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A Markov Chain Model for Contagion

Angelos Dassios, Hongbiao Zhao Risks 20160221
Estimation and Inference for Varying-Coefficient Models with Nonstationary Regressors Using Penalized Splines

Haiqiang Chen, Ying Fang, Yingxing Li Econometric Theory 20160221
A Joint Portmanteau Test for Conditional Mean and Variance Time-Series Models

Carlos Velasco, Xuexin Wang Journal of Time Series Analysi 20160221
Statistical Inference for Panel Dnamic Simultaneous Equations Models

Cheng Hsiao, Qiankun Zhou Journal of Econometrics 20160221
Estimating the Conditional Single-Index Error Distribution with A Partial Linear Mean Regression

Jun Zhang, Zhenghui Feng, Peirong Xu Test 20160221
Predictability Of Time-Varying Jump Premiums: Evidence Based On Calibration

Kent Wang, Yuqiang Guo Australian Journal of Manageme 20160221
Cultural Border, Administrative Border, and Regional Economic Development: Evidence from Chinese Cities

Xiang Gao, Cheryl Xiaoning Long China Economic Review 20160221
Systemic Risk in An Interconnected Banking System with Endogenousasset Markets

Marcel Bluhm, Jan Pieter Krahnen Journal of Financial Stability 20160221
Testing Predictive Regression Models with Nonstationary Regressors

Zongwu Cai, Yunfei Wang Journal of Econometrics 20160221
Trade Liberalization and Competition Levels

Pu Chen, Dingming Liu The B.E. Journal of Theoretica 20160221

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