## 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.

**Does electoral competition curb party favoritism?**

*by*Marta Curto‐Grau & Albert Solé‐Ollé & Pilar Sorribas‐Navarro

**On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis**

*by*Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou

**Over education and the great recession. The case of italian PH.D graduates**

*by*Barbara Ermini & Luca Papi & Francesca Scaturro

**A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market**

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

**The effect of real-time fiscal policy on sovereign interest rates in OECD countries**

*by*Ernest Dautovic

**A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators**

*by*Jochen Heberle & Cristina Sattarhoff

**Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models**

*by*P.A.V.B. Swamy & Jatinder S. Mehta & I-Lok Chang

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

**Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation**

*by*Ragnar Nymoen

**Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses**

*by*Seong Yeon Chang & Pierre Perron

**Consistency of Trend Break Point Estimator with Underspecified Break Number**

*by*Jingjing Yang

**Regime Switching Vine Copula Models for Global Equity and Volatility Indices**

*by*Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

**Goodness-of-Fit Tests for Copulas of Multivariate Time Series**

*by*Bruno Rémillard

**Testing for a Structural Break in a Spatial Panel Model**

*by*Aparna Sengupta

**Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries**

*by*Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes

**A Note on Identification of Bivariate Copulas for Discrete Count Data**

*by*Pravin Trivedi & David Zimmer

**Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression**

*by*Luis J. Álvarez

**Determining the number of factors when the number of factors can increase with sample size**

*by*Li, Hongjun & Li, Qi & Shi, Yutang

**Aggregation bias-correcting approach to the health–income relationship: Life expectancy and GDP per capita in 148 countries, 1970–2010**

*by*Linden, Mikael & Ray, Devdatta

**The knowledge spillover effects of FDI on the productivity and efficiency of research activities in China**

*by*Zhang, Lin

**Extreme Risk Value and Dependence Structure of the China Securities Index 300**

*by*Terence Tai-Leung Chong & Yue Ding & Tianxiao Pang

**Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach**

*by*Chlibi Souhir & Jawadi Fredj & Sellami Mohamed

**Labor supply elasticity in Russia**

*by*E. Klepikova.

**Regimes dependent speculative trading: Evidence from the United States housing market**

*by*Chen, Zhenxi

**Developing Land and Structure Price Indexes for Ottawa Condominium Apartments**

*by*Diewert, W. Erwin & Huang, Ning & Kate Burnett-Isaacs, Kate

**Hedonic Regression Models for Tokyo Condominium Sales**

*by*Diewert, W. Erwin & Shimizu, Chihiro

**Climbing the property ladder: An analysis of market integration in London property prices**

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

**Water Conservation Behavior and Environmental Concerns**

*by*Aprile, Maria Carmela & Fiorillo, Damiano

**Forecasting United States Presidential election 2016 using multiple regression models**

*by*Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta

**Asymmetric Effects of Exchange Rate Changes on British Bilateral Trade Balances**

*by*BAHMANI-OSKOOEE, Mohsen & HALICIOGLU, Ferda & GHODSI, Seyed Hesam

**Credit allocation based on journal impact factor and coauthorship contribution**

*by*Javier E., Contreras-Reyes

**How Fuel Poverty Affects Subjective Well-Being: Panel Evidence from Germany**

*by*Philipp Biermann

**Regression Kink Design: Theory and Practice**

*by*David Card & David S. Lee & Zhuan Pei & Andrea Weber

**When is it really justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Jan F. Kiviet

**Property Price Index Theory and Estimation: A Survey**

*by*Shimizu, Chihiro & Karato, Koji

**Hedonic Regression Models for Tokyo Condominium Sales**

*by*Diewert, W. Erwin & Shimizu, Chihiro

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

*by*Bekkers, Eddy & Francois, Joseph & Rojas-Romagosa, Hugo

**Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable**

*by*Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph

**Quiebre Intergeneracional de la Pobreza en Colombia Evaluación de impacto de Largo Plazo en Movilidad Intergeneracional de Familias en Acción**

*by*Dayana Lorena Téllez Galeano

**Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey**

*by*Simon Richards & Matthieu Verstraete

**Over-education among italian Ph.D. graduates. Does the crisis make a difference?**

*by*Barbara Ermini & Luca Papi & Francesca Scaturro

**An Institutional Analysis of the Europe 2020 Strategy**

*by*Francesco Pasimeni & Paolo Pasimeni

**Simulating an empirical paper by the rational economist**

*by*Martin Paldam

**Linear regression with an estimated regressor: applications to aggregate indicators of economic development**

*by*Lingsheng Meng & Binzhen Wu & Zhaoguo Zhan

**Implications of the gross national minimum wage guaranteed in payment. Case of Romania**

*by*Elena Padurean

**Bring Quantile Unit Root Test back in Testing Hysteresis in Unemployment for the United States**

*by*Jiang, Yushi & Chang, Tsangyao

**Methods of Choosing an Optimal Portfolio of Projects**

*by*Anatoliy Yakovlev

**Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches**

*by*Souhir Chlibi & Fredj Jawadi & Mohamed Sellami

**Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom**

*by*Peter Sephton & Janelle Mann

**Do Economic Reforms Spur Bancarisation Rate in the CEMAC Region? Empirical Analysis**

*by*Gerard Tchouassi

**Assessment Of Factors Influencing Farm Insurance In Bulgaria Through Probability Statistical Methods**

*by*Dimitre NIKOLOV & Minka CHOPEVA

**Fixed- b Inference for Testing Structural Change in a Time Series Regression**

*by*Cheol-Keun Cho & Timothy J. Vogelsang

**The Status of Bridge Principles in Applied Econometrics**

*by*Bernt P. Stigum

**Testing for the Equality of Integration Orders of Multiple Series**

*by*Man Wang & Ngai Hang Chan

**Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency**

*by*Kyoo il Kim

**Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models**

*by*Richard A. Ashley & Xiaojin Sun

**Generalized Information Matrix Tests for Detecting Model Misspecification**

*by*Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner

**Panel Cointegration Testing in the Presence of Linear Time Trends**

*by*Uwe Hassler & Mehdi Hosseinkouchack

**Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation**

*by*Badi H. Baltagi & Chihwa Kao & Bin Peng

**Pair-Copula Constructions for Financial Applications: A Review**

*by*Kjersti Aas

**Social Networks and Choice Set Formation in Discrete Choice Models**

*by*Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

**Oil Price and Economic Growth: A Long Story?**

*by*María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés

**Editorial Announcement**

*by*Kerry Patterson

**Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters**

*by*Wen Xu

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

**Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited**

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Econometrics Editorial Office

**Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets**

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

**Measuring the Distance between Sets of ARMA Models**

*by*Umberto Triacca

**Market Microstructure Effects on Firm Default Risk Evaluation**

*by*Flavia Barsotti & Simona Sanfelici

**Estimation of Gini Index within Pre-Specified Error Bound**

*by*Bhargab Chattopadhyay & Shyamal Krishna De

**Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables**

*by*Daniel A. Griffith & Yongwan Chun

**Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels**

*by*Masayuki Hirukawa & Mari Sakudo

**Continuous and Jump Betas: Implications for Portfolio Diversification**

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

**Removing Specification Errors from the Usual Formulation of Binary Choice Models**

*by*P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas

**Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability**

*by*Marc S. Paolella

**Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Building a Structural Model: Parameterization and Structurality**

*by*Michel Mouchart & Renzo Orsi

**Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1**

*by*Charles B. Moss & James F. Oehmke & Alexandre Lyambabaje & Andrew Schmitz

**Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series**

*by*Nunzio Cappuccio & Diego Lubian

**Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence**

*by*Ba Chu & Stephen Satchell

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta

**Computational Complexity and Parallelization in Bayesian Econometric Analysis**

*by*Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Francesco Audrino & Yujia Hu

**Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız

**Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth**

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

**A Conditional Approach to Panel Data Models with Common Shocks**

*by*Giovanni Forchini & Bin Peng

**Forecasting Value-at-Risk under Different Distributional Assumptions**

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

**Bayesian Calibration of Generalized Pools of Predictive Distributions**

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

**The Evolving Transmission of Uncertainty Shocks in the United Kingdom**

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

*by*Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk

**Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns**

*by*Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

**Evolutionary Sequential Monte Carlo Samplers for Change-Point Models**

*by*Arnaud Dufays

**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**

*by*Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP**

*by*John Geweke

**Adult employment probabilities of socially maladjusted children**

*by*Sciulli, Dario

**Can hedge funds time global equity markets? Evidence from emerging markets**

*by*Aiken, Adam L. & Kilic, Osman & Reid, Sean

**Hedonic regression models for Tokyo condominium sales**

*by*Diewert, W. Erwin & Shimizu, Chihiro

**Flood hazards impact on neighborhood house prices: A spatial quantile regression analysis**

*by*Zhang, Lei

**Are systemic banking crises in developed and developing countries predictable?**

*by*Hamdaoui, Mekki

**Hedging exchange rate risk in the gold market: A panel data analysis**

*by*Wang, Kuan-Min & Lee, Yuan-Ming

**Does the extension of primary care practice opening hours reduce the use of emergency services?**

*by*Lippi Bruni, Matteo & Mammi, Irene & Ugolini, Cristina

**Measuring the rebound effect with micro data: A first difference approach**

*by*De Borger, Bruno & Mulalic, Ismir & Rouwendal, Jan

**New evidence on the impact of structural reforms on electricity sector performance**

*by*Polemis, Michael L.

**Simultaneity modeling analysis of the environmental Kuznets curve hypothesis**

*by*Ben Youssef, Adel & Hammoudeh, Shawkat & Omri, Anis

**Simple many-instruments robust standard errors through concentrated instrumental variables**

*by*Bekker, Paul & Wansbeek, Tom

**Model averaging with high-dimensional dependent data**

*by*Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun

**The Balassa–Samuelson hypothesis in the developed and developing countries revisited**

*by*Wang, Weiguo & Xue, Jing & Du, Chonghua

**An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation**

*by*Montes-Rojas, Gabriel

**Model averaging with averaging covariance matrix**

*by*Zhao, Shangwei & Zhang, Xinyu & Gao, Yichen

**When is it really justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Kiviet, Jan F.

**A nonparametric unit root test under nonstationary volatility**

*by*Eroğlu, Burak Alparslan & Yiğit, Taner

**Intergenerational top income persistence: Denmark half the size of Sweden**

*by*Munk, Martin D. & Bonke, Jens & Hussain, M. Azhar

**Identification problem of GMM estimators for short panel data models with interactive fixed effects**

*by*Hayakawa, Kazuhiko

**On oil-US exchange rate volatility relationships: An intraday analysis**

*by*Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi

**The Influence of Effort and Performance Expectancy on Employees to Adopt E-government: Evidence from Oman**

*by*Mansour Naser Alraja & Samir Hammami & Billal Chikhi & Samia Fekir

**An Empirical Analysis of the Prominent Roles of Taxations in the Synchronicity on Boost of Maritime Industry in Singapore**

*by*V. U. Duc Cong & Kihwan Lee & V. U. Hoang Long

**Prices over the business cycle: micro-level evidence from scanner data**

*by*Daniel Melser

**Economic complexity and human development: a note**

*by*Athanasios Lapatinas

**Asymptotic Properties of Pesaran's CD Test Revisited**

*by*Eugene Kouassi

**Do cognitive able societies nurture entrepreneurs?**

*by*Antonio RodrÃguez AndrÃ©s & Raufhon Salahodjaev

**Attractor misspecification and threshold estimation bias**

*by*Stephen Norman

**A comparison of different univariate forecasting models forSpot Electricity Price in India**

*by*G P Girish & Aviral Kumar Tiwari

**Transparency on inflation of OECD countries? An Application of LSDVC Estimator on a dynamic Panel Model**

*by*Emna Trabelsi

**Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test**

*by*Komain Jiranyakul

**It is not structural breaks that earn average forecasts their fame**

*by*Dirk Ulbricht

**Sunk costs and the measurement of commercial property depreciation**

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

**La victoire à trois points dans le football a-t-elle rendu les équipes plus offensives ?**

*by*Richard Duhautois & Romain Eyssautier

**Multiple Linear Regression Equation for Economic Dimension of Standard of Living**

*by*Nicoleta Mihaela Florea & Georgeta Madalina Meghisan & Cristina Nistor

**What determines demand for Telecommunications services? Evidence from the EU countries before and after liberalization**

*by*Agiakloglou, Christos & Polemis, Michael

**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

**The Role of Spatial and Temporal Structure for Residential Rent Predictions**

*by*Fuess, Roland & Koller, Jan

**The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)**

*by*Konstantakis, Konstantinos & Michaelides, Panayotis G. & Tsionas, Efthymios

**Unified money circulation equation and an analogical explanation for its solvability**

*by*Miura, Shinji

**Unified money circulation equation and an analogical explanation for its solvability**

*by*Miura, Shinji

**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

**Estimating the Relationship between Health and Employment of Russian People in Pensionable Age**

*by*Ekaterina A. Klepikova

**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

**Inference Based on Many Conditional Moment Inequalities**

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

**Jeunes, Acces Au Microcredit Et Performance Des Microentreprises : Une Evidence Au Mali**

*by*Yaya KOLOMA & Zaka RATSIMALAHELO

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

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

**Déterminants des transferts intergouvernementaux : le cas des communes Marocaines**

*by*Maria EL KHDARI

**Long Memory, Fractional Integration, and Cross-Sectional Aggregation**

*by*Niels Haldrup & J. Eduardo Vera-Valdés

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

*by*Massimiliano Agovino & Agnese Rapposelli

**Publishing Performance of Czech Academic Economists: (Just) a Matter of Time?**

*by*Martin Machacek & Eva Kolcunová & Jana Závacká

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

*by*Paldam, Martin

**Dýþ Ticarette Ürün/Ülke Çeþitliliði ve Firma Performansý: Türkiye Örneði**

*by*Baþak DALGIÇ & Burcu FAZLIOÐLU

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

*by*Elena Padurean

**Is the Export-led Growth Hypothesis Valid for an Export-oriented Economy? Korean Experience**

*by*Olivia S. Jin & Jang C. Jin

**Protection From Inflation By Investing In Real Estates, Albanian Case**

*by*Dorina KRIPA & Alban KORBI

**Holliday Effect in Contemporary Capital Markets**

*by*Aurora Murgea

**January Effect and Market Conditions: a Case of Romania**

*by*Aurora Murgea

**NEETs Analysis in Romania**

*by*Mihai Mihaela

**Synthesis of Microfinance and Technical Efficiency: Implications for Poverty Reduction in Ghana**

*by*Samuel Erasmus Alnaa & Ferdinand Ahiakpor

**New Keynesian Phillips Curve Estimation: The Case of Hungary (1981–2006)**

*by*Aleksandar Vasilev

**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

**Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification**

*by*Ying-Ying Lee

**How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?**

*by*Duo Qin & Sophie van Huellen & Qing-Chao Wang

**Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality**

*by*Thibault Vatter & Hau-Tieng Wu & Valérie Chavez-Demoulin & Bin Yu

**Bootstrap Tests for Overidentification in Linear Regression Models**

*by*Russell Davidson & James G. MacKinnon

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

**Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables**

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

**Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach**

*by*Javier Alejo & Nicolás Badaracco

**Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality**

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benford’s Law a Universal Behavioral Theory?**

*by*Sofia B. Villas-Boas & Qiuzi Fu & George Judge

**A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models**

*by*Masamune Iwasawa

**On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study**

*by*Antonio F. Galvao & Gabriel Montes-Rojas

**A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index**

*by*Jose Olmo

**Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting**

*by*Stanislav Anatolyev & Stanislav Khrapov

**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

**Testing between Different Types of Switching Regression Models**

*by*Frieder Knuepling & Jason Allen

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

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

**Multi-scale tests for serial correlation**

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