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Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
187
Impact Factor
1.72
5 Years IF
1.76
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.19 0.1 3.71 0.27 83 83 5823 295 308 127 24 334 91 4 1.4 8 0.1 0.04
1991 0.33 0.1 2.56 0.33 71 154 2128 377 703 148 49 326 107 3 0.8 13 0.18 0.04
1992 0.24 0.09 1.75 0.22 66 220 7457 374 1088 154 37 344 75 17 4.5 26 0.39 0.04
1993 0.28 0.11 1.13 0.24 97 317 3265 344 1445 137 38 347 85 2 0.6 21 0.22 0.05
1994 0.45 0.11 1.32 0.31 83 400 5330 507 1973 163 74 382 117 1 0.2 19 0.23 0.04
1995 0.59 0.19 2.67 0.74 83 483 12921 1273 3264 180 107 400 297 188 14.8 33 0.4 0.07
1996 0.76 0.22 2.68 0.82 103 586 8753 1547 4834 166 126 400 329 251 16.2 66 0.64 0.09
1997 0.81 0.26 2.8 1.01 107 693 5285 1920 6772 186 150 432 437 236 12.3 38 0.36 0.09
1998 0.92 0.27 2.8 0.99 111 804 11302 2236 9025 210 193 473 466 261 11.7 38 0.34 0.1
1999 0.82 0.31 3 1.06 53 857 4923 2517 11593 218 179 487 516 177 7 23 0.43 0.13
2000 1.52 0.38 3.61 1.58 85 942 4124 3329 14989 164 250 457 724 253 7.6 49 0.58 0.15
2001 1.45 0.39 3.54 1.54 91 1033 5046 3563 18649 138 200 459 707 234 6.6 62 0.68 0.14
2002 1.34 0.4 3.61 1.6 97 1130 7490 3968 22733 176 236 447 716 267 6.7 107 1.1 0.17
2003 1.85 0.42 4.18 1.88 95 1225 9102 5003 27848 188 348 437 821 238 4.8 131 1.38 0.18
2004 2.33 0.47 4.55 2.13 90 1315 4876 5891 33835 192 447 421 896 233 4 121 1.34 0.19
2005 2.48 0.51 4.74 2.26 83 1398 6204 6456 40462 185 459 458 1037 308 4.8 137 1.65 0.2
2006 2.59 0.5 5.05 2.74 130 1528 7079 7527 48179 173 448 456 1251 417 5.5 225 1.73 0.2
2007 2.54 0.44 4.25 2.6 187 1715 8184 7206 55463 213 541 495 1286 387 5.4 219 1.17 0.17
2008 2.82 0.47 4.99 3.14 168 1883 7095 9290 64857 317 895 585 1838 464 5 208 1.24 0.19
2009 2.33 0.49 5.06 2.57 104 1987 2689 9945 74912 355 826 658 1691 324 3.3 87 0.84 0.19
2010 1.86 0.46 4.56 2.44 145 2132 3892 9650 84641 272 507 672 1640 465 4.8 155 1.07 0.16
2011 1.92 0.48 5.07 2.49 146 2278 3754 11487 96185 249 478 734 1827 486 4.2 257 1.76 0.19
2012 2.16 0.51 5.33 2.44 167 2445 2646 12994 109225 291 628 750 1829 607 4.7 124 0.74 0.19
2013 2 0.58 5.42 2.38 95 2540 1703 13735 122983 313 627 730 1736 357 2.6 126 1.33 0.2
2014 2.21 0.58 5.33 2.27 145 2685 1830 14219 137289 262 578 657 1494 501 3.5 145 1 0.19
2015 2.27 0.59 5.16 2.28 195 2880 1369 14844 152153 240 544 698 1588 938 6.3 235 1.21 0.19
2016 1.73 0.64 4.9 1.86 147 3027 897 14837 166998 340 589 748 1395 707 4.8 112 0.76 0.19
2017 1.54 0.66 4.54 1.64 125 3152 365 14290 181301 342 527 749 1232 670 4.7 86 0.69 0.2
2018 1.72 0.89 4.18 1.76 123 3275 144 13690 194993 272 468 707 1242 692 5.1 62 0.5 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations 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
50 most cited documents in this series
#YearTitleCited
11998Initial 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

7375
21986Generalized 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

5925
31995Another 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.

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5723
42003Testing 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

3954
52002Unit 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.

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3213
61992Testing 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

3000
71977Formulation 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.

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2763
82005A 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

1897
91995Estimating 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

1729
101974Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120.

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1567
111996Impulse 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.

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1544
121995Statistical 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.

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1349
131992ARCH 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.

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1345
141982On 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.

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1146
151999Spurious 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.

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1033
162005Does 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.

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1023
172008Regression 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.

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1015
182008Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin . In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

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1002
191982Formulation 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.

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985
201981Panel data and unobservable individual effects. (1981). Taylor, William ; Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155.

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932
211996Residual-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.

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929
221988Some 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.

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915
231996Fractionally 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.

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889
241986Random 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.

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877
252003What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398.

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873
262007Estimation 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.

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854
271976Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145.

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833
281997Further 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.

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822
291995On 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.

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798
302006Generalized reduced rank tests using the singular value decomposition. (2006). Paap, Richard ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126.

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782
311986Errors 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.

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740
321988Limited 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.

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722
331990Analysis 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.

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719
341994Autoregressive 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.

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707
351999Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368.

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706
361994On 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.

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679
371999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

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675
381981Some 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.

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666
391996Long 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.

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663
401992Testing 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.

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662
412003Testing 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.

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645
421987Forecasting and testing in co-integrated systems. (1987). Yoo, Byung Sam ; Engle, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:35:y:1987:i:1:p:143-159.

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635
431980Long 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.

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603
442007Approximately normal tests for equal predictive accuracy in nested models. (2007). West, Kenneth ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311.

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599
451986Understanding spurious regressions in econometrics. (1986). Phillips, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:33:y:1986:i:3:p:311-340.

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586
461988Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data. (1988). Coelli, Timothy ; Battese, George E.. In: Journal of Econometrics. RePEc:eee:econom:v:38:y:1988:i:3:p:387-399.

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579
472001Long 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.

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545
481994Five 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.

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543
492001Tests 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.

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537
501990Seasonal integration and cointegration. (1990). Yoo, Byung Sam ; Hylleberg, Svend ; Granger, Clive ; Engle, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238.

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535
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998Initial 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

1638
21995Another 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

1364
31986Generalized 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

810
42003Testing 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

734
52002Unit 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

598
62005A 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

474
71977Formulation 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

377
82008Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin . In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714.

Full description at Econpapers || Download paper

374
91996Impulse 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

338
101992Testing 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

320
111995Estimating 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

304
121995Statistical 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

304
132008Regression 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

274
141999Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). Hansen, Bruce. In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368.

Full description at Econpapers || Download paper

231
152007Estimation 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

230
161999Spurious 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

216
172006Generalized reduced rank tests using the singular value decomposition. (2006). Paap, Richard ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126.

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214
182014On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

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213
192005Does 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

202
202003What 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

182
211999GMM estimation with cross sectional dependence. (1999). conley, timothy. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45.

Full description at Econpapers || Download paper

179
221974Spurious 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

172
231982On 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.

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158
241988Some 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

152
252007Approximately normal tests for equal predictive accuracy in nested models. (2007). West, Kenneth ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311.

Full description at Econpapers || Download paper

146
261996Residual-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

136
271995On 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.

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135
282008Regression discontinuity inference with specification error. (2008). Card, David ; Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:655-674.

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132
291981Panel data and unobservable individual effects. (1981). Taylor, William ; Hausman, Jerry. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155.

Full description at Econpapers || Download paper

123
301996Fractionally 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.

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120
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109
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109
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103
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90
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88
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87
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Citing documents used to compute impact factor: 468
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2018Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: CAMA Working Papers. RePEc:een:camaaa:2018-53.

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2018Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23320.

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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables. (2018). LINTON, OLIVER ; Chen, Jia. In: Discussion Papers. RePEc:yor:yorken:18/14.

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2018On the robustness of the principal volatility components. (2018). Valls Pereira, Pedro ; Hotta, Luiz ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:474.

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2018Modeling Euro STOXX 50 Volatility with Common and Market–specific Components. (2018). Gallo, Giampiero ; Cipollini, Fabrizio. In: Working Paper series. RePEc:rim:rimwps:18-26.

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2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905.

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2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:24506.

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2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:489.

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2018A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. (2018). Andreasen, Martin M ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-56.

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2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857.

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2018Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach. (2018). Motegi, Kaiji ; Sadahiro, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:118-128.

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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:022018.

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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

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2018Current account dynamics and the housing cycle in Spain. (2018). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian K ; Maas, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:22-43.

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2018Mixed frequency models with MA components. (2018). Marcellino, Massimiliano ; Stevanovi, Dalibor ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

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2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; Poon, Aubrey ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-14.

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2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Mohaddes, Kamiar ; Pesaran, H ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1874.

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2018Dynamic factor analysis for short panels: estimating performance trajectories for water utilities. (2018). Zirogiannis, Nikolaos ; Tripodis, Yorghos. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0394-y.

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2018Measuring monetary policy deviations from the Taylor rule. (2018). Palma, Nuno ; Madeira, Joao ; Smith, Richard J ; Grant, Nicky L. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1803.

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2018GEL-Based Inference from Unconditional Moment Inequality Restrictions. (2018). Grant, Nicky L ; Smith, Richard J. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1802.

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2018GEL-based inference with unconditional moment inequality restrictions. (2018). Grant, Nicky L ; Smith, Richard J. In: CeMMAP working papers. RePEc:ifs:cemmap:23/18.

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2018Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:17.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Bayesian Dynamic Tensor Regression. (2018). Billio, Monica ; Iacopini, Matteo ; Kaufmann, Sylvia ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2018:13.

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2018A scoring rule for factor and autoregressive models under misspecification. (2018). Casarin, Roberto ; Sartore, Domenico ; Ravazzolo, Francesco ; Corradin, Fausto. In: Working Papers. RePEc:ven:wpaper:2018:18.

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2018Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Working Papers. RePEc:umc:wpaper:1801.

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2018Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:143-166.

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2018Comment on “What Do Interpolated Nonparametric Confidence Intervals for Population Quantiles Guarantee?”, Frey and Zhang (2017). (2018). Hutson, Alan. In: The American Statistician. RePEc:taf:amstat:v:72:y:2018:i:3:p:302-302.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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2018Exponentially tilted likelihood inference on growing dimensional unconditional moment models. (2018). Tang, Niansheng ; Zhao, Puying ; Yan, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:57-74.

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2018Moment redundancy test with application to efficiency-improving copulas. (2018). Hao, Bowen ; Qian, Hailong ; Prokhorov, Artem. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:29-33.

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2018A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise. (2018). Li, Yingying ; Zhang, Zhiyuan. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:187-222.

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2018Efficient asymptotic variance reduction when estimating volatility in high frequency data. (2018). Clinet, Simon ; Potiron, Yoann. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:103-142.

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2018Publication patterns and coauthorship in the Journal of Corporate Finance. (2018). Andrikopoulos, Andreas ; Trichas, Georgios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:98-108.

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2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Fryzlewicz, Piotr ; Cho, Haeran ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110.

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2018Count and duration time series with equal conditional stochastic and mean orders. (2018). Francq, Christian ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:90838.

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2018Matching distributions: Recovery of implied physical densities from option prices. (2018). Talponen, Jarno . In: Papers. RePEc:arx:papers:1803.03996.

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2018Volatility-of-volatility risk. (2018). Huang, Darien ; Thimme, Julian ; Shaliastovich, Ivan ; Schlag, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:210.

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2018Rate Optimal Specification Test When the Number of Instruments is Large. (2018). Hitomi, Kohtaro ; Nishiyama, Yoshihiko ; Iwasawa, Masamune . In: KIER Working Papers. RePEc:kyo:wpaper:986.

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2018Structural changes and out-of-sample prediction of realized range-based variance in the stock market. (2018). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:27-39.

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2018The case for Divisia monetary statistics: A Bayesian time-varying approach. (2018). Ellington, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:26-41.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109.

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2018Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673.

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2018Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:1-29.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018What do panel data say on inequality and GDP? New evidence at US state-level. (2018). Costantini, Mauro ; Paradiso, Antonio. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:115-117.

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2018Efficient Shrinkage for Generalized Linear Mixed Models Under Linear Restrictions. (2018). Thomson, T ; Hossain, S. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:2:d:10.1007_s13171-017-0122-6.

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2018Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:554-573.

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2018A spatial panel data model with time varying endogenous weights matrices and common factors. (2018). Lee, Lung-Fei ; Shi, Wei. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:6-34.

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2018An Averaging GMM Estimator Robust to Misspecification. (2018). Shi, Ruoyao ; Liao, Zhipeng. In: Working Papers. RePEc:ucr:wpaper:201803.

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2018Weighted-average least squares estimation of generalized linear models. (2018). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:1-17.

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2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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2018Economic Growth and Income Inequality in Resource Countries: Theory and Evidence. (2018). Reisinezhad, Arsham. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01707976.

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2018Health and education during industrialization: Evidence from early twentieth century Japan. (2018). Ogasawara, Kota. In: International Journal of Educational Development. RePEc:eee:injoed:v:61:y:2018:i:c:p:40-54.

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2018How mobile phones can improve nutrition among pastoral communities: Panel data evidence from Northern Kenya. (2018). Musshoff, Oliver ; Qaim, Matin ; Parlasca, Martin C. In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:274651.

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2018Inversion copulas from nonlinear state space models with an application to inflation forecasting. (2018). Smith, Michael Stanley ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:389-407.

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2018Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model. (2018). Li, Mengheng ; Scharth, Marcel. In: Working Paper Series. RePEc:uts:ecowps:49.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2018Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach. (2018). Han, Heejoon ; Kyeong, NA. In: Korean Economic Review. RePEc:kea:keappr:ker-20180701-34-2-05.

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2018Understanding the US natural gas market: A Markov switching VAR approach. (2018). Hou, Chenghan ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:42-53.

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2018State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Chang, Yoosoon ; Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0067.

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2018Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models. (2018). Chappell, Daniel. In: MPRA Paper. RePEc:pra:mprapa:90682.

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2018State Space Models with Endogenous Regime Switching. (2018). Maih, Junior ; Chang, Yoosoon ; Tan, Fei. In: Caepr Working Papers. RePEc:inu:caeprp:2018011.

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2018Regime switching panel data models with interative fixed effects. (2018). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-21.

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2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Laurent, Sébastien ; Francq, Christian ; darolles, serge. In: MPRA Paper. RePEc:pra:mprapa:83988.

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2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Francq, Christian ; darolles, serge ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:223-247.

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2018Volatility Estimation and Jump Detection for drift-diffusion Processes. (2018). Shi, Shuping ; Laurent, Sebastien. In: Working Papers. RePEc:hal:wpaper:halshs-01944449.

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2018Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas. (2018). Francq, Christian ; darolles, serge ; Laurent, Sebastien. In: Working Papers. RePEc:hal:wpaper:halshs-01944656.

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2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Laurent, Sébastien ; Francq, Christian ; darolles, serge. In: Post-Print. RePEc:hal:journl:hal-01980815.

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2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1803.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2018Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_05.

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2018Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Paper series. RePEc:rim:rimwps:18-22.

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2018Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Herwartz, Helmut ; Rohloff, Hannes ; Maxand, Simone. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:354.

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2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Bertsche, Dominik ; Braun, Robin. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181631.

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2018Social Investment and youth labour market participation: a EU regional analysis. (2018). Giannetti, Caterina ; Ecchia, Giulio ; Gagliardi, Francesca. In: Discussion Papers. RePEc:pie:dsedps:2018/236.

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2018How do shocks to bank capital affect lending and growth?. (2018). Tolo, Eero ; Miettinen, Paavo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_025.

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2018Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804.

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2018Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1802.

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2018The Stochastic Stationary Root Model. (2018). Hetland, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:39-:d:165046.

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2018Testing the null of difference stationarity against the alternative of a stochastic unit root: A new test based on multivariate STUR. (2018). Muriel, Nelson ; Gonzalez-Farias, Graciela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:46-62.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2018Comparing large-sample maximum Sharpe ratios and incremental variable testing. (2018). Hanke, Michael ; Penev, Spiridon. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:571-579.

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2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692.

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2018Trending Mixture Copula Models with Copula Selection. (2018). Hafner, Christian ; Liu, Guannan ; Cai, Zongwu ; Yang, Bingduo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201809.

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2018Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods. (2018). Nakamura, Daisuke ; Iiboshi, Hirokuni ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: MPRA Paper. RePEc:pra:mprapa:85523.

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2018Combining predictive distributions for the statistical post-processing of ensemble forecasts. (2018). Baran, Sandor ; Lerch, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:477-496.

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2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices. (2018). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2801-:d:162455.

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2018Forecasting for the Russian Economy Using Small-Scale DSGE Models. (2018). Kreptsev, Dmitry ; Seleznev, Sergei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:51-67.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). Mitchell, James ; van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2018A Composite Likelihood Approach for Dynamic Structural Models. (2018). Canova, Fabio ; Matthes, Christian. In: Working Paper. RePEc:fip:fedrwp:18-12.

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2018Robust Macroprudential Policy Rules under Model Uncertainty. (2018). Lieberknecht, Philipp ; Wieland, Volker ; Quintana, Jorge ; Binder, Michael. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181503.

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2018Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models. (2018). Holtemöller, Oliver ; Schult, Christoph ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:152018.

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2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. (2018). Basturk, Nalan ; van Dijk, Herman ; Hoogerheide, Lennart ; Grassi, Stefano ; Borowska, Agnieszka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180076.

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2018Debt regimes and the effectiveness of monetary policy. (2018). Huber, Florian ; de Luigi, Clara. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:218-238.

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2018Forecasting the Australian economy with DSGE and BVAR models. (2018). Robinson, Tim ; Langcake, Sean. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:251-267.

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2018Predicting relative forecasting performance : An empirical investigation. (2018). Sekhposyan, Tatevik ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_023.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13245.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: Working Papers. RePEc:bny:wpaper:0068.

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2018A Frequency-Domain Approach to Dynamic Macroeconomic Models. (2018). Tan, Fei. In: MPRA Paper. RePEc:pra:mprapa:90487.

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2018Consistent estimator of nonparametric structural spurious regression model for high frequency data. (2018). Jeong, Minsoo. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:18-21.

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2018Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Beyeler, Simon ; Kaufmann, Sylvia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602.

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2018Multidimensional Parameter Heterogeneity in Panel Data Models. (2018). Neal, Timothy. In: Discussion Papers. RePEc:swe:wpaper:2016-15a.

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2018From NY to LA: A Look at the Wage Phillips Curve Using Cross-Geographical Data. (2018). Wilson, Daniel ; Leduc, Sylvain. In: 2018 Meeting Papers. RePEc:red:sed018:1290.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices. (2018). Daniele, Maurizio ; Zagidullina, Aygul ; Pohlmeier, Winfried . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1807.

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2018Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns. (2018). Lovcha, Yuliya ; Laborda, alex Perez . In: Working Papers. RePEc:urv:wpaper:2072/307362.

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2018Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127.

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2018Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling. (2018). Hansen, Anne Lundgaard. In: Discussion Papers. RePEc:kud:kuiedp:1812.

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2018Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data. (2018). Hoshino, Tadao. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:160-172.

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2018The ZD-GARCH model: A new way to study heteroscedasticity. (2018). Zhu, Ke ; Ling, Shiqing ; Zhang, Xingfa . In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:1-17.

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2018Tackling Income Inequality: What Works and Why?. (2018). Cuesta, Jose ; Schmidt, Maika ; Revenga, Ana ; Negre, Mario. In: Journal of Income Distribution. RePEc:jid:journl:y:2018:v:26:i:1:p:1-48.

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2018Advancing the economics of gender: New insights and a roadmap for the future. (2018). Sauer, Robert ; Cozzi, Guido ; Mantovan, Noemi ; Lundberg, Shelly ; Francesconi, Marco. In: European Economic Review. RePEc:eee:eecrev:v:109:y:2018:i:c:p:1-8.

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2018Personality traits, intra-household allocation and the gender wage gap. (2018). Flinn, Christopher J ; Zhang, Weilong ; Todd, Petra E. In: European Economic Review. RePEc:eee:eecrev:v:109:y:2018:i:c:p:191-220.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Working Papers. RePEc:umc:wpaper:1709.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Working Papers. RePEc:umc:wpaper:1802.

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2018Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor H. In: Papers. RePEc:arx:papers:1810.05287.

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2018
2018Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics. (2018). Kaplan, David ; Goldman, Matt. In: Working Papers. RePEc:umc:wpaper:1620.

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2018Quantile-Regression Inference With Adaptive Control of Size. (2018). Goh, Chuan ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:1807.06977.

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2018Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470.

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2018Paid Parental Leave and Female Labour Supply: AÂ Review. (2018). Kalb, Guyonne. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:304:p:80-100.

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2018Aspects of Governance and $$\hbox {CO}_2$$ CO 2 Emissions: A Non-linear Panel Data Analysis. (2018). Tarverdi, Yashar. In: Environmental & Resource Economics. RePEc:kap:enreec:v:69:y:2018:i:1:d:10.1007_s10640-016-0071-x.

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2018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:134-149.

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2018Modelling spatial regimes in farms technologies. (2018). Billé, Anna Gloria ; Benedetti, R ; Salvioni, C. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:49:y:2018:i:2:d:10.1007_s11123-018-0529-7.

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2018Estimating Models with Dynamic Network Interactions and Unobserved Heterogeneity. (2018). Corrado, Luisa ; di Novo, Salvatore. In: CEIS Research Paper. RePEc:rtv:ceisrp:439.

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2018CREDIBLY IDENTIFYING SOCIAL EFFECTS: ACCOUNTING FOR NETWORK FORMATION AND MEASUREMENT ERROR. (2018). Malde, Bansi ; Advani, Arun. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1016-1044.

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2018Assessing the Productivity Consequences of Agri-Environmental Practices When Adoption Is Endogenous. (2018). Bostian, Aj A ; Simola, Antti ; Laukkanen, Marita. In: Working Papers. RePEc:fer:wpaper:112.

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2018Stochastic frontier models with network selectivity. (2018). Horrace, William C ; Jung, Hyunseok. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0537-7.

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2018Estimating efficiency in a spatial autoregressive stochastic frontier model. (2018). Kutlu, Levent. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:155-157.

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2018The Spatial Efficiency Multiplier and Common Correlated Effects in a Spatial Autoregressive Stochastic Frontier Model. (2018). Glass, Anthony J ; Weyman-Jones, Thomas ; Sickles, Robin C ; Kenjegalieva, Karligash. In: Working Papers. RePEc:ecl:riceco:18-003.

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2018Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model. (2018). Álvarez, Inmaculada ; Orea, Luis ; Gude, Alberto. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0540-z.

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2018Spatial dependency and technical efficiency: an application of a Bayesian stochastic frontier model to irrigated and rainfed rice farmers in Bohol, Philippines. (2018). Pede, Valerien ; McKinley, Justin ; Kajisa, Kei ; Areal, Francisco ; Singbo, Alphonse. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:301-312.

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2018Evaluating countries’ innovation potential: an international perspective. (2018). Philippas, Dionisis ; Tziogkidis, Panagiotis ; Sickles, Robin C ; Leontitsis, Alexandros. In: Working Papers. RePEc:ecl:riceco:18-011.

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2018A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2018). Simar, Leopold ; Daraio, Cinzia ; Badin, Luiza . In: DIAG Technical Reports. RePEc:aeg:report:2018-02.

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2018A novel model of costly technical efficiency. (2018). Tsionas, Mike G ; Izzeldin, Marwan. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:2:p:653-664.

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2018Environmental factors in frontier estimation – A Monte Carlo analysis. (2018). Seifert, Stefan ; Nieswand, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:133-148.

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2018Fast and Efficient Computation of Directional Distance Estimators. (2018). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: DIAG Technical Reports. RePEc:aeg:report:2018-05.

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2018Fast and Efficient Computation of Directional Distance Estimators. (2018). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: LEM Papers Series. RePEc:ssa:lemwps:2018/21.

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2018Estimation of cost efficiency without cost data. (2018). Kutlu, Levent ; Wang, Ran. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:49:y:2018:i:2:d:10.1007_s11123-018-0527-9.

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2018Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators. (2018). Mattera, Raffaele ; Panarello, Demetrio ; Giacalone, Massimiliano. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:52:y:2018:i:4:d:10.1007_s11135-017-0571-y.

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2018Improvement pathway of energy consumption structure in Chinas industrial sector: From the perspective of directed technical change. (2018). Shao, Shuai ; Miao, Zhuang ; Yang, Lili. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:166-176.

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2018On estimating efficiency effects in a stochastic frontier model. (2018). Paul, Satya ; Shankar, Sriram. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:769-774.

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2018Exploring the effect of crisis on cooperatives: A Bayesian performance analysis of French craftsmen cooperatives. (2018). Musson, Anne ; Rousseliere, Damien. In: Working Papers. RePEc:ags:inrasl:279350.

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2018Cost, Revenue, and Profit Function Estimates. (2018). Kutlu, Levent ; Sickles, Robin C ; Liu, Shasha. In: Working Papers. RePEc:ecl:riceco:18-006.

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2018Regional Integration: Do intra-African trade and migration improve income in Africa?. (2018). Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-9.

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2018The marital satisfaction of differently aged couples. (2018). McKinnish, Terra ; Lee, Wang-Sheng. In: Journal of Population Economics. RePEc:spr:jopoec:v:31:y:2018:i:2:d:10.1007_s00148-017-0658-8.

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2018Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models. (2018). Windmeijer, Frank. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/696.

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2018Information Frictions, Internet and the Relationship between Distance and Trade*. (2018). Mogstad, Magne ; Leuven, Edwin ; Akerman, Anders. In: Memorandum. RePEc:hhs:osloec:2018_001.

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2018Determinants of industrial location: Kingdom of Yugoslavia in the interwar period. (2018). Nikoli, Stefan. In: European Review of Economic History. RePEc:oup:ereveh:v:22:y:2018:i:1:p:101-133..

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2018The effects of cooperation in accreditation on international trade: Empirical evidence on ISO 9000 certifications. (2018). Blind, Knut ; Pohlisch, Jakob ; Mangelsdorf, Axel. In: International Journal of Production Economics. RePEc:eee:proeco:v:198:y:2018:i:c:p:50-59.

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2018Blessing a Curse? Institutional Reform and Resource Booms in Colombia. (2018). Maldonado, Stanislao ; Gallego, Jorge ; Trujillo, Lorena. In: Working Papers. RePEc:apc:wpaper:122.

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2018Fiscal multipliers and foreign holdings of public debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Economics Working Papers. RePEc:upf:upfgen:1610.

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2018Fiscal Multipliers and Foreign Holdings of Public Debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Working Papers. RePEc:bge:wpaper:1040.

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2018Fiscal devaluations: evidence using bilateral trade balance data. (2018). Vukšić, Goran ; Vizek, Maruška ; Tkalec, Marina ; Holzner, Mario ; Vuki, Goran. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:154:y:2018:i:2:d:10.1007_s10290-018-0309-5.

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2018Growth effects of inequality and redistribution: What are the transmission channels?. (2018). Gründler, Klaus ; Scheuermeyer, Philipp ; Grundler, Klaus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:293-313.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2018Government Consumption and Investment: Does the Composition of Purchases Affect the Multiplier?. (2018). Boehm, Christoph. In: Working Papers. RePEc:mie:wpaper:662.

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2018Peer Effects in Legislative Voting. (2018). Harmon, Nikolaj ; Kamenica, Emir ; Fisman, Raymond. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:dp-304.

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2018Consumption Network Effects. (2018). DeGiorgi, Giacomo ; de Giorgi, Giacomo. In: 2018 Meeting Papers. RePEc:red:sed018:692.

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2018Fertility Transitions in Developing Countries: Convergence, Timing, and Causes. (2018). Papagni, Erasmo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:248.

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2018Fiscal multipliers and foreign holdings of public debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Working Papers. RePEc:stm:wpaper:30.

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2018How do fuel taxes impact new car purchases? An evaluation using French consumer-level data. (2018). GIVORD, Pauline ; Naegele, Helene ; Grislain-Letremy, Celine. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:76-96.

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2018Applicability of agglomeration to tourism economics. (2018). Adachi, Yusuke. In: Japan and the World Economy. RePEc:eee:japwor:v:47:y:2018:i:c:p:58-67.

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2018Gender- and education-related effects of financial literacy and confidence on financial wealth. (2018). Bannier, Christina ; Schwarz, Milena. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:67:y:2018:i:c:p:66-86.

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2018The Contribution of Foreign Migration to Local Labor Market Adjustment. (2018). Amior, Michael. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1582.

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2018On the Stock–Yogo Tables. (2018). Windmeijer, Frank ; Skeels, Christopher L. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:44-:d:182573.

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2018The Effect of Media Coverage on Mass Shootings. (2018). Jetter, Michael ; Walker, Jay K. In: IZA Discussion Papers. RePEc:iza:izadps:dp11900.

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2018Growth, inequality and poverty: A robust relationship?. (2018). Servén, Luis ; Serven, Luis ; Marrero, Gustavo A. In: Working Papers. RePEc:inq:inqwps:ecineq2018-478.

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2018Fiscal Multipliers and Foreign Holdings of Public Debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12960.

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2018Path dependencies versus efficiencies in regulation: Evidence from old and new broadband markets in the EU. (2018). Vogelsang, Ingo ; Camarda, Enrico Maria ; Briglauer, Wolfgang. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18051.

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2018Global capital markets, housing prices, and partisan fiscal policies. (2018). Ansell, Ben W ; Flaherty, Thomas ; Broz, Lawrence J. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:3:p:307-339.

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2018On the design of stabilising fiscal rules. (2018). Vilerts, Karlis ; Tkacevs, Olegs ; Reuter, Wolf Heinrich. In: Working Papers. RePEc:ltv:wpaper:201805.

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2018Labor Market Impacts of States Issuing of Driving Licenses to Undocumented Immigrants. (2018). Arenas-Arroyo, Esther ; Sevilla, Almudena ; Amuedo-Dorantes, Catalina. In: IZA Discussion Papers. RePEc:iza:izadps:dp12049.

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2018The contribution of foreign migration to local labor market adjustment. (2018). Amior, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91705.

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2018On the design of stabilising fiscal rules. (2018). Vilerts, Krlis ; Tkaevs, Oegs ; Reuter, Wolf Heinrich. In: Working Papers. RePEc:zbw:svrwwp:112018.

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2018Peer Effects in Legislative Voting. (2018). Kamenica, Emir ; Fisman, Raymond ; Harmon, Nikolaj. In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. RePEc:bos:iedwpr:dp-304.

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2018Operational Efficiency of Bank Loans and Deposits: A Case Study of Vietnamese Banking System. (2018). Ngo, Thanh ; Tripe, David ; Nguyen, Tram . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:14-:d:128829.

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2018Relative Effectiveness of Energy Efficiency Programs versus Market Based Climate Policies in the Chemical Industry. (2018). Lee, Jonathan ; Boyd, Gale. In: Working Papers. RePEc:cen:wpaper:18-16.

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2018Agricultural reforms and production in China: Changes in provincial production function and productivity in 1978–2015. (2018). Gong, Binlei. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:18-31.

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2018Identifying factor productivity from micro-data: The case of EU agriculture. (2018). Petrick, Martin ; Kloss, Mathias. In: IAMO Discussion Papers. RePEc:zbw:iamodp:171.

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2018Endogeneity, heterogeneity, and determinants of inefficiency in Norwegian crop-producing farms. (2018). Kumbhakar, Subal ; Lien, Gudbrand ; Alem, Habtamu. In: International Journal of Production Economics. RePEc:eee:proeco:v:201:y:2018:i:c:p:53-61.

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2018Stochastic Frontier Analysis: Foundations and Advances. (2018). Zelenyuk, Valentin ; Kumbhakar, Subal ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:123.

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2018Identifying factor productivity from micro-data: the case of EU agriculture. (2018). Petrick, Martin ; Kloss, Mathias. In: IAMO Discussion Papers. RePEc:ags:iamodp:271870.

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2018Interstate Competition in Agriculture: Cheer or Fear? Evidence from the United States and China. (2018). Gong, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277462.

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2018US Bank Efficiency and FED Activity. (2018). Kutlu, Levent ; al Masud, Mohammad I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00992.

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2018Effects of agricultural mechanization on economies of scope in crop production in Nigeria. (2018). Takeshima, Hiroyuki ; Hatzenbuehler, Patrick ; Edeh, Hyacinth. In: NSSP working papers. RePEc:fpr:nsspwp:53.

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2018Interstate competition in agriculture: Cheer or fear? Evidence from the United States and China. (2018). Gong, Binlei. In: Food Policy. RePEc:eee:jfpoli:v:81:y:2018:i:c:p:37-47.

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2018Shadow directional distance functions with bads: GMM estimation of optimal directions and efficiencies. (2018). Atkinson, Scott E ; Tsionas, Mike G. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:1:d:10.1007_s00181-017-1233-6.

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2018Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions. (2018). Atkinson, Scott E ; Tsionas, Mike G ; Primont, Daniel . In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:131-146.

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2018Environmental efficiency evaluation of thermal power generation in China based on a slack-based endogenous directional distance function model. (2018). Song, Malin ; Wang, Jianlin. In: Energy. RePEc:eee:energy:v:161:y:2018:i:c:p:325-336.

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2018Revisiting Transformation and Directional Technology Distance Functions. (2018). Kolomiytseva, Yaryna. In: Papers. RePEc:arx:papers:1812.10108.

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2018Direction Selection in Stochastic Directional Distance Functions. (2018). Ferrier, Gary D ; Sickles, Robin C ; Layer, Kevin ; Johnson, Andrew L. In: Working Papers. RePEc:ecl:riceco:18-010.

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2018Duality in Production. (2018). Diewert, Walter. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:erwin_diewert-2018-2.

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2018Scanner Data, Elementary Price Indexes and the Chain Drift Problem. (2018). Diewert, Erwin ; Marandola, Tina. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:tina_marandola-2018-9.

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2018Scanner Data, Elementary Price Indexes and the Chain Drift Problem. (2018). Diewert, Walter. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:erwin_diewert-2018-10.

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2018Technology, offshoring and the rise of non-routine jobs. (2018). de Vries, Gaaitzen. In: Journal of Development Economics. RePEc:eee:deveco:v:135:y:2018:i:c:p:412-432.

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2018Rank-based poverty measures and poverty ordering with an application to Tunisia. (2018). chtioui, naouel ; Ayadi, Mohamed. In: Portuguese Economic Journal. RePEc:spr:portec:v:17:y:2018:i:2:d:10.1007_s10258-017-0140-2.

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2018Household Economic Inequality in Australia. (2018). Kaplan, Greg ; Stone, Tahlee ; la Cava, Gianni. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:305:p:117-134.

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2018Econometric Perspectives on Economic Measurement. (2018). Gorajek, Adam . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-08.

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2018Sales and the (Mis)measurement of price level fluctuations. (2018). Glandon, P J. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:60-77.

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2018Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations. (2018). Pinkwart, Nicolas . In: Discussion Papers. RePEc:zbw:bubdps:362018.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2018Measuring Spatial Price Level Differences within a Country: Current status and Future Developments /Medición de las diferencias de nivel de precios espaciales dentro de un país: Estado actual y evol. (2018). Rao, D.S. Prasada ; Prasada, D S ; Laureti, Tiziana. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_9.

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2018Spatial Chaining in International Comparisons of Prices and Real Incomes. (2018). Rao, D.S. Prasada ; Hill, Robert ; Hajargasht, Gholamreza ; Shankar, Sriram ; Prasada, D S. In: Graz Economics Papers. RePEc:grz:wpaper:2018-03.

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2018Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics. (2018). Steel, Mark ; Kalli, Maria ; Griffin, Jim . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0384-0.

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2018Testing for parameter instability in predictive regression models. (2018). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:101-118.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2018Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-03.

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2018Network and Panel Quantile Effects Via Distribution Regression. (2018). Chernozhukov, Victor ; Weidner, Martin ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1803.08154.

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2018Binary choice model with interactive effects. (2018). Xue, Sen ; Zhou, Qiankun ; Yang, Thomas Tao . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:338-350.

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2018Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion. (2018). Steinwender, Claudia ; Juhasz, Reka. In: NBER Working Papers. RePEc:nbr:nberwo:24590.

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2018Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect. (2018). Raf, Tobias Mueller. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1809.

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2018Social Networks and Entrepreneurship. Evidence from a Historical Episode of Industrialization. (2018). Mejia, Javier. In: DOCUMENTOS CEDE. RePEc:col:000089:016380.

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2018Network and panel quantile effects via distribution regression. (2018). Chernozhukov, Victor ; Weidner, Martin ; Fernandez-Val, Ivan. In: CeMMAP working papers. RePEc:ifs:cemmap:21/18.

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2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765.

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2018Social Networks and Entrepreneurship. Evidence from a Historical Episode of Industrialization. (2018). Mejia, Javier. In: Working Papers. RePEc:nad:wpaper:20180020.

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2018Can households see into the future? Survey evidence from the Netherlands. (2018). Pettinicchi, Yuri ; Massenot, Baptiste. In: SAFE Working Paper Series. RePEc:zbw:safewp:233.

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2018Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets. (2018). Hinterschweiger, Marc ; Lazarov, Vladimir . In: Bank of England working papers. RePEc:boe:boeewp:0760.

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2018Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12716.

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2018The Role of Weather on Schooling and Work of Young Adults in Madagascar. (2018). Tiberti, Luca ; Marchetta, Francesca ; Sahn, David E. In: Working Papers PMMA. RePEc:lvl:pmmacr:2018-08.

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2018Do cultural differences affect the trade of cultural goods? A study in trade of music. (2018). Takara, Yuki. In: Journal of Cultural Economics. RePEc:kap:jculte:v:42:y:2018:i:3:d:10.1007_s10824-017-9313-1.

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2018On the density estimation of air pollution in Beijing. (2018). Fan, Yanqin ; Yan, Karen X ; Hou, Lei. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:110-113.

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2018Why Cities Emerge and Grow? Explanations of Theoretical and Empirical Studies. (2018). Kolomak, Evgeniya. In: Spatial Economics=Prostranstvennaya Ekonomika. RePEc:far:spaeco:y:2018:i:2:p:134-153.

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2018Cointegration in functional autoregressive processes. (2018). Paruolo, Paolo ; Franchi, Massimo. In: Papers. RePEc:arx:papers:1712.07522.

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2018Semiparametric model average prediction in panel data analysis. (2018). Huang, Tao ; Li, Jialiang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:125-144.

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2018Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting. (2018). Gerlach, Richard ; Storti, Giuseppe ; Naimoli, Antonio. In: MPRA Paper. RePEc:pra:mprapa:83893.

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2018Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108.

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2018Forecasting realized variance measures using time-varying coefficient models. (2018). Bekierman, Jeremias ; Manner, Hans. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:276-287.

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2018Forecasting the value-at-risk of Chinese stock market using the HARQ model and extreme value theory. (2018). Liu, Guangqiang ; Hu, Yang ; Yu, Jiang ; Chen, Yongfei ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:288-297.

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2018Forecasting the realized volatility of the Chinese stock market: Do the G7 stock markets help?. (2018). Peng, Huan ; Diao, Xiaohua ; Mei, Dexiang ; Chen, Ruoxun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:78-85.

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2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2018Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from Chinas stock market. (2018). Ping, Yuan ; Li, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:222-229.

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2018An approximate long-memory range-based approach for value at risk estimation. (2018). Meng, Xiaochun ; Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:377-388.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets. (2018). Qu, Hui ; Niu, Mengyi ; Duan, Qingling. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:767-776.

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2018Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions. (2018). Quaedvlieg, Rogier ; Patton, Andrew J ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:71-91.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting. (2018). Storti, Giuseppe ; Naimoli, Antonio ; Gerlach, Richard. In: MPRA Paper. RePEc:pra:mprapa:94289.

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2018Combining Multivariate Volatility Forecasts using Weighted Losses. (2018). Doolan, M ; Clements, A. In: NCER Working Paper Series. RePEc:qut:auncer:2018_02.

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2018Directional Predictability of Daily Stock Returns. (2018). Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-624.

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2018Unified Tests for a Dynamic Predictive Regression. (2018). Yang, Bingduo ; Cai, Zongwu ; Peng, Liang ; Liu, Xiaohui. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201808.

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2018Public Education Spending and Economic Growth: The Governance Threshold Effect. (2018). Trabelsi, Salwa. In: Journal of Economic Development. RePEc:jed:journl:v:43:y:2018:i:1:p:101-124.

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2018On the examination of non-linear relationship between market structure and performance in the US manufacturing industry. (2018). Stengos, Thanasis ; POLEMIS, MICHAEL ; Chen, Chaoyi. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:1-4.

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2018Economic growth and government size in developed European countries: A panel threshold approach. (2018). Hajamini, Mehdi ; Falahi, Mohammad Ali. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:1-13.

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2018Corporate debt and investment: A firm-level analysis for stressed euro area countries. (2018). Gebauer, Stefan ; Westphal, Andreas ; Setzer, Ralph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:112-130.

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2018Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: A Panel Threshold Analysis. (2018). Stengos, Thanasis ; POLEMIS, MICHAEL ; Chen, Chaoyi. In: MPRA Paper. RePEc:pra:mprapa:89575.

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2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: CREATES Research Papers. RePEc:aah:create:2018-27.

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2018On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis. (2018). Stengos, Thanasis ; POLEMIS, MICHAEL ; Chen, Chaoyi. In: MPRA Paper. RePEc:pra:mprapa:89671.

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2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-665.

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2018Does computer penetration increase farmers’ income? An empirical study from China. (2018). Gao, Yanyan ; Sun, Jun ; Zang, Leizhen . In: Telecommunications Policy. RePEc:eee:telpol:v:42:y:2018:i:5:p:345-360.

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2018Econometrics with system priors. (2018). Plašil, Miroslav ; Plail, Miroslav ; Andrle, Michal. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:134-137.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

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2018LASSO-Driven Inference in Time and Space. (2018). Härdle, Wolfgang ; Chernozhukov, Victor ; Wang, W ; Huang, C ; Hardle, W K. In: Working Papers. RePEc:cty:dpaper:18/04.

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2018Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Tian, Dingshi ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807.

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2018Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Lucotte, Yannick ; Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608.

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2018Nets: network estimation for time series. (2018). Brownlees, Christian T ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90493.

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2018Estimation and forecasting in vector autoregressive moving average models for rich datasets. (2018). Dias, Gustavo Fruet ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:75-91.

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2018Identifying Noise Shocks. (2018). Chan, Joshua ; Koop, Gary ; Eisenstat, Eric ; Benati, Luca. In: Working Paper Series. RePEc:uts:ecowps:41.

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2018A mixture autoregressive model based on Students $t$-distribution. (2018). Saikkonen, Pentti ; Preve, Daniel ; Meitz, Mika. In: Papers. RePEc:arx:papers:1805.04010.

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2018State-Dependent Transmission of Monetary Policy in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias ; Burgard, Jan Pablo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7074.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Factors behind the Freight Rates in the Liner Shipping Industry. (2018). Vallee, Thomas ; Moussa, Zakaria ; Kutin, Nikola. In: Working Papers. RePEc:hal:wpaper:halshs-01828633.

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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1762.

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2018Calculating joint confidence bands for impulse response functions using highest density regions. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1325-3.

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2018Sequential testing for structural stability in approximate factor models. (). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/04.

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2018Asymptotic collinearity in CCE estimation of interactive effects models. (2018). , Joakimwesterlund ; Petrova, Yana ; Westerlund, Joakim. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:331-337.

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2018On the choice of test statistic for conditional moment inequalities. (2018). Armstrong, Timothy B. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:241-255.

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2018Asymptotic Theory for Rough Fractional Vasicek Models. (2018). Yu, Jun ; JunYu, ; Xiao, Weilin. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_007.

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2018The Grid Bootstrap for Continuous Time Models. (2018). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_020.

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2018Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity. (2018). Arvanitis, Stelios ; Magdalinos, Tassos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:892-908.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018MATS: Inference for potentially singular and heteroscedastic MANOVA. (2018). Friedrich, Sarah ; Pauly, Markus. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:166-179.

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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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2018Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data. (2018). Dobler, Dennis ; Pauly, Markus. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-017-0565-z.

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2018Testing for strict stationarity in a random coefficient autoregressive model. (2002). Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/02.

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2018Testing for randomness in a random coefficient autoregression model. (). Horvath, Lajos ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/03.

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2018Simultaneous Generalized Method of Moments Estimator for Panel Data Models with Spatially Correlated Error Components. (2018). Amba, Claude Marius ; Mbratana, Taoufiki. In: MPRA Paper. RePEc:pra:mprapa:84746.

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2018GMM estimation of the spatial autoregressive model in a system of interrelated networks. (2018). Lee, Lung-Fei ; Wang, Wei ; Bao, Yan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:167-198.

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2018Broadband’s Relationship to Rural Housing Values. (2018). Deller, Steven ; Whitacre, Brian. In: Staff Paper Series. RePEc:ecl:wisagr:591.

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2018The small sample properties of Indirect Inference in testing and estimating DSGE models. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/7.

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2018Supply-side policy and economic growth: A case study of the UK. (2018). Meenagh, David ; Minford, Lucy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/10.

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2018Growth of industrial CO2 emissions in Shanghai city: Evidence from a dynamic vector autoregression analysis. (2018). Lin, Boqiang ; Xu, Bin. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:167-177.

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2018Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0219.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2018Missing Observations in Observation-Driven Time Series Models. (2018). Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180013.

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2018DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030.

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2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter. (2018). Debarsy, Nicolas ; Yang, Zhenlin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:1-5.

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2018Partial identification and inference in censored quantile regression. (2018). Fan, Yanqin ; Liu, Ruixuan. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:1-38.

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2018Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods. (2018). Oka, Tatsushi ; Callaway, Brantly ; Li, Tong. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:395-413.

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2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity. (2018). Hwang, Eunju ; Shin, Dong Wan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:178-195.

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2018Panel data approach vs synthetic control method. (2018). hsiao, cheng ; Xie, Yimeng ; WAN, Shui-Ki . In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:121-123.

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2018ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

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2018Do parole abolition and Truth-in-Sentencing deter violent crimes in Virginia?. (2018). Li, QI ; Long, Wei. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1332-4.

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2018Rule of Law and Avoided Deforestation from Protected Areas. (2018). Abman, Ryan . In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:282-289.

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2018Inference on Local Average Treatment Effects for Misclassified Treatment. (2018). Yanagi, Takahide. In: Papers. RePEc:arx:papers:1804.03349.

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2018Misclassification and the hidden silent rivalry. (2018). Hu, Yingyao ; Lin, Zhongjian. In: CeMMAP working papers. RePEc:ifs:cemmap:12/18.

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2018The nutrient-income elasticity in ultra-poor households: Evidence from Kenya. (2018). Thiele, Rainer ; Jawara, Hamidou. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2114.

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2018Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects. (2018). Malikov, Emir ; Sun, Yiguo. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:359-378.

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2018Endogenous Scope Economies in Microfinance Institutions. (2018). Malikov, Emir ; Hartarska, Valentina. In: MPRA Paper. RePEc:pra:mprapa:87450.

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2018Endogenous scope economies in microfinance institutions. (2018). Malikov, Emir ; Hartarska, Valentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:162-182.

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2018Inference for structural impulse responses in SVAR-GARCH models. (2018). Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:281.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2018Identifying macroeconomic effects of refugee migration to Germany. (2018). Weigand, Roland ; Weber, Enzo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00126.

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2018Identification and estimation issues in Structural Vector Autoregressions with external instruments. (2018). Fanelli, Luca ; Angelini, G. In: Working Papers. RePEc:bol:bodewp:wp1122.

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2018Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH. (2018). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1750.

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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018.

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2018The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:606.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12845.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Staff Working Papers. RePEc:bca:bocawp:18-56.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018Exclusion Restrictions in Dynamic Binary Choice Panel Data Models. (2018). Tang, Xun ; Khan, Shakeeb ; Chen, Songnian. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:947.

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2018The Identification Zoo - Meanings of Identification in Econometrics. (2018). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2018Varying-coefficient panel data models with partially observed factor structure. (2018). GAO, Jiti ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-1.

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2018Inference on trending panel data. (2018). Velasco, Carlos ; Robinson, Peter M. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:282-304.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2018Identification of heterogeneous treatment effects as a function of potential untreated outcome under the nonignorable assignment condition. (2018). Hoshino, Takahiro ; Takahata, Keisuke. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2018-005.

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2018Individual results may vary: Inequality-probability bounds for some health-outcome treatment effects. (2018). Mullahy, John. In: Journal of Health Economics. RePEc:eee:jhecon:v:61:y:2018:i:c:p:151-162.

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2018A spatial latent class model. (2018). Lee, Jiyon . In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:62-68.

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2018Simple tests for endogeneity of spatial weights matrices. (2018). Bera, Anil K ; Tapinar, Suleyman ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:130-142.

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2018Networks in risk spillovers: A multivariate GARCH perspective. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Frattarolo, Lorenzo. In: SAFE Working Paper Series. RePEc:zbw:safewp:225.

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2018Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2018). Hayashi, Takaki ; Koike, Yuta. In: Papers. RePEc:arx:papers:1708.03992.

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2018Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation. (2018). Bartalotti, Otavio. In: IZA Discussion Papers. RePEc:iza:izadps:dp11560.

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2018The effects of gun control on crimes: a spatial interactive fixed effects approach. (2018). Lee, Lung-Fei ; Shi, Wei. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1415-2.

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2018Common Factors and Spatial Dependence: An Application to US House Prices. (2018). Yang, Cynthia Fan. In: MPRA Paper. RePEc:pra:mprapa:89032.

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2018Tobit models with social interactions: Complete vs incomplete information. (2018). Lee, Lung-Fei ; Yang, Chao ; Qu, XI. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:73:y:2018:i:c:p:30-50.

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2018Forecasting Indias Economic Growth: A Time-Varying Parameter Regression Approach.. (2018). Bhattacharya, Rudrani ; Mundle, Sudipto ; Chakravarti, Parma. In: Working Papers. RePEc:npf:wpaper:18/238.

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2018Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach. (2018). Varneskov, Rasmus T ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2018-16.

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2018The usefulness of experiments. (2018). Smith, Jeffrey. In: IZA World of Labor. RePEc:iza:izawol:journl:y:2018:n:436.

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2018Randomization bias in field trials to evaluate targeting methods. (2018). Potash, Eric. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:131-135.

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2018Pairwise distance-based tests for conditional symmetry. (2018). Niu, Cuizhen ; Zhu, Lixing ; Li, Yong ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:145-162.

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2018Spatial panel data models with structural change. (2018). Li, Kunpeng. In: MPRA Paper. RePEc:pra:mprapa:85388.

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2018Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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2018Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365.

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2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector. (2018). Hecq, Alain ; Cubadda, Gianluca ; Riccardo, Antonio. In: CEIS Research Paper. RePEc:rtv:ceisrp:445.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

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2018Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata. (2018). Sun, Yixiao ; Ye, Xiaoqing. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0bb8d0s9.

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2018Spanning Tests for Markowitz Stochastic Dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800.

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2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting. (2018). Vera-Valdés, J. In: Papers. RePEc:arx:papers:1801.06677.

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2018A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit. (2018). Martinez-Cruz, Adan ; Kumar, Nilkanth ; Filippini, Massimo ; Greene, William H. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:104-107.

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2018U.S. worldwide taxation and domestic mergers and acquisitions. (2018). Harris, Jeremiah ; O'Brien, William . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:2:p:419-438.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2018). Siklos, Pierre ; Gross, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201878.

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2018Optimal dimension reduction for high-dimensional and functional time series. (2018). Lippi, Marco ; Hallin, Marc ; Hormann, Siegfried. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:21:y:2018:i:2:d:10.1007_s11203-018-9172-1.

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2018A distribution-free stochastic frontier model with endogenous regressors. (2018). Kutlu, Levent. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:152-154.

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2018Production risk and technical (in)efficiency amongst smallholder livestock farmers in Botswana: An exploratory investigation. (2018). Amuakwa-Mensah, Franklin ; Bahta, S ; Surry, Y ; Chube, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277276.

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2018Detecting Co-Movements in Noncausal Time Series. (2018). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:430.

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2018Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data. (2018). Kim, Donggyu ; Wang, Yazhen ; Li, Cui-Xia ; Kong, Xin-Bing. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:69-79.

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2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

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2018A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. (2018). Lam, Clifford ; Feng, Phoenix. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:226-257.

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2018High-dimensional covariance forecasting based on principal component analysis of high-frequency data. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Deng, Pingjun. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:422-431.

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2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

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2018On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity. (2018). Doko Tchatoka, Firmin ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:188-211.

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2018The Fixed Volatility Bootstrap for a Class of Arch(q) Models. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:920-941.

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2018PERSISTENCE IN CONVERGENCE AND CLUB FORMATION. (2018). Stengos, Thanasis ; Zkan, Harun ; Yazgan, Ege M. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:2:p:119-138.

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2018Uniform confidence bands: Characterization and optimality. (2018). Freyberger, Joachim ; Rai, Yoshiyasu. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:119-130.

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2018Modeling maxima with autoregressive conditional Fréchet model. (2018). Zhao, Zifeng ; Chen, Rong ; Zhang, Zhengjun. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:325-351.

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2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2018Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data. (2018). Posch, Olaf ; van der Wel, Michel ; Liemen, Max Ole. In: 2018 Meeting Papers. RePEc:red:sed018:1049.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2018A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153.

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2018Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2018Oil Shocks and Volatility Jumps. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201825.

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan. In: Working Papers. RePEc:hal:wpaper:hal-01806733.

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Martin, Franck ; Nguyen, Duc K. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2018-04.

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2018Risk transmitters and receivers in global currency markets. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9.

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2018Uncovering the nonlinear predictive causality between natural gas and electricity prices. (2018). Uribe, Jorge ; Mosquera-Lopez, Stephania ; Guillen, Montserrat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:904-916.

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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles. (2018). Wang, Shixuan ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018General Quantile Time Series Regressions for Applications in Population Demographics. (2018). Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:97-:d:169588.

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2018Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets. (2018). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:65-79.

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2018How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513.

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2018When are credit gap estimates reliable?. (2018). Ponomarenko, Alexey ; Deryugina, Elena ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps34.

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2018The macroeconomic and fiscal implications of inflation forecast errors. (2018). Tavlas, George ; Gibson, Heather ; Hall, Stephen G ; Dellas, Harris. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:203-217.

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2018Size matters: Estimation sample length and electricity price forecasting accuracy. (2018). Fezzi, Carlo ; Mosetti, Luca. In: DEM Working Papers. RePEc:trn:utwprg:2018/10.

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2018THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE. (2018). Franses, Philip Hans ; Janssens, Eva. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500057.

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2018Estimation of the two-tiered stochastic frontier model with the scaling property. (2018). Parmeter, Christopher. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:49:y:2018:i:1:d:10.1007_s11123-017-0520-8.

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2018Internet usage and TV and online media trust: Case of Russia. (2018). Malakhov, Dmitry . In: Applied Econometrics. RePEc:ris:apltrx:0344.

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2018Mental Health and Reporting Bias: Analysis of the GHQ - 12. (2018). Taylor, Karl ; Harris, Mark ; Brown, Sarah ; Srivastava, Preety. In: Working Papers. RePEc:shf:wpaper:2018013.

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2018Mental Health and Reporting Bias: Analysis of the GHQ-12. (2018). Taylor, Karl ; Harris, Mark ; Brown, Sarah ; Srivastava, Preety. In: IZA Discussion Papers. RePEc:iza:izadps:dp11771.

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2018The impact of the minimum wage on health. (2018). Andreyeva, Elena ; Ukert, Benjamin. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:18:y:2018:i:4:d:10.1007_s10754-018-9237-0.

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2018On the Estimation of Treatment Effects with Endogenous Misreporting. (2018). Tchernis, Rusty ; Denteh, Augustine ; Nguimkeu, Pierre. In: Working Papers. RePEc:hka:wpaper:2018-019.

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2018On the Estimation of Treatment Effects with Endogenous Misreporting. (2018). Tchernis, Rusty ; Denteh, Augustine ; Nguimkeu, Pierre. In: IZA Discussion Papers. RePEc:iza:izadps:dp11426.

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2018Firms Beliefs and Learning: Models, Identification, and Empirical Evidence. (2018). Aguirregabiria, Victor ; Jeon, Jihye. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13255.

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2018Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis. (2018). Liu, Pengfei ; Hu, Yingyao ; An, Yonghong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:152:y:2018:i:c:p:124-146.

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2018Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours. (2018). Xie, Erhao . In: Staff Working Papers. RePEc:bca:bocawp:18-60.

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2018Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2018Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-36.

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2018Прогнозирование финансовых показателей деятельности банков для обеспечения их стабильного развития // Forecasti. (2018). М. Воробьева А., ; С. Щурина В., ; Vorobyeva, Marina ; Shchurina, Svetlana. In: Экономика. Налоги. Право // Economics, taxes & law. RePEc:scn:econom:y:2018:i:1:p:70-82.

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2018Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2018). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019.

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2018Estimation of random coefficients logit demand models with interactive fixed effects. (2018). Shum, Matthew ; Weidner, Martin ; Moon, Hyungsik Roger. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:613-644.

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2018Looking at the Bright Side: The Motivation Value of Overconfidence. (2018). Schildberg-Hoerisch, Hannah ; Schildberg-Horisch, Hannah ; Chen, SI. In: IZA Discussion Papers. RePEc:iza:izadps:dp11564.

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2018Looking at the bright side: The motivation value of overconfidence. (2018). Schildberg-Hoerisch, Hannah ; Schildberg-Horisch, Hannah ; Chen, SI. In: DICE Discussion Papers. RePEc:zbw:dicedp:291.

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2018Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs. (2018). Grevenbrock, Nils ; Zimper, Alexander ; Ludwig, Alexander ; Groneck, Max. In: MEA discussion paper series. RePEc:mea:meawpa:201801.

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2018Inference on winners. (2018). McCloskey, Adam ; Kitagawa, Toru ; Andrews, Isaiah. In: CeMMAP working papers. RePEc:ifs:cemmap:31/18.

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2018BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Nielsen, Heino Bohn . In: Discussion Papers. RePEc:kud:kuiedp:1810.

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2018Subvector inference when the true parameter vector may be near or at the boundary. (2018). Ketz, Philipp. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:285-306.

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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2018Continuous Record Asymptotics for Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2018Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883.

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2018Multivariate specification tests based on a dynamic Rosenblatt transform. (2018). Kheifets, Igor L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:1-14.

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2018Identification and estimation of semi†parametric censored dynamic panel data models of short time periods. (2018). Hu, Yingyao ; Shiu, Jia Liang. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:55-85.

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2018Issues in the estimation of mis-specified models of fractionally integrated processes. (2018). Poskitt, Donald ; Nadarajah, K ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-18.

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2018Understanding Regressions with Observations Collected at High Frequency over Long Span. (2018). Chang, Yoosoon ; Park, Joon Y ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2018-10.

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2018Ratios of Parameters: Some Econometric Examples. (2018). Hirschberg, Joseph ; Lye, Jenny. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:578-602.

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2018Varieties of innovation and business survival: Does pursuit of incremental or far-ranging innovation make manufacturing establishments more resilient?. (2018). Wojan, Timothy ; Rupasingha, Anil ; Crown, Daniel. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:9:p:1801-1810.

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2018The Impact of the New Rural Pension Scheme on Retirement Sustainability in China: Evidence of Regional Differences in Formal and Informal Labor Supply. (2018). Lin, Benxi ; Liu, Weiping ; Zhang, Yu Yvette. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4366-:d:184977.

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2018Focused econometric estimation for noisy and small datasets: A Bayesian Minimum Expected Loss estimator approach. (2018). Ramírez Hassan, Andrés ; Correa-Giraldo, Manuel ; Ramirez-Hassan, Andres. In: Papers. RePEc:arx:papers:1809.06996.

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2018Sensitivity Analysis using Approximate Moment Condition Models. (2018). Armstrong, Timothy B ; Kolesar, Michal. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2158.

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2018Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320.

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2018Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior. (2018). Daviet, Remi ; Burda, Martin. In: Working Papers. RePEc:tor:tecipa:tecipa-618.

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2018Price Discrimination in International Airline Markets. (2018). Murry, Charles ; Aryal, Gaurab ; Williams, Jonathan W. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:968.

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Recent citations
Recent citations received in 2018

YearCiting document
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: CREATES Research Papers. RePEc:aah:create:2018-27.

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2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Keane, Michael ; Iskhakov, Fedor. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-661.

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2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-665.

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2018Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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2018Nonparametric Regression with Selectively Missing Covariates. (2018). Breunig, Christoph ; Haan, Peter. In: Papers. RePEc:arx:papers:1810.00411.

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2018The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Juodis, Arturas ; Reese, Simon. In: Papers. RePEc:arx:papers:1810.03715.

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2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

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2018Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2018). Hol, Vladim'Ir ; Tomanov, Petra. In: Papers. RePEc:arx:papers:1811.09312.

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2018Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours. (2018). Xie, Erhao . In: Staff Working Papers. RePEc:bca:bocawp:18-60.

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2018Asymptotically unbiased inference for a panel VAR model with p lags. (2018). Cubillos-Rocha, Juan Sebastian ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1059.

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2018Evaluating research and education performance in Indian agricultural development. (2018). Schimmelpfennig, David ; Rada, Nicholas. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:395-406.

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2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_014.

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2018High Dimensional Semiparametric Moment Restriction Models. (2018). Dong, C ; Linton, O ; Gao, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

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2018
2018Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7048.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2018Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

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2018A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models. (2018). Xiang, Jingjie ; Cui, Guowei ; Li, Kunpeng. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:144-148.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018Testing for self-excitation in jumps. (2018). Boswijk, H. Peter ; Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:256-266.

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2018Testing for jumps and jump intensity path dependence. (2018). Corradi, Valentina ; Swanson, Norman R ; Silvapulle, Mervyn J. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:248-267.

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2018Exit dynamics of start-up firms: Structural estimation using indirect inference. (2018). Golombek, Rolf ; Raknerud, Arvid. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:204-225.

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2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18.

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2018Improvement pathway of energy consumption structure in Chinas industrial sector: From the perspective of directed technical change. (2018). Shao, Shuai ; Miao, Zhuang ; Yang, Lili. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:166-176.

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2018Interval decomposition ensemble approach for crude oil price forecasting. (2018). Sun, Shaolong ; Wei, Yunjie ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:274-287.

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2018National research funding and energy efficiency: Evidence from the National Science Foundation of China. (2018). Du, Minzhe ; Zhang, Ning ; Wang, Bing. In: Energy Policy. RePEc:eee:enepol:v:120:y:2018:i:c:p:335-346.

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2018Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Quan, Hao. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:810-819.

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2018Covariance forecasting in equity markets. (2018). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos ; Symitsi, Efthymia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168.

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2018Smiling twice: The Heston++ model. (2018). Pacati, Claudio ; Reno, Roberto ; Pompa, Gabriele . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:185-206.

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2018Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis. (2018). Liu, Pengfei ; Hu, Yingyao ; An, Yonghong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:152:y:2018:i:c:p:124-146.

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2018Efficient implementation with interdependent valuations and maxmin agents. (2018). Song, Yangwei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:693-726.

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2018Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

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2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:48-65.

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2018Confidence regions for entries of a large precision matrix. (2018). Zou, Tao ; Yao, Qiwei ; Qiu, Yumou ; Chang, Jinyuan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87513.

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2018Monte Carlo Comparison for Nonparametric Threshold Estimators. (2018). Chen, Chaoyi ; Sun, Yiguo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:49-:d:164335.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2018The de-biased group Lasso estimation for varying coefficient models. (2018). Honda, Toshio. In: Discussion Papers. RePEc:hit:econdp:2018-04.

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2018
2018
2018
2018Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model. (2018). Álvarez, Inmaculada ; Orea, Luis ; Gude, Alberto. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0540-z.

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2018BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Nielsen, Heino Bohn . In: Discussion Papers. RePEc:kud:kuiedp:1810.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23.

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2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:24597.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2018Productivity growth, firm turnover and new varieties. (2018). von Brasch, Thomas ; Iancu, Diana-Cristina ; Raknerud, Arvid. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-11.

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2018A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2018). Kruiniger, Hugo . In: MPRA Paper. RePEc:pra:mprapa:88623.

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2018Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925.

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Recent citations received in 2017

YearCiting document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. In: CREATES Research Papers. RePEc:aah:create:2017-33.

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2017Improved asymptotic analysis of Gaussian QML estimators in spatial models. (2017). Olejnik, Alicja. In: Lodz Economics Working Papers. RePEc:ann:wpaper:9/2017.

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2017Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658.

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2017Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479.

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2017Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-55.

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2017Staying at zero with affine processes : an application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Rue de la Banque. RePEc:bfr:rueban:2017:52.

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2017Identification of Small Open Economy SVARs via Markov-Switching Heteroskedasticity. (2017). Turnip, Guido. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:302:p:465-483.

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2017Continuous Record Asymptotics for Structural Change Models. (2017). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-010.

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2017Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2017). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-011.

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2017Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14.

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2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk.

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2017Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:597.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2017Optimal Dimension Reduction for High-dimensional and Functional Time Series. (2017). Lippi, Marco ; Hallin, Marc ; Hormann, Siegfried. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260201.

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2017Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures. (2017). Demuynck, Thomas ; De Rock, Bram ; Cherchye, Laurens. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260414.

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2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20172119.

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2017Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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2017Confidence intervals in regressions with estimated factors and idiosyncratic components. (2017). Fosten, Jack. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:71-74.

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2017On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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2017A social interaction model with ordered choices. (2017). Liu, Xiaodong ; Zhou, Jiannan. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:86-89.

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2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

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2017A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation. (2017). Hounyo, Ulrich ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:10-28.

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2017Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78.

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2017Understanding the effect of measurement error on quantile regressions. (2017). Chesher, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:223-237.

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2017Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables. (2017). Hahn, Jinyong ; Ridder, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:238-250.

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2017Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.

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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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2017Nonlinear shrinkage estimation of large integrated covariance matrices. (2017). Hu, Charlie ; Feng, Phoenix ; Lam, Clifford . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69812.

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2017Inference without smoothing for large panels with cross-sectional and temporal dependence. (2017). Hidalgo, Javier. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87748.

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2017This time it is different! Or not?. (2017). Franses, Philip Hans ; Janssens, E. In: Econometric Institute Research Papers. RePEc:ems:eureir:101764.

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2017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576.

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2017The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1702.

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2017The perils of counterfactual analysis with integrated processes. (2017). Medeiros, Marcelo ; Carvalho, Carlos ; Masini, Ricardo Pereira ; de Carvalho, Carlos Viana. In: Textos para discussão. RePEc:fgv:eesptd:455.

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2017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa17-3.

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2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

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2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-102.

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2017Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-63.

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2017Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. (2017). Neely, Christopher ; Winkelmann, Lars ; Bibinger, Markus. In: Working Papers. RePEc:fip:fedlwp:2017-012.

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2017Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:25-:d:101429.

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2017Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market. (2017). Hetland, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:40-:d:110779.

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2017Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models. (2017). Paruolo, Paolo ; Doornik, Jurgen ; Mosconi, Rocco . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:49-:d:119536.

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2017Recent Developments in Cointegration. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2017:i:1:p:1-:d:124889.

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2017Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1789-:d:113954.

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2017Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures. (2017). Tarassow, Artur. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201702.

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2017Understanding the effect of measurement error on quantile regressions. (2017). Chesher, Andrew. In: CeMMAP working papers. RePEc:ifs:cemmap:19/17.

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2017Inference on breakdown frontiers. (2017). Poirier, Alexandre ; Masten, Matthew. In: CeMMAP working papers. RePEc:ifs:cemmap:20/17.

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2017Binarization for panel models with fixed effects. (2017). Botosaru, Irene ; Muris, Chris. In: CeMMAP working papers. RePEc:ifs:cemmap:31/17.

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2017Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve. (2017). Shintani, Mototsugu ; Kurozumi, Takushi ; Gemma, Yasufumi . In: IMES Discussion Paper Series. RePEc:ime:imedps:17-e-10.

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Recent citations received in 2016

YearCiting document
2016Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2016-10.

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2016Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach. (2016). Violante, Francesco ; de Magistris, Paolo Santucci ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2016-20.

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2016Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: CREATES Research Papers. RePEc:aah:create:2016-24.

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2016Estimating Multi-Product Production Functions and Productivity using Control Functions. (2016). Malikov, Emir. In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts. RePEc:ags:aaea16:235108.

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2016Quantile Dependence between Stock Markets and its Application in Volatility Forecasting. (2016). Han, Heejoon. In: Papers. RePEc:arx:papers:1608.07193.

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2016Fractional order statistic approximation for nonparametric conditional quantile inference. (2016). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1609.09035.

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2016Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1639.

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2016Inference for Multi-dimensional High-frequency Data with an Application to Conditional Independence Testing. (2016). Bibinger, Markus ; Mykland, Per A. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:43:y:2016:i:4:p:1078-1102.

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2016Alternative Bayesian compression in Vector Autoregressions and related models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:216.

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2016Alternatives to large VAR, VARMA and multivariate stochastic volatility models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:217.

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2016Confi dence Intervals for Projections of Partially Identi fied Parameters. (2016). Stoye, Jörg ; Molinari, Francesca ; Kaido, Hiroaki. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2016-001.

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2016Realised Variance Forecasting Under Box-Cox Transformations. (2016). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:16/4.

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2016On the Stock-Yogo Tables. (2016). Windmeijer, Frank ; Skeels, Christopher. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:16/679.

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2016Evaluating the Use of Commercial Data to Improve Survey Estimates of Property Taxes. (2016). Seeskin, Zachary H. In: CARRA Working Papers. RePEc:cen:cpaper:2016-06.

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2016VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609.

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2016Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters. (2016). Alvarez, Federico Hernandez ; Delajara, Marcelo ; Tirado, Abel Rodriguez . In: ECONOMIA JOURNAL. RePEc:col:000425:015160.

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2016Multiplicative Conditional Correlation Models for Realized Covariance Matrices. (2016). Storti, Giuseppe ; Braione, Manuela ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2016041.

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2016Production Function Estimation with Measurement Error in Inputs. (2016). De Loecker, Jan ; Collard-Wexler, Allan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11399.

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2016Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11599.

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2016A Bootstrap Approach for Generalized Autocontour Testing. (2016). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Gonalves, Joao Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23457.

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2016Time Varying Quantile Lasso. (2016). Härdle, Wolfgang ; Wang, W ; Hardle, W K ; Zbonakova, L. In: Working Papers. RePEc:cty:dpaper:16/07.

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2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Podstawski, Maximilian ; Piffer, Michele . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

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2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies. (2016). Netšunajev, Aleksei ; Kholodilin, Konstantin ; Netsunajev, Aleksei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1569.

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2016Semi-Parametric Measures of Scale Characteristics of German Natural Gas-Fired Electricity Generation. (2016). Seifert, Stefan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1571.

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2016Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). Podstawski, Maximilian ; Große Steffen, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602.

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2016The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models. (2016). Sickles, Robin ; Weyman-Jones, Thomas ; Glass, Anthony J ; Kenjegalieva, Karligash. In: Working Papers. RePEc:ecl:riceco:16-002.

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2016Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective. (2016). Wang, Minggang ; Tian, Zihao ; Jiang, Shumin ; Du, Ruijin ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:175:y:2016:i:c:p:109-127.

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2016A newly identified source of potential CPI bias: Weekly versus monthly unit value price indexes. (2016). Fox, Kevin ; Diewert, Walter ; de Haan, Jan. In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:169-172.

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2016Inference on modelling cross-sectional dependence for a varying-coefficient model. (2016). Peng, Bin. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:1-5.

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2016On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors. (2016). Tsionas, Mike ; Tran, Kien. In: Economics Letters. RePEc:eee:ecolet:v:147:y:2016:i:c:p:19-22.

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2016Model averaging with high-dimensional dependent data. (2016). Li, Hongjun ; Zhou, Jianhong ; Zhao, Shangwei. In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:68-71.

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2016Score-driven dynamic patent count panel data models. (2016). Escribano, Alvaro ; Blazsek, Szabolcs. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:116-119.

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2016Testing for deterministic seasonality in mixed-frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, Tomás. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:20-24.

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2016Nonparametric instrumental variables estimation for efficiency frontier. (2016). Simar, Leopold ; FEVE, Frédérique ; Cazals, Catherine ; FLORENS, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:349-359.

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2016Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso. (2016). Su, Liangjun ; Qian, Junhui. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:86-109.

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2016Robust econometric inference with mixed integrated and mildly explosive regressors. (2016). Phillips, Peter ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:433-450.

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2016Testing for monotonicity in unobservables under unconfoundedness. (2016). Su, Liangjun ; hoderlein, stefan ; Yang, Thomas Tao ; White, Halbert. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:183-202.

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2016Model averaging in semiparametric estimation of treatment effects. (2016). Kitagawa, Toru ; Muris, Chris. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:271-289.

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2016Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432.

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2016Consistent model specification tests based on k-nearest-neighbor estimation method. (2016). Li, Hongjun ; Liu, Ruixuan. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:187-202.

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2016Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models. (2016). Kock, Anders. In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:71-85.

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2016Tail dependence of the Gaussian copula revisited. (2016). Kuznetsov, Alexey ; Zitikis, Riardas ; Furman, Edward ; Su, Jianxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:97-103.

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2016Sparse PCA-based on high-dimensional Itô processes with measurement errors. (2016). Wang, Yazhen ; Kim, Donggyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:172-189.

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2016Democracy and growth: Evidence from a machine learning indicator. (2016). Gründler, Klaus ; Grundler, Klaus ; Krieger, Tommy . In: European Journal of Political Economy. RePEc:eee:poleco:v:45:y:2016:i:s:p:85-107.

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2016Spatial nonstationarity in the stochastic frontier model: An application to the Italian wine industry. (2016). Vidoli, Francesco ; Fusco, Elisa ; Canello, Jacopo ; Cardillo, Concetta . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:153-164.

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2016VAR models with non-Gaussian shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86238.

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2016Services Trade Policy and Manufacturing Productivity: The Role of Institutions. (2016). Hoekman, Bernard ; Fiorini, Matteo ; Beverelli, Cosimo. In: Working Papers. RePEc:erg:wpaper:1012.

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2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland. (2016). Molnár, Peter ; Lyócsa, Štefan ; Fedorko, Igor. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:453-475.

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2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries. (2016). Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan. In: International Finance Discussion Papers. RePEc:fip:fedgif:1163.

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2016Forecasting Economic Activity with Mixed Frequency Bayesian VARs. (2016). Brave, Scott ; Justiniano, Alejandro ; Butters, Andrew R. In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-05.

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Recent citations received in 2015

YearCiting document
2015Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting. (2015). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2015-14.

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2015Exponential Smoothing, Long Memory and Volatility Prediction. (2015). Proietti, Tommaso. In: CREATES Research Papers. RePEc:aah:create:2015-51.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon. RePEc:ags:aaea07:679.

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2015Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study. (2015). Juodis, Artūras. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1502.

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2015Robust Inference of Risks of Large Portfolios. (2015). Fan, Jianqing ; Vickers, Byron ; Liu, Han ; Han, Fang. In: Papers. RePEc:arx:papers:1501.02382.

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2015Non Parametric Estimates of Option Prices Using Superhedging. (2015). Cassese, Gianluca. In: Papers. RePEc:arx:papers:1502.03978.

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2015Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977.

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2015COMPARACIÓN DE MÉTODOS PARA LA ESTIMACIÓN DE LA INCERTIDUMBRE DEL VALOR EN RIESGO.. (2015). Melo-Velandia, Luis ; Gamba, Santiago ; Santamaria, Santiago Gamba ; Quicazan, Carlos Andres ; Jaulin, Oscar Fernando . In: Temas de Estabilidad Financiera. RePEc:bdr:temest:83.

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2015THE SLX MODEL. (2015). Elhorst, J.Paul ; Vega, Solmaria Halleck. In: Journal of Regional Science. RePEc:bla:jregsc:v:55:y:2015:i:3:p:339-363.

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2015Dynamic predictive density combinations for large data sets in economics and finance. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Working Paper. RePEc:bno:worpap:2015_12.

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2015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

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2015Optimal Portfolio Choice under Decision-Based Model Combinations. (2015). Ravazzolo, Francesco ; Pettenuzzo, Davide. In: Working Papers. RePEc:bny:wpaper:0037.

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2015Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach. (2015). Meldrum, Andrew ; Andreasen, Martin M. In: Bank of England working papers. RePEc:boe:boeewp:0541.

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2015Dynamic term structure models: the best way to enforce the zero lower bound in the United States. (2015). Meldrum, Andrew ; Andreasen, Martin M. In: Bank of England working papers. RePEc:boe:boeewp:0550.

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2015Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs. (2015). Qu, Zhongjun ; Yoon, Jungmo ; Jung Mo Yoon, . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-009.

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2015Residuals-based Tests for Cointegration with GLS Detrended Data. (2015). Rodríguez, Gabriel ; Perron, Pierre ; Rodrguez, Gabriel . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-017.

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2015Foreign Aid and Domestic Absorption. (2015). Van de Sijpe, Nicolas ; Temple, Jonathan. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:15/658.

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2015Oil, Volatility and Institutions:Cross-Country Evidence from Major Oil Producers. (2015). Nugent, Jeffrey ; Mohaddes, Kamiar ; Amany, Kamiar Mohaddes . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1523.

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2015Restrictions on Risk Prices in Dynamic Term Structure Models. (2015). Bauer, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5241.

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2015Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Bernhofen, Daniel ; Li, Jianan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5580.

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2015Nonlinear Panel Data Estimation via Quantile Regression. (2015). Arellano, Manuel ; Bonhomme, Stephane. In: Working Papers. RePEc:cmf:wpaper:wp2015_1505.

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2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis. (2015). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10618.

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2015Bayesian Linear Regression with Conditional Heteroskedasticity. (2015). Zhao, Yanyun. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:ws1504.

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2015Bayesian Linear Regression with Conditional Heteroskedasticity. (2015). Zhao, Yanyun. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1504.

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2015Revealed Preference and Aggregation. (2015). Vermeulen, Frederic ; De Rock, Bram ; Crawford, Ian ; Cherchye, Laurens. In: Working Papers ECARES. RePEc:eca:wpaper:2013/196733.

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2015Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis. (2015). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200650.

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2015Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/218748.

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2015Estimation of linear dynamic panel data models with time-invariant regressors. (2015). Schwarz, Claudia ; Kripfganz, Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20151838.

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2015The course of realized volatility in the LME non-ferrous metal market. (2015). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:1-12.

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2015Consistent subsets: Computationally feasible methods to compute the Houtman–Maks-index. (2015). Hjertstrand, Per ; Heufer, Jan. In: Economics Letters. RePEc:eee:ecolet:v:128:y:2015:i:c:p:87-89.

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2015Consistency of model averaging estimators. (2015). Zhang, Xinyu. In: Economics Letters. RePEc:eee:ecolet:v:130:y:2015:i:c:p:120-123.

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2015Testing for no factor structures: On the use of Hausman-type statistics. (2015). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina. In: Economics Letters. RePEc:eee:ecolet:v:130:y:2015:i:c:p:66-68.

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2015Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach. (2015). GUPTA, RANGAN ; Bekiros, Stelios. In: Economics Letters. RePEc:eee:ecolet:v:131:y:2015:i:c:p:83-85.

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2015Testing spatial effects and random effects in a nested panel data model. (2015). He, Ming ; Lin, Kuan-Pin . In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:85-91.

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2015Productivity and employment dynamics of US manufacturing plants. (2015). Mukoyama, Toshihiko ; Lee, Yoonsoo. In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:190-193.

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2015Econometric analysis of financial derivatives: An overview. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:403-407.

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2015Nonparametric identification and estimation of transformation models. (2015). Kristensen, Dennis ; Komunjer, Ivana ; Chiappori, Pierre-Andre . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:22-39.

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2015Maximum likelihood estimation of a spatial autoregressive Tobit model. (2015). Lee, Lung-Fei ; Xu, Xingbai. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:264-280.

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2015Jackknife model averaging for quantile regressions. (2015). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:40-58.

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2015New tools for understanding the local asymptotic power of panel unit root tests. (2015). , Joakimwesterlund ; Larsson, Rolf ; Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:59-93.

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2015Testing error serial correlation in fixed effects nonparametric panel data models. (2015). Long, Wei ; hsiao, cheng ; Green, Carl . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:466-473.

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2015Optimal smoothing in nonparametric conditional quantile derivative function estimation. (2015). Li, Zheng ; CAI, ZONGWU ; Lin, Wei ; Su, LI. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:502-513.

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2015Robust inference on average treatment effects with possibly more covariates than observations. (2015). Farrell, Max H. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:1-23.

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2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema. In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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2015Detecting structural changes using wavelets. (2015). Yazgan, Ege ; Ozkan, Harun. In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:23-37.

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2015A simple and general approach to fitting the discount curve under no-arbitrage constraints. (2015). Fengler, Matthias ; Hin, Lin-Yee. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:78-84.

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2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro. In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:1-37.

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2015Public debt and growth: Heterogeneity and non-linearity. (2015). Presbitero, Andrea ; Eberhardt, Markus. In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:1:p:45-58.

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2015Good and bad uncertainty: Macroeconomic and financial market implications. (2015). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:369-397.

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2015Tail risk premia and return predictability. (2015). Bollerslev, Tim ; Xu, Lai ; Todorov, Viktor. In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:113-134.

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