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

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C5: Econometric Modeling

/ / /

**C52: Model Evaluation, Validation, and Selection**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

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

Most recent items first, undated at the end.

**Attenuation bias when measuring inventive performance**

*by*Zwick, Thomas & Frosch, Katharina

**On the applicability of maximum likelihood methods: From experimental to financial data**

*by*Jakusch, Sven Thorsten

**Taring all investors with the same brush? Evidence for heterogeneity in individual preferences from a maximum likelihood approach**

*by*Hackethal, Andreas & Jakusch, Sven Thorsten & Meyer, Steffen

**Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011)**

*by*Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas

**A quasi real-time leading indicator for the EU industrial production**

*by*Donadelli, Michael & Paradiso, Antonio & Riedel, Max

**Automatic identification of general vector error correction models**

*by*Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

**Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors**

*by*JIN SEO CHO & PETER C.B. PHILLIPS

**Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices**

*by*JIN SEO CHO & PETER C.B. PHILLIPS

**Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model**

*by*Florian Huber & Gregor Kastner & Martin Feldkircher

**EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk**

*by*Marcin Chlebus

**Lost in Transition? Declining Returns to Education in Vietnam**

*by*Tinh Doan & Tran Quang Tuyen & Le Quan

**Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance**

*by*Adams, Zeno & Fuess, Roland & Glueck, Thorsten

**Understanding the sources of macroeconomic uncertainty**

*by*Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre

**In-sample inference and forecasting in misspecified factor models**

*by*Marine Carrasco & Barbara Rossi

**Lutte contre la pauvreté et incitations à l’emploi : quelle politique pour les jeunes ?**

*by*Vincent Vergnat

**Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes**

*by*Aiste Ruseckaite & Dennis Fok & Peter Goos

**Accounting for Missing Values in Score-Driven Time-Varying Parameter Models**

*by*Andre Lucas & Anne Opschoor & Julia Schaumburg

**A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics**

*by*Manabu Asai & Michael McAleer

**Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model**

*by*Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman

**Making Disability Work? The Effect of Financial Incentives on Partially Disabled Workers**

*by*Pierre Koning & Jan-Maarten van Sonsbeek

**Estimating a Falsified Model**

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

**Portmanteau Tests for Linearity of Stationary Time Series**

*by*Zacharias Psaradakis & Marian Vavra

**Modelling OPEC behaviour. Theory and evidence**

*by*Pål Boug & Ådne Cappelen & Anders Rygh Swensen

**Local public finances in Brazil: are mayoral characteristics important?**

*by*Fabiana Rocha & Veronica Orellano, Karina Bugarin

**Compulsory Schooling and the Returns to Education: A Re-examination**

*by*Sophie van HÂ¸llen & Duo Qin

**The Econometric Analysis in Right Economy: Research of Institutional Barriers During Right Realization on the Example of Lands Distribution Processes in Moscow Region. Patterns in Neighboring Areas**

*by*Daria Loginova

**Accommodating Stake Effects under Prospect Theory**

*by*Ranoua Bouchouicha & Ferdinand Vieider

**Bayesian Vector Autoregressions with Non-Gaussian Shocks**

*by*Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

**VAR Models with Non-Gaussian Shocks**

*by*Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

**Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period**

*by*Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew

**FDI and Growth in the MENA countries: Are the GCC countries Different?**

*by*Gammoudi, Mouna & Cherif, Mondher & Asongu, Simplice A

**The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models**

*by*Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew

**Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis**

*by*Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew

**Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression**

*by*Xu, Ning & Hong, Jian & Fisher, Timothy

**Power Style Contracts Under Asymmetric Lévy Processes**

*by*Fajardo, José

**A New Factor to Explain Implied Volatility Smirk**

*by*fajardo, José

**Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso**

*by*Xu, Ning & Hong, Jian & Fisher, Timothy

**Models of Mortality rates - analysing the residuals**

*by*O'Hare, Colin & Li, Youwei

**Modelling mortality: Are we heading in the right direction?**

*by*O'Hare, Colin & Li, Youwei

**Local Explosion Modelling by Noncausal Process**

*by*Gouriéroux, Christian & Zakoian, Jean-Michel

**Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective**

*by*Phiri, Andrew

**Asymmetric pass-through effects from monetary policy to housing prices in South Africa**

*by*Phiri, Andrew

**Experts, firms, consumers or even hard data? Forecasting employment in Germany**

*by*Lehmann, Robert & Wohlrabe, Klaus

**Model selection and model averaging in nonparametric instrumental variables models**

*by*Liu, Chu-An & Tao, Jing

**Models of Financial Return With Time-Varying Zero Probability**

*by*Sucarrat, Genaro & Grønneberg, Steffen

**Generalizing smooth transition autoregressions**

*by*Emilio Zanetti Chini

**General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets**

*by*Felix Pretis & James Reade & Genaro Sucarrat

**Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation**

*by*David Hendry & Felix Pretis & Lea Schneider & Jason E. Smerdon

**Perception vs Reality: How Does The British Electorate Evaluate Economic Performance of Incumbent Governments In The Post War Period?**

*by*Jonathon M. Clegg

**Perception vs Reality: How does the British electorate evaluate economic performance of incumbent governments in the post war period?**

*by*Jonathon M. Clegg

**Assessing Point Forecast Accuracy by Stochastic Error Distance**

*by*Francis X. Diebold & Minchul Shin

**Sets of Models and Prices of Uncertainty**

*by*Lars P. Hansen & Thomas J. Sargent

**Solution and Estimation Methods for DSGE Models**

*by*Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

**A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices**

*by*Jan F. Kiviet & Zhenxi Chen

**The “true” private school effect across countries using PISA-2012 Mathematics**

*by*Chris Sakellariou

**Bayesian Rank Selection in Multivariate Regression**

*by*Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid

**Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction**

*by*D.S. Poskitt

**Visualising forecasting Algorithm Performance using Time Series Instance Spaces**

*by*Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles

**Bayesian Indirect Inference and the ABC of GMM**

*by*Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen

**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

**Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model**

*by*Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan

**Threshold Effects in Meta Analyses with Application to Benefit Transfer for Coral Reef Valuation**

*by*Luke Fitzpatrick & Christopher F. Parmeter & Juan Agar

**The Impact of the Mining Boom in Colombia: the case of the gold**

*by*Jorge Barrientos Marín & Sebastián Ramírez & Elkin Tabares

**Resampling and Bootstrap to Assess the Relevance of Variables: A New Algorithmic Approach with Applications to Entrepreneurship Data**

*by*Gimenez-Nadal, J. Ignacio & Lafuente, Miguel & Molina, José Alberto & Velilla, Jorge

**Making Disability Work? The Effects of Financial Incentives on Partially Disabled Workers**

*by*Koning, Pierre & van Sonsbeek, Jan-Maarten

**The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future**

*by*Entorf, Horst & Sattarova, Liliya

**Do Parents Tax Their Children? Teenage Labour Supply and Financial Support**

*by*Holford, Angus J.

**Upward and downward bias when measuring inequality of opportunity**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models**

*by*Florian Wickelmaier & Achim Zeileis

**On the Estimation of Standard Errors in Cognitive Diagnosis Models**

*by*Michel Philipp & Carolin Strobl & Jimmy de la Torre & Achim Zeileis

**A Toolkit for Stability Assessment of Tree-Based Learners**

*by*Michel Philipp & Achim Zeileis & Carolin Strobl

**Score-Based Tests of Differential Item Functioning in the Two-Parameter Model**

*by*Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle

**Dynamic stochastic general equilibrium (dsge) modelling: Theory and practice**

*by*Dilip M. Nachane

**Liquidity Traps and Large-Scale Financial Crises**

*by*Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette

**The Cross-Section of Crypto-Currencies as Financial Assets: An Overview**

*by*Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee

**A first econometric analysis of the CRIX family**

*by*Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong

**CRIX or evaluating blockchain based currencies**

*by*Simon Trimborn & Wolfgang Karl Härdle &

**Impulse Response Matching Estimators for DSGE Models**

*by*GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz

**Forecastability and statistical characteristics of aggregate oil and gas investments on the Norwegian Continental Shelf b**

*by*Lorentzen, Sindre & Osmundsen, Petter

**Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting**

*by*Kruse, Robinson & Leschinski, Christian & Will, Michael

**How Narrowly Should Anti-poverty Programs Be Targeted? Simulation Evidence from Bolivia and Indonesia**

*by*Stephan Klasen & Simon Lange

**Comparing the market risk premia forecasts in JSE and NYSE equity markets**

*by*Leoni Eleni Oikonomikou

**Forecasting the Market Risk Premium with Artificial Neural Networks**

*by*Leoni Eleni Oikonomikou

**Socio-psychological determinants of mode choice habits**

*by*Bouscasse, H. & Bonnel, P.

**Estimating travel mode choice, including rail in regional area, based on a new family of regression models**

*by*Bouscasse, H. & Joly, I. & Peyhardi, J.

**Catching up with history: A methodology to validate global CGE models**

*by*Michiel van Dijk & George Philippidis & Geert Woltjer

**PanJen: A test for functional form with continuous variables**

*by*Cathrine Ulla Jensen & Toke Emil Panduro

**Big data analytics: a new perspective**

*by*Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem

**Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis**

*by*Evzen Kocenda & Michala Moravcova

**A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics**

*by*Asai, M. & McAleer, M.J.

**Reconciling output gaps: unobserved components model and Hodrick-Prescott filter**

*by*Joshua C.C. Chan & Angelia L. Grant

**Reject inference in application scorecards: evidence from France**

*by*Ha-Thu Nguyen

**Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz

**Score-driven dynamic patent count panel data models**

*by*Escribano, Álvaro & Blazsek, Szabolcs

**Understanding the Sources of Macroeconomic Uncertainty**

*by*Rossi, Barbara & Sekhposyan, Tatevik & Soupre, Mattheiu

**Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts**

*by*Rossi, Barbara & Sekhposyan, Tatevik

**In-sample Inference and Forecasting in Misspecified Factor Models**

*by*Carrasco, Marine & Rossi, Barbara

**Regression Discontinuity Design with Many Thresholds**

*by*BERTANHA, Marinho

**Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star**

*by*Miller Ariza

**Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies**

*by*Alexander Guarín-López & Ignacio Lozano-Espitia

**Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach**

*by*Hernán Rincón-Castro & Norberto Rodríguez-Niño

**Comparison of Methods for Estimating the Uncertainty of Value at Risk**

*by*Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno

**VAR Models with Non-Gaussian Shocks**

*by*Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter

**Forecastability and Statistical Characteristics of Aggregate Oil and Gas Investments on the Norwegian Continental Shelf**

*by*Sindre Lorentzen & Petter Osmundsen

**The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach**

*by*Stephen J. Cole & Fabio Milani

**Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz

**Big Data Analytics: A New Perspective**

*by*Alexander Chudik & George Kapetanios & M. Hashem Pesaran

**Joint Confidence Sets for Structural Impulse Responses**

*by*Atsushi Inoue & Lutz Kilian

**Impulse Response Matching Estimators for DSGE Models**

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

**Comparing different data descriptors in Indirect Inference tests on DSGE models**

*by*Minford, Patrick & Wickens, Michael & Xu, Yongdeng

**Big Data Analytics: A New Perspective**

*by*A. Chudik & G. Kapetanios & M. Hashem Pesaran

**Measuring Underlying Inflation Using Dynamic Model Averaging**

*by*Yuto Iwasaki & Sohei Kaihatsu

**Detecting imbalances in house prices: What goes up must come down?**

*by*André K. Anundsen

**Understanding the Sources of Macroeconomic Uncertainty**

*by*Barbara Rossi & Tatevik Sekhposyan & Matthiew Soupre

**Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP**

*by*M. Mogliani & T. Ferrière

**The PRISME model: can disaggregation on the production side help to forecast GDP?**

*by*C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung

**Assessing financial stability risks from the real estate market in Italy**

*by*Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto

**Upward and downward bias when measuring inequality of opportunity**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**FDI and Growth in the MENA countries: Are the GCC countries Different?**

*by*Mouna Gammoudi & Mondher Cherif & Simplice Asongu

**Information sharing and conditional financial development in Africa**

*by*Simplice Asongu & John Anyanwu & Vanessa Tchamyou

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Volume, Volatility and Public News Announcements**

*by*Tim Bollerslev & Jia Li & Yuan Xue

**Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting**

*by*Robinson Kruse & Christian Leschinski & Michael Will

**Volatility Discovery**

*by*Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias

**Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression**

*by*Markku Lanne & Jani Luoto

**The new hybrid value at risk approach based on the extreme value theory**

*by*Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov

**Robust Standard Errors in Small Samples: Some Practical Advice**

*by*Guido W. Imbens & Michal Kolesár

**Neglected serial correlation tests in UCARIMA models**

*by*Gabriele Fiorentini & Enrique Sentana

**Forecasting Temperature Records in PEI, Canada**

*by*Sami Khedhiri

**Modeling Jumps and Volatility of the Indian Stock Market Using High-Frequency Data**

*by*Rituparna Sen & Pulkit Mehrotra

**Ownership, productivity and firm survival in China**

*by*David Audretsch & Xiaodan Guo & Adrian Hepfer & Hugo Menendez & Xingzhi Xiao

**Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends: an application to Scandinavian unemployment rates**

*by*Rickard Sandberg

**Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach**

*by*Zouheir Mighri & Faysal Mansouri

**Heterogeneity in spatial growth clusters**

*by*Philipp Piribauer

**Measuring the Turkish core inflation with a shifting mean model**

*by*Tamer Kulaksizoglu

**Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach**

*by*Henryk Gurgul & Artur Machno

**Comparison of Parametric and Nonparametric Modeling: Aesthetic Effect of Kamran Khavaraniâ€™s Paintings**

*by*Simin Mozayeni & Parisa Amirmostofian

**Performance of VaR in Developed and CEE Countries during the Global Financial Crisis**

*by*Mirjana Miletić & Siniša Miletić

**Medicion del riesgo de la cola en el mercado del petroleo mexicano aplicando la teoria de valores extremos condicional**

*by*Raul De Jesus & Gutierrez & Edgar Ortiz Calisto & Oswaldo Garcia Salgado & Veronica Angeles Morales

**Rank-order statistics for validating discriminative power of credit risk models**

*by*Lukasz Prorokowski

**Characteristics and Drivers of the Swiss “Job Miracle”**

*by*Siegenthaler Michael & Graff Michael & Mannino Massimo

**Shrinking the Variance-Covariance Matrix: Simpler is Better**

*by*Muhammad Husnain & Arshad Hassan & Eric Lamarque

**An empirical analysis of unspanned risk for the U.S. yield curve**

*by*Karoll Gomez

**On the prediction of financial distress in developed and emerging markets: Does the choice of accounting and market information matter? A comparison of UK and Indian Firms**

*by*Evangelos C. Charalambakis & Ian Garrett

**Testing Macro Models by Indirect Inference: A Survey for Users**

*by*Vo Phuong Mai Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu

**Geographically weighted regression and multicollinearity: dispelling the myth**

*by*A. Stewart Fotheringham & Taylor M. Oshan

**On the empirical relevance of the Lucas critique: the case of euro area money demand**

*by*Christian Dreger & Jürgen Wolters

**For Better or for Worse: Tax Reform in the Netherlands**

*by*H. W. Boer

**The Identification Of Inflation Rate Determinants In The Usa Using The Stochastic Search Variable Selection**

*by*Mihaela SIMIONESCU

**Predicting gross wages of non-employed persons in Croatia**

*by*Slavko Bezeredi & Ivica Urban

**A Forecasting Metric for Evaluating DSGE Models for Policy Analysis**

*by*Abhishek Gupta

**The Impact of Key Monetary Variables on the Economic Growth of the CEMAC Zone**

*by*Forgha Godfrey NJIMANTED & Daniel AKUME & Emmanuel Mbella MUKETE

**Analyzing Market Economies from the Perspective of Information Production, Policy, and Self-organized Equilibrium**

*by*C-Rene DOMINIQUE

**Conditional Relationship Between Beta and Return in the US Stock Market**

*by*Bing XIAO

**The Impact of Minimum Wage on the Evolution of Earnings in Romania**

*by*Mihaela-Eugenia VASILACHE & Georgiana PANAITE

**A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico**

*by*Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez

**Return and volatility interdependences in up and down markets across developed and emerging countries**

*by*Kundu, Srikanta & Sarkar, Nityananda

**Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach**

*by*Shi, Yanlin & Ho, Kin-Yip & Liu, Wai-Man

**The dynamics of electricity demand in Pakistan: A panel cointegration analysis**

*by*Khan, Muhammad Arshad & Abbas, Faisal

**Is euro area money demand for M3 still stable?**

*by*Jung, Alexander

**Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model**

*by*Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan

**Inequity aversion revisited**

*by*Yang, Yang & Onderstal, Sander & Schram, Arthur

**Exact and asymptotic tests on a factor model in low and large dimensions with applications**

*by*Bodnar, Taras & Reiß, Markus

**Common trends in global volatility**

*by*Clements, A.E. & Hurn, A.S. & Volkov, V.V.

**Heterogeneous agents, the financial crisis and exchange rate predictability**

*by*Buncic, Daniel & Piras, Gion Donat

**Determinants of bank CDS spreads in Europe**

*by*Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio & Parrado-Martínez, Purificación & di Pietro, Filippo

**Foster–Hart optimal portfolios**

*by*Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin

**Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme**

*by*Shi, Guangping & Liu, Xiaoxing & Tang, Pan

**On Economic Space notion**

*by*Olkhov, Victor

**Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection**

*by*Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik

**Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania**

*by*Potts, Todd B. & Yerger, David B.

**‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2)**

*by*De Vita, Glauco & Trachanas, Emmanouil

**Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data**

*by*Lux, Thomas & Segnon, Mawuli & Gupta, Rangan

**Uncertainty and crude oil returns**

*by*Aloui, Riadh & Gupta, Rangan & Miller, Stephen M.

**Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models**

*by*Qu, Hui & Chen, Wei & Niu, Mengyi & Li, Xindan

**Modeling energy price dynamics: GARCH versus stochastic volatility**

*by*Chan, Joshua C.C. & Grant, Angelia L.

**Commodity price volatility under regulatory changes and disaster**

*by*Marvasti, Akbar & Lamberte, Antonio

**Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?**

*by*Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George

**Model uncertainty in Panel Vector Autoregressive models**

*by*Koop, Gary & Korobilis, Dimitris

**On consistency of minimum description length model selection for piecewise autoregressions**

*by*Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching

**Model averaging in semiparametric estimation of treatment effects**

*by*Kitagawa, Toru & Muris, Chris

**Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave**

*by*Jacobi, Liana & Wagner, Helga & Frühwirth-Schnatter, Sylvia

**Goodness-of-fit test for specification of semiparametric copula dependence models**

*by*Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K.

**Inference theory for volatility functional dependencies**

*by*Li, Jia & Todorov, Viktor & Tauchen, George

**S-values: Conventional context-minimal measures of the sturdiness of regression coefficients**

*by*Leamer, Edward E.

**A discontinuity test for identification in triangular nonseparable models**

*by*Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe

**Joint confidence sets for structural impulse responses**

*by*Inoue, Atsushi & Kilian, Lutz

**Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem**

*by*Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

**Model averaging based on leave-subject-out cross-validation**

*by*Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Zou, Guohua

**A unit root test against globally stationary ESTAR models when local condition is non-stationary**

*by*Hu, Junjuan & Chen, Zhenlong

**Comparing different data descriptors in Indirect Inference tests on DSGE models**

*by*Minford, Patrick & Wickens, Michael & Xu, Yongdeng

**A Stein-like estimator for linear panel data models**

*by*Wang, Yun & Zhang, Yonghui & Zhou, Qiankun

**Reallocation shocks, persistence and nominal rigidities**

*by*Furlanetto, Francesco & Groshenny, Nicolas

**Solvency capital requirement for a temporal dependent losses in insurance**

*by*Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi

**Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry**

*by*Pouliot, William

**Policy failure or success? Detecting market failure in China's housing market**

*by*Chen, W.D.

**Measuring nonfundamentalness for structural VARs**

*by*Soccorsi, Stefano

**Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database**

*by*Long, Zhiming & Herrera, Rémy

**Globalization, Financial Development and Economic Growth**

*by*Altuð Kazar & Görkemli Kazar

**La modelización de la demanda de turismo de economías emergentes: el caso de la llegada de turistas rusos a España**

*by*Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez

**Modelación de la asimetría y la curtosis condicionales en series financieras colombianas**

*by*Andrés Eduardo Jiménez Gómez & Luis Fernando Melo Velandia

**Boosting und die Prognose der deutschen Industrieproduktion: Was verrät uns der Blick in die Details?**

*by*Robert Lehmann & Klaus Wohlrabe

**A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia**

*by*Karen Poghosyan

**Du risque des mesures de risque systémique**

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