Citations ranking for series: Journal of Econometrics / Elsevier

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Econometrics / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990	0.15	0.08	83	83	182	2.19	3486	127	19	0	4	0.05	0.04
1991	0.26	0.08	71	154	303	1.97	1383	148	38	0	11	0.15	0.04
1992	0.19	0.08	66	220	241	1.1	4689	154	29	0	11	0.17	0.04
1993	0.23	0.09	97	317	282	0.89	2116	137	31	0	12	0.12	0.05
1994	0.36	0.1	83	400	400	1	3175	163	58	1.7	15	0.18	0.04
1995	0.58	0.19	83	483	1024	2.12	5612	180	105	19	21	0.25	0.07
1996	0.63	0.23	103	586	1335	2.28	4835	166	104	16.3	49	0.48	0.09
1997	0.74	0.29	107	693	1536	2.22	3261	186	137	17.5	38	0.36	0.1
1998	0.86	0.29	111	804	1778	2.21	5312	210	180	13.3	30	0.27	0.11
1999	0.77	0.33	53	857	2027	2.37	2339	218	167	5.4	21	0.4	0.14
2000	1.43	0.42	85	942	2842	3.02	2285	164	234	8.1	46	0.54	0.16
2001	1.36	0.44	91	1033	3112	3.01	2714	138	187	14.4	48	0.53	0.17
2002	1.21	0.44	97	1130	3365	2.98	3610	176	213	11.3	68	0.7	0.19
2003	1.8	0.46	95	1225	4435	3.62	4255	188	339	6.2	115	1.21	0.2
2004	2.35	0.53	90	1315	5234	3.98	2328	192	451	2.2	96	1.07	0.22
2005	2.42	0.56	83	1398	5789	4.14	2443	185	448	3.3	121	1.46	0.23
2006	2.29	0.53	130	1528	6552	4.29	3061	173	397	6.8	168	1.29	0.22
2007	2.23	0.46	187	1715	5938	3.46	3330	213	476	6.7	170	0.91	0.19
2008	2.6	0.49	168	1883	7578	4.02	2153	317	825	6.3	150	0.89	0.21
2009	1.97	0.5	104	1987	7749	3.9	868	355	700	6.1	72	0.69	0.2
2010	1.47	0.46	145	2132	7108	3.33	1043	272	401	8.5	113	0.78	0.16
2011	1.67	0.57	146	2278	9130	4.01	850	249	416	6.3	160	1.1	0.22
2012	1.95	0.66	167	2445	10062	4.12	275	291	568	9.2	80	0.48	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

Most cited documents in this series:

Year	Title	Cited
1986	Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327. Full description at Econpapers \|\| Download paper	2856
1998	Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143. Full description at Econpapers \|\| Download paper	2824
1995	Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51. Full description at Econpapers \|\| Download paper	2024
1992	Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178. Full description at Econpapers \|\| Download paper	1823
2003	Testing for unit roots in heterogeneous panels. (2003). shin, yongcheol ; Pesaran, M ; Im, Kyung So, . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74. Full description at Econpapers \|\| Download paper	1758
1977	Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37. Full description at Econpapers \|\| Download paper	1333
2002	Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24. Full description at Econpapers \|\| Download paper	1319
1992	ARCH modeling in finance : A review of the theory and empirical evidence. (1992). Chou, Ray ; Bollerslev, Tim ; KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59. Full description at Econpapers \|\| Download paper	927
1974	Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120. Full description at Econpapers \|\| Download paper	889
1995	Estimating long-run relationships from dynamic heterogeneous panels. (1995). Smith, Ronald ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113. Full description at Econpapers \|\| Download paper	800
1996	Impulse response analysis in nonlinear multivariate models. (1996). Potter, Simon ; Pesaran, M ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147. Full description at Econpapers \|\| Download paper	679
1982	On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Schmidt, Peter ; Lovell, C. ; Materov, Ivan S. ; KNOX LOVELL, C. A., ; Jondrow, James. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238. Full description at Econpapers \|\| Download paper	599
2005	A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51. Full description at Econpapers \|\| Download paper	584
1986	Random group effects and the precision of regression estimates. (1986). Moulton, Brent. In: Journal of Econometrics. RePEc:eee:econom:v:32:y:1986:i:3:p:385-397. Full description at Econpapers \|\| Download paper	574
1982	Formulation and estimation of dynamic models using panel data. (1982). hsiao, cheng ; Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82. Full description at Econpapers \|\| Download paper	565
1995	Statistical inference in vector autoregressions with possibly integrated processes. (1995). Toda, Hiro Y. ; YAMAMOTO, Taku . In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250. Full description at Econpapers \|\| Download paper	509
1981	Panel data and unobservable individual effects. (1981). Hausman, Jerry ; TAYLOR, William E.. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155. Full description at Econpapers \|\| Download paper	484
1976	Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145. Full description at Econpapers \|\| Download paper	482
1986	Errors in variables in panel data. (1986). Hausman, Jerry ; Griliches, Zvi. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:1:p:93-118. Full description at Econpapers \|\| Download paper	460
1999	Spurious regression and residual-based tests for cointegration in panel data. (1999). Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44. Full description at Econpapers \|\| Download paper	442
1996	Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Bollerslev, Tim ; Baillie, Richard ; Mikkelsen, Hans Ole. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:3-30. Full description at Econpapers \|\| Download paper	440
1988	Limited information estimators and exogeneity tests for simultaneous probit models. (1988). Rivers, Douglas ; Vuong, Quang H.. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:3:p:347-366. Full description at Econpapers \|\| Download paper	430
1996	Residual-based tests for cointegration in models with regime shifts. (1996). Hansen, Bruce ; Gregory, Allan. In: Journal of Econometrics. RePEc:eee:econom:v:70:y:1996:i:1:p:99-126. Full description at Econpapers \|\| Download paper	427
1997	Further evidence on breaking trend functions in macroeconomic variables. (1997). Perron, Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:80:y:1997:i:2:p:355-385. Full description at Econpapers \|\| Download paper	426
1992	Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. (1992). juselius, katarina ; Johansen, Soren. In: Journal of Econometrics. RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244. Full description at Econpapers \|\| Download paper	423
1995	On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. (1995). Kiviet, Jan. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:53-78. Full description at Econpapers \|\| Download paper	422
2005	Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353. Full description at Econpapers \|\| Download paper	409
1987	Forecasting and testing in co-integrated systems. (1987). Engle, Robert ; Yoo, Byung Sam. In: Journal of Econometrics. RePEc:eee:econom:v:35:y:1987:i:1:p:143-159. Full description at Econpapers \|\| Download paper	404
1996	Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:73:y:1996:i:1:p:5-59. Full description at Econpapers \|\| Download paper	398
1986	Understanding spurious regressions in econometrics. (1986). Phillips, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:33:y:1986:i:3:p:311-340. Full description at Econpapers \|\| Download paper	397
1994	Autoregressive conditional heteroskedasticity and changes in regime. (1994). Hamilton, James ; Susmel, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333. Full description at Econpapers \|\| Download paper	378
1988	Some recent development in a concept of causality. (1988). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211. Full description at Econpapers \|\| Download paper	377
1994	On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael ; Oaxaca, Ronald. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21. Full description at Econpapers \|\| Download paper	374
1981	Some properties of time series data and their use in econometric model specification. (1981). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:121-130. Full description at Econpapers \|\| Download paper	371
1990	Analysis of time series subject to changes in regime. (1990). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70. Full description at Econpapers \|\| Download paper	371
1990	Seasonal integration and cointegration. (1990). Hylleberg, Svend ; Granger, Clive ; Engle, Robert ; YOO, B. S.. In: Journal of Econometrics. RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238. Full description at Econpapers \|\| Download paper	357
1980	Long memory relationships and the aggregation of dynamic models. (1980). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:14:y:1980:i:2:p:227-238. Full description at Econpapers \|\| Download paper	357
1994	Five alternative methods of estimating long-run equilibrium relationships. (1994). Gonzalo, Jesus. In: Journal of Econometrics. RePEc:eee:econom:v:60:y:1994:i:1-2:p:203-233. Full description at Econpapers \|\| Download paper	349
2003	What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398. Full description at Econpapers \|\| Download paper	348
2003	Testing for a unit root in the nonlinear STAR framework. (2003). snell, andy ; shin, yongcheol ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379. Full description at Econpapers \|\| Download paper	306
1990	Alternative models for conditional stock volatility. (1990). Schwert, G. ; pagan, adrian. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290. Full description at Econpapers \|\| Download paper	306
2008	Regression discontinuity designs: A guide to practice. (2008). Lemieux, Thomas ; Imbens, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635. Full description at Econpapers \|\| Download paper	305
2001	Tests of equal forecast accuracy and encompassing for nested models. (2001). McCracken, Michael ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:85-110. Full description at Econpapers \|\| Download paper	299
1982	The use of time series processes to model the error structure of earnings in a longitudinal data analysis. (1982). MaCurdy, Thomas E.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:83-114. Full description at Econpapers \|\| Download paper	298
1992	Maximum likelihood estimation of stationary univariate fractionally integrated time series models. (1992). Sowell, Fallaw. In: Journal of Econometrics. RePEc:eee:econom:v:53:y:1992:i:1-3:p:165-188. Full description at Econpapers \|\| Download paper	298
2001	Long memory and regime switching. (2001). Inoue, Atsushi ; Diebold, Francis. In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:131-159. Full description at Econpapers \|\| Download paper	296
2001	A real-time data set for macroeconomists. (2001). Croushore, Dean ; Stark, Tom . In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:111-130. Full description at Econpapers \|\| Download paper	294
1985	Panel data from time series of cross-sections. (1985). Deaton, Angus. In: Journal of Econometrics. RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126. Full description at Econpapers \|\| Download paper	293
2007	Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64. Full description at Econpapers \|\| Download paper	288
1985	Alternative methods for evaluating the impact of interventions : An overview. (1985). Heckman, James ; Robb, Richard Jr., . In: Journal of Econometrics. RePEc:eee:econom:v:30:y:1985:i:1-2:p:239-267. Full description at Econpapers \|\| Download paper	281

Citing documents used to compute impact factor 568:

Year	Title	See
2012	Dynamic Stock Market Covariances in the Eurozone. (2012). Connor, Gregory ; Suurlaht, Anita . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n222-12.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices. (2012). Xiu, Dacheng ; Shephard, Neil. In: Economics Series Working Papers. RePEc:oxf:wpaper:604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficient and feasible inference for the components of financial variation using blocked multipower variation. (2012). Sheppard, Kevin ; Shephard, Neil ; Mykland, Per A.. In: Economics Series Working Papers. RePEc:oxf:wpaper:593. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:1206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices. (2012). Shephard, Neil ; Xiu, Dacheng . In: Economics Papers. RePEc:nuf:econwp:1204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:815. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficient and feasible inference for the components of financial variation using blocked multipower variation. (2012). Sheppard, Kevin ; Shephard, Neil ; Mykland, Per A.. In: Economics Papers. RePEc:nuf:econwp:1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Leverage and Feedback Eects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2012). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:1302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An estimator for the quadratic covariation of asynchronously observed ItÃ´ processes with noise: Asymptotic distribution theory. (2012). Bibinger, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:6:p:2411-2453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real-time forecasting in a data-rich environment. (2012). Liebermann, JoÃ«lle. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Low-Frequency Impact of Daily Monetary Policy Shock. (2012). Francis, Neville . In: 2012 Meeting Papers. RePEc:red:sed012:198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. (2012). Koopman, Siem Jan ; BrÃ¤uning, Falk ; Brauning, Falk . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120042. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Generating short-term forecasts of the Lithuanian GDP using factor models. (2012). Stakenas, Julius . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Die Zinslast des Bundes in der Schuldenkrise: Wie lukrativ ist der âsichere Hafenâ?. (2012). Boysen-Hogrefe, Jens. In: Kiel Working Papers. RePEc:kie:kieliw:1780. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables. (2012). Marcellino, Massimiliano ; Foroni, Claudia. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real-time forecasting in a data-rich environment. (2012). Liebermann, JoÃ«lle. In: MPRA Paper. RePEc:pra:mprapa:39452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Global Financial Crisis and currency crises in Latin America. (2012). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd M. ; Jacobs, Jan P. A. M., . In: Research Report. RePEc:dgr:rugsom:12005-eef. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identifying the Independent Sources of Consumption Variation. (2012). Moneta, Alessio ; Barigozzi, Matteo. In: LEM Papers Series. RePEc:ssa:lemwps:2012/16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Maximum likelihood estimation and inference for approximate factor models of high dimension. (2012). Li, kunpeng ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:42099. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short-term forecasting of quarterly gross domestic product growth. (2012). Liebermann, JoÃ«lle. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2012:m:02:p:74-84. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial conditions indexes for the United States and euro area. (2012). Matheson, Troy. In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:3:p:441-446. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nowcasting the French index of industrial production: A comparison from bridge and factor models. (2012). DarnÃ©, Olivier ; Brunhes-Lesage, Veronique . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2174-2182. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nowcasting German GDP: A comparison of bridge and factor models. (2012). Barhoumi, Karim ; DarnÃ©, Olivier ; Antipa, Pamfili ; Brunhes-Lesage, Veronique ; Darne, Olivier . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:864-878. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Macro-financial linkages and business cycles: A factor-augmented probit approach. (2012). Ferrara, Laurent ; Bellego, C.. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1793-1797. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Should macroeconomic forecasters use daily financial data and how?. (2012). Ghysels, Eric ; Andreou, Elena ; Kourtellos, Andros . In: 2012 Meeting Papers. RePEc:red:sed012:1196. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A QuasiâMaximum Likelihood Approach for Large, Approximate Dynamic Factor Models. (2012). Reichlin, Lucrezia ; Giannone, Domenico ; Doz, Catherine. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:94:y:2012:i:4:p:1014-1024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Did output gap measurement improve over time?. (2012). Wieladek, Tomasz ; Chiu, Adrian . In: Discussion Papers. RePEc:mpc:wpaper:0036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the correspondence between data revision and trend-cycle decomposition. (2012). van Norden, Simon ; Tian, Jing ; Jacobs, Jan ; Dungey, Mardi. In: CAMA Working Papers. RePEc:een:camaaa:2012-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the correspondence between data revision and trend-cycle decomposition. (2012). van Norden, Simon ; Tian, Jing ; Jacobs, Jan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:12975. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On trend-cycle decomposition and data revision. (2012). Tian, Jing ; Jacobs, Jan ; Dungey, Mardi ; van Norden, Simon . In: Research Report. RePEc:dgr:rugsom:12009-eef. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Common-Feature Approach for Testing Present-Value Restrictions with Financial Data. (2012). Issler, JoÃ£o ; Hecq, Alain. In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:728. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Automated Estimation of Vector Error Correction Models. (2012). Phillips, Peter ; Peter C. B. Phillips, ; Liao, Zhipeng . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1873. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Partial Distributional Policy Effects. (2012). Rothe, Christoph. In: Econometrica. RePEc:ecm:emetrp:v:80:y:2012:i:5:p:2269-2301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simultaneous equations for discrete outcomes:coherence, completeness, and identification.. (2012). Rosen, Adam ; Chesher, Andrew. In: CeMMAP working papers. RePEc:ifs:cemmap:21/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification of treatment effects in a triangular system of equations. (2012). Xu, Haiqing ; Yildiz, Nese ; Pinkse, Joris ; Jun, Sung Jae . In: Department of Economics Working Papers. RePEc:tex:wpaper:130910. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. (2012). Osterrieder, Daniela ; Schotman, Peter C.. In: CREATES Research Papers. RePEc:aah:create:2012-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Bond Yields with Segmented Term Structure Models. (2012). Almeida, Caio ; SIMONSEN, AXEL ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Estimation of Gaussian Affine Term Structure Models. (2012). Wu, Jing Cynthia ; Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:17772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic Functional Data Analysis with Nonparametric State Space Models.. (2012). Laurini, MÃ¡rcio. In: IBMEC RJ Economics Discussion Papers. RePEc:ibr:dpaper:2012-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Working Paper Series. RePEc:rim:rimwps:10_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Semiparametric Dynamic Nelson-Siegel Model. (2012). ÃakmaklÄ±, Cem ; akmakli, Cem . In: Working Paper Series. RePEc:rim:rimwps:59_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The U.S.-Dollar Supranational Zero-Coupon Curve. (2012). Rivadeneyra, Francisco. In: Discussion Papers. RePEc:bca:bocadp:12-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory. In: Working Papers. RePEc:bca:bocawp:12-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). . In: Working Papers. RePEc:bca:bocawp:12-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and estimation of Gaussian affine term structure models. (2012). Wu, Jing Cynthia ; Hamilton, James D.. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:315-331. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Models of the yield curve and the curvature of the implied forward rate function. (2012). Yallup, Peter J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:121-135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Monte Carlo study of old and new frontier methods for efficiency measurement. (2012). Kruger, Jens J.. In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:1:p:137-148. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation. (2012). Conrad, Christian ; Loch, Karin ; Rittler, Daniel . In: Working Papers. RePEc:awi:wpaper:0525. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Economics Papers. RePEc:nuf:econwp:1201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Anticipating Long-Term Stock Market Volatility. (2012). Conrad, Christian ; Loch, Karin . In: Working Papers. RePEc:awi:wpaper:0535. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Langlois, Hugues ; Errunza, Vihang ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2012-48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multivariate Rotated ARCH models. (2012). Shephard, Neil ; Noureldin, Diaa ; Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:594. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The conditional autoregressive Wishart model for multivariate stock market volatility. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:211-223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Chabi-Yo, Fousseni ; Bakshi, Gurdip . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling world investment markets using threshold conditional correlation models. (2012). Aslanidis, Nektarios ; Ibaez, oscar Martinez . In: Working Papers. RePEc:urv:wpaper:2072/203167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach. (2012). Zhu, Ke. In: MPRA Paper. RePEc:pra:mprapa:40382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk-parameter estimation in volatility models. (2012). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:41713. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Predictions of Powers of Conditionally Heteroskedastic Processes. (2012). Zakoian, Jean-Michel ; Francq, Christian. In: Working Papers. RePEc:crs:wpaper:2012-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evaluating an Investment Project in an Incomplete Market. (2012). Wang, George Yungchih . In: The Review of Finance and Banking. RePEc:rfb:journl:v:04:y:2012:i:1:p:055-073. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201233. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Oil price density forecasts: Exploring the linkages with stock markets. (2012). Ravazzolo, Francesco ; Lombardi, Marco. In: Working Papers. RePEc:bny:wpaper:0008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Predictive regressions with time-varying coefficients. (2012). Halling, Michael ; Dangl, Thomas . In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:157-181. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intra-daily volatility spillovers between the US and German stock markets. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia. (2012). Kim, Jae ; Silvapulle, Param ; Rushdi, Mustabshira . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:535-543. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Alternative Asymptotics and the Partially Linear Model with Many Regressors. (2012). Newey, Whitney ; Jansson, Michael ; Cattaneo, Matias. In: CREATES Research Papers. RePEc:aah:create:2012-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sieve inference on semi-nonparametric time series models. (2012). Sun, Yixiao ; Chen, Xiaohong ; Liao, Zhipeng . In: CeMMAP working papers. RePEc:ifs:cemmap:06/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications. (2012). Phillips, Peter ; Peter C. B. Phillips, ; Liao, Zhipeng . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1871. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotic F Test in a GMM Framework with Cross Sectional Dependence. (2012). Sun, Yixiao ; Kim, Min Seong. In: Working Papers. RePEc:rye:wpaper:wp032. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sieve Inference on Semi-nonparametric Time Series Models. (2012). Sun, Yixiao ; Chen, Xiaohong ; Liao, Zhipeng . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1849. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simple and powerful GMM over-identification tests with accurate size. (2012). Sun, Yixiao ; Kim, Min Seong. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:267-281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Probabilistic forecasts of volatility and its risk premia. (2012). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree ; Grose, Simone D.. In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:217-236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model. (2012). Ceylan, Ozcan. In: GIAM Working Papers. RePEc:ris:giamwp:2012_004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock Price Dynamics and Option Valuations under Volatility Feedback Effect. (2012). Kanniainen, Juho ; Robert Pich'e, . In: Papers. RePEc:arx:papers:1209.4718. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bond Variance Risk Premia. (2012). Mueller, Philippe ; Vedolin, Andrea ; Yen, Yu-Min . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information demand and stock market volatility. (2012). Vlastakis, Nikolaos ; Markellos, Raphael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1808-1821. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring Risk Attitude and Relation to Marketing Behavior. (2012). Franken, Jason R. V., ; Garcia, Philip ; Pennings, Joost M. E., ; Pennings, Joost M. E., . In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exploitation of soil biota ecosystem services in agriculture: a bioeconomic approach.. (2012). Foudi, Sebastien . In: Working Papers. RePEc:bcc:wpaper:2012-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mortgage Lending and the Great moderation: a multivariate GARCH Approach. (2012). Grydaki, Maria ; Bezemer, Dirk J. In: MPRA Paper. RePEc:pra:mprapa:36356. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Interest Rates, Leverage, and Money. (2012). Serletis, Apostolos ; Gogas, Periklis ; Istiak, Khandokar . In: Working Papers. RePEc:clg:wpaper:2012-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation. (2012). Sousa, Ricardo ; JAWADI, Fredj. In: NIPE Working Papers. RePEc:nip:nipewp:24/2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Food Price Stabilization in a Small Open Developing Country. (2012). Jean, Sebastien ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2012-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal food price stabilization in a small open developing country. (2012). Jean, Sebastien ; Gouel, Christophe. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5943. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Food security and storage in the Middle East and North Africa. (2012). Larson, Donald ; Gouel, Christophe ; Cafiero, Carlo ; Lampietti, Julian ; Roberts, John . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Commodity Prices and Volatility in Response to Anticipated Climate Change. (2012). Roberts, Michael ; Lobell, David ; Schlenker, Wolfram ; Tran, Nam A. ; Welch, Jarrod R.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124827. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Commodity Price Adjustment in a Competitive Storage Model with an Application to the US Biofuel Policies. (2012). Roberts, Michael ; Tran, Nam A.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Commodity price movements in a general equilibrium model of storage. (2012). Leduc, Sylvain ; Arseneau, David. In: International Finance Discussion Papers. RePEc:fip:fedgif:1054. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Managing High and Volatile Food Prices. (2012). Martin, Will. In: Trade Policy Issues Papers. RePEc:ags:iatrtp:142732. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric identification in nonseparable panel data models with generalized fixed effects. (2012). Hoderlein, Stefan ; White, Halbert . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:300-314. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The reaction of stock market returns to anticipated unemployment. (2012). Taamouti, Abderrahim ; Gonzalo, Jesus. In: Economics Working Papers. RePEc:cte:werepe:we1237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multiple motives of pro-social behavior: evidence from the solidarity game. (2012). Breitmoser, Yves ; Bolle, Friedel ; Vogel, Claudia ; Heimel, Jana . In: Theory and Decision. RePEc:kap:theord:v:72:y:2012:i:3:p:303-321. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Peer Effects in Risk Taking. (2012). Serra-Garcia, Marta ; Lahno, Amrei M.. In: Discussion Papers in Economics. RePEc:lmu:muenec:14309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Peer Effects in Risk Taking. (2012). Serra-Garcia, Marta ; Lahno, Amrei M.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4057. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic conditional correlation models for realized covariance matrices. (2012). Violante, Francesco ; Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Internationally correlated jumps. (2012). Pukthuanthong, Kuntara ; Roll, Richard . In: Working Paper Series. RePEc:ecb:ecbwps:20121436. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments. (2012). Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:40184. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for partial exogeneity with weak identification. (2012). Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:39504. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Co-evolution of ICT, Skills and Organization in Public Administrations: Evidence from new European country-level data.. (2012). Zanfei, Antonello ; Seri, Paolo . In: Working Papers. RePEc:urb:wpaper:12_17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2012). Kiviet, Jan ; PLEUS, Milan . In: Economic Growth centre Working Paper Series. RePEc:nan:wpaper:1208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Transaction Costs, Institutional Arrangements and Inequality Outcomes: Potato Marketing by Small Producers in Rural Peru. (2012). Escobal, Javier ; Cavero, Denice . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:2:p:329-341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Market structure, regulation and the speed of mobile network penetration. (2012). Lyons, Bruce ; Li, Yan . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:30:y:2012:i:6:p:697-707. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach. (2012). Inder, Brett ; Zhang, Xibin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach. (2012). Yu, Jun ; Fulop, Andras ; Li, Junye . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-264. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Large deviations of realized volatility. (2012). Otsu, Taisuke ; Kanaya, Shin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:2:p:546-581. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the estimation of integrated covariance matrices of high dimensional diffusion processes. (2012). Zheng, Xinghua ; Li, Yingying . In: Papers. RePEc:arx:papers:1005.1862. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	High Frequency Lead/lag Relationships - Empirical facts. (2012). Fr'ed'eric Abergel, ; Huth, Nicolas . In: Papers. RePEc:arx:papers:1111.7103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cojumping: Evidence from the US Treasury bond and futures markets. (2012). Dungey, Mardi ; Hvozdyk, Lyudmyla . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1563-1575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation. (2012). Audrino, Francesco ; Corsi, Fulvio ; Peluso, Stefano . In: Economics Working Paper Series. RePEc:usg:econwp:2012:02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jump robust daily covariance estimation by disentangling variance and correlation components. (2012). Croux, Christophe ; Boudt, Kris ; Cornelissen, Jonathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:2993-3005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Information-Theoretic Approach to Modeling Binary Choices: Estimating Willingness to Pay for Recreation Site Attributes. (2012). Mittelhammer, Ron ; Henry-Osorio, Miguel . In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:123432. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models. (2012). Tsionas, Mike . In: MPRA Paper. RePEc:pra:mprapa:40966. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Which model to match?. (2012). Veredas, David ; Halbleib, Roxana ; Barigozzi, Matteo. In: Banco de España Working Papers. RePEc:bde:wpaper:1229. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing conditional asymmetry: A residual-based approach. (2012). Veredas, David ; Laurent, SÃ©bastien ; Lambert, Philippe . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1229-1247. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Instrumental variable estimation of a nonlinear Taylor rule. (2012). Lamarche, Jean-Francois ; Koustas, Zisimos . In: Empirical Economics. RePEc:spr:empeco:v:42:y:2012:i:1:p:1-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Averaging of moment condition estimators. (2012). LINTON, OLIVER ; Jacho-ChÃ¡vez, David ; Jacho-Chavez, David T. ; Chen, Xiaohong . In: CeMMAP working papers. RePEc:ifs:cemmap:26/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects. (2012). Vogelsang, Timothy. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:303-319. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Temporal aggregation of cyclical models with business cycle applications. (2012). Silvestrini, Andrea ; Sbrana, Giacomo. In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:1:p:93-107. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intraday dynamics of volatility and duration: Evidence from Chinese stocks. (2012). Maheu, John ; Liu, Chun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:3:p:329-348. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Impact of macroeconomic news on metal futures. (2012). Elder, John ; Miao, Hong ; Ramchander, Sanjay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:51-65. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A wavelet based investigation of long memory in stock returns. (2012). Maharaj, Elizabeth ; Galagedera, Don ; Tan, Pei P. ; Galagedera, Don U. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2330-2341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Empirical bias in intraday volatility measures. (2012). SÃ©vi, BenoÃ®t ; Ielpo, Florian ; Fang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data. (2012). Jacod, Jean ; Yacine Aït-Sahalia, . In: Journal of Economic Literature. RePEc:aea:jeclit:v:50:y:2012:i:4:p:1007-50. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Codependent VAR Models and the Pseudo-Structural Form. (2012). Weber, Enzo ; Trenkler, Carsten. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:24776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Codependent VAR Models and the Pseudo-Structural Form. (2012). Weber, Enzo ; Trenkler, Carsten. In: Working Papers. RePEc:mnh:wpaper:31690. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Microstructure effect on firmâs volatility risk. (2012). Barsotti, Flavia ; Sanfelici, Simona . In: DiMaD Working Papers. RePEc:flo:wpaper:2012-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL. (2012). Hillebrand, Eric ; Craioveanu, Mihaela . In: Working Papers. RePEc:umn:wpaper:1201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Correlation Structure of Microstructure Noise: A Financial Economic Approach. (2012). Strasser, Georg ; Diebold, Francis. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:693. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Link between Pay for Performance Incentives and Physician Payment Mechanisms: Evidence from the Diabetes Management Incentive in Ontario. (2012). Kantarevic, Jasmin ; Kralj, Boris . In: IZA Discussion Papers. RePEc:iza:izadps:dp6474. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating the Income Gain of Seasonal Labour Migration. (2012). Liebensteiner, Mario . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2012:i:430. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model. (2012). Song, Yong. In: Working Paper Series. RePEc:rim:rimwps:28_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the stickâbreaking representation of normalized inverse Gaussian priors. (2012). Lijoi, Antonio ; Favaro, Stefano ; Prunster, Igor . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Out-of-sample forecast tests robust to the choice of window size. (2012). Rossi, Barbara ; Inoue, Atsushi. In: Economics Working Papers. RePEc:upf:upfgen:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Commodity Price Volatility and the Sources of Growth. (2012). Raissi, Mehdi ; Mohaddes, Kamiar ; Cavalcanti, Tiago. In: IMF Working Papers. RePEc:imf:imfwpa:12/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests. (2012). Omay, Tolga ; Hasanov, MÃ¼bariz ; Uar, Nuri . In: Hacettepe University Department of Economics Working Papers. RePEc:hac:hacwop:20130. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests. (2012). Omay, Tolga ; Hasanov, MÃ¼bariz ; Ucar, Nuri . In: MPRA Paper. RePEc:pra:mprapa:37653. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate. (2012). EVERAERT, G.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/782. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit vs. Payment Services: Financial Development and Economic Activity Revisited. (2012). SangiÃ¡como, MÃ¡ximo ; Burdisso, Tamara ; Bebczuk, Ricardo ; Sangiacomo, Maximo . In: BCRA Working Paper Series. RePEc:bcr:wpaper:201256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Resource Rents, Political Institutions and Economic Growth. (2012). Soto, Raimundo ; ELBADAWI, IBRAHIM AHMED . In: Documentos de Trabajo. RePEc:ioe:doctra:413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Trade Openness, Growth and Development: Evidence from Heterogeneous Panel Cointegration Analysis for Middle-Income Countries. (2012). Sakyi, Daniel ; Maza, Adolfo ; Chittedi, Krishna ; Chittedieonardo, Krishna Reddy ; Villaverde, Jose . In: REVISTA CUADERNOS DE ECONOMÃA. RePEc:col:000093:010241. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model. (2012). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:137. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The long-run determinants of fertility: one century of demographic change 1900â1999. (2012). Vollmer, Sebastian ; Strulik, Holger ; Herzer, Dierk. In: Journal of Economic Growth. RePEc:kap:jecgro:v:17:y:2012:i:4:p:357-385. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial autoregressive spillovers vs unobserved common factors models. A panel data analysis of international technology diffusion. (2012). Ertur, Cem ; Musolesi, Antonio . In: INRA UMR CESAER Working Papers. RePEc:ceo:wpaper:41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary policy decisions by the worlds central banks using real-time data. (2012). Schmidt-Hebbel, Klaus ; Muoz, Francisco . In: Documentos de Trabajo. RePEc:ioe:doctra:426. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model. (2012). Feng, Qu ; Baltagi, Badi ; Kao, Chihwa . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:164-177. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Estimation of Games with Incomplete Information Using Excluded Regressors, Second Version. (2012). Lewbel, Arthur ; Tang, Xun . In: PIER Working Paper Archive. RePEc:pen:papers:12-018. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Simple Estimator for Binary Choice Models With Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Overview of the Special Regressor Method. (2012). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:810. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA. (2012). Jacho-ChÃ¡vez, David ; Chu, Ba ; Jacho-Chavez, David T.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:769-803_00. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric spatial regression under near-epoch dependence. (2012). Jenish, Nazgul . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:224-239. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Statistical inference on regression with spatial dependence. (2012). Robinson, Peter M. ; Thawornkaiwong, Supachoke . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:521-542. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic spatial panels: models, methods, and inferences. (2012). Elhorst, J.Paul. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:5-28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Generalized Spatial Panel Data Model with Random Effects. (2012). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3930. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inference on Factor Structures in Heterogeneous Panels. (2012). Rossi, Eduardo ; Castagnetti, Carolina ; Trapani, Lorenzo . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling global trade flows: results from a GVAR model. (2012). Sestieri, Giulia ; Chudik, Alexander ; Bussiere, Matthieu. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	splm: Spatial Panel Data Models in R. (2012). Piras, Gianfranco ; Millo, Giovanni . In: Journal of Statistical Software. RePEc:jss:jstsof:47:i01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identifying observed factors in approximate factor models: estimation and hypothesis testing. (2012). Chen, Liang. In: MPRA Paper. RePEc:pra:mprapa:37514. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?. (2012). Kristensen, Johannes. In: CREATES Research Papers. RePEc:aah:create:2012-28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for Breaks in Cointegrated Panels. (2012). Urga, Giovanni ; Kao, Chihwa ; Trapani, Lorenzo . In: Center for Policy Research Working Papers. RePEc:max:cprwps:135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A simple test for linearity against exponential smooth transition models with endogenous variables. (2012). Massacci, Daniele. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:851-856. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rent Sharing as a Driver of the Glass Ceiling Effect. (2012). Naticchioni, Paolo ; Matano, Alessia. In: IZA Discussion Papers. RePEc:iza:izadps:dp6875. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are high-growth firms one-hit wonders? Evidence from Sweden. (2012). Daunfeldt, Sven-Olov ; Halvarsson, Daniel . In: HUI Working Papers. RePEc:hhs:huiwps:0073. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The momentum effect on Chinese real estate stocks: Evidence from firm performance levels. (2012). Kuo, Chin-Tai ; Lee, Liang-Chien ; Huang, Gow-Liang . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2392-2406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian analysis of quantile regression for censored dynamic panel data. (2012). Kobayashi, Genya ; Kozumi, Hideo . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:359-380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Confronting Model Misspecification in Macroeconomics. (2012). Zha, Tao ; Waggoner, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:17791. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach. (2012). Hansen, Bruce ; Cheng, Xu. In: PIER Working Paper Archive. RePEc:pen:papers:12-046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Confronting model misspecification in macroeconomics. (2012). Zha, Tao ; Waggoner, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:167-184. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:01/2013. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Patents, secret innovations and firms rate of return : differential effects of the innovation leader. (2012). Escribano, Alvaro ; Blazsek, Szabolcs. In: Economics Working Papers. RePEc:cte:werepe:we1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Volatility: Expectations and Realizations. (2012). Peters, R. ; van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests. (2012). Guidolin, Massimo ; Bernales, Alejandro. In: Working Papers. RePEc:igi:igierp:456. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting spot price volatility using the short-term forward curve. (2012). Ullrich, Carl J. ; Haugom, Erik . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1826-1833. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identifying speculative bubbles with an in finite hidden Markov model. (2012). Song, Yong ; Shi, Shu-Ping. In: MPRA Paper. RePEc:pra:mprapa:36455. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A new structural break model with application to Canadian inflation forecasting. (2012). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:36870. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identifying Speculative Bubbles with an Infinite Hidden Markov Model. (2012). Song, Yong ; Shi, Shu-Ping. In: Working Paper Series. RePEc:rim:rimwps:26_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Water trading as a risk-management tool for farmers: new empirical evidence from the Australian water market. (2012). Wheeler, Sarah ; Nauges, Celine ; Zuo, Alec . In: Risk and Sustainable Management Group Working Papers. RePEc:ags:uqsers:149885. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intertemporal Risk Management in Agriculture. (2012). Tack, Jesse ; LaFrance, Jeffrey ; Graciano, Tim ; Colby, Scott ; Pope, Rulon . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data). (2012). Urbain, Jean-Pierre ; Hecq, Alain ; GÃ¶tz, Thomas ; Gotz Thomas B., ; Jean-Pierre, Urbain ; Alain, Hecq . In: Research Memoranda. RePEc:dgr:umamet:2012021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Papers. RePEc:tor:tecipa:tecipa-458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Semiparametric Multivariate GARCH Modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper Series. RePEc:rim:rimwps:48_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper. RePEc:fip:fedawp:2012-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inference about clustering and parametric assumptions in covariance matrix estimation. (2012). Packalen, Mikko ; Wirjanto, Tony S.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:1-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Instrumental variable approach to covariate measurement error in generalized linear models. (2012). Wang, Liqun ; Abarin, Taraneh . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:3:p:475-493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measurement error in nonlinear models- a review. (2012). Schennach, Susanne. In: CeMMAP working papers. RePEc:ifs:cemmap:41/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Weekday with Low Prices: Evidence on Daily Seasonality of Foods, Beverages, and Tobacco Prices. (2012). Jose Antonio Murillo Garza, ; Delajara, Marcelo . In: Working Papers. RePEc:bdm:wpaper:2012-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility. (2012). Yu, Jun ; Fulop, Andras ; JunYu, ; Li, Junye . In: Working Papers. RePEc:siu:wpaper:03-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial Integration from a Time-Varying Cointegration Perspective. (2012). Leon-Gonzalez, Roberto ; Huang, Xianguo ; Yupho, Somrasri . In: GRIPS Discussion Papers. RePEc:ngi:dpaper:12-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asset Integration and Attitudes to Risk: Theory and Evidence. (2012). Sadiraj, Vjollca ; Andersen, Steffen ; Rutstrm, Elisabet E. ; Lau, Morten ; Cox, James C. ; Harrison, Glenn W.. In: Experimental Economics Center Working Paper Series. RePEc:exc:wpaper:2012-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do risk and time preferences have biological roots?. (2012). Nayga, Rodolfo ; Drichoutis, Andreas. In: MPRA Paper. RePEc:pra:mprapa:37320. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inducing Risk Neutral Preferences with Binary Lotteries: A Reconsideration. (2012). Swarthout, J. ; Harrison, Glenn W. ; Martnez-Correa, Jimmy . In: Experimental Economics Center Working Paper Series. RePEc:exc:wpaper:2012-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Overdissipation and Convergence in Rent-seeking Experiments: Cost structure and prize allocation rules.. (2012). Turocy, Theodore ; Sheremeta, Roman ; Chowdhury, Subhasish. In: Working Papers. RePEc:chu:wpaper:12-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating risk attitudes in conventional and artefactual lab experiments: The importance of the underlying assumptions. (2012). Koundouri, Phoebe ; Drichoutis, Andreas. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Judging statistical models of individual decision making under risk using in- and out-of-sample criteria. (2012). Lusk, Jayson ; Drichoutis, Andreas. In: MPRA Paper. RePEc:pra:mprapa:38951. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Probabilistic subjective expected utility. (2012). Blavatskyy, Pavlo R.. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:48:y:2012:i:1:p:47-50. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Explaining deviations from equilibrium in auctions with avoidable fixed costs. (2012). Larson, Nathan ; Elmaghraby, Wedad J.. In: Games and Economic Behavior. RePEc:eee:gamebe:v:76:y:2012:i:1:p:131-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spot Volatility Estimation Using Delta Sequences. (2012). RenÃ², Roberto ; Mancini, Cecilia ; Mattiussi, Vanessa ; Reno, Roberto . In: DiMaD Working Papers. RePEc:flo:wpaper:2012-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model). (2012). FARHANI, Sahbi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-03-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Tests for structural break in quantile regressions. (2012). Furno, Marilena. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:96:y:2012:i:4:p:493-515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The changing dynamics of US inflation persistence: a quantile regression approach. (2012). Wolters, Maik ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating monetary policy reaction functions using quantile regressions. (2012). Wolters, Maik. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:2:p:342-361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial Network Systemic Risk Contributions. (2012). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity. (2012). Vasnev, Andrey ; John G. T. Watkins, ; Gerlach, Richard . In: Working Papers. RePEc:syb:wpbsba:03/2013. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The perils of aggregating foreign variables in panel data models. (2012). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Michele Ca' Zorzi, ; Michele Ca'Zorzi, . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The perils of aggregating foreign variables in panel data models. (2012). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20121444. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evaluating a global vector autoregression for forecasting. (2012). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1056. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L.. In: Working Papers. RePEc:gwc:wpaper:2012-006. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	GEL statistics under weak identification. (2012). Smith, Richard ; Ramalho, Joaquim ; Guggenberger, Patrik ; Ramalho, Joaquim J. S., . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:331-349. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Volatility Forecast Combinations using Asymmetric Loss Functions. (2012). Kourouyiannis, Constantinos ; Kourtellos, Andros ; Andreou, Elena . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:07-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust volatility forecasts in the presence of structural breaks. (2012). Kourouyiannis, Constantinos ; Ghysels, Eric ; Andreou, Elena . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:08-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; Rombouts, Jeroen ; Jeroen V. K. Rombouts, . In: CREATES Research Papers. RePEc:aah:create:2012-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Volatility in Developing Countries Nominal Exchange Returns. (2012). Darby, Julia ; Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:40875. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Selecting forecasting models for portfolio allocation. (2012). Hurn, Stan ; Clements, Adam ; Becker, Ralf ; Doolan, Mark . In: NCER Working Paper Series. RePEc:qut:auncer:2012_8. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price Volatility Forecast for Agricultural Commodity Futuresï¼ The Role of High Frequency Data. (2012). Wang, Tianyi ; Matei, Marius ; Huang, Zhuo . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:4:p:83-103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A nonparametric GARCH model of crude oil price return volatility. (2012). Suardi, Sandy ; Hou, Aijun . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:2:p:618-626. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts. (2012). CapistrÃ¡n, Carlos ; Capistran, Carlos ; Benavides, Guillermo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:627-639. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. (2012). Kohn, Robert ; Pitt, Michael K. ; Silva, Ralph dos Santos, ; Giordani, Paolo . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:134-151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Capital asset pricing model with fuzzy returns and hypothesis testing. (2012). SADEFO KAMDEM, Jules ; Moussa, Alfred Mbairadjim ; Terraza, Michel ; Shapiro, Arnold F.. In: Working Papers. RePEc:lam:wpaper:12-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise. (2012). LINTON, OLIVER ; Park, Sujin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp703. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jumps in equilibrium prices and market microstructure noise. (2012). Mykland, Per A. ; Lee, Suzanne S.. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:396-406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jump-robust volatility estimation using nearest neighbor truncation. (2012). Andersen, Torben ; Dobrev, Dobrislav ; Schaumburg, Ernst . In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:1:p:75-93. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International market links and volatility transmission. (2012). Fernandes, Marcelo ; Distaso, Walter ; Corradi, Valentina . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:117-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the volatilityâvolume relationship in energy futures markets using intraday data. (2012). SÃ©vi, BenoÃ®t ; Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Semiparametric trending panel data models with cross-sectional dependence. (2012). Li, Degui ; GAO, Jiti ; Chen, Jia . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:1:p:71-85. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Estimation of high-dimensional linear factor models with grouped variables. (2012). Heaton, Chris ; Solo, Victor . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:348-367. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Cheng, Xu ; Liao, Zhipeng . In: PIER Working Paper Archive. RePEc:pen:papers:12-045. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A regularization approach to the many instruments problem. (2012). Carrasco, Marine . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:383-398. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market. (2012). Loucca, Francisco ; Tanya Ara'ujo, ; Samuel Eleut'erio, ; Dias, Joao . In: Papers. RePEc:arx:papers:1207.1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identication of the Dynamics of a N-Dimensional Market. (2012). AraÃºjo, Tanya ; Francisco Lou, ; Araujo, Tanya ; Eleuterio, Samuel ; Dias, Joo . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp212012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; LÃ³pez-Espinosa, GermÃ¡n ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Faculty Working Papers. RePEc:una:unccee:wp0212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do food commodity prices have asymmetric effects on Euro-Area inflation?. (2012). Venditti, Fabrizio ; Porqueddu, Mario . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_878_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; LÃ³pez-Espinosa, GermÃ¡n ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: IMF Working Papers. RePEc:imf:imfwpa:12/46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Choice of Sample Split in Out-of-Sample Forecast Evaluation. (2012). Timmermann, Allan ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Choice of Sample Split in Out-of-Sample Forecast Evaluation. (2012). Hansen, Peter ; Timmermann, Allan . In: CREATES Research Papers. RePEc:aah:create:2012-43. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Entrepreneurship and Urban Growth: An Empirical Assessment with Historical Mines. (2012). Pekkala Kerr, Sari ; Glaeser, Edward. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:13-015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparing the Bias of Dynamic Panel Estimators in Multilevel Panels: Individual versus Grouped Data. (2012). Hendricks, Nathan ; Smith, Aaron D.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124548. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Entrepreneurship and Urban Growth: An Empirical Assessment with Historical Mines. (2012). Pekkala Kerr, Sari ; Glaeser, Edward. In: NBER Working Papers. RePEc:nbr:nberwo:18333. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Taxing Childcare: Effects on Family Labor Supply and Children. (2012). Gathmann, Christina ; Sass, Bjorn . In: IZA Discussion Papers. RePEc:iza:izadps:dp6440. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Taxing Childcare: Effects on Family Labor Supply and Children. (2012). Gathmann, Christina ; Sass, Bjorn . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Taxing Childcare: Effects on Family Labor Supply and Children. (2012). Gathmann, Christina ; Sass, Bjorn . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp438. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	HAC estimation in spatial panels. (2012). Moscone, Francesco ; Tosetti, Elisa . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:60-65. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Value-at-Risk stressÃ©e chaotique dâun portefeuille bancaire. (2012). Moussa, Alfred Mbairadjim ; Hennani, Rachida ; Terraza, Michel ; Kamdem, Jules Sadefo . In: Working Papers. RePEc:lam:wpaper:12-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fuzzy risk adjusted performance measures: application to Hedge funds. (2012). SADEFO KAMDEM, Jules ; Moussa, Alfred Mbairadjim ; Terraza, Michel . In: Working Papers. RePEc:lam:wpaper:12-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fuzzy risk adjusted performance measures: Application to hedge funds. (2012). SADEFO KAMDEM, Jules ; Terraza, M. ; Moussa, Mbairadjim A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:702-712. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	First Degree Earns: The Impact of College Quality on College Completion Rates. (2012). Goodman, Joshua ; Cohodes, Sarah . In: Working Paper Series. RePEc:ecl:harjfk:rwp12-033. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Labor-Market Returns to the GED Using Regression Discontinuity Analysis. (2012). Troske, Kenneth ; Mueser, Peter ; Jepsen, Christopher. In: IZA Discussion Papers. RePEc:iza:izadps:dp6758. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Great East Japan Earthquake and its Short-run Effects on Household Purchasing Behavior. (2012). Moriguchi, Chiaki ; Abe, Naohito ; Inakura, Noriko . In: Research Center for Price Dynamics Working Paper Series. RePEc:hit:rcpdwp:2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Notes on GEKS and RGEKS indices. (2012). von der Lippe, Peter. In: MPRA Paper. RePEc:pra:mprapa:42730. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Allotment In First-Price Auctions: An Experimental Investigation.. (2012). Valbonesi, Paola ; Sausgruber, Rupert ; Galavotti, Stefano ; Corazzini, Luca. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. (2012). Demetrescu, Matei ; Tarcolea, Adina ; Hanck, Christoph . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62072. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real exchanges rates in commodity producing countries: A reappraisal. (2012). Carpantier, Jean-FranÃ§ois ; Candelon, Bertrand ; Bodart, Vincent ; Carpantier, J.-F., . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1482-1502. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel. (2012). Perron, B. ; Moon, H. R.. In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:1:p:29-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Unit roots, nonlinearities and structural breaks. (2012). TerÃ¤svirta, Timo ; Kruse, Robinson ; Haldrup, Niels ; TERaSVIRTA, Timo ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2012-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric GMM estimation of spatial autoregressive models. (2012). Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:543-560. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models. (2012). Lee, Lung-Fei ; Jin, Fei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:3:p:446-458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotic inference of unstable periodic ARCH processes. (2012). Aknouche, Abdelhakim ; Al-Eid, Eid . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:1:p:61-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Garch models without positivity constraints: exponential or log garch?. (2012). Zakoian, Jean-Michel ; Wintenberger, Olivier ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:41373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Relaxing monotonicity in the identification of local average treatment effects. (2012). Mellace, Giovanni ; Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2012:12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimism bias? The elasticity puzzle in international economics revisited. (2012). Osbat, Chiara ; Corbo, Vesna . In: Working Paper Series. RePEc:ecb:ecbwps:20121482. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. (2012). Demetrescu, Matei ; Tarcolea, Adina ; Hanck, Christoph . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62072. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robustifying multivariate trend tests to nonstationary volatility. (2012). Xu, Ke-Li . In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:2:p:147-154. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What drives the Quotes of Earnings Forecasters?. (2012). Franses, Philip Hans ; de Bruijn, Bert . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120067. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo. (2012). van Dijk, Herman ; BaÅtÃ¼rk, Nalan ; ZELLNER, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120098. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What drives the Quotes of Earnings Forecasters?. (2012). de Bruijn, Bert ; Franses, Philip Hans . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012067. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo. (2012). ZELLNER, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012098. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Beyond LATE with a discrete instrument. Heterogeneity in the quantity-quality interaction of children. (2012). Wiswall, Matthew ; Mogstad, Magne ; Brinch, Christian ; Christian N. Brinch, Magne Mogstad, ; Matthew Wiswall, . In: Discussion Papers. RePEc:ssb:dispap:703. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Causal Returns to Schooling and Individual Heterogeneity. (2012). Pohlmeier, Winfried ; Pfeiffer, Friedhelm. In: IZA Discussion Papers. RePEc:iza:izadps:dp6588. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financing of firms in developing countries : lessons from research. (2012). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Ayyagari, Meghana . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating Heterogeneous Returns to Education in Germany via Conditional Heteroskedasticity. (2012). Saniter, Nils. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating Heterogeneous Returns to Education in Germany via Conditional Heteroskedasticity. (2012). Saniter, Nils. In: IZA Discussion Papers. RePEc:iza:izadps:dp6813. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Criminal Networks: Who is the Key Player?. (2012). Zenou, Yves ; Patacchini, Eleonora ; Liu, Xiaodong ; Lee, Lung-Fei. In: Working Papers. RePEc:fem:femwpa:2012.39. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Games on Networks: Direct Complements and Indirect Substitutes. (2012). Panebianco, Fabrizio ; Fumagalli, Elena ; Currarini, Sergio. In: Discussion Papers in Economics. RePEc:lec:leecon:13/04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the consistency of the LIMLÂ estimator of a spatial autoregressive model with many instruments. (2012). Liu, Xiaodong. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:472-475. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Peer effects in education, sport and screen activities: local aggregate or local average?. (2012). Zenou, Yves ; Patacchini, Eleonora ; Liu, Xiaodong. In: 2012 Meeting Papers. RePEc:red:sed012:1198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of Quarticity with High Frequency Data. (2012). Mancino, Maria Elvira ; Sanfelici, Simona . In: DiMaD Working Papers. RePEc:flo:wpaper:2011-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bond Variance Risk Premia. (2012). Mueller, Philippe ; Vedolin, Andrea ; Yen, Yu-Min . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock Return and Cash Flow Predictability: The Role of Volatility Risk. (2012). Zhou, Hao ; Bollerslev, Tim ; Xu, Lai . In: CREATES Research Papers. RePEc:aah:create:2012-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spot Volatility Estimation Using Delta Sequences. (2012). RenÃ², Roberto ; Mancini, Cecilia ; Mattiussi, Vanessa ; Reno, Roberto . In: DiMaD Working Papers. RePEc:flo:wpaper:2012-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jump-robust volatility estimation using nearest neighbor truncation. (2012). Andersen, Torben ; Dobrev, Dobrislav ; Schaumburg, Ernst . In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:1:p:75-93. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Time-varying leverage effects. (2012). RenÃ², Roberto ; Bandi, Federico M.. In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:1:p:94-113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting spot price volatility using the short-term forward curve. (2012). Ullrich, Carl J. ; Haugom, Erik . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1826-1833. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simple Estimators for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying. In: Working Papers. RePEc:irv:wpaper:111204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Simple Estimator for Binary Choice Models With Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Overview of the Special Regressor Method. (2012). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:810. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A root-N consistent estimator for some fixed-effects panel data sample selection models. (2012). Ai, Chunrong ; Meng, Meixia . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:411-413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Model Selection in Equations with Many Small Effects. (2012). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Working Paper Series. RePEc:rim:rimwps:53_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock Market Efficiency, Non-Linearity, Thin Trading and Asymmetric Information in MENA Stock Markets. (2012). Moore, Winston ; Harrison, Barry . In: Economic Issues Journal Articles. RePEc:eis:articl:112harrison. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Using the Chandrasekhar Recursions for likelihood evaluation of DSGE models. (2012). Herbst, Edward. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models. (2012). Maheu, John ; Burda, Martin. In: Working Paper Series. RePEc:rim:rimwps:46_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	DSGE model-based forecasting. (2012). Schorfheide, Frank ; Del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:554. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sequential Monte Carlo sampling for DSGE models. (2012). Schorfheide, Frank ; Herbst, Edward. In: Working Papers. RePEc:fip:fedpwp:12-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Infinite-state Markov-switching for dynamic volatility and correlation models. (2012). Dufays, Arnaud . In: CORE Discussion Papers. RePEc:cor:louvco:2012043. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Social Involvement and Level of Household Income among Immigrants: New Evidence from the Israeli Experience. (2012). Siniver, Erez ; Arbel, Yuval ; Tobol, Yossi . In: IZA Discussion Papers. RePEc:iza:izadps:dp6416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Determinants of Anti-trafficking Policies: Evidence from a New Index. (2012). Neumayer, Eric ; Dreher, Axel ; Cho, Seo-Young. In: Economics of Security Working Paper Series. RePEc:diw:diweos:diweos72. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Deep determinants or interactions: explaining spatial patterns in human rights. (2012). Faber, Gerrit ; Gerritse, Michiel . In: Working Papers. RePEc:use:tkiwps:1217. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Spatial Dimension of Trade- and FDI-driven Productivity Growth in Chinese Provinces â A Global Cointegration Approach. (2012). Ãzyurt, Selin ; Mitze, Timo ; Ozyurt, Selin . In: Ruhr Economic Papers. RePEc:rwi:repape:0308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Generalized Spatial Panel Data Model with Random Effects. (2012). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3930. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic spatial panels: models, methods, and inferences. (2012). Elhorst, J.Paul. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:5-28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The heterogeneity of Carbon Kuznets Curves for advanced countries. Comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators. (2012). Mazzanti, Massimiliano ; Musolesi, Antonio . In: Working Papers. RePEc:udf:wpaper:201206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model. (2012). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:137. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impact of Agriculture on Waterfowl Abundance: Evidence from Panel Data. (2012). van Kooten, Gerrit ; Clarke, Judith ; Wong, Linda . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:134293. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration. (2012). Yu, Jihai ; Lee, Lung-Fei ; de Jong, Robert . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:16-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on spatialâtemporal lattice modeling and maximum likelihood estimation. (2012). Zhang, Xiang ; Zheng, Yanbing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2145-2155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial dependencies in German matching functions. (2012). Lottmann, Franziska . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:1:p:27-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial propagation of macroeconomic shocks in Europe. (2012). Toffano, C. Priscilla ; Houssa, Romain ; Dewachter, Hans. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:148:y:2012:i:2:p:377-402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model. (2012). Feng, Qu ; Baltagi, Badi ; Kao, Chihwa . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:164-177. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Non-renewable resource prices. A robust evaluation from the stationarity perspective. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42523. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Estimation of Games with Incomplete Information Using Excluded Regressors, Second Version. (2012). Lewbel, Arthur ; Tang, Xun . In: PIER Working Paper Archive. RePEc:pen:papers:12-018. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Econometric analysis of games with multiple equilibria. (2012). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:29/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pairwise-difference estimation of incomplete information games. (2012). Aradillas-Lopez, Andres. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:1:p:120-140. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bounds for best response functions in binary games. (2012). Kline, Brendan ; Tamer, Elie . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:92-105. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric Analysis of Binary Games of Incomplete Information. (2012). Xu, Haiqing ; Liu, Nianqing . In: Department of Economics Working Papers. RePEc:tex:wpaper:130911. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rationalization and Identification of Discrete Games with Correlated Types. (2012). Xu, Haiqing ; Vuong, Quang ; Liu, Nianqing . In: Department of Economics Working Papers. RePEc:tex:wpaper:130915. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Semiparametric Test of Agents Information Sets for Games of Incomplete Information. (2012). Navarro, Salvador ; Takahashi, Yuya . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:432. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When should children start school?. (2012). Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Performance of nonlinear instrumental variable unit root tests using recursive detrending methods. (2012). Lee, Junsoo ; Meng, Ming . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:214-216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric inference in a GARCH-in-mean model. (2012). Iglesias, Emma ; Dahl, Christian ; Christensen, Bent Jesper. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:458-472. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	EGARCH models with fat tails, skewness and leverage. (2012). Sucarrat, Genaro ; Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Generalized beta-generated distributions. (2012). Sarabia, JosÃ© MarÃa ; Alexander, Carol ; Ortega, Edwin M. M., ; Cordeiro, Gauss M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1880-1897. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market. (2012). Szklo, Alexandre ; Silverio, Renan . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1799-1808. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bootstrap Confidence Sets with Weak Instruments. (2012). MacKinnon, James ; Davidson, Russell. In: Working Papers. RePEc:qed:wpaper:1278. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. (2012). Kiviet, Jan ; NIEMCZYK, Jerzy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3567-3586. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Government Size and Business Cycle Volatility; How Important Are Credit Constraints?. (2012). Scharler, Johann ; Leibrecht, Markus. In: Working Paper Series in Economics. RePEc:lue:wpaper:237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Government Size and Business Cycle Volatility; How Important Are Credit Constraints?. (2012). Scharler, Johann ; Leibrecht, Markus. In: Working Papers. RePEc:inn:wpaper:2012-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Land fragmentation and off-farm labor supply in China. (2012). Jia, Lili . In: Studies on the Agricultural and Food Sector in Central and Eastern Europe. RePEc:zbw:iamost:66. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Parental Leave Duration and Wages: A Structural Approach. (2012). Lequien, Laurent . In: Working Papers. RePEc:crs:wpaper:2012-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exporting under Financial Constraints: Margins, Switching Dynamics and Prices. (2012). Tomasi, Chiara ; Tamagni, Federico ; Secchi, Angelo. In: Development Working Papers. RePEc:csl:devewp:338. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Revisiting the Composition of the Female Workforce - A Heckman Selection Model with Endogeneity. (2012). Schwiebert, Jorg . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-502. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity. (2012). Schwiebert, Jorg . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-504. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intertemporal Remittance Behaviour by Immigrants in Germany. (2012). Lucchetti, Riccardo (Jack) ; Bettin, Giulia. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp505. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Specification tests and tests for overidentifying restrictions in panel data models with selection. (2012). Semykina, Anastasia. In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:1:p:53-55. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Functional coefficient regression models with time trend. (2012). Li, Qi ; Liang, Zhongwen . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:15-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008. (2012). Paruolo, Paolo ; Murphy, Ben ; Janssen-Maenhout, Greet . In: Working Paper Series. RePEc:rim:rimwps:32_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Which model to match?. (2012). Veredas, David ; Halbleib, Roxana ; Barigozzi, Matteo. In: Banco de España Working Papers. RePEc:bde:wpaper:1229. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Regional development and creativity. (2012). Paci, Raffaele ; Marrocu, Emanuela. In: Working Paper CRENoS. RePEc:cns:cnscwp:201202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Spatial Analysis of R&D: the Role of Industry Proximity. (2012). carboni, oliviero. In: Working Paper CRENoS. RePEc:cns:cnscwp:201204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price competition in the spatial real estate market: Allies or rivals?. (2012). Sumita, Kazuto ; Iwata, Shinichiro ; Fujisawa, Mieko . In: MPRA Paper. RePEc:pra:mprapa:37438. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Analysis of Spatial Variation in Flood Risk Perception. (2012). Ferreira, Susana ; Atreya, Ajita ; Susana, Ferreira . In: 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama. RePEc:ags:saea12:119738. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effects of spatial autoregressive dependencies on inference in ordinary least squares: a geometric approach. (2012). Lee, Ka ; Smith, Tony . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:91-124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial Variation in Flood Risk Perception: A Spatial Econometric Approach. (2012). Ferreira, Susana ; Atreya, Ajita . In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124863. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The importance of tree cover and neighbourhood parks in determining urban property values. (2012). Polyakov, Maksym ; Pandit, Ram ; Sadler, Rohan . In: 2012 Conference (56th), February 7-10, 2012, Freemantle, Australia. RePEc:ags:aare12:124357. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial spillovers from FDI agglomeration : evidence from the Yangtze River Delta in China. (2012). Tanaka, Kiyoyasu ; Hashiguchi, Yoshihiro. In: IDE Discussion Papers. RePEc:jet:dpaper:dpaper354. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The tax and the mighty: Tax payer concentration lowers local business taxation in German Municipalities. (2012). Krabel, Stefan ; Bischoff, Ivo. In: MAGKS Papers on Economics. RePEc:mar:magkse:201245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Ownership and wages: Spatial econometric approach. (2012). VerbiÄ, Miroslav ; Ogorevc, Marko . In: MPRA Paper. RePEc:pra:mprapa:38915. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Valuing environmental assets on rural lifestyle properties. (2012). Polyakov, Maksym ; Pandit, Ram ; Pannell, David ; Tapsuwan, Sorada ; Park, Geoff . In: Working Papers. RePEc:ags:uwauwp:126941. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2012	Spatial epidemiologic analysis of relative collision risk factors among urban bicyclists and pedestrians. (2012). Delmelle, Elizabeth ; Thill, Jean-Claude ; Ha, Hoe-Hun . In: Transportation. RePEc:kap:transp:v:39:y:2012:i:2:p:433-448. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stata implementation of the non-parametric spatial heteroskedasticity and autocorrelation consistent estimator. (2012). Jeanty, P. Wilner. In: SAN12 Stata Conference. RePEc:boc:scon12:24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial price homogeneity as a mechanism to reduce the threat of regulatory intervention in locally monopolistic sectors. (2012). Tanaka, Makoto ; SÃ¶derberg, Magnus ; Soderberg, Magnus . In: Working Papers. RePEc:hal:wpaper:hal-00659458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	KANGAROOS, CITIES AND SPACE: A FIRST APPROACH TO THE AUSTRALIAN URBAN SYSTEM. (2012). XimÃ©nez-de-EmbÃºn, Domingo ; Arribas-Bel, Daniel ; Ximénez-de-Embún, Domingo ; Gracia, Fernando Sanz ; Domingo P. XIMENEZ-DE-EMBUN, . In: Region et Developpement. RePEc:tou:journl:v:36:y:2012:p:165-187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Knowledge assets and regional performance. (2012). Paci, Raffaele ; Marrocu, Emanuela. In: Working Paper CRENoS. RePEc:cns:cnscwp:201213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	HahnâHausman test as a specification test. (2012). Okui, Ryo ; Lee, Yoonseok. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:133-139. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric spatial regression under near-epoch dependence. (2012). Jenish, Nazgul . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:224-239. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spatial dynamic panel data models with random effects. (2012). Parent, Olivier ; LeSage, James. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:4:p:727-738. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The role of regional knowledge spillovers on Chinas innovation. (2012). Poon, Jessie P. H., ; Shang, Qingyan ; Yue, Qingtang . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:1164-1175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On model specification and parameter space definitions in higher order spatial econometric models. (2012). Piras, Gianfranco ; Elhorst, J.Paul ; Lacombe, Donald J.. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:1:p:211-220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Specialization, R&D and productivity growth: evidence from EU regions. (2012). Piras, Gianfranco ; Aroca, Patricio ; Postiglione, Paolo . In: The Annals of Regional Science. RePEc:spr:anresc:v:49:y:2012:i:1:p:35-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On spatial processes and asymptotic inference under near-epoch dependence. (2012). Prucha, Ingmar R. ; Jenish, Nazgul . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:178-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Estimation of Online Price Competition with an Unknown Number of Firms. (2012). Morgan, John ; Hu, Yingyao ; Baye, Michael. In: Working Papers. RePEc:iuk:wpaper:2010-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measurement error in nonlinear models- a review. (2012). Schennach, Susanne. In: CeMMAP working papers. RePEc:ifs:cemmap:41/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The econometrics of auctions with asymmetric anonymous bidders. (2012). Lamy, Laurent. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:113-132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of semiparametric locally stationary diffusion models. (2012). LINTON, OLIVER ; Koo, Bonsoo . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:210-233. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of dynamic models with nonparametric simulated maximum likelihood. (2012). Shin, Yongseok ; Kristensen, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:76-94. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The financial crisis and the changing dynamics of the yield curve. (2012). Bech, Morten L ; Lengwiler, Yvan . In: BIS Papers chapters. RePEc:bis:bisbpc:65-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Financial Crisis and the Changing Dynamics of the Yield Curve. (2012). Lengwiler, Yvan ; Bech, Morten. In: Working papers. RePEc:bsl:wpaper:2012/06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An Extension of the Tiebout Hypothesis of Voting with Ones Feet: The Medicaid Magnet Hypothesis. (2012). Cebula, Richard ; Clark, Jeff . In: MPRA Paper. RePEc:pra:mprapa:52431. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions. (2012). Hansen, Jorgen ; Belzil, Christian. In: IZA Discussion Papers. RePEc:iza:izadps:dp6339. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rethinking How Establishment Skills Surveys Can More Effectively Identify Workforce Skills Gaps. (2012). Schwalje, Wes. In: MPRA Paper. RePEc:pra:mprapa:37192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	MOSTLY POINTLESS SPATIAL ECONOMETRICS?. (2012). Overman, Henry ; Gibbons, Stephen. In: Journal of Regional Science. RePEc:bla:jregsc:v:52:y:2012:i:2:p:172-191. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Timing of Earnings Sampling over the Life-Cycle and IV Identification of the Return to Schooling. (2012). Hansen, Jorgen ; Belzil, Christian. In: IZA Discussion Papers. RePEc:iza:izadps:dp6724. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Econometric methods and Reichenbachs principle. (2012). Muller, Sean. In: SALDRU Working Papers. RePEc:ldr:wpaper:85. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparing Quasi-Experimental Designs and Structural Models for Policy Evaluation: The Case of a Reform of Lone Parental Welfare. (2012). Pronzato, Chiara. In: IZA Discussion Papers. RePEc:iza:izadps:dp6803. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic Skill Accumulation, Comparative Advantages, Compulsory Schooling, and Earnings. (2012). Hansen, Jorgen ; Belzil, Christian ; Liu, Xingfei . In: Working Papers. RePEc:hal:wpaper:hal-00657931. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Integrating regional economic development analysis and land use economics. (2012). Rickman, Dan ; Partridge, Mark. In: MPRA Paper. RePEc:pra:mprapa:38291. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic Skill Accumulation,Comparative Advantages,Compulsory Schooling and Earnings. (2012). Belzil, Christian ; Liu, Xingfei ; Hansen, Jorgen . In: Working Papers. RePEc:crs:wpaper:2012-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evaluating greening farm policies: A structural model for assessing agri-environmental subsidies. (2012). Nauges, Celine ; Laukkanen, Marita. In: Working Papers. RePEc:fer:wpaper:40. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions. (2012). Belzil, Christian. In: Working Papers. RePEc:hal:wpaper:hal-00753539. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Public and parental investments in children. Evidence from the literature on non-parental child care. (2012). Brilli, Ylenia. In: CHILD Working Papers Series. RePEc:cca:wchild:6. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The preponderant causes of the USA banking crisis 2007â08. (2012). Pol, Eduardo . In: The Journal of Socio-Economics. RePEc:eee:soceco:v:41:y:2012:i:5:p:519-528. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	*Fighting Poverty One Experiment at a Time: Poor Economics: A Radical Rethinking of the Way to Fight Global Poverty: Review Essay. (2012). Ravallion, Martin. In: Journal of Economic Literature. RePEc:aea:jeclit:v:50:y:2012:i:1:p:103-14. Full description at Econpapers \|\| Download paper*	[Citation Analysis]
2012	Asking Households about Expenditures: What Have We Learned?. (2012). Winter, Joachim ; Crossley, Thomas . In: NBER Chapters. RePEc:nbr:nberch:12666. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Local indirect least squares and average marginal effects in nonseparable structural systems. (2012). Schennach, Susanne ; Chalak, Karim ; White, Halbert . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:282-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor. (2012). He, Xiaobo ; Zhang, Zhengyu . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:753-757. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective. (2012). MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2012.28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Segmenting mean-nonstationary time series via trending regressions. (2012). Horvath, Lajos ; Aue, Alexander ; Hukov, Marie ; Horvth, Lajos . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:367-381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of a panel stochastic frontier model with unobserved common shocks. (2012). Lin, Chang-Ching ; Yin, Shou-Yung ; Hsu, Chih-Chiang . In: MPRA Paper. RePEc:pra:mprapa:37313. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Management Practice in Production. (2012). Triebs, Thomas ; Kumbhakar, Subal. In: Ifo Working Paper Series. RePEc:ces:ifowps:_129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inference about clustering and parametric assumptions in covariance matrix estimation. (2012). Packalen, Mikko ; Wirjanto, Tony S.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:1:p:1-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cojumping: Evidence from the US Treasury bond and futures markets. (2012). Dungey, Mardi ; Hvozdyk, Lyudmyla . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1563-1575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Dynamics of Interstate Migration: Migration Costs and Self-Selection. (2012). Juessen, Falko ; Bayer, Christian. In: Review of Economic Dynamics. RePEc:red:issued:10-90. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Smoking, Expectations, and Health: A Dynamic Stochastic Model of Lifetime Smoking Behavior. (2012). Darden, Michael. In: Working Papers. RePEc:tul:wpaper:1204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic Modelling of Long-Term Care Decisions. (2012). Sovinsky, Michelle ; Stern, Steven . In: Working Papers. RePEc:hka:wpaper:2012-019. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Peers and Alcohol: Evidence from Russia. (2012). Yakovlev, Evgeny. In: Working Papers. RePEc:cfr:cefirw:w0182. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric estimation of Markov decision processes with continuous state space. (2012). LINTON, OLIVER ; Srisuma, Sorawoot . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:320-341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How long to own and how much to use a car? A dynamic discrete choice model to explain holding duration and driven mileage. (2012). de Lapparent, Matthieu ; Cernicchiaro, Giulia . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1737-1744. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A test of the extreme value type I assumption in the bus engine replacement model. (2012). Larsen, Brad ; Wunderli, Dan ; Reich, Gregor ; Oswald, Florian . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:2:p:213-216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Using Subjective Expectations Data to Allow for Unobserved Heterogeneity in Hotz-Miller Estimation Strategies. (2012). Zheng, Yu ; Pantano, Juan . In: 2012 Meeting Papers. RePEc:red:sed012:940. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric regression for locally stationary time series. (2012). Vogt, Michael . In: CeMMAP working papers. RePEc:ifs:cemmap:22/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The conditional autoregressive Wishart model for multivariate stock market volatility. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:211-223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Predictability of Stock Prices: a Case for High and Low Prices. (2012). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Escaping Expectation Traps: How Much Commitment is Required?. (2012). Kirsanova, Tatiana ; Himmels, Christoph. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fiscal policy, banks and the financial crisis. (2012). Ratto, Marco ; Kollmann, Robert ; in 't Veld, Jan ; Jan in'tVeld, ; Roeger, Werner ; Jan in 't Veld, ; Jan in't Veld, . In: Working Paper Research. RePEc:nbb:reswpp:201210-234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian estimation of DSGE models. (2012). Nason, James ; Guerron, Pablo ; Guerron-Quintana, Pablo A.. In: Working Papers. RePEc:fip:fedpwp:12-4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Smaller Public Sectors in the Euro Area: Aggregate and Distributional Implications. (2012). Papageorgiou, Dimitris ; Philippopoulos, Apostolis ; Vassilatos, Vanghelis ; Economides, George . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3965. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fiscal consolidation using the example of Germany. (2012). Cwik, Tobias. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-80. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Escaping Expectation Traps: How Much Commitment is Required?. (2012). Kirsanova, Tatiana ; Himmels, Christoph. In: Working Papers. RePEc:gla:glaewp:2012_18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Estimation of DSGE Models. (2012). Nason, James ; Guerron-Quintana, Pablo A. In: CAMA Working Papers. RePEc:een:camaaa:2012-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pre-announcement and timing: The effects of a government expenditure shock. (2012). Kriwoluzky, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:3:p:373-388. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fiscal policy reforms in general equilibrium: The case of Greece. (2012). Papageorgiou, Dimitris. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:2:p:504-522. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The market price of fiscal uncertainty. (2012). Schmid, Lukas ; Nguyen, Thien T. ; Croce, Mariano M.. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:5:p:401-416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Non-linearity Induced Weak Instrumentation. (2012). Phillips, Peter ; Kasparis, Ioannis ; Magdalinos, Tassos ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1872. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A plug-in averaging estimator for regressions with heteroskedastic errors. (2012). Liu, Chu-An. In: MPRA Paper. RePEc:pra:mprapa:41414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	HodgesâLehmann optimality for testing moment conditions. (2012). Otsu, Taisuke ; Canay, Ivan. In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:1:p:45-53. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters. (2012). Guggenberger, Patrik . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:901-904. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Patents, secret innovations and firms rate of return : differential effects of the innovation leader. (2012). Escribano, Alvaro ; Blazsek, Szabolcs. In: Economics Working Papers. RePEc:cte:werepe:we1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	InnovaciÃ³n y caos determinista: un modelo predictivo para Europa. (2012). Jesus Manuel Plaza Llorente, . In: EKONOMIAZ. RePEc:ekz:ekonoz:2012212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices. (2012). Xiu, Dacheng ; Shephard, Neil. In: Economics Series Working Papers. RePEc:oxf:wpaper:604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices. (2012). Shephard, Neil ; Xiu, Dacheng . In: Economics Papers. RePEc:nuf:econwp:1204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise. (2012). LINTON, OLIVER ; Park, Sujin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp703. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Nonparametric Instrumental Variable Regression based on Penalized Splines and Dirichlet Process Mixtures. (2012). Hisgen, Carlos Matias ; Kneib, Thomas ; Wiesenfarth, Manuel ; Cadarso-Suarez, Carmen . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:127. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation. (2012). Conrad, Christian ; Loch, Karin ; Rittler, Daniel . In: Working Papers. RePEc:awi:wpaper:0525. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence. (2012). PEGUIN-FEISSOLLE, Anne ; Chikhi, Mohamed ; Terraza, Michel . In: AMSE Working Papers. RePEc:aim:wpaimx:1214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Anticipating Long-Term Stock Market Volatility. (2012). Conrad, Christian ; Loch, Karin . In: Working Papers. RePEc:awi:wpaper:0535. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence. (2012). PEGUIN-FEISSOLLE, Anne ; Chikhi, Mohamed ; Terraza, Michel . In: Working Papers. RePEc:hal:wpaper:halshs-00793203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling and explaining the dynamics of European Union Allowance prices at high-frequency. (2012). RotfuÃ, Waldemar ; Conrad, Christian ; Rittler, Daniel . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:316-326. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Semiparametric Dynamic Nelson-Siegel Model. (2012). ÃakmaklÄ±, Cem ; akmakli, Cem . In: Working Paper Series. RePEc:rim:rimwps:59_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Moving Average Stochastic Volatility Models with Application to Inflation Forecast. (2012). Chan, Joshua ; Joshua C C Chan, . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2012-591. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper. RePEc:fip:fedawp:2012-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Papers. RePEc:tor:tecipa:tecipa-458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Semiparametric Multivariate GARCH Modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper Series. RePEc:rim:rimwps:48_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A tractable estimator for general mixed multinomial logit models. (2012). James, Jonathan . In: Working Paper. RePEc:fip:fedcwp:12-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How the Allocation of Childrenâs Time Affects Cognitive and Non-Cognitive Development. (2012). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A tractable estimator for general mixed multinomial logit models. (2012). . In: Working Paper. RePEc:fip:fedcwp:1219. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Learning and occupational sorting. (2012). . In: Working Paper. RePEc:fip:fedcwp:1225. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impact of Pre-school on Adolescents Outcomes: Evidence from a Recent English Cohort. (2012). Walker, Ian ; Mendolia, Silvia ; Apps, Patricia. In: IZA Discussion Papers. RePEc:iza:izadps:dp6971. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Supply and quality choices in private child care markets: Evidence from SÃ£o Paulo. (2012). Cristia, Julian ; Bastos, Paulo. In: Journal of Development Economics. RePEc:eee:deveco:v:98:y:2012:i:2:p:242-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Labor Income Taxation, Human Capital, and Growth: The Role of Childcare. (2012). Sommacal, Alessandro ; Casarico, Alessandra. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:114:y:2012:i:4:p:1182-1207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How the Allocation of Childrens Time Affects Cognitive and Non-Cognitive Development. (2012). Keane, Michael ; Fiorini, Mario. In: Economics Series Working Papers. RePEc:oxf:wpaper:2012-w09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for Breaks in Cointegrated Panels. (2012). Urga, Giovanni ; Kao, Chihwa ; Trapani, Lorenzo . In: Center for Policy Research Working Papers. RePEc:max:cprwps:135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Growth Empirics in Panel Data under Model Uncertainty and Weak Exogeneity. (2012). Moral-Benito, Enrique. In: Banco de España Working Papers. RePEc:bde:wpaper:1243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	WALS Prediction. (2012). Magnus, J. R. ; Zhang, Xinyu ; Wang, W.. In: Discussion Paper. RePEc:dgr:kubcen:2012043. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Words speak louder than actions: The impact of politics on economic performance. (2012). Osterloh, Steffen. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:3:p:318-336. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Concept-Based Bayesian Model Averaging and Growth Empirics. (2012). Magnus, J. R. ; Wang, W.. In: Discussion Paper. RePEc:dgr:kubcen:2012017. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonlinearities in growth: From evidence to policy. (2012). Rondina, Giacomo ; Cohen-Cole, Ethan B. ; Durlauf, Steven N.. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:1:p:42-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural and reduced-form modeling and forecasting with application to Armenia.. (2012). Poghosyan, K.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5590845. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Shrinkage averaging estimation. (2012). Schomaker, Michael . In: Statistical Papers. RePEc:spr:stpapr:v:53:y:2012:i:4:p:1015-1034. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Misspecification Testing in a Class of Conditional Distributional Models. (2012). Wied, Dominik ; Rothe, Christoph. In: IZA Discussion Papers. RePEc:iza:izadps:dp6364. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spillover Effect of the Minimum Wage in France: An Unconditional Quantile Regression Approach. (2012). GIVORD, Pauline ; AEBERHARDT, Romain ; MARBOT, C.. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2012-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for jumps in noisy high frequency data. (2012). Ait-Sahalia, Yacine ; Jacod, Jean ; At-Sahalia, Yacine . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:207-222. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An estimator for the quadratic covariation of asynchronously observed ItÃ´ processes with noise: Asymptotic distribution theory. (2012). Bibinger, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:6:p:2411-2453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation. (2012). Audrino, Francesco ; Corsi, Fulvio ; Peluso, Stefano . In: Economics Working Paper Series. RePEc:usg:econwp:2012:02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data. (2012). Jacod, Jean ; Yacine Aït-Sahalia, . In: Journal of Economic Literature. RePEc:aea:jeclit:v:50:y:2012:i:4:p:1007-50. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Skill-Biased Technical Change and the Cost of Higher Education: An Exploratory Model. (2012). Jones, John ; Yang, Fang . In: 2012 Meeting Papers. RePEc:red:sed012:597. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Skill-Biased Technical Change and the Cost of Higher Education. (2012). Yang, Fang ; Jones, John. In: Discussion Papers. RePEc:nya:albaec:12-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Evolution of Education: A Macroeconomic Analysis. (2012). Vandenbroucke, Guillaume ; Restuccia, Diego. In: Working Papers. RePEc:tor:tecipa:tecipa-464. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Evolution of Education: A Macroeconomic Analysis. (2012). Vandenbroucke, Guillaume ; Restuccia, Diego. In: Working Papers. RePEc:tor:tecipa:tecipa-446. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Changes in Chinas Wage Structure. (2012). Yang, Dennis ; Ge, Suqin . In: IZA Discussion Papers. RePEc:iza:izadps:dp6492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power. (2012). Andrews, Donald ; Donald W. K. Andrews, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1815r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A simple two-step method for testing moment inequalities with an application to inference in partially identified models. (2012). Wolf, Michael ; Shaikh, Azeem ; Romano, Joseph P.. In: ECON - Working Papers. RePEc:zur:econwp:090. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inference Based on Conditional Moment Inequalities. (2012). shi, xiaoxia ; Andrews, Donald ; Donald W. K. Andrews, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1761rr. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semi-parametric Bayesian Partially Identified Models based on Support Function. (2012). Liao, Yuan ; Simoni, Anna . In: MPRA Paper. RePEc:pra:mprapa:43262. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Adaptive test of conditional moment inequalities. (2012). . In: CeMMAP working papers. RePEc:ifs:cemmap:36/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inference for best linear approximations to set identified functions. (2012). Molinari, Francesca ; Chernozhukov, Victor ; Chandrasekhar, Arun ; Schrimpf, Paul . In: CeMMAP working papers. RePEc:ifs:cemmap:43/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Confidence intervals for the quantile of treatment effects in randomized experiments. (2012). Park, Sang Soo ; Fan, Yanqin . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:330-344. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Set identification via quantile restrictions in short panels. (2012). Rosen, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:127-137. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Partial identification using random set theory. (2012). Molinari, Francesca ; Beresteanu, Arie ; Molchanov, Ilya . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:17-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations. (2012). Luger, Richard. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3198-3211. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Some properties of the LIML estimator in a dynamic panel structural equation. (2012). Akashi, Kentaro ; Kunitomo, Naoto . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:167-183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity. (2012). Kunitomo, Naoto . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:64:y:2012:i:5:p:881-910. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are National School Lunch Program Participants More Likely to be Obese? Dealing with Identification. (2012). Kropp, Jaclyn D. ; Peckham, Janet G.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Treatment effect bounds: An application to SwanâGanz catheterization. (2012). Shaikh, Azeem ; Bhattacharya, Jay ; Vytlacil, Edward . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:223-243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification of treatment effects in a triangular system of equations. (2012). Xu, Haiqing ; Yildiz, Nese ; Pinkse, Joris ; Jun, Sung Jae . In: Department of Economics Working Papers. RePEc:tex:wpaper:130910. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does foreign aid increase private investment? Evidence from panel cointegration. (2012). Herzer, Dierk ; Grimm, Michael. In: Applied Economics. RePEc:taf:applec:44:y:2012:i:20:p:2537-2550. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Petrella, Ivan ; Santoro, Emiliano . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Effect of Foreign Aid on Income Inequality: Evidence from Panel Cointegration. (2012). Nunnenkamp, Peter ; Herzer, Dierk ; Dierk Herzer , Peter Nunnenkamp, ; Dierk Herzer, Peter Nunnenkamp, . In: Kiel Working Papers. RePEc:kie:kieliw:1762. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is Health Care a Necessity or a Luxury? New Evidence from a Panel of U.S. State-Level Data. (2012). Freeman, Donald G.. In: Working Papers. RePEc:shs:wpaper:1203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financing Health Care Expenditure in the OECD Countries: Evidence from a Heterogeneous, Cross-Sectionally Dependent Panel. (2012). De Mello-Sampayo, Felipa ; de Sousa-Vale, Sofia . In: MPRA Paper. RePEc:pra:mprapa:41073. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Trade Openness, Growth and Development: Evidence from Heterogeneous Panel Cointegration Analysis for Middle-Income Countries. (2012). Sakyi, Daniel ; Maza, Adolfo ; Chittedi, Krishna ; Chittedieonardo, Krishna Reddy ; Villaverde, Jose . In: REVISTA CUADERNOS DE ECONOMÃA. RePEc:col:000093:010241. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financing Health Care Expenditure in the OECD Countries: Evidence from a Heterogeneous, Cross-Sectionally Dependent Panel. (2012). De Mello-Sampayo, Felipa ; Sofia de Sousa Vale, . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp342012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The long-run determinants of fertility: one century of demographic change 1900â1999. (2012). Vollmer, Sebastian ; Strulik, Holger ; Herzer, Dierk. In: Journal of Economic Growth. RePEc:kap:jecgro:v:17:y:2012:i:4:p:357-385. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Explaining regional variation in equilibrium real estate prices and income. (2012). Bischoff, Oliver. In: Journal of Housing Economics. RePEc:eee:jhouse:v:21:y:2012:i:1:p:1-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:5:p:779-794. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of foreign aid on income inequality: Evidence from panel cointegration. (2012). Nunnenkamp, Peter ; Herzer, Dierk. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:23:y:2012:i:3:p:245-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Convergence in U.S. house prices by state: evidence from the club convergence and clustering procedure. (2012). Payne, James ; Apergis, Nicholas. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:5:y:2012:i:2:p:103-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inference on counterfactual distributions. (2012). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:05/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Less Income Inequality and More Growth â Are they Compatible? Part 7. The Drivers of Labour Earnings Inequality â An Analysis Based on Conditional and Unconditional Quantile Regressions. (2012). Koske, Isabell ; Fournier, Jean-Marc. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:930-en. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Partial Distributional Policy Effects. (2012). Rothe, Christoph. In: Econometrica. RePEc:ecm:emetrp:v:80:y:2012:i:5:p:2269-2301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Least Squares Model Averaging by Prediction Criterion. (2012). Xie, Tian . In: Working Papers. RePEc:qed:wpaper:1299. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jackknife model averaging. (2012). Racine, Jeffrey ; Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:38-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks. (2012). Dechert, Andreas. In: MPRA Paper. RePEc:pra:mprapa:41044. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fractional Integration and Cointegration in US Financial Time Series Data. (2012). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp1212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. (2012). Osterrieder, Daniela ; Schotman, Peter C.. In: CREATES Research Papers. RePEc:aah:create:2012-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bonferroni-Based Size-Correction for Nonstandard Testing Problems. (2012). McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust subsampling. (2012). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:197-210. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	GEL statistics under weak identification. (2012). Smith, Richard ; Ramalho, Joaquim ; Guggenberger, Patrik ; Ramalho, Joaquim J. S., . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:331-349. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis. (2012). Feng, Guohua ; Zhang, Xiaohui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1883-1895. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The use of tax havens in exemption regimes. (2012). Schnitzer, Monika ; Hines, James ; Gumpert, Anna . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Life is Now! Time Discounting and Crime: Aggregate Evidence from the Italian Regions (2002-2007). (2012). TURATI, Gilberto ; Caruso, Raul ; Beraldo, Sergio. In: Working papers. RePEc:tur:wpapnw:013. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Capital Punishment and Deterrence: Understanding Disparate Results. (2012). Navarro, Salvador ; Fu, Chao ; Durlauf, Steven . In: 2012 Meeting Papers. RePEc:red:sed012:53. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric Predictive Regression. (2012). Phillips, Peter ; Andreou, Elena ; Peter C. B. Phillips, ; Kasparis, Ioannis . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1878. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric Predictive Regression. (2012). Phillips, Peter ; Andreou, Elena ; Peter C. B. Phillips, ; Kasparis, Ioannis . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:14-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models. (2012). GAO, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic misspecification in nonparametric cointegrating regression. (2012). Phillips, Peter ; Kasparis, Ioannis ; Phillips, Peter C. B., . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:270-284. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. (2012). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras . In: Papers. RePEc:arx:papers:1207.1003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A nonparametric test of the leverage hypothesis. (2012). Whang, Yoon-Jae ; LINTON, OLIVER ; Yen, Yu-Min . In: CeMMAP working papers. RePEc:ifs:cemmap:24/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing multiple inequality hypotheses: a smoothed indicator approach. (2012). Chen, Le-Yu ; Szroeter, Jerzy . In: CeMMAP working papers. RePEc:ifs:cemmap:16/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation and inference for Granger causality measures. (2012). Taamouti, Abderrahim ; BOUEZMARNI, Taoufik ; El Ghouch, Anouar . In: Economics Working Papers. RePEc:cte:werepe:we1217. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation and inference for Granger causality measures. (2012). Taamouti, Abderrahim ; BOUEZMARNI, Taoufik ; El Ghouch, Anouar . In: Economics Working Papers. RePEc:cte:werepe:we1212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	From the âEuropean Paradoxâ to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Taamouti, Abderrahim ; BOUEZMARNI, Taoufik . In: Economics Working Papers. RePEc:cte:werepe:we1211. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	SEQUENTIAL ESTIMATION OF SHAPE PARAMETERS IN MULTIVARIATE DYNAMIC MODELS. (2012). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2012_1201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	TESTS FOR SERIAL DEPENDENCE IN STATIC, NON-GAUSSIAN FACTOR MODELS. (2012). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2012_1211. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Spanning tests in return and stochastic discount factor meanâvariance frontiers: A unifying approach. (2012). Sentana, Enrique ; Pearanda, Francisco . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:303-324. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does Raising the Retirement Age increase Employment of Older Workers?. (2012). ZweimÃ¼ller, Josef ; Staubli, Stefan ; Zweimuller, Josef . In: NRN working papers. RePEc:jku:nrnwps:2012_06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating the eect of retirement on mental health via panel discontinuity designs. (2012). Hollingsworth, Bruce ; FÃ©, Eduardo ; Fe, Eduardo . In: MPRA Paper. RePEc:pra:mprapa:38162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of Disability Insurance receipt on labor supply: a dynamic analysis. (2012). Song, Jae ; french, eric. In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficient and feasible inference for the components of financial variation using blocked multipower variation. (2012). Sheppard, Kevin ; Shephard, Neil ; Mykland, Per A.. In: Economics Series Working Papers. RePEc:oxf:wpaper:593. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Efficient and feasible inference for the components of financial variation using blocked multipower variation. (2012). Sheppard, Kevin ; Shephard, Neil ; Mykland, Per A.. In: Economics Papers. RePEc:nuf:econwp:1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring the relevance of the microstructure noise in financial data. (2012). Mancini, Cecilia . In: DiMaD Working Papers. RePEc:flo:wpaper:2012-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Large deviations of realized volatility. (2012). Otsu, Taisuke ; Kanaya, Shin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:2:p:546-581. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jump robust daily covariance estimation by disentangling variance and correlation components. (2012). Croux, Christophe ; Boudt, Kris ; Cornelissen, Jonathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:2993-3005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Shaliastovich, Ivan ; Bansal, Ravi . In: 2012 Meeting Papers. RePEc:red:sed012:778. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bond Risk Premiums and Optimal Monetary Policy. (2012). Palomino, Francisco. In: Review of Economic Dynamics. RePEc:red:issued:09-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Working Paper Series. RePEc:rim:rimwps:10_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory. In: Working Papers. RePEc:bca:bocawp:12-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises. (2012). Halberstadt, Arne ; Stapf, Jelena . In: Discussion Papers. RePEc:zbw:bubdps:252012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Level, slope, curvature of the sovereign yield curve, and fiscal behaviour. (2012). Martins, Manuel ; Afonso, Antonio ; Martins, Manuel M. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1789-1807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The role of initial values in nonstationary fractional time series models. (2012). Nielsen, Morten ; Johansen, Soren. In: Discussion Papers. RePEc:kud:kuiedp:1218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The role of initial values in nonstationary fractional time series models. (2012). Nielsen, Morten ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2012-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The role of initial values in nonstationary fractional time series models. (2012). Nielsen, Morten ; Johansen, Soren. In: Working Papers. RePEc:qed:wpaper:1300. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	RelaciÃ³n de Kuznets en AmÃ©rica Latina. Explorando mÃ¡s allÃ¡ de la media condicional. (2012). Alejo, Javier . In: CEDLAS, Working Papers. RePEc:dls:wpaper:0129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressËao quantÃlica. (2012). Tabak, Benjamin ; Jose Guilherme de Lara Resende, ; Oliveira, Guilherme Resende ; Cajueiro, Daniel Oliveira . In: Working Papers Series. RePEc:bcb:wpaper:272. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating and Testing a Quantile Regression Model with Interactive Effects. (2012). Lamarche, Carlos ; Harding, Matthew . In: IZA Discussion Papers. RePEc:iza:izadps:dp6802. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian analysis of quantile regression for censored dynamic panel data. (2012). Kobayashi, Genya ; Kozumi, Hideo . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:359-380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotics for panel quantile regression models with individual effects. (2012). Galvao, Antonio F. ; Kato, Kengo ; Montes-Rojas, Gabriel V.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:76-91. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Medicaid insurance in old age. (2012). Jones, John ; french, eric ; De Nardi, Mariacristina. In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Medicaid Insurance in Old Age. (2012). Jones, John ; french, eric ; De Nardi, Mariacristina. In: Working Papers. RePEc:mrr:papers:wp278. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Second Chance at Education for Early School Leavers. (2012). Tseng, Yi-Ping ; Tabasso, Domenico ; Polidano, Cain. In: IZA Discussion Papers. RePEc:iza:izadps:dp6769. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Second Chance at Education for Early School Leavers. (2012). Tabasso, Domenico ; Polidano, Cain ; Tseng, Yi-Ping . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2012n14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The duration of trade revisited. (2012). Persson, Maria ; Hess, Wolfgang. In: Empirical Economics. RePEc:spr:empeco:v:43:y:2012:i:3:p:1083-1107. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Natural hedging of exchange rate risk: The role of imported input prices. (2012). Shingal, Anirudh ; Wermelinger, Martin ; Fauceglia, Dario . In: MPRA Paper. RePEc:pra:mprapa:39438. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Technological Change and Energy Demand in Europe. (2012). Wueger, Michael ; Kratena, Kurt ; Wuger, Michael . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2012:i:427. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Impact of Elasticities of Substitution, Technical Change, and Labour Regulations on Labour Welfare in Indian Industries. (2012). Gupta, Nitin . In: ASARC Working Papers. RePEc:pas:asarcc:2012-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of market power in the presence of firm level inefficiencies. (2012). Sickles, Robin ; Kutlu, Levent. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:1:p:141-155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Mixed Frequency Time Series with ECM-MIDAS Models. (2012). Urbain, Jean-Pierre ; Hecq, Alain ; GÃ¶tz, Thomas ; Thomas, Gotz ; Jean-Pierre, Urbain . In: Research Memoranda. RePEc:dgr:umamet:2012012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data). (2012). Urbain, Jean-Pierre ; Hecq, Alain ; GÃ¶tz, Thomas ; Gotz Thomas B., ; Jean-Pierre, Urbain ; Alain, Hecq . In: Research Memoranda. RePEc:dgr:umamet:2012021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Predicting quarterly aggregates with monthly indicators. (2012). Winkelried, Diego. In: Working Papers. RePEc:rbp:wpaper:2012-023. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing the functional constraints on parameters in regressions with variables of different frequency. (2012). Zemlys, Vaidotas ; Kvedaras, Virmantas . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:2:p:250-254. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting from Structural Econometric Models. (2012). Mizon, Grayham ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:597. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Model Discovery and Trygve Haavelmos Legacy. (2012). Johansen, Soren ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:598. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How Useful are DSGE Macroeconomic Models for Forecasting?. (2012). Wickens, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9049. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Unit roots, nonlinearities and structural breaks. (2012). TerÃ¤svirta, Timo ; Kruse, Robinson ; Haldrup, Niels ; TERaSVIRTA, Timo ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2012-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates. (2012). Kristensen, Dennis ; Han, Heejoon. In: CREATES Research Papers. RePEc:aah:create:2012-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are National School Lunch Program Participants More Likely to be Obese? Dealing with Identification. (2012). Kropp, Jaclyn D. ; Peckham, Janet G.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Supplemental Nutrition Assistance Program, Financial Stress, and Childhood Obesity. (2012). Gundersen, Craig ; Garasky, Steven B. ; Burgstahler, Rebecca . In: Agricultural and Resource Economics Review. RePEc:ags:arerjl:123311. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why Do Shoppers Use Cash? Evidence from Shopping Diary Data. (2012). Wakamori, Naoki ; Welte, Angelika . In: Working Papers. RePEc:bca:bocawp:12-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary Transmission Mechanism and Time Variation in the Euro Area. (2012). Bagzibagli, Kemal . In: Discussion Papers. RePEc:bir:birmec:12-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2012). Perron, Pierre ; McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Information Theoretic Foundations of a Probabilistic and Predictive Micro and Macro Economics. (2012). Judge, George . In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt5d98g7wg. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2012). Sun, Yixiao ; Kaplan, David. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt888657tp. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Beyond Ramsey: Gender-Based Taxation with Non-Cooperative Couples. (2012). Rainer, Helmut ; Meier, Volker. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3966. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Estimation of Dynamic Games when Players Beliefs Are Not in Equilibrium. (2012). Magesan, Arvind ; Aguirregabiria, Victor. In: Working Papers. RePEc:clg:wpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012028. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic conditional correlation models for realized covariance matrices. (2012). Violante, Francesco ; Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications. (2012). Phillips, Peter ; Peter C. B. Phillips, ; Liao, Zhipeng . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1871. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models. (2012). van den Akker, Ramon ; Hallin, Marc ; Werker, B. J. M., . In: Discussion Paper. RePEc:dgr:kubcen:2012089. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation. (2012). van Dijk, Herman ; BaÅtÃ¼rk, Nalan ; Opschoor, Anne ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120096. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo. (2012). van Dijk, Herman ; BaÅtÃ¼rk, Nalan ; ZELLNER, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120098. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantiles autocorrelation in stock markets returns. (2012). Da costa, Alexandre Silva ; Ceretta, Paulo Sergio ; Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for a unit root in the presence of stochastic volatility and leverage effect. (2012). Li, Yong ; Chong, Terence ; Zhang, Jie . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:2035-2038. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the economic factors of deforestation: What can we learn from quantile analysis?. (2012). Delacote, Philippe ; Damette, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2427-2434. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measurement of excess bidding in auctions. (2012). Tsionas, Efthymios ; Ferona, Angeliki . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:377-380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Minimax regret treatment choice with covariates or with limited validity of experiments. (2012). Stoye, JÃ¶rg. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:138-156. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inferring welfare maximizing treatment assignment under budget constraints. (2012). Dupas, Pascaline ; Bhattacharya, Debopam. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:168-196. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian modeling of joint and conditional distributions. (2012). Pelenis, Justinas ; Norets, Andriy. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:332-346. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:68-75. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A regularization approach to the many instruments problem. (2012). Carrasco, Marine . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:383-398. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Kernel-weighted GMM estimators for linear time series models. (2012). Kuersteiner, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:399-421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior. (2012). Simoni, Anna ; FLORENS, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:458-475. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric trending panel data models with cross-sectional dependence. (2012). Li, Degui ; GAO, Jiti ; Chen, Jia . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:1:p:71-85. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic well-being and poverty among the elderly: An analysis based on a collective consumption model. (2012). Vermeulen, Frederic ; De Rock, Bram ; Cherchye, Laurens. In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:6:p:985-1000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; VANHEMS, Anne ; Wilson, Paul W.. In: European Journal of Operational Research. RePEc:eee:ejores:v:220:y:2012:i:3:p:853-864. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the volatilityâvolume relationship in energy futures markets using intraday data. (2012). SÃ©vi, BenoÃ®t ; Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Empirical bias in intraday volatility measures. (2012). SÃ©vi, BenoÃ®t ; Ielpo, Florian ; Fang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The racial gap in education and the legacy of slavery. (2012). Dimico, Arcangelo ; Bertocchi, Graziella. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:4:p:581-595. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on spatialâtemporal lattice modeling and maximum likelihood estimation. (2012). Zhang, Xiang ; Zheng, Yanbing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2145-2155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries. (2012). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1050. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How Important is Secondary School Duration for Post-school Education Decisions? Evidence from a Natural Experiment. (2012). Thomsen, Stephan ; Meyer, Tobias . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-509. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange Rates as Exchange Rate Common Factors. (2012). Wu, Jyh-lin ; Sul, Donggyu ; Greenaway-McGrevy, Ryan ; Mark, Nelson C.. In: Working Papers. RePEc:hkm:wpaper:212012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Generalized Tests of Investment Fund Performance. (2012). Laurini, MÃ¡rcio. In: IBMEC RJ Economics Discussion Papers. RePEc:ibr:dpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric estimation of random coefficients in structural economic models. (2012). Nesheim, Lars ; Hoderlein, Stefan ; Simoni, Anna . In: CeMMAP working papers. RePEc:ifs:cemmap:09/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simultaneous equations for discrete outcomes:coherence, completeness, and identification.. (2012). Rosen, Adam ; Chesher, Andrew. In: CeMMAP working papers. RePEc:ifs:cemmap:21/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identifcation in auctions with selective entry. (2012). . In: CeMMAP working papers. RePEc:ifs:cemmap:38/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Extracting Deflation Probability Forecasts from Treasury Yields. (2012). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2012:q:4:a:2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Regression Discontinuity Applications with Rounding Errors in the Running Variable. (2012). Dong, Yingying. In: Working Papers. RePEc:irv:wpaper:111206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates. (2012). Mabli, James ; Flabbi, Luca. In: IZA Discussion Papers. RePEc:iza:izadps:dp6908. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation and Inference in Unstable Nonlinear Least Squares Models. (2012). Hall, Alastair ; Boldea, Otilia. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Goodness-of-fit tests based on series estimators in nonparametric instrumental regression. (2012). Breunig, Christoph . In: Working Papers. RePEc:mnh:wpaper:32111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural and reduced-form modeling and forecasting with application to Armenia.. (2012). Poghosyan, K.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5590845. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jackknife Model Averaging of the Current Account Determinants. (2012). Uroevic, Branko ; Nedeljkovic, Milan ; Zildovic, Emir . In: Working papers. RePEc:nsb:wpaper:23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Model Discovery and Trygve Haavelmos Legacy. (2012). Johansen, Soren ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:598. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Cheng, Xu ; Liao, Zhipeng . In: PIER Working Paper Archive. RePEc:pen:papers:12-045. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach. (2012). Hansen, Bruce ; Cheng, Xu. In: PIER Working Paper Archive. RePEc:pen:papers:12-046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:38147. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Public sector transparency and countriesâ environmental performance: A nonparametric analysis. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:39553. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations. (2012). Jang, Tae-Seok . In: MPRA Paper. RePEc:pra:mprapa:39669. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:40015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations. (2012). Jang, Tae-Seok . In: MPRA Paper. RePEc:pra:mprapa:40278. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rapid estimation of nonlinear DSGE models. (2012). Hall, Jamie. In: MPRA Paper. RePEc:pra:mprapa:41218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A plug-in averaging estimator for regressions with heteroskedastic errors. (2012). Liu, Chu-An. In: MPRA Paper. RePEc:pra:mprapa:41414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic growth and environmental efficiency: Evidence from U.S. regions. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:42675. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semi-parametric Bayesian Partially Identified Models based on Support Function. (2012). Liao, Yuan ; Simoni, Anna . In: MPRA Paper. RePEc:pra:mprapa:43262. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the impact of AGOA heterogeneous?. (2012). Cooke, Edgar ; Cooke, Edgar F. A., . In: MPRA Paper. RePEc:pra:mprapa:43277. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consumption dynamics in general equilibrium. (2012). Hall, Jamie. In: MPRA Paper. RePEc:pra:mprapa:43933. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Least Squares Model Averaging by Prediction Criterion. (2012). Xie, Tian . In: Working Papers. RePEc:qed:wpaper:1299. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mis-specification Testing: Non-Invariance of Expectations Models of Inflation. (2012). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer ; Nymoen, Ragnar . In: Working Paper Series. RePEc:rim:rimwps:50_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Model Selection in Equations with Many Small Effects. (2012). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Working Paper Series. RePEc:rim:rimwps:53_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model. (2012). Ceylan, Ozcan. In: GIAM Working Papers. RePEc:ris:giamwp:2012_004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models. (2012). Yu, Jun ; Chen, Ye. In: Working Papers. RePEc:siu:wpaper:15-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust Deviance Information Criterion for Latent Variable Models. (2012). Yu, Jun ; Li, Yong ; JunYu, ; Zeng, Tao . In: Working Papers. RePEc:siu:wpaper:30-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Treatment effect analysis of early reemployment bonus program: panel MLE and mode-based semiparametric estimator for interval truncation. (2012). Lee, Myoung-jae ; Kim, Hyun . In: Portuguese Economic Journal. RePEc:spr:portec:v:11:y:2012:i:3:p:189-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consistent Estimation of Panel Data Models with a Multi-factor Error Structure. (2012). Forchini, Giovanni ; Peng, Bin . In: School of Economics Discussion Papers. RePEc:sur:surrec:0112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and estimation of dynamic games when players beliefs are not in equilibrium. (2012). Magesan, Arvind ; Aguirregabiria, Victor. In: Working Papers. RePEc:tor:tecipa:tecipa-449. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Gaming the Boston School Choice Mechanism in Beijing. (2012). HE, Yinghua. In: TSE Working Papers. RePEc:tse:wpaper:26414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring Long-term Performance: a Regression Based Generalization of the Calendar Time Portfolio Approach. (2012). Hoechle, Daniel ; Zimmermann, Heinz ; Schmid, Markus . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jackknife Model Averaging of the Current Account Determinants. (2012). Uroevi, Branko ; Nedeljkovi, Milan ; Zildovi, Emir . In: Panoeconomicus. RePEc:voj:journl:v:59:y:2012:i:3:p:267-281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mandatory labelling, nutritional taxes and market forces: An empirical evaluation of fat policies in the French fromage blanc and yogurt market.. (2012). Lecocq, SÃ©bastien ; EtilÃ©, Fabrice ; Allais, Olivier ; Etile, Fabrice . In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:12/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intra-daily volatility spillovers between the US and German stock markets. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior. (2012). Jang, Tae-Seok . In: Economics Working Papers. RePEc:zbw:cauewp:201207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2012). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok . In: Economics Working Papers. RePEc:zbw:cauewp:201208. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Voev, Valeri ; Halbleib, Roxana. In: CREATES Research Papers. RePEc:aah:create:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2011-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting with Option Implied Information. (2011). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2011-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability. (2011). Bollerslev, Tim ; Osterrieder, Daniela ; Sizova, Natalia ; Tauchen, George . In: CREATES Research Papers. RePEc:aah:create:2011-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions. (2011). Choi, Seungmoon . In: School of Economics Working Papers. RePEc:adl:wpaper:2011-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner. In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:108498. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner. In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:108723. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner. In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:109664. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Measuring farmersâ risk aversion: the unknown properties of the value function. (2011). Carpentier, Alain ; Cao, Ruixuan ; Gohin, Alexandre . In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. RePEc:ags:eaae11:114623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL. (2011). Moura, Guilherme Valle ; Portugal, Marcelo Savino ; Caldeira, Joao Frois . In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. RePEc:anp:en2009:133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Commodity Booms and Busts. (2011). Rausser, Gordon ; Carter, Colin ; Smith, Aaron . In: Annual Review of Resource Economics. RePEc:anr:reseco:v:3:y:2011:p:87-118. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial correlations at ultra-high frequency: theoretical models and empirical estimation. (2011). Mastromatteo, Iacopo ; Zoi, Patrick ; Marsili, Matteo . In: Papers. RePEc:arx:papers:1011.1011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Cointegration in Panel Data with Breaks and Cross-section Dependence. (2011). Carrion-i-Silvestre, Josep ; Banerjee, Anindya ; Josep Lluis Carrion-i-Silvestre, . In: Discussion Papers. RePEc:bir:birmec:11-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus T.. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-050. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Nonparametric Estimation and Inference on Conditional Quantile Processes. (2011). Qu, Zhongjun ; Jung Mo Yoon, . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011). (2011). Pesaran, M ; Pick, A. ; Pranovich, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Bayesian nonparametric approach to modeling market share dynamics. (2011). Prunster, Igor ; Ruggiero, Matteo . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:217. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset.. (2011). Ciccarelli, Matteo ; Altavilla, Carlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Experimentally Elicited Beliefs Explain Privacy Behavior. (2011). RivenbarK, David . In: Working Papers. RePEc:cfl:wpaper:2010-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Pricing Central Tendency in Volatility. (2011). Khrapov, Stanislav. In: Working Papers. RePEc:cfr:cefirw:w0168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Why didnt the Global Financial Crisis hit Latin America?. (2011). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd M. ; Jan P. A. M. Jacobs, . In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Macroeconomics as a Science. (2011). Serletis, Apostolos. In: Working Papers. RePEc:clg:wpaper:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Modeling Data Revisions. (2011). Julio, Juan ; Juan Manuel Julio Roman, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:007929. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Data Revisions and the Output Gap. (2011). Julio, Juan. In: BORRADORES DE ECONOMIA. RePEc:col:000094:007956. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multivariate volatility modeling of electricity futures. (2011). Hafner, Christian ; Bauwens, Luc ; Pierret, Diane . In: CORE Discussion Papers. RePEc:cor:louvco:2011011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility models. (2011). Laurent, SÃ©bastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The potential of a small model. (2011). Teulings, C. N. ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:193. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecast Rationality Tests Based on Multi-Horizon Bounds. (2011). Timmermann, Allan ; Patton, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Incorporating theoretical restrictions into forecasting by projection methods. (2011). Ragusa, Giuseppe ; Giacomini, Raffaella. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Endogenous Information Flows and the Clustering of Announcements. (2011). DeMarzo, Peter ; Acharya, Viral ; Kremer, Ilan ; De Marzo, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8680. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	High-Dimensional Instrumental Variables Regression and Confidence Sets. (2011). Tsybakov, Alexandre ; Gautier, Eric. In: Working Papers. RePEc:crs:wpaper:2011-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Large Deviations of Realized Volatility. (2011). Otsu, Taisuke ; Kanaya, Shin. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1798. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects. (2011). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1832. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the Cyclicality of Real Wages and Wage Differentials. (2011). Pourpourides, Panayiotis ; Otrok, Christopher. In: Working Papers. RePEc:cyb:wpaper:2011-4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues. (2011). De Luca, Giuseppe ; Magnus, J. R.. In: Discussion Paper. RePEc:dgr:kubcen:2011082. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Cross sectional averages or principal components?. (2011). Urbain, Jean-Pierre ; Joakim, Westerlund ; Jean-Pierre, Urbain . In: Research Memoranda. RePEc:dgr:umamet:2011053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the Applicability of the Sieve Bootstrap in Time series Panels. (2011). Urbain, Jean-Pierre ; Smeekes, Stephan ; Jean-Pierre, Urbain ; Stephan, Smeekes. In: Research Memoranda. RePEc:dgr:umamet:2011055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures. (2011). Scharth, Marcel ; Koopman, Siem Jan. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk. (2011). Schwaab, Bernd ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011042. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model. (2011). van der Wel, Michel ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures. (2011). Scharth, Marcel ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks. (2011). Pesaran, M ; Pick, Andreas ; Pranovich, Mikhail . In: DNB Working Papers. RePEc:dnb:dnbwpp:327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Advances in Forecasting Under Instability. (2011). Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:11-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal. (2011). Bhattacharjee, Arnab ; de Castro, Eduardo Anselmo ; Marques, Joo Loureno . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:253. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimation of the Spatial Weights Matrix under Structural Constraints. (2011). Bhattacharjee, Arnab ; Jensen-Butler, Chris . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:254. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bayesian Factor Selection in Dynamic Term Structure Models. (2011). Laurini, MÃ¡rcio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Voev, Valeri ; Halbleib, Roxana. In: Working Papers ECARES. RePEc:eca:wpaper:2013/73640. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	One-Sided Representations of Generalized Dynamic Factor Models. (2011). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo . In: Working Papers ECARES. RePEc:eca:wpaper:2013/94959. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip . In: Working Paper Series. RePEc:ecl:ohidic:2011-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Dynamic modelling of agricultural policies: The role of expectation schemes. (2011). Femenia, Fabienne ; Gohin, Alexandre . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:1950-1958. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Currency equivalent monetary aggregates as leading indicators of inflation. (2011). Ramachandran, M ; Paul, Sunil. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:2041-2048. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Probabilistic risk aversion with an arbitrary outcome set. (2011). Blavatskyy, Pavlo R.. In: Economics Letters. RePEc:eee:ecolet:v:112:y:2011:i:1:p:34-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	High-frequency returns, jumps and the mixture of normals hypothesis. (2011). Paye, Bradley S. ; Fleming, Jeff . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:119-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Ultra high frequency volatility estimation with dependent microstructure noise. (2011). Ait-Sahalia, Yacine ; Zhang, Lan ; Mykland, Per A.. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:160-175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Edgeworth expansions for realized volatility and related estimators. (2011). Ait-Sahalia, Yacine ; Zhang, Lan ; Mykland, Per A.. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:190-203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimation of objective and risk-neutral distributions based on moments of integrated volatility. (2011). Renault, Eric ; Garcia, RenÃ© ; Lewis, Marc-Andre ; Pastorello, Sergio . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:22-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Realized volatility forecasting and market microstructure noise. (2011). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:220-234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility forecasting and microstructure noise. (2011). Sinko, Arthur ; Ghysels, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:257-271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimating covariation: Epps effect, microstructure noise. (2011). Zhang, Lan . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:33-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Large panels with common factors and spatial correlation. (2011). Pesaran, M ; Tosetti, Elisa . In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:182-202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Testing for weak identification in possibly nonlinear models. (2011). Rossi, Barbara ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:246-261. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Subsampling high frequency data. (2011). Kalnina, Ilze. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:262-283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Data-based ranking of realised volatility estimators. (2011). Patton, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:284-303. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimation of stable distributions by indirect inference. (2011). Veredas, David ; Renault, Eric ; Garcia, RenÃ©. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:325-337. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2011). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole E.. In: Journal of Econometrics. RePEc:eee:econom:v:162:y:2011:i:2:p:149-169. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Integrated variance forecasting: Model based vs. reduced form. (2011). Sizova, Natalia . In: Journal of Econometrics. RePEc:eee:econom:v:162:y:2011:i:2:p:294-311. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Dynamic factors in the presence of blocks. (2011). Liska, Roman ; Hallin, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:163:y:2011:i:1:p:29-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Market liquidity as dynamic factors. (2011). Veredas, David ; Pirotte Speder, Hugues ; Mathias, Charles ; Hallin, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:163:y:2011:i:1:p:42-50. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Realized Laplace transforms for estimation of jump diffusive volatility models. (2011). Tauchen, George ; Todorov, Viktor ; Grynkiv, Iaryna . In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:2:p:367-381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study. (2011). Zeng, Ning ; Conrad, Christian ; Karanasos, Menelaos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:1:p:147-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How arbitrage-free is the Nelson-Siegel model?. (2011). Coroneo, Laura ; Nyholm, Ken ; Vidova-Koleva, Rositsa . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:3:p:393-407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Maximum likelihood estimation of non-affine volatility processes. (2011). Dotsis, George ; Chourdakis, Kyriakos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:3:p:533-545. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008. (2011). Swanson, Norman ; Cai, Lili . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:4:p:743-764. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Intraday jumps and US macroeconomic news announcements. (2011). Evans, Kevin P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Term structure modelling with observable state variables. (2011). Huse, Cristian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3240-3252. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities. (2011). Tang, Ke ; Dempster, M. A. H., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:3:p:639-652. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Growth, development and natural resources: New evidence using a heterogeneous panel analysis. (2011). Raissi, Mehdi ; Mohaddes, Kamiar ; Cavalcanti, Tiago ; Cavalcanti, Tiago V. de V., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:51:y:2011:i:4:p:305-318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Price setting in a leading Swiss online supermarket. (2011). Devereux, Michael ; Berka, Martin ; Rudolph, Thomas . In: CAMA Working Papers. RePEc:een:camaaa:2011-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?. (2011). Proietti, Tommaso ; LÃ¼tkepohl, Helmut ; Luetkepohl, Helmut . In: Economics Working Papers. RePEc:eui:euiwps:eco2011/29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Price setting in a leading Swiss online supermarket. (2011). Devereux, Michael ; Berka, Martin ; Rudolph, Thomas . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:83. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Term premia and the news. (2011). Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Extracting deflation probability forecasts from Treasury yields. (2011). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; GlennD. Rudebusch, ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2011-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Unbiased estimate of dynamic term structure models. (2011). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, . In: Working Paper Series. RePEc:fip:fedfwp:2011-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model-independent maximum range for the liquidity correction of TIPS yields. (2011). Christensen, Jens ; Gillan, James M. ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2011-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Risk, uncertainty, and expected returns. (2011). Zhou, Hao ; Bali, Turan G.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The variance risk premium around the world. (2011). Londono, Juan M.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A comprehensive revision of the U.S. monetary services (divisia) indexes. (2011). Jones, Barry ; Anderson, Richard. In: Review. RePEc:fip:fedlrv:y:2011:i:sep:p:325-360:n:v.93no.5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Speculation in the oil market. (2011). Petrella, Ivan ; Juvenal, Luciana. In: Working Papers. RePEc:fip:fedlwp:2011-027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Portage and path dependence. (2011). Lin, Jeffrey ; Bleakley, Hoyt. In: Working Papers. RePEc:fip:fedpwp:11-38. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00658540. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu . In: Post-Print. RePEc:hal:journl:halshs-00658540. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2010

Year	Title	See
2010	Forecasting with nonlinear time series models. (2010). TerÃ¤svirta, Timo ; Kock, Anders ; TERaSVIRTA, Timo . In: CREATES Research Papers. RePEc:aah:create:2010-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Estimation of Jump Tails. (2010). Bollerslev, Tim ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2010-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Distributional Changes in the Gender Wage Gap. (2010). Sinning, Mathias ; Kassenbohmer, Sonja . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2010-532. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Building Bridges between Structural and Program Evaluation Approaches to Evaluating Policy. (2010). Heckman, James. In: Journal of Economic Literature. RePEc:aea:jeclit:v:48:y:2010:i:2:p:356-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009). (2010). Imbens, Guido. In: Journal of Economic Literature. RePEc:aea:jeclit:v:48:y:2010:i:2:p:399-423. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	A Structural Perspective on the Experimentalist School. (2010). Keane, Michael. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:24:y:2010:i:2:p:47-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	SNAP Efficacy and Food Access â A Nationwide Spatial Analysis. (2010). Bonanno, Alessandro ; Ghosh, Gaurav S.. In: 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany. RePEc:ags:eaa115:116437. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	EINFLUSS DER BIOGASERZEUGUNG AUF LANDWIRTSCHAFTLICHE PACHTPREISE IN DEUTSCHLAND. (2010). Breustedt, Gunnar ; Habermann, Hendrik . In: 50st Annual Conference, Braunschweig, Germany, September 29-October 1, 2010. RePEc:ags:gewi10:93937. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Distribution-Valued Solution Concepts. (2010). Bono, James ; Wolpert, David H.. In: Working Papers. RePEc:amu:wpaper:2010-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Retirement Incentives, Individual Heterogeneity and Labour Transitions of Employed and Unemployed Workers. (2010). SANCHEZ MARTIN, ALFONSO ; Jimenez-Martin, Sergi ; GarcÃa PÃ©rez, J. Ignacio ; Sanchez-Martin, Alfonso R. ; GARCiA-PeREZ, IGNACIO J.. In: Working Papers. RePEc:bge:wpaper:513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The dynamic impact of immigration on natives labor market outcomes: Evidence from Israel. (2010). Paserman, M. Daniele ; Cohen-Goldner, Sarit. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2010-046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Estimating structural changes in regression quantiles. (2010). Qu, Zhongjun ; Oka, Tatsushi. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2010-052. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The impact of natural disasters on crime. (2010). Roy, Susmita . In: Working Papers in Economics. RePEc:cbt:econwp:10/57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Household Choices and Child Development. (2010). Wiswall, Matthew ; Flinn, Christopher ; Del Boca, Daniela. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Does the Rotten Child Spoil His Companion? Spatial Peer Effects Among Children in Rural India. (2010). Patnam, Manasa ; Helmers, Christian. In: SERC Discussion Papers. RePEc:cep:sercdp:0059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, M ; Holly, Sean. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2913. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Gender and Racial Biases: Evidence from Child Adoption. (2010). Felli, Leonardo ; Collard-Wexler, Allan ; Baccara, Mariagiovanna ; Yariv, Leeat . In: CESifo Working Paper Series. RePEc:ces:ceswps:_2921. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Marginal Tax Rates and Tax-Favoured Pension Savings of the Self-Employed - Evidence from Sweden. (2010). Selin, HÃ¥kan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	On the Conditional Effects of IMF Program Participation on Output Growth. (2010). Bluhm, Marcel ; Binder, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3161. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	La importancia de los programas para la primera infancia en Colombia. (2010). Camacho, Adriana ; Bernal, Raquel. In: DOCUMENTOS CEDE. RePEc:col:000089:007605. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Correlated Disturbances and U.S. Business Cycles. (2010). Reis, Ricardo ; CÃºrdia, Vasco ; Curdia, Vasco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7712. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	A flying start? Long term consequences of maternal time investments in children during their first year of life. (2010). Salvanes, Kjell G ; LÃ¸ken, Katrine ; Carneiro, Pedro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Assimilating Immigrants: The Impact of an Integration Program. (2010). SarvimÃ¤ki, Matti ; Hamalainen, Kari . In: CReAM Discussion Paper Series. RePEc:crm:wpaper:1019. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Does the Rotten Child Spoil His Companion? Spatial Peer Effects Among Children in Rural India. (2010). Patnam, Manasa ; Helmers, Christian. In: CSAE Working Paper Series. RePEc:csa:wpaper:2010-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates. (2010). Jungbacker, Borus ; Koopman, Siem Jan ; van der Wel, Michel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:0000041. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates. (2010). Jungbacker, Borus ; van der Wel, Michel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2009041. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Level, slope, curvature of the sovereign yield curve, and fiscal behaviour. (2010). Martins, Manuel ; Afonso, Antonio ; Manuel M. F. Martins, . In: Working Paper Series. RePEc:ecb:ecbwps:20101276. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Tests of hypotheses arising in the correlated random coefficient model. (2010). Heckman, James ; Schmierer, Daniel . In: Economic Modelling. RePEc:eee:ecmode:v:27:y:2010:i:6:p:1355-1367. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information. (2010). Spanos, Aris. In: Economic Modelling. RePEc:eee:ecmode:v:27:y:2010:i:6:p:1436-1452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Identification of unconditional partial effects in nonseparable models. (2010). Rothe, Christoph. In: Economics Letters. RePEc:eee:ecolet:v:109:y:2010:i:3:p:171-174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Work absences and doctor visits during an illness episode: The differential role of preferences, production, and policies among men and women. (2010). Gilleskie, Donna. In: Journal of Econometrics. RePEc:eee:econom:v:156:y:2010:i:1:p:148-163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Wages, welfare benefits and migration. (2010). Kennan, John ; Walker, James R.. In: Journal of Econometrics. RePEc:eee:econom:v:156:y:2010:i:1:p:229-238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Dynamic discrete choice structural models: A survey. (2010). Aguirregabiria, Victor ; Mira, Pedro . In: Journal of Econometrics. RePEc:eee:econom:v:156:y:2010:i:1:p:38-67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel. (2010). Canay, Ivan. In: Journal of Econometrics. RePEc:eee:econom:v:156:y:2010:i:2:p:284-303. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models. (2010). Su, Liangjun ; Jin, Sainan . In: Journal of Econometrics. RePEc:eee:econom:v:157:y:2010:i:1:p:18-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	GMM estimation of spatial autoregressive models with unknown heteroskedasticity. (2010). Lee, Lung-Fei ; Lin, Xu. In: Journal of Econometrics. RePEc:eee:econom:v:157:y:2010:i:1:p:34-52. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Cointegration in a historical perspective. (2010). van Dijk, Dick ; Franses, Philip Hans ; Boswijk, H. Peter. In: Journal of Econometrics. RePEc:eee:econom:v:158:y:2010:i:1:p:156-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	GMM estimation of social interaction models with centrality. (2010). Liu, Xiaodong ; Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:159:y:2010:i:1:p:99-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Semiparametric bounds on treatment effects. (2010). Chiburis, Richard C.. In: Journal of Econometrics. RePEc:eee:econom:v:159:y:2010:i:2:p:267-275. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An efficient GMM estimator of spatial autoregressive models. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Bollinger, Christopher R.. In: Journal of Econometrics. RePEc:eee:econom:v:159:y:2010:i:2:p:303-319. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions. (2010). Dufour, Jean-Marie ; Beaulieu, Marie-Claude ; Khalaf, Lynda . In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:763-782. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Government investment and fiscal stimulus. (2010). Yang, Shu-Chun ; Walker, Todd ; Leeper, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:57:y:2010:i:8:p:1000-1012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Some recent developments in spatial panel data models. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:40:y:2010:i:5:p:255-271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Testing for spatial autocorrelation in a fixed effects panel data model. (2010). Ertur, Cem ; Debarsy, Nicolas. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:40:y:2010:i:6:p:453-470. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Characterizing economic trends by Bayesian stochastic model specification search. (2010). Proietti, Tommaso ; Grassi, Stefano. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2010_25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Impact of Child Care Subsidies on Child Well-Being: Evidence from Geographic Variation in the Distance to Social Service Agencies. (2010). Tekin, Erdal ; Herbst, Chris M.. In: Working Papers. RePEc:ess:wpaper:id:2739. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The role of schools in the production of achievement. (2010). Canon, Maria. In: Working Papers. RePEc:fip:fedlwp:2010-042. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Correlated disturbances and U.S. business cycles. (2010). Reis, Ricardo ; CÃºrdia, Vasco. In: Staff Reports. RePEc:fip:fednsr:434. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Threshold bipower variation and the impact of jumps on volatility forecasting. (2010). RenÃ², Roberto ; Pirino, Davide ; Reno, Roberto ; Corsi, Fulvio . In: Post-Print. RePEc:hal:journl:peer-00741630. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The distinction between dictatorial and incentive policy interventions and its implication for IV estimation. (2010). Hansen, Jorgen ; Belzil, Christian. In: Working Papers. RePEc:hal:wpaper:hal-00463877. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Dynamic and Static congestion models: A review. (2010). Fosgerau, Mogens ; de Palma, AndrÃ©. In: Working Papers. RePEc:hal:wpaper:hal-00539166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999. (2010). Vollmer, Sebastian ; Strulik, Holger ; Herzer, Dierk. In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-456. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Household Choices and Child Development. (2010). Wiswall, Matthew ; Flinn, Christopher ; Del Boca, Daniela. In: Working Papers. RePEc:hka:wpaper:2011-039. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Sharp identification regions in models with convex moment predictions. (2010). Molinari, Francesca ; Beresteanu, Arie ; Molchanov, Ilya . In: CeMMAP working papers. RePEc:ifs:cemmap:25/10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Modeling House Prices using Multilevel Structured Additive Regression. (2010). Umlauf, Nikolaus ; Brunauer, Wolfgang ; Lang, Stefan . In: Working Papers. RePEc:inn:wpaper:2010-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour. (2010). Martins, Manuel ; Afonso, Antonio ; Manuel M. F. Martins, . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp232010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, M ; Holly, Sean. In: IZA Discussion Papers. RePEc:iza:izadps:dp4694. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Design of Unemployment Transfers: Evidence from a Dynamic Structural Life-Cycle Model. (2010). Prowse, Victoria ; Haan, Peter. In: IZA Discussion Papers. RePEc:iza:izadps:dp4792. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Distinction between Dictatorial and Incentive Policy Interventions and its Implication for IV Estimation. (2010). Hansen, Jorgen ; Belzil, Christian. In: IZA Discussion Papers. RePEc:iza:izadps:dp4835. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures. (2010). Firpo, Sergio. In: IZA Discussion Papers. RePEc:iza:izadps:dp4841. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Household Choices and Child Development. (2010). Wiswall, Matthew ; Flinn, Christopher ; Del Boca, Daniela. In: IZA Discussion Papers. RePEc:iza:izadps:dp5155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Distributional Changes in the Gender Wage Gap. (2010). Sinning, Mathias ; Kassenbohmer, Sonja . In: IZA Discussion Papers. RePEc:iza:izadps:dp5303. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects. (2010). Shum, Matthew ; Baye, Michael ; An, Yonghong ; Yonghong An, Michael R. Baye, Yingyao Hu, John Mor, . In: Economics Working Paper Archive. RePEc:jhu:papers:564. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties. (2010). Ziegler, Andreas. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:230:y:2010:i:5:p:630-652. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Behavioral Economics and Benefit Cost Analysis. (2010). Smith, V. ; Moore, Eric . In: Environmental & Resource Economics. RePEc:kap:enreec:v:46:y:2010:i:2:p:217-234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Higher Order Improvements for Approximate Estimators. (2010). SalaniÃ©, Bernard ; Kristensen, Dennis ; Salanie, Bernard . In: CAM Working Papers. RePEc:kud:kuieca:2010_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An empirical Analysis of the Counter-factual: A Merger and Divestiture in the Australian Cigarette Industry. (2010). Prentice, David ; Pham, Vivienne . In: Working Papers. RePEc:ltr:wpaper:2010.08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Effects of Medicaid and Medicare Reforms on the Elderlys Savings and Medical Expenditures. (2010). Jones, John ; french, eric ; De Nardi, Mariacristina. In: Working Papers. RePEc:mrr:papers:wp236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions. (2010). Fang, Hanming ; Wang, Yang . In: NBER Working Papers. RePEc:nbr:nberwo:16438. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Testing for seasonal unit roots by frequency domain regression. (2010). Taylor, Robert ; Chambers, Marcus ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:10/02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Affiliation, Equilibrium Existence and Revenue Ranking of Auctions. (2010). De Castro, Luciano . In: Discussion Papers. RePEc:nwu:cmsems:1530. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Generalized Cp Model Averaging for Heteroskedastic Models. (2010). Liu, Qingfeng . In: ãã¸ãã¹åµé ã»ã³ã¿ã¼ãã£ã¹ã«ãã·ã§ã³ã»ãã¼ãã¼ (Discussion papers of the Center for Business Creation). RePEc:ota:busdis:10252/4334. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Playoff Uncertainty, Match Uncertainty and Attendance at Australian National Rugby League Matches. (2010). Owen, Dorian ; Audas, Rick ; King, Nicholas . In: Working Papers. RePEc:otg:wpaper:1007. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Inertia and Herding in Humanitarian Aid Decisions. (2010). Fielding, David. In: Working Papers. RePEc:otg:wpaper:1009. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Automatic Selection for Non-linear Models. (2010). Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:473. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An Automatic Test of Super Exogeneity. (2010). Santos, Carlos ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:476. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The design of unemployment transfers: Evidence from a dynamic structural life-cycle model. (2010). Prowse, Victoria ; Haan, Peter. In: Economics Series Working Papers. RePEc:oxf:wpaper:478. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts. (2010). Hendry, David ; Clements, Michael. In: Economics Series Working Papers. RePEc:oxf:wpaper:484. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version. (2010). Song, Kyungchul . In: PIER Working Paper Archive. RePEc:pen:papers:10-026. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions. (2010). Fang, Hanming ; Wang, Yang . In: PIER Working Paper Archive. RePEc:pen:papers:10-033. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Time-varying spot and futures oil price dynamics. (2010). Girardi, Alessandro ; Caporale, Guglielmo ; Ciferri, Davide . In: Quaderni del Dipartimento di Economia, Finanza e Statistica. RePEc:pia:wpaper:75/2010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Sharp Identification Regions in Models with Convex Predictions: Games, Individual Choice, and Incomplete Data. (2010). Beresteanu, Arie. In: Working Papers. RePEc:pit:wpaper:428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom . In: MPRA Paper. RePEc:pra:mprapa:20367. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Characterizing economic trends by Bayesian stochastic model specifi cation search. (2010). Proietti, Tommaso ; Grassi, Stefano. In: MPRA Paper. RePEc:pra:mprapa:22569. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Structural modeling of altruistic giving. (2010). Breitmoser, Yves. In: MPRA Paper. RePEc:pra:mprapa:24262. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. (2010). Yamagata, Takashi ; Sarafidis, Vasilis. In: MPRA Paper. RePEc:pra:mprapa:25182. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. (2010). Lopez, Claude ; Kejriwal, Mohitosh. In: MPRA Paper. RePEc:pra:mprapa:25204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Model averaging in economics. (2010). Moral-Benito, Enrique. In: MPRA Paper. RePEc:pra:mprapa:26047. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	An empirical analysis of the counterfactual: a merger and divestiture in the Australian cigarette industry. (2010). Prentice, David ; Pham, Vivienne . In: MPRA Paper. RePEc:pra:mprapa:26713. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Does the purchasing power parity hypothesis hold after 1998?. (2010). Zanetti Chini, Emilio. In: MPRA Paper. RePEc:pra:mprapa:27225. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Bayesian stochastic model specification search for seasonal and calendar effects. (2010). Proietti, Tommaso ; Grassi, Stefano ; Stefano, Grassi ; Tommaso, Proietti . In: MPRA Paper. RePEc:pra:mprapa:27305. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Linear regression using both temporally aggregated and temporally disaggregated data: Revisited. (2010). Qian, Hang. In: MPRA Paper. RePEc:pra:mprapa:32686. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Vector autoregression with varied frequency data. (2010). Qian, Hang . In: MPRA Paper. RePEc:pra:mprapa:34682. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	VAR for VaR: measuring systemic risk using multivariate regression quantiles.. (2010). Kim, Tae-Hwan ; White, Halbert ; Manganelli, Simone . In: MPRA Paper. RePEc:pra:mprapa:35372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Confidence sets for some partially identified parameters. (2010). Park, Sang Soo ; Fan, Yanqin . In: MPRA Paper. RePEc:pra:mprapa:37149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Bootstrapping realized multivariate volatility measures. (2010). Goncalves, Silvia ; Dovonon, Prosper ; Meddahi, Nour . In: MPRA Paper. RePEc:pra:mprapa:40123. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Maternal Input Choices and Child Cognitive Development: Testing for Reverse Causality. (2010). Nazarov, Zafar . In: Working Papers. RePEc:ran:wpaper:813. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Data Sets on Pensions and Health: Data Collection and Sharing for Policy Design. (2010). Lee, Jinkook . In: Working Papers. RePEc:ran:wpaper:814. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information. (2010). de Paula, Aureo ; Tang, Xun . In: 2010 Meeting Papers. RePEc:red:sed010:1087. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Income Shocks and Investments in Human Capital. (2010). Ginja, Rita. In: 2010 Meeting Papers. RePEc:red:sed010:1165. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2009

Year	Title	See
2009	On the non-causal link between volatility and growth. (2009). WÃ¤lde, Klaus ; WaLDE, KLAUS ; Posch, Olaf . In: Economics Working Papers. RePEc:aah:aarhec:2009-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Stochastic volatility and stochastic leverage. (2009). Veraart, Almut. In: CREATES Research Papers. RePEc:aah:create:2009-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Tails, Fears and Risk Premia. (2009). Bollerslev, Tim ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2009-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Realised Quantile-Based Estimation of the Integrated Variance. (2009). Podolskij, Mark ; Oomen, Roel ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2009-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The Effects of Interest Rate Movements on Assets Conditional Second Moments. (2009). Palandri, Alessandro. In: CREATES Research Papers. RePEc:aah:create:2009-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Realized Volatility and Multipower Variation. (2009). Andersen, Torben ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2009-49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	On the Economic Evaluation of Volatility Forecasts. (2009). Voev, Valeri. In: CREATES Research Papers. RePEc:aah:create:2009-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series. (2009). Li, Degui ; GAO, Jiti ; Tjostheim, Dag . In: School of Economics Working Papers. RePEc:adl:wpaper:2009-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Thirty Years of Spatial Econometrics. (2009). Anselin, Luc . In: GeoDa Center Working Papers. RePEc:asg:wpaper:1013. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Conditional Quantile Estimation for GARCH Models. (2009). Xiao, Zhijie ; koenker, roger. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:725. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component. (2009). Perron, Pierre ; Kejriwal, Mohitosh. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2009-005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Explaining Output Volatility: The Case of Taxation. (2009). Posch, Olaf. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2751. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Growth and Earnings Persistence in Banking Firms: A Dynamic Panel Investigation. (2009). Shehzad, Choudhry Tanveer ; Scholtens, Bert ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Default Rates in the Loan Market for SMEs:Evidence from Slovakia. (2009). Hainz, Christa ; Fidrmuc, Jarko. In: Ifo Working Paper Series. RePEc:ces:ifowps:_72. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dynamic Conditional Correlations for Asymmetric Processes. (2009). McAleer, Michael ; Asai, Manabu. In: CARF F-Series. RePEc:cfi:fseres:cf168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; BOUEZMARNI, Taoufik . In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Statistical inference for testing gini coefficients: an application for Colombia. (2009). Otero, Jesus ; GarcÃa-Suaza, AndrÃ©s ; Gamboa, Luis. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:005658. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Juvenile Delinquency and Conformism. (2009). Zenou, Yves ; Patacchini, Eleonora. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7565. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Intermarriage and Immigrant Employment: The Role of Networks. (2009). Theodoropoulos, Nikolaos ; Furtado, Delia. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:0906. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A nonparametric copula based test for conditional independence with applications to granger causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; BOUEZMARNI, Taoufik ; Jeroen V. K. Rombouts, . In: Economics Working Papers. RePEc:cte:werepe:we093419. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status. (2009). Carro, Jesus ; Traferri, Alejandra . In: Economics Working Papers. RePEc:cte:werepe:we094021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Consistent estimation of the risk-return tradeoff in the presence of measurement error. (2009). LINTON, OLIVER ; Ghosh, Anisha . In: Economics Working Papers. RePEc:cte:werepe:we094928. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Pricing Foreign Equity Options with Stochastic Correlation and Volatility. (2009). Ma, Jun . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2009:v:10:i:2:p:303-327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. (2009). Pouzo, Demian ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1650r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dynamic Misspecification in Nonparametric Cointegrating Regression. (2009). Phillips, Peter ; Kasparis, Ioannis ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1700. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions. (2009). Ai, Chunrong ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1731. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises. (2009). Yu, Jun ; JunYu, ; Huang, Shirley J.. In: Finance Working Papers. RePEc:eab:financ:23054. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models. (2009). Yu, Jun ; JunYu, . In: Microeconomics Working Papers. RePEc:eab:microe:23045. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market. (2009). Kim, Don H. ; Loretan, Mico ; Remolona, Eli M.. In: EABER Working Papers. RePEc:eab:wpaper:22861. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years. (2009). Menkveld, Albert ; Yang, Zhishu ; Lin, Kuan-Pin . In: China Economic Review. RePEc:eee:chieco:v:20:y:2009:i:1:p:29-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Minimax regret treatment choice with finite samples. (2009). Stoye, JÃ¶rg. In: Journal of Econometrics. RePEc:eee:econom:v:151:y:2009:i:1:p:70-81. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Functional-coefficient cointegration models. (2009). Xiao, Zhijie. In: Journal of Econometrics. RePEc:eee:econom:v:152:y:2009:i:2:p:81-92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Weight gain in adolescents and their peers. (2009). Kwak, Sally ; Halliday, Timothy. In: Economics & Human Biology. RePEc:eee:ehbiol:v:7:y:2009:i:2:p:181-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	International stock markets interactions and conditional correlations. (2009). Savva, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:645-661. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data. (2009). Bubak, Vit ; ike, Filip . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:59:y:2009:i:4:p:334-359. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market. (2009). Hernandez-Verme, Paula ; Gu, Jingping . In: Department of Economics and Finance Working Papers. RePEc:gua:wpaper:em200902. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	International Diversification: An Extreme Value Approach. (2009). Lu, Ching-Chih ; de la Pena, Victor ; Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2009_026. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	International Diversification: A Copula Approach. (2009). Lu, Ching-Chih ; de la Pena, Victor ; Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2009_027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The Dependence Structure of Macroeconomic Variables in the US. (2009). Ning, Cathy ; Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2009_031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Women in Politics: A New Instrument for Studying the Impact of Education on Growth. (2009). Chen, Li-Ju . In: Research Papers in Economics. RePEc:hhs:sunrpe:2009_0002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Intersection Bounds: estimation and inference. (2009). Rosen, Adam ; Lee, Sokbae (Simon) ; Chernozhukov, Victor ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:19/09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France. (2009). Maurel, Arnaud ; D'Haultfoeuille, Xavier. In: IZA Discussion Papers. RePEc:iza:izadps:dp4606. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007). (2009). Stoye, JÃ¶rg. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:5:p:857-862. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Stochastic Correlation Model with Mean Reversion for Pricing Multi-Asset Options. (2009). Ma, Jun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:2:p:97-109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; BOUEZMARNI, Taoufik ; Jeroen V. K. Rombouts, . In: Cahiers de recherche. RePEc:lvl:lacicr:0927. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship. (2009). FÃ©, Eduardo ; Fe-Rodriguez, Eduardo ; Hofler, Richard . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:0916. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro ; Pstor, ubo. In: NBER Working Papers. RePEc:nbr:nberwo:14646. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The impact of the initial condition on robust tests for a linear trend. (2009). Taylor, Robert ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics. (2009). Eberhardt, Markus ; Teal, Francis . In: Economics Series Working Papers. RePEc:oxf:wpaper:csae-wps/2009-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Point Decisions for Interval-Identified Parameters. (2009). Song, Kyungchul . In: PIER Working Paper Archive. RePEc:pen:papers:09-036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics. (2009). Teal, Francis ; Eberhardt, Markus. In: MPRA Paper. RePEc:pra:mprapa:15813. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Impossibility Results for Nondifferentiable Functionals. (2009). Hirano, Keisuke ; Porter, Jack . In: MPRA Paper. RePEc:pra:mprapa:15990. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Cross-section dependence in nonstationary panel models: a novel estimator. (2009). Eberhardt, Markus ; Bond, Stephen . In: MPRA Paper. RePEc:pra:mprapa:17692. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence. (2009). Sarafidis, Vasilis. In: MPRA Paper. RePEc:pra:mprapa:25176. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Testing Panel Cointegration with Unobservable Dynamic Common Factors. (2009). Carrion-i-Silvestre, Josep ; Bai, Jushan ; Carrion-i-Silvestre, Josep Lluis, . In: MPRA Paper. RePEc:pra:mprapa:35243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Partial identification of the distribution of treatment effects and its confidence sets. (2009). Park, Sang Soo ; Fan, Yanqin . In: MPRA Paper. RePEc:pra:mprapa:37148. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend. (2009). Rodrigues, Paulo ; Nunes, Luis ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Working Papers. RePEc:ptu:wpaper:w200920. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Testing for Common Autocorrelation in Data Rich Environments. (2009). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models. (2009). Yu, Jun. In: Working Papers. RePEc:siu:wpaper:16-2009. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Dynamic Misspecification in Nonparametric Cointegrating Regression. (2009). Phillips, Peter ; Kasparis, Ioannis ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-01-2009. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Copula-based bivariate binary response models. (2009). Winkelmann, Rainer. In: SOI - Working Papers. RePEc:soz:wpaper:0913. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Screen wars, star wars, and sequels. (2009). Walls, W.. In: Empirical Economics. RePEc:spr:empeco:v:37:y:2009:i:2:p:447-461. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Set Identified Linear Models. (2009). Magnac, Thierry ; Maurin, Eric ; Bontemps, Christian. In: TSE Working Papers. RePEc:tse:wpaper:22272. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Neighborhood Effects: Accomplishments and Looking Beyond Them. (2009). topa, giorgio ; Ioannides, Yannis. In: Discussion Papers Series, Department of Economics, Tufts University. RePEc:tuf:tuftec:0736. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Social Interactions. (2009). Ioannides, Yannis ; Durlauf, Steven. In: Discussion Papers Series, Department of Economics, Tufts University. RePEc:tuf:tuftec:0739. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Intermarriage and Immigrant Employment: The Role of Networks. (2009). Theodoropoulos, Nikolaos ; Furtado, Delia. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:3-2009. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia. (2009). Brittle, Shane . In: Economics Working Papers. RePEc:uow:depec1:wp09-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	On Statistical Inference for Inequality Measures Calculated from Complex Survey Data. (2009). Roy, Nilanjana ; Clarke, Judith. In: Econometrics Working Papers. RePEc:vic:vicewp:0904. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Analysis of exchange-rate regime effect on growth: theoretical channels and empirical evidence with panel data. (2009). Petreski, Marjan. In: Economics Discussion Papers. RePEc:zbw:ifwedp:200949. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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