## 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.

**A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics**

*by*Jing Dai & Stefan Sperlich & Walter Zucchini

**Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach**

*by*Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

**Nonlinearity between RER and Trade Balance: A Case Study of Pakistan**

*by*Qayyum, Abdul & Nazir, Sidra & Jawad, Muhammad

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties**

*by*Abonazel, Mohamed R.

**Shapley value regression and the resolution of multicollinearity**

*by*Mishra, SK

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Indicators in Technology Assessment Passive Choices or Reflected Options?**

*by*Nuno Filipe França Gouveia Boavida & Stefan BÃ¶schen

**Tweet-tales: moods of socio-economic crisis?**

*by*Grazia Biorci & Antonella Emina & Michelangelo Puliga & Lisa Sella & Gianna Vivaldo

**The long-term impact of war on health**

*by*Michael Palmer & Cuong Nguyen & Sophie Mitra & Daniel Mont & Nora Groce

**Are Athletes on the Right Track? The Effect of Availability of an All-Weather Athletics Track on Athletics Performance**

*by*Seamus Hogan & Richard Watt

**Distributional Policy Effects with Many Treatment Outcomes**

*by*Cañón Salazar Carlos Iván

**Stromersparnis der Zeitumstellung bei privaten Haushalten**

*by*Korbinian Blanckenburg & Julian Strauch

**Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models**

*by*David F. Findley & Demetra P. Lytras & Agustin Maravall

**A spatial hedonic model application of variance function regression to residential property prices in Beijing**

*by*Yue Zhang & Robert G. Cromley & Dean M. Hanink

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

*by*Pankaj Sinha & Sakshi Sharma

**Health progress and economic growth in the USA: the continuous wavelet analysis**

*by*Wen-Yi Chen

**Historical trade integration: globalization and the distance puzzle in the long twentieth century**

*by*Samuel Standaert & Stijn Ronsse & Benjamin Vandermarliere

**A note on the SG(m) test**

*by*Fernando A. López & Mariano Matilla-García & Jesús Mur & Antonio Páez & Manuel Ruiz

**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

**The financial Logos: The framing of financial decision-making by mathematical modelling**

*by*Walter, Christian

**How strong are the linkages between real estate and other sectors in China?**

*by*Chan, Steven & Han, Gaofeng & Zhang, Wenlang

**A journey home: What drives how long people are homeless?**

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

**The double nature of the price of gold—A quantitative analysis based on Ensemble Empirical Mode Decomposition**

*by*Ming, Lei & Yang, Shenggang & Cheng, Cheng

**Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective**

*by*Bee, Marco & Dupuis, Debbie J. & Trapin, Luca

**Dynamic relationship between tourism and economic growth in MERCOSUR countries: a nonlinear approach based on asymmetric time series models**

*by*Juan Gabriel Brida & Bibiana Lanzilotta & Fiorella Pizzolon

**Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study**

*by*Yoshimasa Uematsu & Shinya Tanaka

**Historical trade integration: globalization and the distance puzzle in the long twentieth century**

*by*Samuel Standaert & Stijn Ronsse & Benjamin Vandermarliere

**Rough Sets And Discriminant Analysis Techniques For Business Default Forecasting**

*by*Cabedo, José David & Tirado, José Miguel

**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

**An Integrated Strategy Framework (ISF) for Combining Porter's 5-Forces, Diamond, PESTEL, and SWOT Analysis**

*by*Anton, Roman

**R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models**

*by*Abonazel, Mohamed R.

**Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach**

*by*Youssef, Ahmed & Abonazel, Mohamed R.

**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

**Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting**

*by*Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios

**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

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

*by*Dimitris Christelis & Raquel Fonseca

**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

**Statistical Study on the Need for a Preliminary Assessment of the Effectiveness of the Implementation Process of ERP-Systems in Bulgarian SMEs**

*by*Natalia Futekova & Vladimir Monov

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

*by*Somnath Chattopadhyay & Suchismita Bose

**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

**Sostenere le imprese agro-industriali in Piemonte: un’analisi controfattuale**

*by*Sara Pavone & Elena Ragazzi & Lisa Sella

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

*by*Frieder Knuepling & Jason Allen

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

*by*Aboura, Sofiane & Chevallier, Julien

**Volatility forecast of stock indices by model averaging using high-frequency data**

*by*Wang, Chengyang & Nishiyama, Yoshihiko

**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

**A generic model for spouse’s pensions with a view towards the calculation of liabilities**

*by*Sokol, Alexander

**Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach**

*by*Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled

**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

**Consistent method of moments estimation of the true fixed effects model**

*by*Wikström, Daniel

**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

**Power Attrition of Asymmetric Tail Comovement Test**

*by*Kaihua Deng

**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

**Descripción de empresas en crisis financiera: el caso de Argentina en las décadas del 1990 y 2000**

*by*Caro, Norma Patricia

**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

**New GMM Estimators for Dynamic Panel Data Models**

*by*Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R.

**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

**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**

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