## 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.

**Hedonic Regression Models for Tokyo Condominium Sales**

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

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

*by*Javier E., Contreras-Reyes

**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

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

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

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

*by*Simon Richards & Matthieu Verstraete

**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

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

*by*Jiang, Yushi & Chang, Tsangyao

**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

**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 BaÅŸtÃ¼rk & 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 & NeÅŸe YÄ±ldÄ±z

**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 BaÅŸtÃ¼rk & 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

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

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

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

*by*Polemis, Michael L.

**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

**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

**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

**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

**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

**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

**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 & ValÃ©rie 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 Modelsâ€”A Conditional Quantile Approach**

*by*Javier Alejo & NicolÃ¡s Badaracco

**Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individualsâ€™ Position Is Geo-Masked for Confidentiality**

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benfordâ€™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 TjÃ¸stheim

**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 DoÄŸan

**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**

*by*Gençay, Ramazan & Signori, Daniele

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

*by*Ashley, Richard A. & Parmeter, Christopher F.

**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

**Combining linear and nonlinear unit root tests with an application to PPP**

*by*Jeremy Nguyen & Jen-je Su

**Analyzing the effect of financial development and trade openness on income convergence**

*by*Omid Ranjbar & Zahra (Mila) Elmi

**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**

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