## 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.

**ARDL model as a remedy for spurious regression: problems, performance and prospectus**

*by*Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur

**Impact Of Foreign Direct Investment On Environment Degradation: Evidence From SIDS Countries**

*by*B. Jugurnath & A. Emrith

**Acknowledgement to Reviewers of Econometrics in 2017**

*by*Econometrics Editorial Office

**Testing for breaks in the weighting matrix**

*by*Ana Angulo & Peter Burridge & Jesús Mur

**The Joint Distribution of Income and Wealth in Uruguay**

*by*Graciela Sanroman & Guillermo Santos

**Measuring the Strength of the Theories of Government Size**

*by*Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou

**More Unequal Yet More Alike: The Changing Anatomy of Constituent Canadian Income Distributions in the 21st Century**

*by*Gordon Anderson & Jasmin Thomas

**Asymmetric Exchange Rate Pass-through: Evidence from the Philippines**

*by*Vic Delloro & Eloisa T. Glindro & Sarah Jane Alarcon

**Behavior Mining in h-index Ranking Game**

*by*Tagiew, Rustam & Ignatov, Dmitry I.

**Handbook of Game Theory and Industrial Organization, Volume I: Theory. An Introduction**

*by*Corchon, Luis & Marini, Marco A.

**Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure**

*by*Yang, Bill Huajian

**Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach**

*by*Erard, Brian

**CDS Rate Construction Methods by Machine Learning Techniques**

*by*Brummelhuis, Raymond & Luo, Zhongmin

**Improving Clinical Guidelines and Decisions under Uncertainty**

*by*Charles F. Manski

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

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

**Model economic phenomena with CART and Random Forest algorithms**

*by*Benjamin David

**Identifying the Social Structure and the Inequality in Monetary Income of Russian Population**

*by*Vyacheslav Bobkov & Igor Kolmakov

**A note on testing instrument validity for the identification of LATE**

*by*Lukas Laffers & Giovanni Mellace

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

*by*Melisa Chanegriha & Chris Stewart & Christopher Tsoukis

**Moving To Greener Pastures: Untangling The Evidence About Fdi And Environmental Regulation In Eu Countries**

*by*B. Jugurnath Author-Name: B. Roucheet Author-Name: V. Teeroovengadum

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

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

**Recent Developments in Cointegration**

*by*Katarina Juselius

**Time-Varying Window Length for Correlation Forecasts**

*by*Yoontae Jeon & Thomas H. McCurdy

**Reducing Approximation Error in the Fourier Flexible Functional Form**

*by*Tristan D. Skolrud

**Synthetic Control and Inference**

*by*Jinyong Hahn & Ruoyao Shi

**Business Time Sampling Scheme with Applications to Testing Semi-Martingale Hypothesis and Estimating Integrated Volatility**

*by*Yingjie Dong & Yiu-Kuen Tse

**Inequality and Poverty When Effort Matters**

*by*Martin Ravallion

**Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models**

*by*Jurgen A. Doornik & Rocco Mosconi & Paolo Paruolo

**Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?**

*by*Alain Hecq & Sean Telg & Lenard Lieb

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

**Non-Causality Due to Included Variables**

*by*Umberto Triacca

**An Interview with William A. Barnett**

*by*Apostolos Serletis

**Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis**

*by*Antoni Espasa & Eva Senra

**Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations**

*by*Ronald W. Butler & Marc S. Paolella

**Announcement of the 2017 Econometrics Young Researcher Award**

*by*Econometrics Editorial Office

**Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels**

*by*Jae H. Kim & In Choi

**Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market**

*by*Andreas Hetland & Simon Hetland

**Evaluating Forecasts, Narratives and Policy Using a Test of Invariance**

*by*Jennifer L. Castle & David F. Hendry & Andrew B. Martinez

**Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development**

*by*P. Dorian Owen

**The Turkish Spatial Wage Curve**

*by*Haci Mevlut Karatas

**Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models**

*by*Søren Johansen & Morten Nyboe Tabor

**Building News Measures from Textual Data and an Application to Volatility Forecasting**

*by*Massimiliano Caporin & Francesco Poli

**Recent Developments in Copula Models**

*by*Jean-David Fermanian

**Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity**

*by*Junrong Liu & Robin C. Sickles & E. G. Tsionas

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply**

*by*P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & Peter von zur Muehlen

**On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment**

*by*Burkhard Raunig

**Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge**

*by*Katarina Juselius

**Modeling Real Exchange Rate Persistence in Chile**

*by*Leonardo Salazar

**Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems**

*by*H. Peter Boswijk & Paolo Paruolo

**Sustainable Financial Obligations and Crisis Cycles**

*by*Mikael Juselius & Moshe Kim

**The Realized Hierarchical Archimedean Copula in Risk Modelling**

*by*Ostap Okhrin & Anastasija Tetereva

**Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles**

*by*Massimo Franchi & Søren Johansen

**A Spatial Econometric Analysis of the Calls to the Portuguese National Health Line**

*by*Paula Simões & M. Lucília Carvalho & Sandra Aleixo & Sérgio Gomes & Isabel Natário

**Dependence between Stock Returns of Italian Banks and the Sovereign Risk**

*by*Fabrizio Durante & Enrico Foscolo & Alex Weissensteiner

**Unit Roots and Structural Breaks**

*by*Pierre Perron

**Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting**

*by*Benedikt Schamberger & Lutz F. Gruber & Claudia Czado

**Copula-Based Factor Models for Multivariate Asset Returns**

*by*Eugen Ivanov & Aleksey Min & Franz Ramsauer

**Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions**

*by*Jurgen A. Doornik

**The Univariate Collapsing Method for Portfolio Optimization**

*by*Marc S. Paolella

**Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations**

*by*Ricardo Quineche & Gabriel Rodríguez

**Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity**

*by*Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

**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

**Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios**

*by*Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia

**Diversification benefits of commodities: A stochastic dominance efficiency approach**

*by*Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas

**Sensitivity of the bounds on the ATE in the presence of sample selection**

*by*Lafférs, Lukáš & Nedela, Roman

**Nonlinear error correction based cointegration test in panel data**

*by*Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S.

**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

**Farm-level adaptation to climate and environmental changes: a triple hurdle model of coping strategies**

*by*Ligane Massamba SÃ¨ne

**Risk Perception: Bed Net Use Against Malaria in Cameroon**

*by*Liliane Bonnal & Pascal Favard & Domenico Polloni

**On log-symmetric duration models applied to high frequency financial data**

*by*Helton Saulo & Jeremias LeÃ£o

**Gaussian Quadratures vs. Monte Carlo Experiments for Systematic Sensitivity Analysis of Computable General Equilibrium Model Results**

*by*Nelson B Villoria & Paul V Preckel

**Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking**

*by*Ion Lapteacru

**The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations**

*by*Tigran Poghosyan & Abdelhak Senhadji & Carlo Cottarelli

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

*by*Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

**Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences**

*by*Vorobyev, Oleg Yu.

**Triangle room paradox of negative probabilities of events**

*by*Vorobyev, Oleg Yu.

**The theory of dual co~event means**

*by*Vorobyev, Oleg Yu.

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

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

*by*Jing Dai & Stefan Sperlich & Walter Zucchini

**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

**Predicción de fracaso empresarial en empresas de Argentina, Chile y Perú a través de indicadores contables**

*by*Caro, Norma Patricia

**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

**Exploring the Community Structure of Complex Networks**

*by*Drago, Carlo

**On The Trade-Off Between Welfare and Peace: Evidence from West African Countries Using a Quantile Regression**

*by*Zoundi, Zakaria

**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

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