Citations ranking for series: Journal of Econometrics / Elsevier

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Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of Econometrics / Elsevier

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

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990	0.14	0.09	83	83	185	2.23	3778	127	18	0	4	0.05	0.04
1991	0.28	0.09	71	154	301	1.95	1491	148	42	0	11	0.15	0.04
1992	0.21	0.09	66	220	278	1.26	5163	154	33	6.1	12	0.18	0.04
1993	0.23	0.1	97	317	306	0.97	2268	137	32	0	12	0.12	0.05
1994	0.37	0.11	83	400	432	1.08	3424	163	61	1.6	16	0.19	0.05
1995	0.6	0.2	83	483	1082	2.24	6293	180	108	18.5	23	0.28	0.08
1996	0.64	0.24	103	586	1354	2.31	5260	166	107	15.9	48	0.47	0.1
1997	0.75	0.3	107	693	1586	2.29	3479	186	140	17.9	38	0.36	0.11
1998	0.9	0.29	111	804	1837	2.28	5891	210	189	12.7	32	0.29	0.11
1999	0.76	0.34	53	857	2084	2.43	2579	218	166	5.4	22	0.42	0.15
2000	1.44	0.42	85	942	2913	3.09	2485	164	236	8.1	46	0.54	0.16
2001	1.37	0.44	91	1033	3221	3.12	2976	138	189	14.3	50	0.55	0.17
2002	1.26	0.45	97	1130	3491	3.09	4032	176	222	10.8	72	0.74	0.2
2003	1.82	0.47	95	1225	4592	3.75	4784	188	342	6.1	117	1.23	0.2
2004	2.42	0.53	90	1315	5441	4.14	2593	192	464	2.2	99	1.1	0.22
2005	2.5	0.56	83	1398	5982	4.28	2837	185	462	3.5	123	1.48	0.23
2006	2.34	0.55	130	1528	6730	4.4	3501	173	404	6.7	175	1.35	0.22
2007	2.3	0.47	187	1715	6199	3.61	3903	213	489	6.5	182	0.97	0.19
2008	2.67	0.5	168	1883	7923	4.21	2583	317	845	6.3	155	0.92	0.21
2009	2.07	0.51	104	1987	8135	4.09	1082	355	736	5.8	77	0.74	0.21
2010	1.55	0.47	145	2132	7423	3.48	1321	272	422	8.1	120	0.83	0.17
2011	1.78	0.55	146	2278	9479	4.16	1111	249	444	5.9	165	1.13	0.22
2012	2.05	0.67	167	2445	10910	4.46	460	291	597	8.7	97	0.58	0.26
2013	1.62	0.92	95	2540	10419	4.1	235	313	507	6.5	95	1	0.34
2014	0.81	0.68	117	2657	4770	1.8	28	262	211	10	25	0.21	0.24

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

Most cited documents in this series:

Year	Title	Cited
1986	Generalized autoregressive conditional heteroskedasticity. (1986). Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327. Full description at Econpapers \|\| Download paper	3352
1998	Initial conditions and moment restrictions in dynamic panel data models. (1998). Blundell, Richard ; Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143. Full description at Econpapers \|\| Download paper	3213
1995	Another look at the instrumental variable estimation of error-components models. (1995). Bover, Olympia ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51. Full description at Econpapers \|\| Download paper	2373
1992	Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). shin, yongcheol ; Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178. Full description at Econpapers \|\| Download paper	2099
2003	Testing for unit roots in heterogeneous panels. (2003). shin, yongcheol ; Pesaran, M ; Im, Kyung So, . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74. Full description at Econpapers \|\| Download paper	1974
1977	Formulation and estimation of stochastic frontier production function models. (1977). Schmidt, Peter ; Lovell, C. ; Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37. Full description at Econpapers \|\| Download paper	1496
2002	Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Levin, Andrew ; Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24. Full description at Econpapers \|\| Download paper	1495
1992	ARCH modeling in finance : A review of the theory and empirical evidence. (1992). Chou, Ray ; Bollerslev, Tim ; KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59. Full description at Econpapers \|\| Download paper	980
1974	Spurious regressions in econometrics. (1974). Granger, Clive ; Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120. Full description at Econpapers \|\| Download paper	941
1995	Estimating long-run relationships from dynamic heterogeneous panels. (1995). Smith, Ronald ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113. Full description at Econpapers \|\| Download paper	909
1996	Impulse response analysis in nonlinear multivariate models. (1996). Potter, Simon ; Pesaran, M ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147. Full description at Econpapers \|\| Download paper	751
2005	A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51. Full description at Econpapers \|\| Download paper	714
1982	On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Schmidt, Peter ; Lovell, C. ; Materov, Ivan S. ; KNOX LOVELL, C. A., ; Jondrow, James. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238. Full description at Econpapers \|\| Download paper	629
1982	Formulation and estimation of dynamic models using panel data. (1982). hsiao, cheng ; Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82. Full description at Econpapers \|\| Download paper	613
1986	Random group effects and the precision of regression estimates. (1986). Moulton, Brent. In: Journal of Econometrics. RePEc:eee:econom:v:32:y:1986:i:3:p:385-397. Full description at Econpapers \|\| Download paper	601
1995	Statistical inference in vector autoregressions with possibly integrated processes. (1995). Toda, Hiro Y. ; YAMAMOTO, Taku . In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250. Full description at Econpapers \|\| Download paper	578
1981	Panel data and unobservable individual effects. (1981). Hausman, Jerry ; TAYLOR, William E.. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155. Full description at Econpapers \|\| Download paper	525
1976	Exact and superlative index numbers. (1976). Diewert, Walter. In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145. Full description at Econpapers \|\| Download paper	516
1996	Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Bollerslev, Tim ; Baillie, Richard ; Mikkelsen, Hans Ole. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:3-30. Full description at Econpapers \|\| Download paper	511
1999	Spurious regression and residual-based tests for cointegration in panel data. (1999). Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44. Full description at Econpapers \|\| Download paper	500
1986	Errors in variables in panel data. (1986). Hausman, Jerry ; Griliches, Zvi. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:1:p:93-118. Full description at Econpapers \|\| Download paper	488
1988	Some recent development in a concept of causality. (1988). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211. Full description at Econpapers \|\| Download paper	479
1996	Residual-based tests for cointegration in models with regime shifts. (1996). Hansen, Bruce ; Gregory, Allan. In: Journal of Econometrics. RePEc:eee:econom:v:70:y:1996:i:1:p:99-126. Full description at Econpapers \|\| Download paper	474
2005	Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra ; Smith, Jeffrey. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353. Full description at Econpapers \|\| Download paper	469
1997	Further evidence on breaking trend functions in macroeconomic variables. (1997). Perron, Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:80:y:1997:i:2:p:355-385. Full description at Econpapers \|\| Download paper	461
1992	Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. (1992). juselius, katarina ; Johansen, Soren. In: Journal of Econometrics. RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244. Full description at Econpapers \|\| Download paper	456
1988	Limited information estimators and exogeneity tests for simultaneous probit models. (1988). Rivers, Douglas ; Vuong, Quang H.. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:3:p:347-366. Full description at Econpapers \|\| Download paper	453
1995	On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. (1995). Kiviet, Jan. In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:53-78. Full description at Econpapers \|\| Download paper	449
1987	Forecasting and testing in co-integrated systems. (1987). Engle, Robert ; Yoo, Byung Sam. In: Journal of Econometrics. RePEc:eee:econom:v:35:y:1987:i:1:p:143-159. Full description at Econpapers \|\| Download paper	431
1996	Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:73:y:1996:i:1:p:5-59. Full description at Econpapers \|\| Download paper	425
1986	Understanding spurious regressions in econometrics. (1986). Phillips, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:33:y:1986:i:3:p:311-340. Full description at Econpapers \|\| Download paper	425
1994	Autoregressive conditional heteroskedasticity and changes in regime. (1994). Hamilton, James ; Susmel, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333. Full description at Econpapers \|\| Download paper	418
1994	On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael ; Oaxaca, Ronald. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21. Full description at Econpapers \|\| Download paper	412
1990	Analysis of time series subject to changes in regime. (1990). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70. Full description at Econpapers \|\| Download paper	407
1981	Some properties of time series data and their use in econometric model specification. (1981). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:121-130. Full description at Econpapers \|\| Download paper	398
2003	What is an oil shock?. (2003). Hamilton, James. In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398. Full description at Econpapers \|\| Download paper	396
2008	Regression discontinuity designs: A guide to practice. (2008). Lemieux, Thomas ; Imbens, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635. Full description at Econpapers \|\| Download paper	386
1980	Long memory relationships and the aggregation of dynamic models. (1980). Granger, Clive. In: Journal of Econometrics. RePEc:eee:econom:v:14:y:1980:i:2:p:227-238. Full description at Econpapers \|\| Download paper	384
1990	Seasonal integration and cointegration. (1990). Hylleberg, Svend ; Granger, Clive ; Engle, Robert ; YOO, B. S.. In: Journal of Econometrics. RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238. Full description at Econpapers \|\| Download paper	378
1994	Five alternative methods of estimating long-run equilibrium relationships. (1994). Gonzalo, Jesus. In: Journal of Econometrics. RePEc:eee:econom:v:60:y:1994:i:1-2:p:203-233. Full description at Econpapers \|\| Download paper	359
2003	Testing for a unit root in the nonlinear STAR framework. (2003). snell, andy ; shin, yongcheol ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379. Full description at Econpapers \|\| Download paper	354
2007	Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul ; Simar, Leopold. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64. Full description at Econpapers \|\| Download paper	337
2001	Long memory and regime switching. (2001). Inoue, Atsushi ; Diebold, Francis. In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:131-159. Full description at Econpapers \|\| Download paper	333
1990	Alternative models for conditional stock volatility. (1990). Schwert, G. ; pagan, adrian. In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290. Full description at Econpapers \|\| Download paper	328
2001	Tests of equal forecast accuracy and encompassing for nested models. (2001). McCracken, Michael ; Clark, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:85-110. Full description at Econpapers \|\| Download paper	327
1982	The use of time series processes to model the error structure of earnings in a longitudinal data analysis. (1982). MaCurdy, Thomas E.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:83-114. Full description at Econpapers \|\| Download paper	318
1992	Maximum likelihood estimation of stationary univariate fractionally integrated time series models. (1992). Sowell, Fallaw. In: Journal of Econometrics. RePEc:eee:econom:v:53:y:1992:i:1-3:p:165-188. Full description at Econpapers \|\| Download paper	318
1988	Prediction 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. Full description at Econpapers \|\| Download paper	311
1999	GMM 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	308
1985	Panel data from time series of cross-sections. (1985). Deaton, Angus. In: Journal of Econometrics. RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126. Full description at Econpapers \|\| Download paper	307

Citing documents used to compute impact factor 211:

Year	Title	See
2014	GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels. (2014). Sarafidis, Vasilis ; Robertson, Donald ; Westerlund, Joakim . In: MPRA Paper. RePEc:pra:mprapa:53419. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:14-031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2014). Song, Dongho . In: PIER Working Paper Archive. RePEc:pen:papers:14-017. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John. In: NBER Working Papers. RePEc:nbr:nberwo:20070. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Specification Testing in Structural Nonparametric Cointegration. (2014). GAO, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models. (2014). GAO, Jiti ; Dong, Chaohua ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Testing for Nonlinear Multivariate Cointegrating Regressions. (2014). GAO, Jiti ; Yin, Jiying ; Dong, Chaohua ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-8. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Local Power of the CADF and CIPS Panel Unit Root Tests. (2014). Solberger, Martin ; Hosseinkouchack, Mehdi ; Westerlund, Joakim . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Income Inequality, TFP, and Human Capital. (2014). Lopes, Alexandra ; Sequeira, Tiago ; Ferreira-Lopes, Alexandra ; Santos, Marcelo . In: MPRA Paper. RePEc:pra:mprapa:55471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda . In: Working Papers. RePEc:hhs:lunewp:2014_012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Differential Impacts of Foreign Capital and Remittance Inflows on Domestic Savings in the Developing Countries: A Dynamic Heterogeneous Panel Analysis. (2014). Hossain, Delwar . In: Departmental Working Papers. RePEc:pas:papers:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Investor fears and risk premia for rare events. (2014). Schwarz, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:032014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cojumps in stock prices: Empirical evidence. (2014). Shackleton, Mark ; Gilder, Dudley ; Taylor, Stephen J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unexpected tails in risk measurement: Some international evidence. (2014). Tolikas, Konstantinos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:476-493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sharp Bounds in the Binary Roy Model. (2014). MOURIFIÃ, Ismael ; Henry, Marc ; Mourifie, Ismael . In: Working Papers. RePEc:tor:tecipa:tecipa-506. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Labor Market Effects of Sports and Exercise: Evidence from Canadian Panel Data. (2014). Lechner, Michael ; Sari, Nazmi . In: IZA Discussion Papers. RePEc:iza:izadps:dp7931. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Why do tougher caseworkers increase employment? The role of programme assignment as a causal mechanism. (2014). Mellace, Giovanni ; Huber, Martin ; Lechner, Michael . In: Economics Working Paper Series. RePEc:usg:econwp:2014:14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor market effects of sports and exercise: Evidence from Canadian panel data. (2014). Lechner, Michael ; Sari, Nazmi . In: Economics Working Paper Series. RePEc:usg:econwp:2014:02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The finite sample performance of estimators for mediation analysis under sequential conditional independence. (2014). Huber, Martin ; Lechner, Michael ; Mellace, Giovanni . In: Economics Working Paper Series. RePEc:usg:econwp:2014:15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Childrenâs skill formation in less developed countries â The impact of sports participation. (2014). Pawlowski, Tim ; Lechner, Michael ; Downward, Paul ; Schuttoff, Ute . In: Economics Working Paper Series. RePEc:usg:econwp:2014:12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing the Income and Employment Effects of Shale Gas Extraction Windfalls: Evidence from the Marcellus Region. (2014). Paredes, Dusan ; Araya, Dusan Paredes ; Loveridge, Scott ; Komarek, Timothy . In: Documentos de Trabajo en Economia y Ciencia Regional. RePEc:cat:dtecon:dt201403. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor Market Effects of Sports and Exercise: Evidence from Canadian Panel Data. (2014). Lechner, Michael ; Sari, Nazmi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4658. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional Differences in Perceived Corruption among Ukrainian Firms. (2014). Denisova-Schmidt, Elena ; Huber, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2014:07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Practical Procedures to Deal with Common Support Problems in Matching Estimation. (2014). Lechner, Michael ; Strittmatter, Anthony . In: Economics Working Paper Series. RePEc:usg:econwp:2014:10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Frequentist model averaging for multinomial and ordered logit models. (2014). Wan, Alan T. K., ; Wang, Shouyang ; Zhang, Xinyu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:118-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Averaging in Predictive Regressions. (2014). Liu, Chu-An ; Kuo, Biing-Shen . In: MPRA Paper. RePEc:pra:mprapa:54198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are University Admissions Academically Fair?. (2014). Kanaya, Shin ; Bhattacharya, Debopam ; Stevens, Margaret . In: CREATES Research Papers. RePEc:aah:create:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter estimation for subcritical Heston models based on discrete time observations. (2014). Barczy, Matyas ; Szabo, Tamas T. ; Pap, Gyula . In: Papers. RePEc:arx:papers:1403.0527. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TERM STRUCTURE OF INFLATION FORECAST UNCERTAINTIES AND SKEW NORMAL DISTRIBUTIONS. (2014). Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos . In: Discussion Papers in Economics. RePEc:lec:leecon:14/01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large. (2014). Forchini, Giovanni ; Peng, Bin . In: Working Paper Series. RePEc:uts:ecowps:20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric estimation of the tree structure of a nested Archimedean copula. (2014). Segers, Johan ; Uyttendaele, Nathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:190-204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Using local Gaussian correlation in a nonlinear re-examination of financial contagion. (2014). Stove, BÃ¥rd, ; Hufthammer, Karl Ove ; Tjostheim, Dag . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:62-82. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model. (2014). Hong, KiHoon Jimmy ; Zhang, Xiaohui ; Peng, Bin . In: Research Paper Series. RePEc:uts:rpaper:347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. (2014). Bada, Oualid ; Kneip, Alois . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:95-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial panel data models with common shocks. (2014). Bai, Jushan ; Li, Kunpeng . In: MPRA Paper. RePEc:pra:mprapa:52786. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Publicity requirements in public procurement: Evidence from a regression discontinuity design. (2014). Coviello, Decio ; Mariniello, Mario . In: Journal of Public Economics. RePEc:eee:pubeco:v:109:y:2014:i:c:p:76-100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Lee, Sokbae (Simon) ; Whang, Yoon-Jae ; Song, Kyungchul . In: KIER Working Papers. RePEc:kyo:wpaper:889. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for a general class of functional inequalities. (2014). Lee, Sokbae (Simon) ; Whang, Yoon-Jae ; Song, Kyungchul ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:09/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing stationarity of functional time series. (2014). Horvath, Lajos ; Kokoszka, Piotr ; Rice, Gregory . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:66-82. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:53772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:2914. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Grassi, Stefano ; de Magistris, Paolo Santucci ; Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2014-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options. (2014). Violante, Francesco ; Stentoft, Lars ; Rombouts, Jeroen . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:78-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Variance clustering improved dynamic conditional correlation MGARCH estimators. (2014). Caporin, Massimiliano ; Aielli, Gian Piero . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:556-576. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust ranking of multivariate GARCH models by problem dimension. (2014). McAleer, Michael ; Caporin, Massimiliano. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:172-185. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An alternative identification of nonlinear dynamic panel data models with unobserved covariates. (2014). Shiu, Ji-Liang . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:338-342. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Christiansen, Charlotte ; Hou, Ai Jun ; Asgharian, Hossein . In: CREATES Research Papers. RePEc:aah:create:2014-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling changes in the unconditional variance of long stock return series. (2014). TerÃ¤svirta, Timo ; Amado, Cristina ; Terasvirta, Timo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:15-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian estimation of smoothly mixing time-varying parameter GARCH models. (2014). Chen, Cathy W. S., ; Lin, Edward M. H., ; Gerlach, Richard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:194-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu. In: NBER Working Papers. RePEc:nbr:nberwo:19792. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new Pearson-type QMLE for conditionally heteroskedastic models. (2014). Zhu, Ke ; Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52732. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation Error of Expected Shortfall. (2014). Kondor, Imre . In: Papers. RePEc:arx:papers:1402.5534. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions.. (2014). GUEGAN, Dominique ; Hassani, Bertrand K. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions. (2014). GUEGAN, Dominique ; Hassani, Bertrand . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00969242. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetry and Lilienâs Sectoral Shifts Hypothesis: A Quantile Regression Approach. (2014). Pelloni, Gianluigi ; Panagiotidis, Theodore. In: Working Paper Series. RePEc:rim:rimwps:15_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive learning and survey data. (2014). Markiewicz, Agnieszka ; Pick, Andreas. In: DNB Working Papers. RePEc:dnb:dnbwpp:411. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast combinations under structural break uncertainty. (2014). Tian, Jing ; Anderson, Heather. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:161-175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Luetkepohl, Helmut . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4634. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-007. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:180. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joint Confidence Sets for Structural Impulse Responses. (2014). Kilian, Lutz ; Inoue, Atsushi . In: Departmental Working Papers. RePEc:smu:ecowpa:1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks. (2014). Nonejad, Nima . In: MPRA Paper. RePEc:pra:mprapa:55664. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2014). Nonejad, Nima . In: MPRA Paper. RePEc:pra:mprapa:55662. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Testing multiple inequality hypotheses: A smoothed indicator approach. (2014). Chen, Le-Yu ; Szroeter, Jerzy . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:678-693. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric inference based on conditional moment inequalities. (2014). shi, xiaoxia ; Andrews, Donald W. K., . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:31-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing of the mean reversion parameter in continuous time models. (2014). Iglesias, Emma. In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:187-189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Phase-shifting behaviour revisited: An alternative measure. (2014). Kang, Bo Soo ; Ryu, Doowon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:167-173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The dynamic mixed hitting-time model for multiple transaction prices and times. (2014). Renault, Eric ; Werker, Bas J. M., ; van der Heijden, Thijs . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:233-250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo . In: KIER Working Papers. RePEc:kyo:wpaper:887. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification theory for high dimensional static and dynamic factor models. (2014). Bai, Jushan ; Wang, Peng . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:794-804. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The credit-to-GDP gap and countercyclical capital buffers: questions and answers. (2014). Drehmann, Mathias ; Tsatsaronis, Kostas . In: BIS Quarterly Review. RePEc:bis:bisqtr:1403g. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robustness of bootstrap in instrumental variable regression. (2014). Otsu, Taisuke ; Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/572. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A structural econometric analysis of the informal sector heterogeneity. (2014). Nguimkeu, Pierre. In: Journal of Development Economics. RePEc:eee:deveco:v:107:y:2014:i:c:p:175-191. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The indirect continuous-GMM estimation. (2014). Kotchoni, Rachidi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:464-488. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalised density forecast combinations. (2014). Mitchell, James ; Fawcett, Nicholas ; Price, Simon ; Kapetanios, George . In: Bank of England working papers. RePEc:boe:boeewp:0492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Polarization of forecast densities: A new approach to time series classification. (2014). Liu, Shen ; Inder, Brett ; Maharaj, Elizabeth Ann . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:345-361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Lee, Sokbae (Simon) ; Whang, Yoon-Jae ; Song, Kyungchul . In: KIER Working Papers. RePEc:kyo:wpaper:889. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for a general class of functional inequalities. (2014). Lee, Sokbae (Simon) ; Whang, Yoon-Jae ; Song, Kyungchul ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:09/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators. (2014). Lee, Seojeong. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:398-413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference on Optimal Treatment Assignments. (2014). Armstrong, Timothy B. ; Shen, Shu . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1927r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can Variation in Subgroups Average Treatment Effects Explain Treatment Effect Heterogeneity? Evidence from a Social Experiment. (2014). Bitler, Marianne ; Gelbach, Jonah B. ; Hoynes, Hilary W.. In: NBER Working Papers. RePEc:nbr:nberwo:20142. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Chan, Joshua ; Joshua C. C. Chan, ; Grant, Angelia L.. In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient importance sampling in mixture frameworks. (2014). Kleppe, Tore Selland ; Liesenfeld, Roman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:449-463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Bayesian regression with heteroscedastic error density and parametric mean function. (2014). Pelenis, Justinas. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:624-638. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence. (2014). Chen, Jia ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. (2014). Apergis, Nicholas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:61-73. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling structural change in the European metropolitan areas during the process of economic integration. (2014). Longhi, Christian ; Baumont, Catherine ; Musolesi, Antonio . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:395-407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A fast resample method for parametric and semiparametric models. (2014). Bertanha, Marinho ; Hong, Han ; Armstrong, Timothy B.. In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:128-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing constancy in monotone response models. (2014). Colubi, Ana ; Gonzalez-Rodriguez, Gil ; Dominguez-Menchero, Santos J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:45-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric tests for tail monotonicity. (2014). Berghaus, Betina ; Bucher, Axel . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:117-126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Bankruptcy with Incomplete Information. (2014). Xu, Xin . In: MPRA Paper. RePEc:pra:mprapa:55024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing Credit Risk in Money Market Fund Portfolios. (2014). Gallagher, Emily ; Collins, Sean . In: MPRA Paper. RePEc:pra:mprapa:56256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2014). Forbes, Catherine ; Maneesoonthorn, Worapree ; Martin, Gael M.. In: Papers. RePEc:arx:papers:1401.3911. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Working Papers in Economics. RePEc:cbt:econwp:14/10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:1405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does Private Tutoring Work? The Effectiveness of Private Tutoring: A Nonparametric Bounds Analysis. (2014). Hof, Stefanie. In: Economics of Education Working Paper Series. RePEc:iso:educat:0096. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The difference-in-difference method: Assessing the selection bias in the effects of neighborhood environment on health. (2014). Grafova, Irina ; Freedman, Vicki A. ; Rogowski, Jeannette ; Kumar, Rizie ; Lurie, Nicole . In: Economics & Human Biology. RePEc:eee:ehbiol:v:13:y:2014:i:c:p:20-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The identification power of smoothness assumptions in models with counterfactual outcomes. (2014). Lee, Sokbae (Simon) ; Kwon, Koohyun ; Kim, Wooyoung ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:17/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Determinants of equity pension plan flows. (2014). Carmen Pilar Marti Ballester, . In: Estudios de Economia. RePEc:udc:esteco:v:41:y:2014:i:1:p:125-148. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using panel econometric methods to estimate the effect of milk consumption on the mortality rate of prostate and ovarian cancer. (2014). Hagen, Tobias ; Waldeck, Stefanie . In: Working Paper Series: Business and Law. RePEc:zbw:fhfwps:03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Identification partielle: mÃ©thodes et consÃ©quences pour les applications empiriques. (2014). Magnac, Thierry. In: TSE Working Papers. RePEc:tse:wpaper:27851. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification partielle: mÃ©thodes et consÃ©quences pour les applications empiriques. (2014). Magnac, Thierry. In: IDEI Working Papers. RePEc:ide:wpaper:27852. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Leverage Effect in Financial Returns.. (2014). Ielpo, Florian ; GUEGAN, Dominique ; Lalaharison, Hanjarivo ; Chorro, Christophe . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14022. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Leverage Effect in Financial Returns. (2014). Ielpo, Florian ; GUEGAN, Dominique ; Lalaharison, Hanjarivo ; Chorro, Christophe . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00973922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On idiosyncratic stochasticity of financial leverage effects. (2014). Breto, Carles . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:20-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing of the mean reversion parameter in continuous time models. (2014). Iglesias, Emma. In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:187-189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Disagreement and Economic Outlook. (2014). Andrei, Daniel ; Hasler, Michael ; Carlin, Bruce . In: NBER Working Papers. RePEc:nbr:nberwo:20190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates. (2014). Zhu, Ke ; Li, Wai Keung ; Yu, Philip L. H., . In: MPRA Paper. RePEc:pra:mprapa:53874. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage. (2014). Hassler, Uwe ; Werkmann, Verena . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:234:y:2014:i:1:p:23-43. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression. (2014). Yazhao Lv, ; Zhang, Riquan ; Liu, Jicai . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:165-191. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pre and post break parameter inference. (2014). Elliott, Graham ; Muller, Ulrich K.. In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:141-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Bias correction in the estimation of dynamic panel models in corporate finance. (2014). faff, robert ; Zhou, Qing ; Alpert, Karen . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:494-513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo . In: KIER Working Papers. RePEc:kyo:wpaper:887. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On Forecast Evaluation. (2014). Martinez-Rivera, Wilmer Osvaldo ; Julio-Roman, Juan Manuel ; Hernandez-Bejarano, Manuel Dario . In: Borradores de Economia. RePEc:bdr:borrec:825. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On Forecast Evaluation. (2014). Martinez-Rivera, Wilmer Osvaldo ; Julio-Roman, Juan Manuel ; Hernandez-Bejarano, Manuel Dario . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test. (2014). Yang, Lixiong ; Shie, Fu Shuen ; Lee, Chingnun . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:198-226. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bagging Weak Predictors. (2014). Hillebrand, Eric ; Lukas, Manuel . In: CREATES Research Papers. RePEc:aah:create:2014-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joint Confidence Sets for Structural Impulse Responses. (2014). Kilian, Lutz ; Inoue, Atsushi . In: Departmental Working Papers. RePEc:smu:ecowpa:1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Linear instrumental variables model averaging estimation. (2014). Martins, Luis ; Gabriel, Vasco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:709-724. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model selection and model averaging after multiple imputation. (2014). Schomaker, Michael ; Heumann, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:758-770. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Frequentist model averaging for multinomial and ordered logit models. (2014). Wan, Alan T. K., ; Wang, Shouyang ; Zhang, Xinyu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:118-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Boudt, Kris ; PETITJEAN, Mikael . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:121-149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the volatility of crude oil futures using intraday data. (2014). SÃ©vi, BenoÃ®t ; Ben Ali, Chiraz ; Lesage, Cedric . In: Working Papers. RePEc:ipg:wpaper:2014-053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the volatility of crude oil futures using intraday data. (2014). SÃ©vi, BenoÃ®t ; Sevi, Benoit . In: European Journal of Operational Research. RePEc:eee:ejores:v:235:y:2014:i:3:p:643-659. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors. (2014). Westerlund, Joakim ; Reese, Simon . In: Working Papers. RePEc:hhs:lunewp:2014_008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange market pressures during the financial crisis: A Bayesian model averaging evidence. (2014). RusnÃ¡k, Marek ; Horvath, Roman ; Feldkircher, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:21-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk. (2014). Feldkircher, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:43:y:2014:i:c:p:19-49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalised density forecast combinations. (2014). Mitchell, James ; Fawcett, Nicholas ; Price, Simon ; Kapetanios, George . In: Bank of England working papers. RePEc:boe:boeewp:0492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with approximate dynamic factor models: The role of non-pervasive shocks. (2014). Luciani, Matteo . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:20-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A criterion for the number of factors in a data-rich environment. (2014). Jacobs, Jan ; Reijer, Ard H. J. de, ; Otter, Pieter W. ; Jacobs, Jan P. A. M., . In: Research Report. RePEc:dgr:rugsom:14008-eef. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On conditions in central limit theorems for martingale difference arrays. (2014). Azrak, Rajae ; Melard, Guy ; Alj, Abdelkamel . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:3:p:305-307. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012). (2014). McIntosh, Cameron . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:1:p:243-250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring the stance of monetary policy in conventional and unconventional environments. (2014). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast?. (2014). Waliullah, ; Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Estimation of Supply and Demand Elasticities of Agricultural Commodites. (2014). Santeramo, Fabio. In: MPRA Paper. RePEc:pra:mprapa:56126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Energy regulation in China: Objective selection, potential assessment and responsibility sharing by partial frontier analysis. (2014). Tasawar, H. ; Chen, Y. B. ; Xia, X. H. ; Li, J. S. ; Alsaedi, A.. In: Energy Policy. RePEc:eee:enepol:v:66:y:2014:i:c:p:292-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improving the performance of random coefficients demand models: The role of optimal instruments. (2014). Verboven, Frank ; Reynaert, Mathias. In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:83-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Moon, Hyungsik Roger ; Weidner, Martin ; Shum, Matthew . In: CeMMAP working papers. RePEc:ifs:cemmap:20/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model selection in under-specified equations facing breaks. (2014). Hendry, David ; Castle, Jennifer. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p2:p:286-293. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries. (2014). Kazi, Irfan Akbar ; Akbar, Farhan ; Mehanaoui, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	General correcting formulae for forecasts. (2014). Harin, Alexander . In: MPRA Paper. RePEc:pra:mprapa:55283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The pairwise approach to model a large set of disaggregates with common trends. (2014). Espasa, Antoni ; Carlomagnol, Guillermo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples. (2014). Morley, James ; Eo, Yunjong ; Donayre, Luiggi. In: Working Papers. RePEc:syd:wpaper:2014-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A nonlinear panel data model of cross-sectional dependence. (2014). Mitchell, James ; Shin, Yongcheol ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:134-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new approach to Bayesian hypothesis testing. (2014). Yu, Jun ; Li, Yong ; JunYu, ; Zeng, Tao . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:602-612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An alternative identification of nonlinear dynamic panel data models with unobserved covariates. (2014). Shiu, Ji-Liang . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:338-342. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market power and its determinants in the Chinese airline industry. (2014). Zhang, Anming ; Wang, Qiang ; Yang, Hangjun . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:64:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators. (2014). Lee, Seojeong . In: Discussion Papers. RePEc:swe:wpaper:2014-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Limited participation in international business cycle models: A formal evaluation. (2014). Marmer, Vadim ; Hnatkovska, Viktoria ; Gao, Xiaodan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:39:y:2014:i:c:p:255-272. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating and testing a quantile regression model with interactive effects. (2014). Harding, Matthew ; Lamarche, Carlos . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p1:p:101-113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic theory for LAD estimation of moderate deviations from a unit root. (2014). Zhou, Zhiyong ; Lin, Zhengyan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:90:y:2014:i:c:p:25-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	DSGE Priors for BVAR Models. (2014). Theodoridis, Konstantinos ; Filippeli, Thomai. In: Working Papers. RePEc:qmw:qmwecw:wp713. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter. (2014). HOROWITZ, Joel L.. In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:158-173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Testing for Nonlinear Multivariate Cointegrating Regressions. (2014). GAO, Jiti ; Yin, Jiying ; Dong, Chaohua ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-8. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Math matters: education choices and wage inequality. (2014). Rendall, Andrew. In: ECON - Working Papers. RePEc:zur:econwp:160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient GMM estimation of spatial dynamic panel data models with fixed effects. (2014). Lee, Lung-Fei ; Yu, Jihai . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:174-197. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Divorce Risk, Wages, and Working Wives: A Quantitative Life-Cycle Analysis of Female Labor Force Participation. (2014). Fernandez, Raquel ; Wong, Joyce C.. In: NBER Working Papers. RePEc:nbr:nberwo:19869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Household behavior and the marriage market. (2014). Flinn, Christopher ; Del Boca, Daniela. In: Journal of Economic Theory. RePEc:eee:jetheo:v:150:y:2014:i:c:p:515-550. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pigou Meets Ramsey: Gender-Based Taxation with Non-Cooperative Couples. (2014). Meier, Volker ; Rainer, Helmut . In: Ifo Working Paper Series. RePEc:ces:ifowps:_179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. (2014). Paccagnini, Alessia ; Bekiros, Stelios. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:298-323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2014). Chen, Xiaohong ; Pouzo, Demian . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1897r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing a linear dynamic panel data model against nonlinear alternatives. (2014). Lee, Yoon-Jin . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p1:p:146-166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence. (2014). GAO, Jiti ; Dong, Chaohua ; Peng, Bin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model. (2014). Hong, KiHoon Jimmy ; Zhang, Xiaohui ; Peng, Bin . In: Research Paper Series. RePEc:uts:rpaper:347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Residual-based Rank Specification Tests for AR-GARCH type models. (2014). Andreou, Elena ; Bas J. M. Werker, . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:02-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Investigating the Role of Real Divisia Money in Persistence-Robust Econometric Models. (2014). De Peretti, Philippe ; Mattson, Ryan S.. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-00984827. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust variable selection for nonlinear models with diverging number of parameters. (2014). Lv, Zhike, ; Yu, Keming ; Zhu, HuiMing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:90-97. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian inference for nonlinear structural time series models. (2014). Hall, Jamie ; Kohn, Robert ; Pitt, Michael K.. In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:99-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Integrated modified OLS estimation and fixed-b inference for cointegrating regressions. (2014). Wagner, Martin ; Vogelsang, Timothy J.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:741-760. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effects of Index-Fund Investing on Commodity Futures Prices. (2014). Wu, Jing Cynthia ; Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:19892. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testable implications of affine term structure models. (2014). Wu, Jing Cynthia ; Hamilton, James D.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p2:p:231-242. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James D.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial environmental efficiency indicators in regional waste generation: A nonparametric approach. (2014). HALKOS, GEORGE ; Papageorgiou, George . In: DEOS Working Papers. RePEc:aue:wpaper:1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial environmental efficiency indicators in regional waste generation: A nonparametric approach. (2014). HALKOS, GEORGE ; Papageorgiou, George . In: MPRA Paper. RePEc:pra:mprapa:53400. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency and benchmarking with directional distances. A data driven approach. (2014). Simar, Leopold ; Daraio, Cinzia . In: DIAG Technical Reports. RePEc:aeg:report:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency and economies of scale and scope in European universities. A directional distance approach. (2014). Simar, Leopold ; Bonaccorsi, Andrea ; Daraio, Cinzia . In: DIAG Technical Reports. RePEc:aeg:report:2014-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Effects of Access to Health Insurance for Informally Employed Individuals in Peru. (2014). Carpio, Miguel ; Bernal, Noelia ; Klein, Tobias J.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8213. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

Year	Title	See
2014		[Citation Analysis]
2014	Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach. (2014). Karoglou, Michail ; Yfanti, Stavroula ; Karanasos, Menelaos ; Paraskevopoulos, Alexandros ; Ali, Faek Menla . In: Papers. RePEc:arx:papers:1403.7179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A General Theory of Rank Testing. (2014). Al-Sadoon, Majid. In: Working Papers. RePEc:bge:wpaper:750. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	The Evidence on Globalization. (2014). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4708. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fiscal Transfers and Fiscal Sustainability. (2014). Reischmann, Markus ; Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4716. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices. (2014). Bailey, Natalia ; Smith, Vanessa L. ; Pesaran, Hashem M.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Empirical Bayes Methods for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Mesters, Geert . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140061. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Understanding the role of time-varying unobserved ability heterogeneity in education production. (2014). Lehrer, Steven ; Ding, Weili. In: Economics of Education Review. RePEc:eee:ecoedu:v:40:y:2014:i:c:p:55-75. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identifying Industry Margins with Unobserved Price Constraints: Structural Estimation on Pharmaceuticals. (2014). Dubois, Pierre ; Lasio, Laura . In: IDEI Working Papers. RePEc:ide:wpaper:27918. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for a general class of functional inequalities. (2014). Lee, Sokbae (Simon) ; Whang, Yoon-Jae ; Song, Kyungchul ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:09/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The identification power of smoothness assumptions in models with counterfactual outcomes. (2014). Lee, Sokbae (Simon) ; Kwon, Koohyun ; Kim, Wooyoung ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:17/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Lee, Sokbae (Simon) ; Whang, Yoon-Jae ; Song, Kyungchul . In: KIER Working Papers. RePEc:kyo:wpaper:889. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Particulate Pollution and the Productivity of Pear Packers. (2014). Graff Zivin, Joshua ; Chang, Tom ; Neidell, Matthew ; Gross, Tal . In: NBER Working Papers. RePEc:nbr:nberwo:19944. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2014). Lee, Ying-Ying . In: Economics Series Working Papers. RePEc:oxf:wpaper:706. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Maheu, John ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:55243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Persistence in the Banking Industry: Fractional integration and breaks in memory. (2014). Rodrigues, Paulo ; Hassler, Uwe ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Rubia, Antonio . In: Working Papers. RePEc:ptu:wpaper:w201406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Food for Thought? Breastfeeding and Child Development. (2014). Fitzsimons, Emla ; Vera-Hernndez, Marcos . In: DoQSS Working Papers. RePEc:qss:dqsswp:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan . In: Working Paper Series. RePEc:rim:rimwps:05_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators. (2014). Lee, Seojeong . In: Discussion Papers. RePEc:swe:wpaper:2014-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identifying Industry Margins with Unobserved Price Constraints: Structural Estimation on Pharmaceuticals. (2014). Dubois, Pierre ; Lasio, Laura . In: TSE Working Papers. RePEc:tse:wpaper:27919. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A general theory of rank testing. (2014). Al-Sadoon, Majid. In: Economics Working Papers. RePEc:upf:upfgen:1411. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]

Recent citations received in: 2013

Year	Title	See
2013	Bias-corrected estimation in potentially mildly explosive autoregressive models. (2013). Kruse, Robinson ; Kaufmannz, Hendrik . In: CREATES Research Papers. RePEc:aah:create:2013-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Bootstrapping realized volatility and realized beta under a local Gaussianity assumption. (2013). Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2013-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Generalizing smooth transition autoregressions. (2013). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2013-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2013-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Exchange Rate Predictability. (2013). Rossi, Barbara. In: Journal of Economic Literature. RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	This Time Theyre Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth. (2013). Presbitero, Andrea ; Eberhardt, Markus. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2013). Drehmann, Mathias ; Juselius, Mikael . In: BIS Working Papers. RePEc:bis:biswps:421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Firms Benefit from Active Labour Market Policies?. (2013). Wunsch, Conny ; Lechner, Michael ; Scioch, Patrycja . In: Working papers. RePEc:bsl:wpaper:2013/11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The effect of firms partial retirement policies on the labour market outcomes of their employees. (2013). Wunsch, Conny ; Lechner, Michael ; Huber, Martin. In: Working papers. RePEc:bsl:wpaper:2013/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Long-term Unemployed Workers Benefit from Targeted Wage Subsidies?. (2013). Wunsch, Conny ; Lechner, Michael ; Schunemann, Benjamin . In: Working papers. RePEc:bsl:wpaper:2013/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Effect of Firms Partial Retirement Policies on the Labour Market Outcomes of their Employees. (2013). Wunsch, Conny ; Lechner, Michael ; Huber, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Firms Benefit from Active Labour Market Policies?. (2013). Wunsch, Conny ; Lechner, Michael ; Scioch, Patrycja . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4392. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneous Sports Participation and Labour Market Outcomes in England. (2013). Lechner, Michael ; Downward, Paul . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4434. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	After-School Care and Parents Labor Supply. (2013). Thiemann, Petra ; Lechner, Michael ; Felfe, Christina . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4487. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns. (2013). Escribano, Alvaro ; SUCARRAT, Genaro . In: Economics Working Papers. RePEc:cte:werepe:we1321. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression. (2013). Chen, Xiaohong ; Christensen, Timothy . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1923. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1929. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	How Learning a Musical Instrument Affects the Development of Skills. (2013). Schupp, JÃ¼rgen ; Hille, Adrian. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp591. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Time-varying mixture GARCH models and asymmetric volatility. (2013). Haas, Markus ; Krause, Jochen ; Steude, Sven C. ; Paolella, Marc S.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:602-623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	First-differenced inference for panel factor series. (2013). Ipatova, Ekaterina ; Trapani, Lorenzo . In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:2:p:364-366. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	How have inflation-targeting central banks responded to supply shocks?. (2013). Tachibana, Minoru. In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:1-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Linear and nonlinear regression with stable errors. (2013). Ojeda-Revah, Diana ; Nolan, John P.. In: Journal of Econometrics. RePEc:eee:econom:v:172:y:2013:i:2:p:186-194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	One-step R-estimation in linear models with stable errors. (2013). Hallin, Marc ; Veredas, David ; Swan, Yvik ; Verdebout, Thomas . In: Journal of Econometrics. RePEc:eee:econom:v:172:y:2013:i:2:p:195-204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heavy tails of OLS. (2013). de Vries, Casper ; Mikosch, Thomas . In: Journal of Econometrics. RePEc:eee:econom:v:172:y:2013:i:2:p:205-221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Sequential estimation of shape parameters in multivariate dynamic models. (2013). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:233-249. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Risk spillovers in international equity portfolios. (2013). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Matteo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:24:y:2013:i:c:p:121-137. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity. (2013). Durante, Fabrizio ; Sempi, Carlo ; Sanchez, Juan Fernandez . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:897-905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Least squares estimators for discretely observed stochastic processes driven by small LÃ©vy noises. (2013). Long, Hongwei ; Shimizu, Yasutaka ; Sun, Wei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:116:y:2013:i:c:p:422-439. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Dynamic relationship between precious metals. (2013). Åensoy, Ahmet ; SENSOY, Ahmet . In: Resources Policy. RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:22:p:5711-5722. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Bias and bandwidth for local likelihood density estimation. (2013). Tjostheim, Dag ; Otneim, Hkon ; Karlsen, Hans Arnfinn . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:5:p:1382-1387. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Stationary bootstrapping realized volatility. (2013). Shin, Dong Wan ; Hwang, Eunju . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:9:p:2045-2051. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?. (2013). Wong, Benjamin. In: CAMA Working Papers. RePEc:een:camaaa:2013-59. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Contributions to the Theory of Optimal Tests. (2013). Moreira, Marcelo. In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:747. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Predicting recessions with leading indicators: model averaging and selection over the business cycle. (2013). Berge, Travis. In: Research Working Paper. RePEc:fip:fedkrw:rwp13-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Cheng, Xu ; Schorfheide, Frank ; Liao, Zhipeng . In: Working Papers. RePEc:fip:fedpwp:14-4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers. (2013). Czekaj, Tomasz Gerard . In: IFRO Working Paper. RePEc:foi:wpaper:2013_21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Local Structural Trend Break in Stationarity Testing. (2013). Skrobotov, Anton. In: Working Papers. RePEc:gai:wpaper:0074. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneity of the effects of health insurance on household savings: Evidence from rural China. (2013). Cheung, Diana ; Padieu, Ysaline . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00848061. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Contagion Dynamics in EMU Government Bond Spreads. (2013). Leschinski, Christian Christian ; Bertram, Philip . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper. In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy Endre ; Asche, Frank . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2013_003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models. (2013). Zhang, Shulin ; Peter X.-K. Song, ; Peter X.-K. Song, ; Zhou, Qian M. ; Okhrin, Ostap . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-041. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Calculating confidence intervals for continuous and discontinuous functions of parameters. (2013). Ham, John ; Woutersen, Tiemen . In: CeMMAP working papers. RePEc:ifs:cemmap:23/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inference on treatment effects after selection amongst high-dimensional controls. (2013). Chernozhukov, Victor ; Belloni, Alexandre ; Hansen, Christian . In: CeMMAP working papers. RePEc:ifs:cemmap:26/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inference in ordered response games with complete information. (2013). Rosen, Adam ; Aradillas-Lopez, Andres. In: CeMMAP working papers. RePEc:ifs:cemmap:33/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal uniform convergence rates for sieve nonparametric instrumental variables regression. (2013). Chen, Xiaohong ; Christensen, Timothy . In: CeMMAP working papers. RePEc:ifs:cemmap:56/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies. (2013). SÅoczyÅski, Tymon ; Advani, Arun ; Sloczynski, Tymon . In: CeMMAP working papers. RePEc:ifs:cemmap:64/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Testing many moment inequalities. (2013). Chernozhukov, Victor ; Kato, Kengo ; Chetverikov, Denis . In: CeMMAP working papers. RePEc:ifs:cemmap:65/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the asymptotic theory for least squares series: pointwise and uniform results. (2013). Chernozhukov, Victor ; Belloni, Alexandre ; Kato, Kengo ; Chetverikov, Denis . In: CeMMAP working papers. RePEc:ifs:cemmap:73/13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	This Time They Are Different: Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth. (2013). Presbitero, Andrea ; Eberhardt, Markus. In: IMF Working Papers. RePEc:imf:imfwpa:13/248. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Effect of Firms Partial Retirement Policies on the Labour Market Outcomes of Their Employees. (2013). Wunsch, Conny ; Lechner, Michael ; Huber, Martin. In: IZA Discussion Papers. RePEc:iza:izadps:dp7513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Firms Benefit from Active Labour Market Policies?. (2013). Wunsch, Conny ; Lechner, Michael ; Scioch, Patrycja . In: IZA Discussion Papers. RePEc:iza:izadps:dp7614. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	How Learning a Musical Instrument Affects the Development of Skills. (2013). Schupp, JÃ¼rgen ; Hille, Adrian. In: IZA Discussion Papers. RePEc:iza:izadps:dp7655. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneous Sports Participation and Labour Market Outcomes in England. (2013). Lechner, Michael ; Downward, Paul . In: IZA Discussion Papers. RePEc:iza:izadps:dp7690. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	After-School Care and Parents Labor Supply. (2013). Thiemann, Petra ; Lechner, Michael ; Felfe, Christina . In: IZA Discussion Papers. RePEc:iza:izadps:dp7768. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies. (2013). SÅoczyÅski, Tymon ; Advani, Arun ; Sloczynski, Tymon . In: IZA Discussion Papers. RePEc:iza:izadps:dp7874. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1315. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Detecting Collusion on Highway Procurement. (2013). Gabrielli, Florencia M.. In: EconÃ³mica. RePEc:lap:journl:587. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inflation fan charts, monetary policy and skew normal distribution. (2013). Charemza, Wojciech ; Vela, Carlos Diaz ; Makarova, Svetlana . In: Discussion Papers in Economics. RePEc:lec:leecon:13/06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Too many skew normal distributions? The practitionerâs perspective. (2013). Charemza, Wojciech ; Vela, Carlos Diaz ; Makarova, Svetlana . In: Discussion Papers in Economics. RePEc:lec:leecon:13/07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneity of the effects of health insurance on household savings: Evidence from rural China.. (2013). Cheung, Diana ; Padieu, Ysaline . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:13056. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Hermite Series Estimation in Nonlinear Cointegrating Models. (2013). GAO, Jiti ; Cai, Biqing . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Regulating Bidder Participation in Auctions. (2013). Bhattacharya, Vivek ; Sweeting, Andrew ; Roberts, James W.. In: NBER Working Papers. RePEc:nbr:nberwo:19352. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inference of Biddersâ Risk Attitudes in Ascending Auctions with Endogenous Entry. (2013). Fang, Hanming ; Tang, Xun . In: NBER Working Papers. RePEc:nbr:nberwo:19435. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	This Time Theyâre Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth. (2013). Presbitero, Andrea ; Eberhardt, Markus. In: Discussion Papers. RePEc:not:notcfc:13/10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Detecting Big Structural Breaks in Large Factor Models. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang . In: Economics Series Working Papers. RePEc:oxf:wpaper:677. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Role of Quality in Service Markets Organized as Multi-Attribute Auctions. (2013). Krasnokutskaya, Elena ; Tang, Xun ; Song, Kyungchul . In: PIER Working Paper Archive. RePEc:pen:papers:13-053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inference of Biddersâ Risk Attitudes in Ascending Auctions with Endogenous Entry. (2013). Fang, Hanming ; Tang, Xun . In: PIER Working Paper Archive. RePEc:pen:papers:13-056. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version. (2013). Hansen, Bruce ; Cheng, Xu. In: PIER Working Paper Archive. RePEc:pen:papers:13-061. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A New Index of Financial Conditions. (2013). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:45463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:50267. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (2013). Zhu, Ke ; Chen, Min . In: MPRA Paper. RePEc:pra:mprapa:50487. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The OaxacaâBlinder Unexplained Component as a Treatment Effects Estimator. (2013). SÅoczyÅski, Tymon ; Soczyski, Tymon . In: MPRA Paper. RePEc:pra:mprapa:50660. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2013). Maheu, John ; Jensen, Mark. In: MPRA Paper. RePEc:pra:mprapa:52132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A new Pearson-type QMLE for conditionally heteroskedastic models. (2013). Zhu, Ke ; Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52344. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Distribution Theory of the Least Squares Averaging Estimator. (2013). Liu, Chu-An. In: MPRA Paper. RePEc:pra:mprapa:54201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Lies, Damned Lies, and Statistics? Examples From Finance and Economics. (2013). Abadir, Karim. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:4:p:231-248. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the Identification of Financial and Uncertainty Shocks. (2013). Zakrajsek, Egon ; Gilchrist, Simon ; Fuentes-Albero, Cristina ; Caldara, Dario . In: 2013 Meeting Papers. RePEc:red:sed013:965. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modelling the Behaviour of Unemployment Rates in the US over Time and across Space. (2013). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper Series. RePEc:rim:rimwps:39_13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Generalizing smooth transition autoregressions. (2013). Zanetti Chini, Emilio. In: CEIS Research Paper. RePEc:rtv:ceisrp:294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013		[Citation Analysis]
2013	Adaptive Learning and Survey Data. (2013). Markiewicz, Agnieszka ; Pick, Andreas. In: CDMA Working Paper Series. RePEc:san:cdmawp:1305. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A COMPARISON OF THE FORECASTING PERFORMANCES OF MULTIVARIATE VOLATILITY MODELS. (2013). Candila, Vincenzo . In: Working Papers. RePEc:sep:wpaper:3_228. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inference for vast dimensional elliptical distributions. (2013). Dominicy, Yves ; Veredas, David ; Ogata, Hiroaki . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:4:p:1853-1880. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2013). Koop, Gary ; Gonzalez Belmonte, Miguel Angel. In: Working Papers. RePEc:str:wpaper:1302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A new index of financial conditions. (2013). Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:str:wpaper:1307. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe?. (2013). Demiralp, Selva ; Aslanidis, Nektarios . In: Working Papers. RePEc:urv:wpaper:2072/211885. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Treatment effects and panel data. (2013). Lechner, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2013:14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The effect of firms partial retirement policies on the labour market outcomes of their employees. (2013). Wunsch, Conny ; Lechner, Michael ; Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2013:16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Firms Benefit from Active Labour Market Policies?. (2013). Wunsch, Conny ; Lechner, Michael ; Scioch, Patrycja . In: Economics Working Paper Series. RePEc:usg:econwp:2013:18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneous sports participation and labour market outcomes in England. (2013). Lechner, Michael ; Downward, Paul . In: Economics Working Paper Series. RePEc:usg:econwp:2013:25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	After-school care and parentsâ labor supply. (2013). Thiemann, Petra ; Lechner, Michael ; Felfe, Christina . In: Economics Working Paper Series. RePEc:usg:econwp:2013:34. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

Year	Title	See
2012	Unit roots, nonlinearities and structural breaks. (2012). TerÃ¤svirta, Timo ; Kruse, Robinson ; Haldrup, Niels ; Terasvirta, Timo ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2012-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates. (2012). Kristensen, Dennis ; Han, Heejoon. In: CREATES Research Papers. RePEc:aah:create:2012-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are National School Lunch Program Participants More Likely to be Obese? Dealing with Identification. (2012). Kropp, Jaclyn D. ; Peckham, Janet G.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Supplemental Nutrition Assistance Program, Financial Stress, and Childhood Obesity. (2012). Gundersen, Craig ; Garasky, Steven B. ; Burgstahler, Rebecca . In: Agricultural and Resource Economics Review. RePEc:ags:arerjl:123311. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why Do Shoppers Use Cash? Evidence from Shopping Diary Data. (2012). Welte, Angelika ; Wakamori, Naoki. In: Working Papers. RePEc:bca:bocawp:12-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multiple Structural Breaks and Inflation Persistance in Belarus. (2012). Pelipas, Igor . In: BEROC Working Paper Series. RePEc:bel:wpaper:21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary Transmission Mechanism and Time Variation in the Euro Area. (2012). Bagzibagli, Kemal . In: Discussion Papers. RePEc:bir:birmec:12-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2012). Perron, Pierre ; McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Information Theoretic Foundations of a Probabilistic and Predictive Micro and Macro Economics. (2012). Judge, George . In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt5d98g7wg. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2012). Sun, Yixiao ; Kaplan, David. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt888657tp. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Beyond Ramsey: Gender-Based Taxation with Non-Cooperative Couples. (2012). Rainer, Helmut ; Meier, Volker. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3966. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Estimation of Dynamic Games when Players Beliefs Are Not in Equilibrium. (2012). Magesan, Arvind ; Aguirregabiria, Victor. In: Working Papers. RePEc:clg:wpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012028. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic conditional correlation models for realized covariance matrices. (2012). Violante, Francesco ; Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications. (2012). Phillips, Peter ; Peter C. B. Phillips, ; Liao, Zhipeng . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1871. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models. (2012). van den Akker, Ramon ; Hallin, Marc ; Werker, B. J. M., . In: Discussion Paper. RePEc:dgr:kubcen:2012089. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation. (2012). van Dijk, Herman ; BaÅtÃ¼rk, Nalan ; Opschoor, Anne ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120096. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo. (2012). van Dijk, Herman ; BaÅtÃ¼rk, Nalan ; ZELLNER, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120098. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantiles autocorrelation in stock markets returns. (2012). Da costa, Alexandre Silva ; Ceretta, Paulo Sergio ; Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for a unit root in the presence of stochastic volatility and leverage effect. (2012). Li, Yong ; Chong, Terence ; Zhang, Jie . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:2035-2038. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the economic factors of deforestation: What can we learn from quantile analysis?. (2012). Delacote, Philippe ; Damette, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2427-2434. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measurement of excess bidding in auctions. (2012). Tsionas, Efthymios ; Ferona, Angeliki . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:377-380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity. (2012). Matzkin, Rosa. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:106-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Minimax regret treatment choice with covariates or with limited validity of experiments. (2012). Stoye, JÃ¶rg. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:138-156. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Some properties of the LIML estimator in a dynamic panel structural equation. (2012). Akashi, Kentaro ; Kunitomo, Naoto . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:167-183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inferring welfare maximizing treatment assignment under budget constraints. (2012). Dupas, Pascaline ; Bhattacharya, Debopam. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:168-196. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bayesian modeling of joint and conditional distributions. (2012). Pelenis, Justinas ; Norets, Andriy. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:332-346. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:68-75. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A regularization approach to the many instruments problem. (2012). Carrasco, Marine . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:383-398. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Kernel-weighted GMM estimators for linear time series models. (2012). Kuersteiner, Guido. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:399-421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior. (2012). Simoni, Anna ; FLORENS, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:458-475. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric trending panel data models with cross-sectional dependence. (2012). Li, Degui ; GAO, Jiti ; Chen, Jia . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:1:p:71-85. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic well-being and poverty among the elderly: An analysis based on a collective consumption model. (2012). Vermeulen, Frederic ; De Rock, Bram ; Cherchye, Laurens. In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:6:p:985-1000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; VANHEMS, Anne ; Wilson, Paul W.. In: European Journal of Operational Research. RePEc:eee:ejores:v:220:y:2012:i:3:p:853-864. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the volatilityâvolume relationship in energy futures markets using intraday data. (2012). SÃ©vi, BenoÃ®t ; Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Empirical bias in intraday volatility measures. (2012). SÃ©vi, BenoÃ®t ; Ielpo, Florian ; Fang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The racial gap in education and the legacy of slavery. (2012). Dimico, Arcangelo ; Bertocchi, Graziella. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:4:p:581-595. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on spatialâtemporal lattice modeling and maximum likelihood estimation. (2012). Zhang, Xiang ; Zheng, Yanbing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2145-2155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial stress and economic dynamics: the transmission of crises. (2012). Tetlow, Robert ; Hubrich, Kirstin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-82. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries. (2012). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1050. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	DSGE model-based forecasting. (2012). Schorfheide, Frank ; Del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:554. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mandatory labels, taxes and market forces: An empirical evaluation of fat policies. (2012). Lecocq, SÃ©bastien ; EtilÃ©, Fabrice ; Allais, Olivier. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00736556. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mandatory labels, taxes and market forces: An empirical evaluation of fat policies. (2012). Lecocq, SÃ©bastien ; EtilÃ©, Fabrice ; Allais, Olivier ; Etile, Fabrice . In: Working Papers. RePEc:hal:wpaper:halshs-00736556. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How Important is Secondary School Duration for Post-school Education Decisions? Evidence from a Natural Experiment. (2012). Thomsen, Stephan ; Meyer, Tobias . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-509. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange Rates as Exchange Rate Common Factors. (2012). Wu, Jyh-lin ; Sul, Donggyu ; Mark, Nelson ; Greenaway-McGrevy, Ryan . In: Working Papers. RePEc:hkm:wpaper:212012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Generalized Tests of Investment Fund Performance. (2012). Laurini, MÃ¡rcio. In: IBMEC RJ Economics Discussion Papers. RePEc:ibr:dpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik Roger. In: CeMMAP working papers. RePEc:ifs:cemmap:08/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric estimation of random coefficients in structural economic models. (2012). Nesheim, Lars ; Hoderlein, Stefan ; Simoni, Anna . In: CeMMAP working papers. RePEc:ifs:cemmap:09/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simultaneous equations for discrete outcomes:coherence, completeness, and identification.. (2012). Rosen, Adam ; Chesher, Andrew. In: CeMMAP working papers. RePEc:ifs:cemmap:21/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An instrumental variable random coefficients model for binary outcomes. (2012). Rosen, Adam ; Chesher, Andrew. In: CeMMAP working papers. RePEc:ifs:cemmap:34/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identifcation in auctions with selective entry. (2012). . In: CeMMAP working papers. RePEc:ifs:cemmap:38/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Extracting Deflation Probability Forecasts from Treasury Yields. (2012). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2012:q:4:a:2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Regression Discontinuity Applications with Rounding Errors in the Running Variable. (2012). Dong, Yingying. In: Working Papers. RePEc:irv:wpaper:111206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates. (2012). Mabli, James ; Flabbi, Luca. In: IZA Discussion Papers. RePEc:iza:izadps:dp6908. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Goodness-of-fit tests based on series estimators in nonparametric instrumental regression. (2012). Breunig, Christoph . In: Working Papers. RePEc:mnh:wpaper:32111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Joint Identification of Utility and Discount Functions From Stated Choice Data: An Application to Durable Goods Adoption. (2012). Hitsch, Gunter J. ; Jindal, Pranav ; Dube, Jean-Pierre H.. In: NBER Working Papers. RePEc:nbr:nberwo:18393. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural and reduced-form modeling and forecasting with application to Armenia.. (2012). Poghosyan, K.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5590845. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jackknife Model Averaging of the Current Account Determinants. (2012). Uroevic, Branko ; Nedeljkovic, Milan ; Zildovic, Emir . In: Working papers. RePEc:nsb:wpaper:23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Model Discovery and Trygve Haavelmos Legacy. (2012). Johansen, Soren ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:598. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are University Admissions Academically Fair?. (2012). Kanaya, Shin ; Bhattacharya, Debopam ; Stevens, Margaret . In: Economics Series Working Papers. RePEc:oxf:wpaper:608. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of long memory in integrated variance. (2012). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: DEM Working Papers Series. RePEc:pav:demwpp:017. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Cheng, Xu ; Liao, Zhipeng . In: PIER Working Paper Archive. RePEc:pen:papers:12-045. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach. (2012). Hansen, Bruce ; Cheng, Xu. In: PIER Working Paper Archive. RePEc:pen:papers:12-046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:38147. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility. (2012). Karapanagiotidis, Paul. In: MPRA Paper. RePEc:pra:mprapa:38885. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Public sector transparency and countriesâ environmental performance: A nonparametric analysis. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:39553. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations. (2012). Jang, Tae-Seok . In: MPRA Paper. RePEc:pra:mprapa:39669. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:40015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations. (2012). Jang, Tae-Seok . In: MPRA Paper. RePEc:pra:mprapa:40278. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rapid estimation of nonlinear DSGE models. (2012). Hall, Jamie. In: MPRA Paper. RePEc:pra:mprapa:41218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A plug-in averaging estimator for regressions with heteroskedastic errors. (2012). Liu, Chu-An. In: MPRA Paper. RePEc:pra:mprapa:41414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic growth and environmental efficiency: Evidence from U.S. regions. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:42675. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semi-parametric Bayesian Partially Identified Models based on Support Function. (2012). Liao, Yuan ; Simoni, Anna . In: MPRA Paper. RePEc:pra:mprapa:43262. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the impact of AGOA heterogeneous?. (2012). Cooke, Edgar ; Cooke, Edgar F. A., . In: MPRA Paper. RePEc:pra:mprapa:43277. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consumption dynamics in general equilibrium. (2012). Hall, Jamie. In: MPRA Paper. RePEc:pra:mprapa:43933. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Least Squares Model Averaging by Prediction Criterion. (2012). Xie, Tian . In: Working Papers. RePEc:qed:wpaper:1299. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multi-Attribute Auctions with Unobserved Heterogeneity in Supplier Qualities and Buyers Tastes. (2012). Krasnokutskaya, Elena . In: 2012 Meeting Papers. RePEc:red:sed012:283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Core and `Crust: Consumer Prices and the Term Structure of Interest Rates. (2012). Ajello, Andrea ; Chyruk, Olena ; Benzoni, Luca . In: 2012 Meeting Papers. RePEc:red:sed012:922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mis-specification Testing: Non-Invariance of Expectations Models of Inflation. (2012). Nymoen, Ragnar ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Working Paper Series. RePEc:rim:rimwps:50_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Model Selection in Equations with Many Small Effects. (2012). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Working Paper Series. RePEc:rim:rimwps:53_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model. (2012). Ceylan, Ozcan. In: GIAM Working Papers. RePEc:ris:giamwp:2012_004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries. (2012). Fachin, Stefano ; Basher, Syed. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models. (2012). Yu, Jun ; Chen, Ye. In: Working Papers. RePEc:siu:wpaper:15-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Robust Deviance Information Criterion for Latent Variable Models. (2012). Yu, Jun ; Li, Yong ; JunYu, ; Zeng, Tao . In: Working Papers. RePEc:siu:wpaper:30-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Treatment effect analysis of early reemployment bonus program: panel MLE and mode-based semiparametric estimator for interval truncation. (2012). Lee, Myoung-jae ; Kim, Hyun . In: Portuguese Economic Journal. RePEc:spr:portec:v:11:y:2012:i:3:p:189-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Shrinkage averaging estimation. (2012). Schomaker, Michael . In: Statistical Papers. RePEc:spr:stpapr:v:53:y:2012:i:4:p:1015-1034. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consistent Estimation of Panel Data Models with a Multi-factor Error Structure. (2012). Forchini, Giovanni ; Peng, Bin . In: School of Economics Discussion Papers. RePEc:sur:surrec:0112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and estimation of dynamic games when players beliefs are not in equilibrium. (2012). Magesan, Arvind ; Aguirregabiria, Victor. In: Working Papers. RePEc:tor:tecipa:tecipa-449. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Gaming the Boston School Choice Mechanism in Beijing. (2012). HE, Yinghua. In: TSE Working Papers. RePEc:tse:wpaper:26414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko. In: Faculty Working Papers. RePEc:una:unccee:wp2612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Central Bank Reserves and the Yield Curve at the ZLB. (2012). Mirkov, Nikola ; Sutter, Barbara . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring Long-term Performance: a Regression Based Generalization of the Calendar Time Portfolio Approach. (2012). Hoechle, Daniel ; Zimmermann, Heinz ; Schmid, Markus . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jackknife Model Averaging of the Current Account Determinants. (2012). Uroevi, Branko ; Nedeljkovi, Milan ; Zildovi, Emir . In: Panoeconomicus. RePEc:voj:journl:v:59:y:2012:i:3:p:267-281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mandatory labelling, nutritional taxes and market forces: An empirical evaluation of fat policies in the French fromage blanc and yogurt market.. (2012). Lecocq, SÃ©bastien ; EtilÃ©, Fabrice ; Allais, Olivier ; Etile, Fabrice . In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:12/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intra-daily volatility spillovers between the US and German stock markets. (2012). Golosnoy, Vasyl ; Gribisch, Bastian ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior. (2012). Jang, Tae-Seok . In: Economics Working Papers. RePEc:zbw:cauewp:201207. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2012). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok . In: Economics Working Papers. RePEc:zbw:cauewp:201208. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Voev, Valeri ; Halbleib, Roxana. In: CREATES Research Papers. RePEc:aah:create:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2011-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting with Option Implied Information. (2011). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2011-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability. (2011). Bollerslev, Tim ; Osterrieder, Daniela ; Sizova, Natalia ; Tauchen, George . In: CREATES Research Papers. RePEc:aah:create:2011-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions. (2011). Choi, Seungmoon . In: School of Economics Working Papers. RePEc:adl:wpaper:2011-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Effect of Newspaper Entry and Exit on Electoral Politics. (2011). Shapiro, Jesse M. ; Sinkinson, Michael ; Gentzkow, Matthew . In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:2980-3018. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner. In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:108498. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner. In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:108723. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner. In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:109664. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Measuring farmersâ risk aversion: the unknown properties of the value function. (2011). Carpentier, Alain ; Cao, Ruixuan ; Gohin, Alexandre . In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. RePEc:ags:eaae11:114623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL. (2011). Moura, Guilherme Valle ; Portugal, Marcelo Savino ; Caldeira, Joao Frois . In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. RePEc:anp:en2009:133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Commodity Booms and Busts. (2011). Rausser, Gordon ; Carter, Colin ; Smith, Aaron . In: Annual Review of Resource Economics. RePEc:anr:reseco:v:3:y:2011:p:87-118. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial correlations at ultra-high frequency: theoretical models and empirical estimation. (2011). Mastromatteo, Iacopo ; Zoi, Patrick ; Marsili, Matteo . In: Papers. RePEc:arx:papers:1011.1011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Cointegration in Panel Data with Breaks and Cross-section Dependence. (2011). Carrion-i-Silvestre, Josep ; Banerjee, Anindya ; Josep Lluis Carrion-i-Silvestre, . In: Discussion Papers. RePEc:bir:birmec:11-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus T.. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-050. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Nonparametric Estimation and Inference on Conditional Quantile Processes. (2011). Qu, Zhongjun ; Jung Mo Yoon, . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011). (2011). Pesaran, M ; Pick, A. ; Pranovich, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Bayesian nonparametric approach to modeling market share dynamics. (2011). Prunster, Igor ; Ruggiero, Matteo . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:217. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset.. (2011). Ciccarelli, Matteo ; Altavilla, Carlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Experimentally Elicited Beliefs Explain Privacy Behavior. (2011). RivenbarK, David . In: Working Papers. RePEc:cfl:wpaper:2010-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Pricing Central Tendency in Volatility. (2011). Khrapov, Stanislav. In: Working Papers. RePEc:cfr:cefirw:w0168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Why didnt the Global Financial Crisis hit Latin America?. (2011). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd M. ; Jan P. A. M. Jacobs, . In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Macroeconomics as a Science. (2011). Serletis, Apostolos. In: Working Papers. RePEc:clg:wpaper:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Modeling Data Revisions. (2011). Julio, Juan ; Juan Manuel Julio Roman, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:007929. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Data Revisions and the Output Gap. (2011). Julio, Juan. In: BORRADORES DE ECONOMIA. RePEc:col:000094:007956. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multivariate volatility modeling of electricity futures. (2011). Hafner, Christian ; Bauwens, Luc ; Pierret, Diane . In: CORE Discussion Papers. RePEc:cor:louvco:2011011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility models. (2011). Laurent, SÃ©bastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The potential of a small model. (2011). Teulings, C. N. ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:193. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecast Rationality Tests Based on Multi-Horizon Bounds. (2011). Timmermann, Allan ; Patton, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Incorporating theoretical restrictions into forecasting by projection methods. (2011). Ragusa, Giuseppe ; Giacomini, Raffaella. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Endogenous Information Flows and the Clustering of Announcements. (2011). DeMarzo, Peter ; Acharya, Viral ; Kremer, Ilan ; De Marzo, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8680. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	High-Dimensional Instrumental Variables Regression and Confidence Sets. (2011). Tsybakov, Alexandre ; Gautier, Eric. In: Working Papers. RePEc:crs:wpaper:2011-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Large Deviations of Realized Volatility. (2011). Otsu, Taisuke ; Kanaya, Shin. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1798. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects. (2011). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1832. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the Cyclicality of Real Wages and Wage Differentials. (2011). Pourpourides, Panayiotis ; Otrok, Christopher. In: Working Papers. RePEc:cyb:wpaper:2011-4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do jumps help in forecasting the density of returns?. (2011). Ielpo, Florian ; Chevallier, Julien ; Sevi, Benoit . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/6805. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues. (2011). De Luca, Giuseppe ; Magnus, J. R.. In: Discussion Paper. RePEc:dgr:kubcen:2011082. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures. (2011). Scharth, Marcel ; Koopman, Siem Jan. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk. (2011). Schwaab, Bernd ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011042. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model. (2011). van der Wel, Michel ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures. (2011). Scharth, Marcel ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks. (2011). Pesaran, M ; Pick, Andreas ; Pranovich, Mikhail . In: DNB Working Papers. RePEc:dnb:dnbwpp:327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Advances in Forecasting Under Instability. (2011). Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:11-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal. (2011). Bhattacharjee, Arnab ; de Castro, Eduardo Anselmo ; Marques, Joo Loureno . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:253. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimation of the Spatial Weights Matrix under Structural Constraints. (2011). Bhattacharjee, Arnab ; Jensen-Butler, Chris . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:254. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bayesian Factor Selection in Dynamic Term Structure Models. (2011). Laurini, MÃ¡rcio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Voev, Valeri ; Halbleib, Roxana. In: Working Papers ECARES. RePEc:eca:wpaper:2013/73640. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	One-Sided Representations of Generalized Dynamic Factor Models. (2011). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo . In: Working Papers ECARES. RePEc:eca:wpaper:2013/94959. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Systemic risk diagnostics: coincident indicators and early warning signals. (2011). Schwaab, Bernd ; Lucas, AndrÃ© ; Koopman, Siem Jan. In: Working Paper Series. RePEc:ecb:ecbwps:20111327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip . In: Working Paper Series. RePEc:ecl:ohidic:2011-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Dynamic modelling of agricultural policies: The role of expectation schemes. (2011). Femenia, Fabienne ; Gohin, Alexandre . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:1950-1958. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Currency equivalent monetary aggregates as leading indicators of inflation. (2011). Ramachandran, M ; Paul, Sunil. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:2041-2048. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Probabilistic risk aversion with an arbitrary outcome set. (2011). Blavatskyy, Pavlo R.. In: Economics Letters. RePEc:eee:ecolet:v:112:y:2011:i:1:p:34-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	High-frequency returns, jumps and the mixture of normals hypothesis. (2011). Paye, Bradley S. ; Fleming, Jeff . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:119-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Ultra high frequency volatility estimation with dependent microstructure noise. (2011). Ait-Sahalia, Yacine ; Zhang, Lan ; Mykland, Per A.. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:160-175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Edgeworth expansions for realized volatility and related estimators. (2011). Ait-Sahalia, Yacine ; Zhang, Lan ; Mykland, Per A.. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:190-203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimation of objective and risk-neutral distributions based on moments of integrated volatility. (2011). Renault, Eric ; Garcia, RenÃ© ; Lewis, Marc-Andre ; Pastorello, Sergio . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:22-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Realized volatility forecasting and market microstructure noise. (2011). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:220-234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility forecasting and microstructure noise. (2011). Sinko, Arthur ; Ghysels, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:257-271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimating covariation: Epps effect, microstructure noise. (2011). Zhang, Lan . In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:33-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Large panels with common factors and spatial correlation. (2011). Pesaran, M ; Tosetti, Elisa . In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:182-202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Testing for weak identification in possibly nonlinear models. (2011). Rossi, Barbara ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:246-261. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Subsampling high frequency data. (2011). Kalnina, Ilze. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:262-283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Data-based ranking of realised volatility estimators. (2011). Patton, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:284-303. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimation of stable distributions by indirect inference. (2011). Veredas, David ; Renault, Eric ; Garcia, RenÃ©. In: Journal of Econometrics. RePEc:eee:econom:v:161:y:2011:i:2:p:325-337. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2011). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole E.. In: Journal of Econometrics. RePEc:eee:econom:v:162:y:2011:i:2:p:149-169. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Integrated variance forecasting: Model based vs. reduced form. (2011). Sizova, Natalia . In: Journal of Econometrics. RePEc:eee:econom:v:162:y:2011:i:2:p:294-311. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Dynamic factors in the presence of blocks. (2011). Liska, Roman ; Hallin, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:163:y:2011:i:1:p:29-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Market liquidity as dynamic factors. (2011). Veredas, David ; Pirotte Speder, Hugues ; Mathias, Charles ; Hallin, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:163:y:2011:i:1:p:42-50. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Realized Laplace transforms for estimation of jump diffusive volatility models. (2011). Tauchen, George ; Todorov, Viktor ; Grynkiv, Iaryna . In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:2:p:367-381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. (2011). Wang, Liqun ; hsiao, cheng. In: Journal of Econometrics. RePEc:eee:econom:v:165:y:2011:i:1:p:30-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study. (2011). Zeng, Ning ; Conrad, Christian ; Karanasos, Menelaos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:1:p:147-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How arbitrage-free is the Nelson-Siegel model?. (2011). Coroneo, Laura ; Nyholm, Ken ; Vidova-Koleva, Rositsa . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:3:p:393-407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Maximum likelihood estimation of non-affine volatility processes. (2011). Dotsis, George ; Chourdakis, Kyriakos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:3:p:533-545. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008. (2011). Swanson, Norman ; Cai, Lili . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:4:p:743-764. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Intraday jumps and US macroeconomic news announcements. (2011). Evans, Kevin P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Term structure modelling with observable state variables. (2011). Huse, Cristian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3240-3252. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities. (2011). Tang, Ke ; Dempster, M. A. H., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:3:p:639-652. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Growth, development and natural resources: New evidence using a heterogeneous panel analysis. (2011). Raissi, Mehdi ; Mohaddes, Kamiar ; Cavalcanti, Tiago ; Cavalcanti, Tiago V. de V., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:51:y:2011:i:4:p:305-318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Price setting in a leading Swiss online supermarket. (2011). Devereux, Michael ; Berka, Martin ; Rudolph, Thomas . In: CAMA Working Papers. RePEc:een:camaaa:2011-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX. (2011). McAleer, Michael ; Ishida, I. ; Oya, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:22806. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?. (2011). Proietti, Tommaso ; LÃ¼tkepohl, Helmut ; Luetkepohl, Helmut . In: Economics Working Papers. RePEc:eui:euiwps:eco2011/29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Price setting in a leading Swiss online supermarket. (2011). Devereux, Michael ; Berka, Martin ; Rudolph, Thomas . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:83. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Term premia and the news. (2011). Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Extracting deflation probability forecasts from Treasury yields. (2011). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; GlennD. Rudebusch, ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2011-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Unbiased estimate of dynamic term structure models. (2011). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, . In: Working Paper Series. RePEc:fip:fedfwp:2011-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model-independent maximum range for the liquidity correction of TIPS yields. (2011). Christensen, Jens ; Gillan, James M. ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2011-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Risk, uncertainty, and expected returns. (2011). Zhou, Hao ; Bali, Turan G.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The variance risk premium around the world. (2011). Londono, Juan M.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A comprehensive revision of the U.S. monetary services (divisia) indexes. (2011). Jones, Barry ; Anderson, Richard. In: Review. RePEc:fip:fedlrv:y:2011:i:sep:p:325-360:n:v.93no.5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Speculation in the oil market. (2011). Petrella, Ivan ; Juvenal, Luciana. In: Working Papers. RePEc:fip:fedlwp:2011-027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Portage and path dependence. (2011). Lin, Jeffrey ; Bleakley, Hoyt. In: Working Papers. RePEc:fip:fedpwp:11-38. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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