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

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C4: Econometric and Statistical Methods: Special Topics**

/ / / C40: General

/ / / C41: Duration Analysis; Optimal Timing Strategies

/ / / C42: Survey Methods

/ / / C43: Index Numbers and Aggregation

/ / / C44: Operations Research; Statistical Decision Theory

/ / / C45: Neural Networks and Related Topics

/ / / C46: Specific Distributions

/ / / C49: Other

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

Most recent items first, undated at the end.

**Volatility returns with vengeance: Financial markets vs. commodities**

*by*Aboura, Sofiane & Chevallier, Julien

**Bad Behavior : Delinquency, Arrest and Early School Leaving**

*by*Ward, Shannon & Williams, J. & van Ours, Jan

**Impact de productivitÃ© des infrastructures: Une application au QuÃ©bec**

*by*DorothÃ©e Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard

**Functional generalized autoregressive conditional heteroskedasticity**

*by*Aue, Alexander & Horvath, Lajos & Pellatt, Daniel

**Wave function in economics**

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

**Indonesia embraces the Data Science**

*by*Situngkir, Hokky

**Decomposition of the European GDP based on Singular Spectrum Analysis**

*by*Leon, Costas

**New Fractional Dickey and Fuller Test**

*by*Bensalma, Ahmed

**Publication Bias in Measuring Anthropogenic Climate Change**

*by*Reckova, Dominika & Irsova, Zuzana

**Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina**

*by*Mendez Parra, Maximiliano

**Intervalling-effect bias and evidences for competition policy**

*by*Fotis, Panagiotis & Pekka, Victoria & Polemis, Michael

**The Online Supplement to “International R&D Spillovers and other Unobserved Common Spillovers and Shocks”**

*by*Ruge-Leiva, Diego-Ivan

**Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis**

*by*Hina, Hafsa & Qayyum, Abdul

**On the decomposition of Generalized Additive Independence models**

*by*Michel Grabisch & Christophe Labreuche

**Bad Behavior: Delinquency, Arrest and Early School Leaving**

*by*Ward, Shannon & Williams, Jenny & van Ours, Jan C.

**Analyzing Nutritional Impacts of Price and Income Related Shocks in Malawi: Simulating Household Entitlements to Food**

*by*Kenneth Harttgen & Stephan Klasen & Ramona Rischke

**Could they grow faster? An explorative and counterfactual exercise of the Firms’ Core during the Golden Age in Italy**

*by*Fabrizio Cipollini & Camilla Ferretti & Piero Ganugi & Renato Giannetti

**Space-time (in)consistency in the national accounts: causes and cures**

*by*Nicholas Oulton

**Bad Behavior: Delinquency, Arrest and Early School Leaving**

*by*van Ours, Jan C. & Ward, Shannon & Williams, Jenny

**Labor Market Policies and Self-Employment Transitions of Older Workers**

*by*Dimitris Christelis & Raquel Fonseca Benito

**Econometric Approach To The Demand Function**

*by*Dominika Crnjac Milic

**Optimisation Of Operations Using A Transportation Model**

*by*Martina Bris Alic & Mirko Cobovic & Alen ALIC

**Global Macroeconomic Performance: A Comparative Study Based on Composite Scores**

*by*Somnath Chattopadhyay & Suchismita Bose

**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

**Volatility returns with vengeance: Financial markets vs. commodities**

*by*Aboura, Sofiane & Chevallier, Julien

**War and local collective action in Sierra Leone: A comment on the use of coefficient stability approaches**

*by*González, Felipe & Miguel, Edward

**Risk-return characteristics of Islamic equity indices: Multi-timescales analysis**

*by*Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi

**How do banks perform under Basel III? Tracing lending rates and loan quantity**

*by*Gavalas, Dimitris

**Growing stars: A laboratory analysis of network formation**

*by*Rong, Rong & Houser, Daniel

**Breaks, trends, and unit roots in spot prices for crude oil and petroleum products**

*by*Sun, Jingwei & Shi, Wendong

**Modeling and testing smooth structural changes with endogenous regressors**

*by*Chen, Bin

**Technical, Economical and Environmental Assessments of the Solar Photovoltaic Technology in Southeast Sulawesi, a Developing Province in Eastern Indonesia**

*by*Aditya Rachman & Usman Rianse & Mustarum Musaruddin & Kurniati Ornam

**Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks**

*by*Katsuhiro Sugita

**Too much public expenditures, less economic growt**

*by*Itchoko motande Mondjeli mwa ndjokou

**Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?**

*by*Franck Martin & Mai lan Nguyen

**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

**Partial efficient estimation of SUR models**

*by*Hailong Qian & Heather L. Bednarek

**Is there a causal relationship between unemployment and informal economy in Tunisia: evidence from linear and non-linear Granger causality**

*by*Sami Saafi & Meriem Haj mohamed & Abdeljelil Farhat

**Data Mining as Support to Knowledge Management in Marketing**

*by*Marijana Zekić-Sušac & Adela Has

**The Entrepreneur`s Role in the Performance Growth of the Financial Audit Activity in Romania**

*by*Cristina Raluca Popescu & Veronica Adriana Popescu & Gheorghe N. Popescu

**Cross-Market Spillovers with 'Volatility Surprise'**

*by*Aboura, Sofiane & Chevallier, Julien

**When the U.S. Stock Market Becomes Extreme?**

*by*Aboura, Sofiane

**Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations**

*by*Tae-Hwy Lee & Zhou Xi & Ru Zhang

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

*by*Darryl Holden & Roger Perman

**Semiiparametric Selection Models with Binary Outcomes**

*by*Roger Klein & Chan Shen & Francis Vella

**Historical trade integration: Globalization and the distance puzzle in the long 20th century**

*by*Samuel Standaert & Stijn Ronsse & Benjamin Vandermarliere

**Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios**

*by*Genest, benoit & Fares, Ziad

**Inflation and Inflation Uncertainty in Turkey**

*by*dogru, bulent

**Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework**

*by*Sinha, Pankaj & Sharma, Sakshi

**Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan**

*by*Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

**Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction**

*by*Bayram, Deniz & Dayé, Modeste

**Tests for High Dimensional Generalized Linear Models**

*by*Chen, Song Xi & Guo, Bin

**How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?**

*by*Bouoiyour, Jamal & Selmi, Refk

**An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth**

*by*Zareen, Shumaila & Qayyum, Abdul

**Properties of time averages in a risk management simulation**

*by*Bell, Peter Newton

**Analyzing and Forecasting Movements of the Philippine Economy using the Dynamic Factor Models (DFM)**

*by*Mapa, Dennis S. & Simbulan, Maria Christina

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**Golden Rule of Forecasting: Be conservative**

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

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

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

**A Journey Home: What Drives How Long People Are Homeless?**

*by*Cobb-Clark, Deborah A. & Herault, Nicolas & Scutella, Rosanna & Tseng, Yi-Ping

**An empirical analysis of energy demand in Tunisia**

*by*Besma Talbi & Duc Khuong Nguyen

**Cross-Market Spillovers with Volatility Surprise**

*by*Sofiane Aboura & Julien Chevallier

**Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?**

*by*Muhammad Shahbaz & Kishwar Nawaz & Mohamed Arouri & Frédéric Teulon & Gazi Salah Uddin

**A Journey Home: What Drives How Long People Are Homeless?**

*by*Deborah A. Cobb-Clark & Nicolas Herault & Rosanna Scutella & Yi-Ping Tseng

**Measuring Gender Differences in Information Sharing Using Network Analysis: the Case of the Austrian Interlocking Directorship Network in 2009**

*by*Carlo Drago & Livia Amidani Aliberti & Davide Carbonai

**Cross-Market Spillovers with ‘Volatility Surprise’**

*by*Sofiane Aboura & Julien Chevallier

**Reasonable Sample Sizes for Convergence to Normality**

*by*Carsten Schröder & Shlomo Yitzhaki

**Regularization for Spatial Panel Time Series Using the Adaptive LASSO**

*by*Clifford Lam & Pedro Souza

**Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance**

*by*E. Agliardi & M. Pinar & T. Stengos

**Predicting Financial Stress Events: A Signal Extraction Approach**

*by*Ian Christensen & Fuchun Li

**Las competencias genéricas en la Universidad de A Coruña: un análisis factorial**

*by*Carlos Pais Montes & Maria Jesús Freire Seoane & Mercedes Teijeiro Alvarez

**“Mathiness” ve İstatistik, Ulusal Gelir Hesapları, Matematik ve Ekonometri Konusunda Keynes**

*by*Ercan Uygur

**Transaction Costs in International Armaments Cooperation**

*by*Vladan Holcner & Marek Sedlačik & Jaroslav Michálek & Jakub Odehnal

**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.

**Measuring the monetary value of social relations: A hedonic approach**

*by*Colombo, Emilio & Stanca, Luca

**Cross-market spillovers with ‘volatility surprise’**

*by*Aboura, Sofiane & Chevallier, Julien

**Semi-parametric regression models and economies of scale in the presence of an endogenous variable**

*by*Cohen, Jeffrey P. & Osleeb, Jeffrey P. & Yang, Ke

**On the income–nuclear energy–CO2 emissions nexus revisited**

*by*Baek, Jungho & Pride, Dominique

**Testing multiple inequality hypotheses: A smoothed indicator approach**

*by*Chen, Le-Yu & Szroeter, Jerzy

**A unified approach to validating univariate and multivariate conditional distribution models in time series**

*by*Chen, Bin & Hong, Yongmiao

**Testing a linear dynamic panel data model against nonlinear alternatives**

*by*Lee, Yoon-Jin

**A new perspective on the issue of selection bias in randomized controlled field experiments**

*by*Belot, Michèle & James, Jonathan

**The economic impact of Swiss smoking bans on the hospitality sector**

*by*Marti, Joachim & Schläpfer, Jörg

**Measuring business cycles: Empirical Mode Decomposition of economic time series**

*by*Kožić, Ivan & Sever, Ivan

**Analysis of the Decomposition of Energy Intensity in Tunisia**

*by*Amira Ben Hammamia & Ahlem Dakhlaoui & Abdessalem Abbassi

**Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?**

*by*Franck Martin & Jiangxingyun Zhang

**European equity fund managers: luck or skill?!**

*by*Enareta Kurtbegu & Juliana Caicedo-llano

**A flexible descriptive model for the size distribution of incomes**

*by*Masato Okamoto

**The stochastic volatility model with random jumps and its application to BRL/USD exchange rate**

*by*Márcio P. Laurini & Roberto B. Mauad

**On the implicit uniform BIC prior**

*by*Richard Startz

**An Empirical Analysis of Energy Demand in Tunisia**

*by*Besma Talbi & Duc Khuong Nguyen

**A multivariate evaluation of German output growth and inflation forecasts**

*by*Jens J. Krüger

**Oil prices and trade balance: A frequency domain analysis for India**

*by*Aviral Kumar Tiwari & Mohamed Arouri & Frédéric Teulon

**The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis**

*by*Ewa M. Syczewska

**The Concept of Probability in the Work of Lord Keynes**

*by*Alberto Landro

**Statistical Testing of Key Effectiveness Indicators of the Companies (Case for Ukraine in 2012)**

*by*Vladimir Ponomarenko & Oleksandr Dorokhov & Iryna Gontareva

**A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series**

*by*Bin Chen & Yongmiao Hong

**Detecting for Smooth Structural Changes in GARCH Models**

*by*Bin Chen & Yongmiao Hong

**Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri**

*by*Bin Chen & Yongmiao Hong

**Leverage vs. Feedback: Which Effect Drives the Oil Market ?**

*by*Chevallier, Julien & Aboura, Sofiane

**Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market**

*by*Aboura, Sofiane

**Economic Evaluation of Human Losses from Disasters**

*by*B. Porfiriev.

**On the Finite Sample Properties of Pre-test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**Impact Estimates for Static Spatial Panel Data Models in R**

*by*Gianfranco Piras

**Comparing Implementations of Estimation Methods for Spatial Econometrics**

*by*Roger Bivand & Gianfranco Piras

**A New Index of Environmental Quality Based on Greenhouse Gas Emissions**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Modelling the Demand for Bank Loans by Private Business Sector in Pakistan**

*by*Hassan, Faiza & Qayyum, Abdul

**Do high customer bank deposits incite management fraud? Examining causes of management fraud in the Nigerian banking sector**

*by*ojeaga, paul & Ikpefan, o & Odejimi, Deborah

**Finance and growth: New evidence from Meta-analysis**

*by*Asongu, Simplice A

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

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

**Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate sans Happiness Adaptation**

*by*Beja Jr., Edsel

**Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France**

*by*Shahbaz, Muhammad & Farhani, Sahbi & Rahman, Mohammad Mafizur

**Coal Consumption, Industrial Production and CO2 Emissions in China and India**

*by*Shahbaz, Muhammad & Farhani, Sahbi & Ozturk, Ilhan

**Causality between Trade Openness and Energy Consumption: What Causes What in High, Middle and Low Income countries**

*by*Shahbaz, Muhammad & Nasreen, Samia & Ling, Chong Hui & Sbia, Rashid

**On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks**

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

**Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets**

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

**Does economic prosperity bring about a happier society? Empirical remarks on the Easterlin Paradox debate**

*by*Beja Jr., Edsel

**Exploiting Zero-Inflated Consumption Data using Propensity Score Matching and the Infrequency of Purchase Model, with Application to Climate Change Policy**

*by*Bardsley, Nicholas & Buechs, Milena

**Bubbles, shocks and elementary technical trading strategies**

*by*Fry, John

**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

**A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions**

*by*HASAN, HAMID & Rehman, Attiqur

**Foundations of the economic and social history of the United States: Metaphysical**

*by*Albers, Scott

**Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes**

*by*Johnson, Joseph F.

**Measuring the Monetary Value of Social Relations: a Hedonic Approach**

*by*Emilio Colombo & Luca Stanca

**Testing the Statistical Significance of Microsimulation Results: Often Easier than You Think. A Technical Note**

*by*Tim Goedemé & Karel Van den Bosch & Lina Salanauskaite & Gerlinde Verbist

**Is sprawling residential behavior influenced by climate?**

*by*Cyrus Grout & Jean Cavailhès & Cécile Detang-Dessendre & Alban Thomas

**Finance and growth: New evidence from Meta-analysis**

*by*Asongu Simplice

**Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis**

*by*Asongu Simplice

**A foreign investment project of an autoparts firm: Real options versus financial valuation**

*by*María Luisa Saavedra García & Máximo Jorge Saavedra García & Deyanira Bernal Domínguez

**Using Linear Programming in order to Optimize the Allocation of Resources for Investment**

*by*Rodica Gherghina & Ioana Duca

**Predicción de quiebras empresariales en economías emergentes: uso de un modelo logístico mixto || Bankruptcy Prediction in Emerging Economies: Use of a Mixed Logistic Model**

*by*Caro, Norma Patricia & Díaz, Margarita & Porporato, Marcela

**A two-step selective editing procedure based on contamination models**

*by*Marco Di Zio & Ugo Guarnera

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-SantaulÃ ria & Carlos Vladimir RodrÃguez-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*SÃ¸ren 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

**Testing for collusion in asymmetric first-price auctions**

*by*Aryal, Gaurab & Gabrielli, Maria F.

**The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets**

*by*Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai

**Leverage vs. feedback: Which Effect drives the oil market?**

*by*Aboura, Sofiane & Chevallier, Julien

**Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil**

*by*Quintino, Derick David & David, Sergio Adriani

**Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries**

*by*Karimu, Amin & Brännlund, Runar

**A note on bounding average treatment effects**

*by*Lafférs, Lukáš

**On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models**

*by*Lee, Taewook

**On the validity of the Keynesian Absolute Income hypothesis in Pakistan: An ARDL bounds testing approach**

*by*Shahbaz, Muhammad & Nawaz, Kishwar & Arouri, Mohamed & Teulon, Frédéric & Uddin, Gazi Salah

**Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach**

*by*Sriananthakumar, Sivagowry

**Trade liberalisation and manufacturing wage premiums: Evidence from Thailand**

*by*Jayanthakumaran, Kankesu & Sangkaew, Piyapong & O’Brien, Martin

**Oil prices and trade balance: A wavelet based analysis for India**

*by*Aviral Kumar Tiwari & Olaolu Richard Olayeni

**The Fall of Bretton Woods: Which Geography Matters?**

*by*Leila Ali & Marie Lebreton

**Pair Copula Construction based Expected Shortfall estimation**

*by*Marcelo Brutti Righi & Paulo Sergio Ceretta

**A new estimator of the Box-Cox transformation model using moment conditions**

*by*Kazumitsu Nawata

**Empirical Analysis of the Interconnection between Structural Changes and Labour Productivity**

*by*Rossitsa Rangelova

**Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis**

*by*Raynaud, Franck & Lautier, Delphine

**Systemic Risk in Derivative Markets: an Empirical Assessment Through Network Analysis**

*by*Lautier, Delphine & Simon, Yves

**Heredity, Family, and Inequality: A Critique of Social Sciences**

*by*Beenstock, Michael

**Is Collusion Proof Auction Expensive? Estimates from Highway Procurements**

*by*Aryal, Gaurab & Gabrielli, Maria F.

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