## 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.

**Testing for breaks in the weighting matrix**

*by*Ana Angulo & Peter Burridge & Jesús Mur

**Follow-the-leader? Measuring the internalisation of law**

*by*Shaun Larcom & Luca A. Panzone & Timothy Swanson

**Identifying the robust economic, geographical and political determinants of FDI: an Extreme Bounds Analysis**

*by*Melisa Chanegriha & Chris Stewart & Christopher Tsoukis

**Satisfaction In Border Tourism: An Analysis With Structural Equations**

*by*Jimber del Río, Juan Antonio & Orgaz Agüera, Francisco & Moral Cuadra, Salvador & Cañero Morales, Pablo

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

*by*Jochen Heberle & Cristina Sattarhoff

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

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

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

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

*by*Ragnar Nymoen

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

*by*Seong Yeon Chang & Pierre Perron

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

*by*Jingjing Yang

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

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

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

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

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

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

*by*Bruno Rémillard

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

*by*Aparna Sengupta

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

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

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

*by*Pravin Trivedi & David Zimmer

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

*by*Luis J. Álvarez

**Cadenas productivas y clusters en la economía regional de Nuevo León. Un análisis con matrices de insumo-producto**

*by*Gilberto Martínez Sidón & Salvador Corrales Corrales

**Two-part models are robust to endogenous selection**

*by*Drukker, David M.

**Monitoring parameter change for time series models with conditional heteroscedasticity**

*by*Huh, Jaewon & Oh, Haejune & Lee, Sangyeol

**Testing the Marshall-Lerner condition between the U.S. and other G7 member countries**

*by*Dong, Fang

**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

**Analysis Of Factors Affecting the Electricity Supply in Indonesia**

*by*Nababan, Tongam Sihol

**What's BEPS got to do with it? Exploring the effectiveness of thin capitalisation rules**

*by*Kayis-Kumar, Ann

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

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

**Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model**

*by*Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan

**Влияние Организационной Культуры На Уровень Трансакционных Издержек В Аграрной Экономике**

*by*Виктор, Стукач & Надежда, Аникина

**Влияние Организационной Культуры На Уровень Трансакционных Издержек В Аграрной Экономике**

*by*Виктор, Стукач & Надежда, Аникина

**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.

**Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone**

*by*Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti

**Are critical slowing down indicators useful to detect financial crises?**

*by*Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti

**Playing by the rules? Agreement between predicted and observed binary choices Cycle: A Bayesian Evaluation**

*by*Stephanie Thomas

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

*by*Nuno Filipe França Gouveia Boavida & Stefan Boeschen

**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

**Exploring the Community Structure of Complex Networks**

*by*Carlo Drago

**Country level efficiency and national systems of entrepreneurship: a data envelopment analysis approach**

*by*Esteban Lafuente & László Szerb & Zoltan J. Acs

**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

**Statistical assessment – as a part of security assessment applied to a block cipher**

*by*Ioana Roxana Dragomir & Marilena Lazar

**Technology transfer and entrepreneurship: cross-national analysis**

*by*David Audretsch & Rosa Caiazza

**Country level efficiency and national systems of entrepreneurship: a data envelopment analysis approach**

*by*Esteban Lafuente & László Szerb & Zoltan J. Acs

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

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

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

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

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

*by*Bernt P. Stigum

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

*by*Man Wang & Ngai Hang Chan

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

*by*Kyoo il Kim

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

*by*Richard A. Ashley & Xiaojin Sun

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

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

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

*by*Uwe Hassler & Mehdi Hosseinkouchack

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

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

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

*by*Kjersti Aas

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

*by*Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

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

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

**Editorial Announcement**

*by*Kerry Patterson

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

*by*Wen Xu

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

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

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Econometrics Editorial Office

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

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

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

*by*Umberto Triacca

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

*by*Flavia Barsotti & Simona Sanfelici

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

*by*Bhargab Chattopadhyay & Shyamal Krishna De

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

*by*Daniel A. Griffith & Yongwan Chun

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

*by*Masayuki Hirukawa & Mari Sakudo

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

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

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

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

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

*by*Marc S. Paolella

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

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

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

*by*Michel Mouchart & Renzo Orsi

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

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

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

*by*Nunzio Cappuccio & Diego Lubian

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

*by*Ba Chu & Stephen Satchell

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

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

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

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

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

*by*Francesco Audrino & Yujia Hu

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

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

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

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

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

*by*Giovanni Forchini & Bin Peng

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

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

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

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

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

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

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

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

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

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

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

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

*by*Arnaud Dufays

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

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

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

*by*John Geweke

**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

**Objective and subjective foundations for multiple priors**

*by*Stinchcombe, Maxwell B.

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

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

**Wild bootstrap Ljung–Box test for cross correlations of multivariate time series**

*by*Lee, Taewook

**Comparing the accuracy of default predictions in the rating industry for different sets of obligors**

*by*Krämer, Walter & Neumärker, Simon

**Joint aggregation over money and credit card services under risk**

*by*William A. Barnett & Liting Su

**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

**Bayesian inference in Markov switching vector error correction model**

*by*Katsuhiro Sugita

**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 productivité des infrastructures: Une application au Québec**

*by*Dorothée 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

**Effects of credit constraints on the productivity of small and medium-sized enterprises in Cameroon**

*by*Mandiefe Piabuo, Serge & Menjo Baye, Francis & Chupezi Tieguhong, Julius

**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

**Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund**

*by*Giovanni BARONE-ADESI & Kostas GIANNOPOULOS & Les VOSPER

**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

**Principal Component Analysis of Students Academic Performance**

*by*F. B. K. Twenefour & E. N. N. Nortey & E. M. Baah

**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 & Valérie Chavez-Demoulin & Bin Yu

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

*by*Russell Davidson & James G. MacKinnon

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

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

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

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

*by*Javier Alejo & Nicolás Badaracco

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

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

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

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

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

*by*Masamune Iwasawa

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

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

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

*by*Jose Olmo

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

*by*Stanislav Anatolyev & Stanislav Khrapov

**A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts**

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

**A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise**

*by*Yang Zu

**New Graphical Methods and Test Statistics for Testing Composite Normality**

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

**Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects**

*by*Guangjie Li

**A New Approach to Model Verification, Falsification and Selection**

*by*Andrew J. Buck & George M. Lady

**Bayesian Approach to Disentangling Technical and Environmental Productivity**

*by*Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

**Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**A Jackknife Correction to a Test for Cointegration Rank**

*by*Marcus J. Chambers

**The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms**

*by*Ghassen El Montasser

**The SAR Model for Very Large Datasets: A Reduced Rank Approach**

*by*Sandy Burden & Noel Cressie & David G. Steel

**Selection Criteria in Regime Switching Conditional Volatility Models**

*by*Thomas Chuffart

**Nonparametric Regression Estimation for Multivariate Null Recurrent Processes**

*by*Biqing Cai & Dag Tjøstheim

**Detecting Location Shifts during Model Selection by Step-Indicator Saturation**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

**A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models**

*by*Umberto Triacca

**Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States**

*by*Hassan Mohammadi & Yuting Tan

**Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data**

*by*Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

**Information Recovery in a Dynamic Statistical Markov Model**

*by*Douglas J. Miller & George Judge

**Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems**

*by*George Judge

**Finding Starting-Values for the Estimation of Vector STAR Models**

*by*Frauke Schleer

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

**Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity**

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

**Two-Step Lasso Estimation of the Spatial Weights Matrix**

*by*Achim Ahrens & Arnab Bhattacharjee

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term**

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

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

*by*Sara Pavone & Elena Ragazzi & Lisa Sella

**Niels Bohr’s Principle of Complementarities in Political Economy**

*by*Vladilen Sergeevich Afanasyev & Yulia Mihayilovna Medvedeva & Rafael Envarovich Abdulov

**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**

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