúl Ramos & Esteban Sanromá & Hipólito Simón

**Confidence Corridors for Multivariate Generalized Quantile Regression**

*by*Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang HÃ¤rdle

**Alternative Approaches to Commercial Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Commercial Property Price Indexes and the System of National Accounts**

*by*Diewert, Erwin W. & Fox, Kevin J. & Shimizu, Chihiro

**Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**Monitoring Subjective Well-Being: Some New Empirical Evidence for Germany**

*by*Erich Oltmanns & Albert Braakmann & Joachim Schmidt

**Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It?**

*by*Andreou, Elena & Ghysels, Eric

**The Effect of Income on Obesity among Canadian Adults**

*by*Koffi-Ahoto Kpelitse & Rose Anne Devlin & Sisira Sarma

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**International House Price Cycles, Monetary Policy and Risk Premiums**

*by*Gregory Bauer

**Deterministic and stochastic trends in the Lee-Carter mortality model**

*by*Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb

**Discriminating between fractional integration and spurious long memory**

*by*Niels Haldrup & Robinson Kruse

**A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series**

*by*Gabriel Rodriguez & Dionisio Ramirez

**An Empirical Study of Sectoral-Level Investments in New Zealand**

*by*W.A. Razzak

**Does the informal sector thrive under democracy or autocracy? the case of Nepal**

*by*Offiong Helen Solomon & Sibhaa Shrestha

**World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator**

*by*Antonio Cappiello

**Relation between Disparity of Income and Health Validation Empirical Case of the Countries of the Northern Banks and the South of the Mediterranean Sea**

*by*Mekdem Majdi & Mohamed Essaied Hamrita

**Optimal Sizing ofStand-Alone Photovoltaic Energy Systems and Battery Storage Combination for Armidale NSW, Australia**

*by*Yasser Maklad

**A Hybrid RenewableEnergy System (Wind and Solar) Size Optimization and Costing for Residential Buildings in Urban Armidale NSW, Australia**

*by*Yasser Maklad

**Preliminary Possibility of Utilising Renewable Energy for Domestic Electricity Generation in Rural and Regional Australia**

*by*Yasser Maklad

**ECB Reaction Functions and the Crisis of 2008**

*by*Stefan Gerlach & John Lewis

**Modeling an Average Monthly Temperature of Sokoto Metropolis Using Short Term Memory Models**

*by*Musa Y.

**Public-Private Sector Wage Differentials by Type of Contract: Evidence from Spain**

*by*Raúl Ramos & Esteban Sanromá & Hipólito Simón

**The Biggest Myth in Spatial Econometrics**

*by*James P. LeSage & R. Kelley Pace

**Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test**

*by*Francesca Di Iorio & Umberto Triacca

**Success at the Summer Olympics: How Much Do Economic Factors Explain?**

*by*Pravin K. Trivedi & David M. Zimmer

**A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model**

*by*Michael Pfaffermayr

**Asymmetry and Leverage in Conditional Volatility Models**

*by*Michael McAleer

**Two-Part Models for Fractional Responses Defined as Ratios of Integers**

*by*Harald Oberhofer & Michael Pfaffermayr

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**Neighborhood impact of foreclosure: A quantile regression approach**

*by*Zhang, Lei & Leonard, Tammy

**News sentiment and the investor fear gauge**

*by*Smales, Lee A.

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Economic shocks and civil conflict at the regional level**

*by*Hodler, Roland & Raschky, Paul A.

**Estimating aggregate autoregressive processes when only macro data are available**

*by*Jondeau, Eric & Pelgrin, Florian

**Government debt dynamics and the global financial crisis: Has anything changed in the EA12?**

*by*Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten

**An alternative identification of nonlinear dynamic panel data models with unobserved covariates**

*by*Shiu, Ji-Liang

**IPO waves and the issuance process**

*by*Boeh, Kevin & Dunbar, Craig

**The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta-Analysis**

*by*Jamal BOUOIYOUR & Refk SELMI & Ilhan OZTURK

**Quantification and Costing of Domestic Electricity Generation for Armidale, New South Wales, Australia Utilising Micro Wind Turbines**

*by*Yasser Maklad

**A Seasonal Analysis of Potential Wind Power for Armidale NSW, Australia**

*by*Yasser Maklad & Rex Glencross-Grant

**An Econometric Estimation and Prediction of the Effects of Nominal Devaluation on Real Devaluation: Does the Marshal-Lerner (M-L) Assumptions Fits in Nigeria?**

*by*Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof

**Unemployment hysteresis in the EU15: Has anything changed?**

*by*Juan carlos Cuestas & Barry Harrison

**Liquidity, information and market efficiency: an intraday approach on a frontier stock market**

*by*Alexandru Todea & Andrei Rusu

**Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects**

*by*Kien C Tran

**Statistical versus economic output gap measures: evidence from Mongolia**

*by*Julia Bersch & Tara M. Sinclair

**The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations**

*by*Kuang-Liang Chang & Ming-Hui Yen

**A new test for the Box-Cox transformation model: An analysis of length of hospital stay for diabetes patients in Japan**

*by*Kazumitsu Nawata & Koichi Kawabuchi

**If you call it a wave: system parameters of merger waves - a wave pattern analysis**

*by*Jan-Moritz Hohn

**The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach**

*by*Khaled GUESMI & Salma FATTOUM

**Are current account deficits sustainable in EAC countries? Evidence from threshold cointegration**

*by*Arcade Ndoricimpa & Esther Leah Achandi

**BRICS countries: real interest rates and long memory**

*by*Cleomar Gomes da Silva & Flávio Vilela Vieira

**Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?**

*by*Frederick H Wallace & Daniel Ventosa-santaulària & Manuel Gómez-zaldívar

**What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration**

*by*Alexander Ludwig

**Applications of Random Set Theory in Econometrics**

*by*Ilya Molchanov & Francesca Molinari

**REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)**

*by*Roxana-Otilia-Sonia HRITCU

**Cost Structure Complexity And Stock Prices Volatility: An Analysis Of Possible Relationship Among Italian Listed Companies In The Period Of Crisis**

*by*Francesco PAOLONE

**A Nonstandard Empirical Likelihood for Time Series**

*by*Nordman, Daniel J. & Bunzel, Helle & Lahiri, Soumendra N.

**How Do Price Limits Influence French Market Microstructure? A High Frequency Data Analysis in Terms of Return, Volatility and Volume**

*by*Michalon, Karine

**L'accès aux soins des populations modestes en France : études micro-économétriques des comportements de recours à la complémentaire santé et aux soins**

*by*Guthmuller, Sophie

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Set Identification of Generalized Linear Predictors in the Presence of Non-Classical Measurement Errors**

*by*Kaspar Wüthrich

**A Conceptual Framework for Commercial Property Price Indexes**

*by*Diewert, Erwin & Shimizu, Chihiro

**Residential Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Why Do Shoppers Use Cash? Evidence from Shopping Diary Data**

*by*Wakamori, Naoki & Welte, Angelika

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds**

*by*Gabriella Legrenzi & Costas Milas

**A Note on the Extent of US Regional Income Convergence**

*by*Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

**International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach**

*by*Muteba Mwamba, John & Mokwena, Paula

**The effectiveness of R&D support in Italy. Some evidence from matching methods**

*by*Aiello, Francesco

**New Zealand Labour Market Dynamics Pre- and post-global financial crisis**

*by*Razzak, Weshah

**An Empirical Study of Sectoral-Level Capital Investments in New Zealand**

*by*Razzak, Weshah

**Intergenerational Persistence of Industry of Employment in India**

*by*Nandi, Tushar K.

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

**Human Capital and Poverty in Pakistan: Evidence from the Punjab Province**

*by*Ali, Sharafat & Ahmad, Najid

**Gasoline price as social phenomenon**

*by*Kossov, Vladimir & Kossova, Elena

**Reverse causality in the R&D – patents relationship: an interpretation of the innovation persistence**

*by*Baraldi, Anna Laura & Cantabene, Claudia & Perani, Giulio

**A Historical Overview of Joint Stock Company Births in Greece (1830-1909): Coincidence, causality and determinants**

*by*Pepelasis, Ioanna Sapfo & Emmanouilidi, Elpianna

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index**

*by*Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove

**A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series**

*by*Gabriel Rodriguez & Dionisio Ramirez

**A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers**

*by*Gabriel Rodriguez

**A comparison between Tau-d and the procedure TRAMO-SEATS is also included**

*by*Gabriel Rodriguez & Dionisio Ramirez

**Policy Determinants of School Outcomes Under Model Uncertainty: Evidence from South Africa**

*by*Thomas Laurent & Fabrice Murtin & Geoff Barnard & Dean Janse van Rensburg & Vijay Reddy & George Frempong & Lolita Winnaar

**A note on the extent of US regional income convergence**

*by*Mark J. Holmes & Jesus Otero & Theodore Panagiotidis

**Cross Sections Are History**

*by*Easterlin, Richard A.

**The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogota**

*by*Joao De Mello & Daniel Mejia Londono & Lucia Suarez

**A Conceptual Framework for Commercial Property Price Indexes**

*by*Diewert, Erwin & Shimizu, Chihiro

**Residential Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Nawata, K. & McAleer, M.J.

**Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain**

*by*Gabriel Pino & Juan de Dios Tena & Antoni Espasa

**The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogotá**

*by*Joao De Mello & Daniel Mejía & Lucía Suárez

**Bank Efficiency and Executive Compensation**

*by*Timothy King & Jonathan Williams

**Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes**

*by*Burcu Kapar & William Pouliot

**Macroeconomic effects of precautionary demand for oil**

*by*Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani

**Real-Time Out-of-Sample Exchange Rate Predictability**

*by*Onur Ince & Tanya Molodtsova

**Trade Liberalization, Technology Import And Employment: Evidence Of Skill Upgrading In The Tunisian Context**

*by*Zouhair MRABET & Lanouar CHARFEDDINE

**An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models**

*by*Christopher John F. CRUZ & Claire Dennis S. MAPA

**Macroeconomic Variables and the Dynamic Effect of Public Expenditure: Long-term Trend Analysis in Nigeria**

*by*Ajibola Arewa & Prince C. Nwakahma

**Aplicación de bicorrelación cruzada al rendimiento diario del precio del café**

*by*Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments**

*by*Fei Jin & Lung-fei Lee

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS**

*by*Arzdar Kiraci

**Social conformity and suicide**

*by*Bussu, Anna & Detotto, Claudio & Sterzi, Valerio

**Impact of volatility estimation method on theoretical option values**

*by*Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan

**The random parameters stochastic frontier cost function and the effectiveness of public policy: Evidence from bank restructuring in Mexico**

*by*Barros, Carlos Pestana & Williams, Jonathan

**Is economic growth good or bad for the environment? Empirical evidence from Korea**

*by*Baek, Jungho & Kim, Hyun Seok

**Further evidence of an Environmental Kuznets Curve in Spain**

*by*Sephton, Peter & Mann, Janelle

**Persistence and non-linearity in US unemployment: A regime-switching approach**

*by*Cevik, Emrah Ismail & Dibooglu, Sel

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds**

*by*Legrenzi, Gabriella & Milas, Costas

**The “probability of recession”: Evaluating probabilistic and non-probabilistic forecasts from probit models of U.S. recessions**

*by*Ratcliff, Ryan

**Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data**

*by*Xu, Zheng

**On discrete location choice models**

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