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

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C3: Multiple or Simultaneous Equation Models; Multiple Variables**

/ / / C30: General

/ / / C31: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

/ / / C33: Models with Panel Data; Spatio-temporal Models

/ / / C34: Truncated and Censored Models; Switching Regression Models

/ / / C35: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

/ / / C36: Instrumental Variables (IV) Estimation

/ / / C38: Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis

/ / / C39: Other

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

Most recent items first, undated at the end.

**Verwertung der Innovationen von an Hochschulen tätigen Wissenschaftlerinnen und Wissenschaftlern**

*by*Bijedić, Teita & Brink, Siegrun & Chlosta, Simone & Werner, Arndt

**IMF Programs and Sensitivity to External Shocks: An Empirical Application**

*by*Mirela Sorina Miescu

**Autonomy, Social Interactions and Culture**

*by*Marini, Annalisa & Navarra, Pietro

**Instrumental Variables in the Long Run**

*by*Casey, Gregory & Klemp, Marc

**A new model for interdependent durations with an application to joint retirement**

*by*Bo Honoré & Áureo de Paula

**Zuwanderung nach Deutschland – Mittel- bis langfristige Projektionen mit dem Modell TINFORGE**

*by*Kristina Gorodetski & Anke Mönnig & Dr. Marc Ingo Wolter

**Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs**

*by*Caldara, Dario & Herbst, Edward

**Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Análisis de la demanda residencial de los servicios básicos en España usando un modelo QUAIDS censurado**

*by*Pablo Gálvez & Petr Mariel & David Hoyos

**Market Structure as a Determinant of Patient Care Quality**

*by*Nathan E. Wilso

**Of Inflation and Growth Nexus in BRIMC Economies**

*by*Waseem Khadim & Saddam Ilyas & Bilal Mehmood

**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

**Continuous wavelet transform and rolling correlation of European stock markets**

*by*Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu

**Differential demand response to gasoline taxes and gasoline prices in the U.S**

*by*Tiezzi, Silvia & Verde, Stefano F.

**Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation**

*by*Castelnuovo, Efrem

**Decomposing energy demand across BRIIC countries**

*by*Adetutu, Morakinyo O. & Glass, Anthony J. & Weyman-Jones, Thomas G.

**The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences**

*by*Kocsis, Zalan & Monostori, Zoltan

**Brokers’ financial network and stock return**

*by*Chuang, Hongwei

**Festivity Anomaly in Indian Stock Market**

*by*Xing Lu & Neel Patel

**Real exchange rate and bilateral trade balance of Cambodia: A panel investigation**

*by*Yannick Bineau

**Are investment promotion agencies doing the right thing? evidence from China**

*by*Bin Ni

**How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data**

*by*Gregor Bäurle & Elizabeth Steiner

**El papel de las posiciones netas de los especuladores en el proceso de formación de precios en un régimen de flotación. Evidencia de un modelo SVAR cointegrado para México**

*by*Sánchez, Armando & Arenas, Guillermo & Villarespe, Verónica

**Producción potencial y brecha de producción en Centroamérica, Panamá y la República Dominicana (CAPRD)**

*by*Christian A., Johnson

**The interest rate pass-through in the euro area during the sovereign debt crisis**

*by*von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo

**Recent Trends in Regional Financial Integration and Trade Liberalization in Maghreb Countries: A Multivariate Threshold Autoregressive Analysis**

*by*Soumia Zenasni

**Gini-PLS Regressions**

*by*Stephane Mussard & Fattouma Souissi-Benrejab

**Microfinance and Moneylenders: Long-run Effects of MFIs on Informal Credit Market in Bangladesh**

*by*Berg, Claudia & Emran, Shahe & Shilpi, Forhad

**Composite likelihood inference for hidden Markov models for dynamic networks**

*by*Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia

**Dynamic Support of Government in Online Shopping**

*by*Hai, Le Chi & Alam Kazmi, Syed Hasnain

**Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble**

*by*Damianov, Damian S & Escobari, Diego

**Banks’ Risk Endogenous to Strategic Management Choices**

*by*Delis, Manthos & Hasan, Iftekhar & Tsionas, Efthymios

**Formal volunteering and self-perceived health. Causal evidence from the UK-SILC**

*by*Fiorillo, Damiano & Nappo, Nunzia

**Local government cooperation at work: A control function approach**

*by*Zineb Abidi & Edoardo Di Porto & Angela Parenti & Sonia Paty

**Intergenerational Transmission in Health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children**

*by*Huong Thu Le & Ha Trong Nguyen

**Survey self-asessments, reporting behaviour and the use of externally collected vignettes**

*by*Mark N. Harris & Rachel Knott & Paul Lorgelly & Nigel Rice

**Estimation of Multivariate Probit Models via Bivariate Probit**

*by*John Mullahy

**Identification in Differentiated Products Markets**

*by*Steven T. Berry & Philip Haile

**Schooling, Marriage and Age of First Birth in Madagascar**

*by*Glick, Peter & Handy, Christopher & Sahn, David E.

**Determinants of Co-movement and of Lead and Lag Behavior of Business Cycles in the Eurozone**

*by*Hasan Engin Duran & Alexandra Ferreira-Lopes

**Binge Drinking, Antisocial and Unlawful Behaviours, and Beverage Types**

*by*Ou Yang & Xueyan Zhao & Preety Srivastava

**Risk Related Brain Regions Detected with 3D Image FPCA**

*by*Ying Chen & Wolfgang K. Härdle & Qiang He & Piotr Majer

**Business cycle fluctuations and the distribution of consumption**

*by*De Giorgi, Giacomo & Gambetti, Luca

**Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement**

*by*Jackson, Laura E. & Kose, M. Ayhan & Otrok, Christopher & Owyang, Michael T.

**Türkiye’nin Tarım Ürünleri Ticaretinin Belirleyicileri**

*by*Abreg Çelem & Alper Güzel

**Türkiye’nin Tarım Ürünleri Ticaretinin Belirleyicileri**

*by*Abreg Çelem & Alper Güzel

**Türkiye’nin Tarım Ürünleri Ticaretinin Belirleyicileri**

*by*Abreg Çelem & Alper Güzel

**Health condition and job status interactions: Econometric evidence of causality from a French longitudinal survey**

*by*Eric Delattre & Richard Moussa & Mareva Sabatier

**The global impact of the great depression**

*by*Thilo Albers & Martin Uebele

**The interest rate pass-through in the euro area during the sovereign debt crisis**

*by*Julia von Borstel & Sandra Eickmeier & Leo Krippner

**Cournot Oligopoly, Homogeneous Products and Grappa Market: An Econometric Study**

*by*Laura Onofri & Vasco Boatto

**Identification in Differentiated Products Markets**

*by*Steven T. Berry & Philip A. Haile

**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

**Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure**

*by*Steven T. Berry & Philip A. Haile

**Business Cycles, Technology and Exports**

*by*Francesco Bogliacino & Dario Guarascio & Mario Pianta & Matteo Lucchese

**Financial Soundness Index for the Private Corporate Sector in Colombia**

*by*Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar

**Invariant tests based on M-estimators, estimating functions, and the generalized method of moments**

*by*Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj

**Index options realized returns distributions from passive investment strategies**

*by*José P. Dapena & Julian R. Siri

**Microeconometric evidence on demand-side real rigidity and implications for monetary non-neutrality**

*by*Günter W. Beck & Sarah M. Lein

**Speculators, Prices and Market Volatility**

*by*Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris

**Does Trade Tariff Liberalisation Matter for Intra-ECOWAS Trade?**

*by*Mohammed Shuaibu

**International Tourist Arrivals Volatility Comovements and Spillovers. The Case of Thailand**

*by*Tanattrin BUNNAG

**Greek Shipping Earnings and Investment Expenditure: Exploring the Pre & Post "Ordering -Frenzy" Period**

*by*Zacharias G. Bragoudakis & Stelios Th. Panagiotou & Helen A. Thanopoulou

**Estimación de modelos multivariados GARCH en los mercados accionarios de China y México**

*by*Francisco Javier Reyes Zárate

**Use of multi-criteria decision analysis for location decision: Developing a risk reaction spectrum**

*by*Khan Muhammad Saqiful Alam* & Faisal Ibne Wali & Md & Shahid Hossain & Muhammad Maruf Ibne Wali

**Use of multi-criteria decision analysis for location decision: Developing a risk reaction spectrum**

*by*Khan Muhammad Saqiful Alam* & Faisal Ibne Wali & Md & Shahid Hossain & Muhammad Maruf Ibne Wali

**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

**Global Sensitivity Analysis in Economic Modelling**

*by*Sandra Albert

**Cournot Oligopoly, Homogeneous Products and Grappa Market: An Econometric Study**

*by*Laura Onofri & Vasco Boatto

**Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach**

*by*Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A.

**Effects of financial developments and income on energy consumption**

*by*Chang, Shu-Chen

**What drives housing dynamics in China? A sign restrictions VAR approach**

*by*Bian, Timothy Yang & Gete, Pedro

**Imbalances over the Pacific**

*by*Kim, Soyoung & Lee, Jaewoo

**Orthogonalized regressors and spurious precision, with an application to currency exposures**

*by*Liu, Fang & Sercu, Piet & Vandebroek, Martina

**Examining industrial interdependence between Japan and South Korea: A FAVAR approach**

*by*Selover, David D. & Yagihashi, Takeshi

**Dynamic branching and interest rate competition of commercial banks: Evidence from Hungary**

*by*Temesvary, Judit

**Financial stress spillovers across the banking, securities and foreign exchange markets**

*by*Apostolakis, George & Papadopoulos, Athanasios P.

**Modelling interregional links in electricity price spikes**

*by*Clements, A.E. & Herrera, R. & Hurn, A.S.

**Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach**

*by*Salisu, Afees A. & Oloko, Tirimisiyu F.

**Financial development, environmental quality, trade and economic growth: What causes what in MENA countries**

*by*Omri, Anis & Daly, Saida & Rault, Christophe & Chaibi, Anissa

**Obesity and health expenditures: Evidence from Australia**

*by*Buchmueller, Thomas C. & Johar, Meliyanni

**Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model**

*by*Georgiadis, Georgios

**How do US credit supply shocks propagate internationally? A GVAR approach**

*by*Eickmeier, Sandra & Ng, Tim

**The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach**

*by*Petrevski, Goran & Exterkate, Peter & Tevdovski, Dragan & Bogoev, Jane

**Volatility persistence in stock market**

*by*Chuang, Hongwei

**Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables**

*by*Yıldız, Neşe

**Estimating the common break date in large factor models**

*by*Chen, Liang

**Causality Analysis between Electricity Consumption, Real Gross Domestic Product, Foreign Direct Investment, Human Development and Remittances in Colombia, Ecuador and Mexico**

*by*Daniel A. Sanchez-Loor & Manuel A. Zambrano-Monserrate

**Does Capacity Utilization Rate Affect Imports of Raw Materials in Nigeria?**

*by*Augustine C. Osigwe & Kenneth Obi

**Islamic Banks and Financial Stability: A Quantile Estimation**

*by*Wassim Rajhi

**Does liquidity matter for money demand in euro area countries?**

*by*Alexander C. Jung

**International tourism demand in Tunisia: Evidence from dynamic panel data model**

*by*Amira Gasmi & Seifallah Sassi

**On Wealth Volatility, Asymmetries And The Average Propensity To Consume In The United States**

*by*Mark J. HOLMES & Xin SHEN

**Is the Rand Really Decoupled from Economic Fundamentals?**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?**

*by*Charl Jooste & Rangan Gupta

**Customer Satisfaction in Private Banking**

*by*Volker Seiler & Markus Rudolf

**Sustainable intensification of pineapple farming in Ghana: Training and complexity**

*by*Wuepper, David & Sauer, Johannes & Kleemann, Linda

**Gravity model estimation: Fixed effects vs. random intercept poisson pseudo maximum likelihood**

*by*Prehn, Sören & Brümmer, Bernhard & Glauben, Thomas

**Energy Planning in the Big Data Era: A Theme Study of the Residential Sector**

*by*Estiri, Hossein

**International capital flows and economic growth in CESEE: a structural break in the great recession**

*by*Željko Bogdan & Milan Deskar-Škrbić & Velimir Šonje

**A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications**

*by*Jones, A. M. & Laporte, A. & Rice, N. & Zucchelli, E.

**Impulse response matching estimators for DSGE models**

*by*Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian

**Welfare Dependence and Self-Control: An Empirical Analysis**

*by*Marc K Chan

**A VAR Analysis of the Transportation Revolution in Europe**

*by*Felis-Rota, Marta

**A New Formulation for Latent Class Models**

*by*Sarah Brown & William Greene & Mark N. Harris

**Semiiparametric Selection Models with Binary Outcomes**

*by*Roger Klein & Chan Shen & Francis Vella

**What DCC-GARCH model tell us about the effect of the gold price's volatility on south african exchange rate?**

*by*Kebalo, Leleng

**Volunteering and perceived health. A European cross-countries investigation**

*by*Fiorillo, Damiano & Nappo, Nunzia

**Combining Input-Output (IO) analysis with Global Vector Autoregressive (GVAR) modeling: Evidence for the USA (1992-2006)**

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

**On the cointegration and causality between Oil market, Nuclear Energy Consumption, and Economic Growth: Evidence from Developed Countries**

*by*Naser, Hanan

**Dynamic Stress Test Diffusion Model Considering the Credit Score Performance**

*by*Genest, benoit & Fares, Ziad & Gombert, Arnault

**The inflation targeting policy in Tunisia? Between perception and reality**

*by*Kadria, Mohamed & Ben Aissa, Mohamed Safouane

**Estimation and inference of FAVAR models**

*by*Bai, Jushan & Li, Kunpeng & Lu, Lina

**Regional recessions and recoveries in theory and practice: a resilience-based overview**

*by*Di Caro, Paolo

**The Long-run Relationship among World Oil Price, Exchange Rate and Inflation in the Philippines**

*by*Deluna, Roperto Jr

**Tests for High Dimensional Generalized Linear Models**

*by*Chen, Song Xi & Guo, Bin

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**The determinants of CO2 emissions: empirical evidence from Italy**

*by*Cerdeira Bento, João Paulo

**Predictable markets? A news-driven model of the stock market**

*by*Gusev, Maxim & Kroujiline, Dimitri & Govorkov, Boris & Sharov, Sergey V. & Ushanov, Dmitry & Zhilyaev, Maxim

**Tax Revenue and Economic Growth in Ghana: A Cointegration Approach**

*by*Takumah, Wisdom

**An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy**

*by*Grech, Aaron George

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**The impact of the Euro area macroeconomy on energy and non-energy global commodity prices**

*by*Papież, Monika & Śmiech, Sławomir & Dąbrowski, Marek A.

**Mock Theta Conjectures**

*by*Das, Sabuj & Mohajan, Haradhan

**Generating Functions for and**

*by*Das, Sabuj & Mohajan, Haradhan

**Mock Theta Conjectures**

*by*Das, Sabuj & Mohajan, Haradhan

**Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines**

*by*Orpia, Cherie & Mapa, Dennis S. & Orpia, Julius

**Golden Rule of Forecasting: Be conservative**

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

**Empirical Investigation of the Twin Deficits Hypothesis: The Egyptian Case (1990-2012)**

*by*El-Baz, Osama

**Modelling financial satisfaction across life stages: a latent class approach**

*by*Sarah Brown & Robert Durand & Mark N Harris & Timothy Weterings

**A Zero Inflated Regression Model for Grouped Data**

*by*Sarah Brown & Alan S Duncan & Mark N Harris & Jennifer Roberts & Karl Taylor

**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

**What Factors Give Cryptocurrencies Their Value: An Empirical Analysis**

*by*Adam Hayes

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**Eliciting Student Expectations Of The Returns To Schooling**

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**Testing the null of stationarity in the presence of structural breaks for multiple time series**

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**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

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**Simultaneity With Downward Sloping Demand**

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**Wavelets in Econometrics: An Application to Outlier Testing**

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**Markov Chain Monte Carlo Simulation Methods in Econometrics**

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**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

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**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

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**Goodness-of-Fit for Revealed Preference Tests**

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**The influence of Sterling on Irish interest rates**

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**Classical Estimation Methods for LDV Models Using Simulation**

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**Nonparametric Multivariate Regression Subject to Constraint**

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**A Predictive Approach to Model Selection and Multicollinearity**

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**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

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**A Multicriteria Approach to Dynamic Estimation**

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**Linear and Nonlinear Associative Memories for Parameter Estimation**

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**Linear Adjustment Costs and Seasonal Labour Demand: Unemployment Insurance Experience Rating in Retail Trade**

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**A Unified Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Work by Robert Kalaba on Multicriteria Estimation**

*by*Tesfatsion, Leigh S.

**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**An Organizing Principle for Dynamic Estimation**

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**U.S. Money Demand Instability: A Flexible Least Squares Approach**

*by*Tesfatsion, Leigh S. & Veitch, J.

**A Further Note on Flexible Least Squares and Kalman Filtering**

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**Flexible Least Squares for Approximately Linear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Sequential Nonlinear Estimation With Nonaugmented Priors**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S.

**Instrumental variables interpretations of FIML and nonlinear FIML**

*by*Calzolari, Giorgio & Sampoli, Letizia

**Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**The Flexible Least Squares Approach to Time-Varying Linear Regression**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Mode predictors in nonlinear systems with identities**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Coherent Forecast with Nonlinear Econometric Models**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken**

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**Coherent optimal prediction with large nonlinear systems: an example based on a French model**

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**Gradient methods in FIML estimation of econometric models**

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**Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix**

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**A Simulation Study on FIML Covariance Matrix**

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**Analysis and measurement of the uncertainty in Mini-Dms model for the French economy**

*by*Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

**Confidence intervals of forecasts from nonlinear econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio

**Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study**

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**Uncertainty of policy recommendations for nonlinear econometric models: some empirical results**

*by*Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo

**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

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**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

*by*Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S.

**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

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**Significance of the characteristic roots of linearized econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo

**La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana**

*by*Bianchi, Carlo & Calzolari, Giorgio

**Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi

**Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno

**DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici**

*by*Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

**A Structural Model of Exchange Rate Dynamics**

*by*Kuzmin, Anton

**G-Inverses of matrix products**

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**Financial Soundness Index for the Private Corporate Sector in Colombia**

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**Do Children Stabilize Marriages?**

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**Testing for Unit Roots with Stationary Covariates**

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