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Tatsushi Oka

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2023. "Distributional Vector Autoregression: Eliciting Macro and Financial Dependence," Papers 2303.04994, arXiv.org.

    Cited by:

    1. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2024. "Inflation Target at Risk: A Time-varying Parameter Distributional Regression," Papers 2403.12456, arXiv.org.

  2. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2022. "Bivariate Distribution Regression with Application to Insurance Data," Papers 2203.12228, arXiv.org, revised Sep 2023.

    Cited by:

    1. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2023. "Distributional Vector Autoregression: Eliciting Macro and Financial Dependence," Papers 2303.04994, arXiv.org.

  3. Tatsushi Oka & Wei Wei & Dan Zhu, 2020. "A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China," Papers 2008.06051, arXiv.org, revised Aug 2020.

    Cited by:

    1. Callaway, Brantly & Li, Tong, 2023. "Policy evaluation during a pandemic," Journal of Econometrics, Elsevier, vol. 236(1).

  4. Tatsushi Oka & Ken Yamada, 2019. "Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality," Papers 1903.03925, arXiv.org, revised Jul 2019.

    Cited by:

    1. Hyunbae Chun & Jungmin Lee & Donghan Shin, 2024. "Does the Minimum Wage Affect Non-wage Workers?," Korean Economic Review, Korean Economic Association, vol. 40, pages 5-47.

  5. Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2018. "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Papers 1805.09937, arXiv.org.

    Cited by:

    1. Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global temperatures and greenhouse gases - a common features approach," Working Papers 2019-07-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    2. Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022. "Economic activity and climate change," Papers 2206.03187, arXiv.org, revised Jun 2022.
    3. Tatsushi Oka & Pierre Perron, 2016. "Testing for Common Breaks in a Multiple Equations System," Papers 1606.00092, arXiv.org, revised Jan 2018.
    4. Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
    5. Grant R. McDermott, 2021. "Skeptic priors and climate consensus," Climatic Change, Springer, vol. 166(1), pages 1-23, May.
    6. Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa, 2021. "Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration," Journal of Econometrics, Elsevier, vol. 224(1), pages 22-38.
    7. Francisco Estrada & Luis Filipe Martins & Pierre Perron, 2017. "Characterizing and attributing the warming trend in sea and land surface temperatures," Boston University - Department of Economics - Working Papers Series WP2017-009, Boston University - Department of Economics.
    8. González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023. "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS 37968, Universidad Carlos III de Madrid. Departamento de Estadística.

  6. David T. Frazier & Tatsushi Oka & Dan Zhu, 2017. "Indirect Inference with a Non-Smooth Criterion Function," Papers 1708.02365, arXiv.org, revised Jul 2019.

    Cited by:

    1. Czellar, Veronika & Frazier, David T. & Renault, Eric, 2022. "Approximate maximum likelihood for complex structural models," Journal of Econometrics, Elsevier, vol. 231(2), pages 432-456.
    2. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    3. Frazier, David T. & Koo, Bonsoo, 2021. "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, vol. 223(1), pages 1-27.
    4. P Čížek & S Sadıkoğlu, 2022. "Misclassification-robust semiparametric estimation of single-index binary-choice models [Local NLLS estimation of semi-parametric binary choice models]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 433-454.
    5. David T. Frazier & Bonsoo Koo, 2020. "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers 30/20, Monash University, Department of Econometrics and Business Statistics.
    6. Jean-Jacques Forneron, 2019. "A Scrambled Method of Moments," Papers 1911.09128, arXiv.org.

  7. Tatsushi Oka & Pierre Perron, 2016. "Testing for Common Breaks in a Multiple Equations System," Papers 1606.00092, arXiv.org, revised Jan 2018.

    Cited by:

    1. Mugrabi, Farah Daniela, 2023. "Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets," LIDAM Discussion Papers LFIN 2023001, Université catholique de Louvain, Louvain Finance (LFIN).
    2. Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
    3. Eo, Yunjong & Morley, James, 2011. "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks," Working Papers 2011-07, University of Sydney, School of Economics, revised Feb 2014.
    4. Ye Li & Pierre Perron, 2013. "Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends," Boston University - Department of Economics - Working Papers Series 2013-010, Boston University - Department of Economics.
    5. Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni, 2019. "Combining p-values to test for multiple structural breaks in cointegrated regressions," Journal of Econometrics, Elsevier, vol. 211(2), pages 461-482.
    6. Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
    7. Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2017. "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Boston University - Department of Economics - Working Papers Series WP2018-015, Boston University - Department of Economics, revised Apr 2018.
    8. Karsten Schweikert, 2022. "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers 2201.05430, arXiv.org, revised Aug 2023.
    9. Richard S. J. Tol & Francisco Estrada & Carlos Gay-García, 2012. "The persistence of shocks in GDP and the estimation of the potential economic costs of climate change," Working Paper Series 4312, Department of Economics, University of Sussex Business School.
    10. Jiang, Peiyun & Kurozumi, Eiji, 2021. "A new test for common breaks in heterogeneous panel data models," Discussion paper series HIAS-E-107, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    11. Perron, Pierre & Yamamoto, Yohei, 2014. "A Note On Estimating And Testing For Multiple Structural Changes In Models With Endogenous Regressors Via 2sls," Econometric Theory, Cambridge University Press, vol. 30(2), pages 491-507, April.
    12. Pierre L. Siklos, 2020. "Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?," IMES Discussion Paper Series 20-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
    13. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020. "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 219-238, May.
    14. Josep Lluís Carrion‐i‐Silvestre & María Dolores Gadea, 2023. "Testing for multiple level shifts with an integrated or stationary noise component," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 801-819, September.
    15. Ye Li & Pierre Perron, 2012. "Inference on Locally Ordered Breaks in Multiple Regressions," Boston University - Department of Economics - Working Papers Series wp2015-013, Boston University - Department of Economics, revised 02 Feb 2015.
    16. Karsten Schweikert, 2020. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Papers 2001.07949, arXiv.org, revised Apr 2021.
    17. Karsten Schweikert, 2022. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 83-104, January.
    18. Manner, Hans & Blatt, Dominik & Candelon, Bertrand, 2014. "Detecting financial contagion in a multivariate system," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100411, Verein für Socialpolitik / German Economic Association.
    19. Blatt, Dominik & Candelon, Bertrand & Manner, Hans, 2015. "Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 1-13.

  8. Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series," CeMMAP working papers 06/14, Institute for Fiscal Studies.

    Cited by:

    1. Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David, 2017. "Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis," Energy Economics, Elsevier, vol. 68(C), pages 327-339.
    2. Avik Sinha & Arshian Sharif & Arnab Adhikari & Ankit Sharma, 2022. "Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence," Annals of Operations Research, Springer, vol. 313(1), pages 257-287, June.
    3. Lee, L. & Linton, O. & Whang, Y-J., 0000. "Quantilograms under Strong Dependence," Cambridge Working Papers in Economics 1936, Faculty of Economics, University of Cambridge.
    4. Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Jose Arreola-Hernandez, 2019. "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Post-Print hal-02129104, HAL.
    5. Kuang, Wei, 2023. "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, vol. 271(C).
    6. Guo, Dong & Zhou, Peng, 2021. "Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China," Cardiff Economics Working Papers E2021/28, Cardiff University, Cardiff Business School, Economics Section.
    7. Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018. "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, vol. 70(C), pages 258-269.
    8. Urom, Christian & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, Khaled, 2022. "Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 326-341.
    9. Uddin, Gazi Salah & Yahya, Muhammad & Goswami, Gour Gobinda & Lucey, Brian & Ahmed, Ali, 2022. "Stock market contagion during the COVID-19 pandemic in emerging economies," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 302-309.
    10. Lei, Heng & Xue, Minggao & Liu, Huiling & Ye, Jing, 2023. "Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing," Resources Policy, Elsevier, vol. 80(C).
    11. Konstantina Vartholomatou & Konstantina Pendaraki & Athanasios Tsagkanos, 2022. "Corporate bonds, exchange rates and memorandum: Evidence from Greece and Ireland," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3484-3489, July.
    12. Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020. "Risk Spillovers and Interconnectedness between Systemically Important Institutions," Swiss Finance Institute Research Paper Series 20-40, Swiss Finance Institute.
    13. Iulia Lupu & Radu Lupu & Adina Criste, 2023. "The Nexus between Green Bonds and European Banks: A Cross-Quantilogram Approach," Energies, MDPI, vol. 16(24), pages 1-19, December.
    14. Shen, Yifan, 2018. "International risk transmission of stock market movements," Economic Modelling, Elsevier, vol. 69(C), pages 220-236.
    15. Klochkov, Yegor & Härdle, Wolfgang Karl & Xu, Xiu, 2019. "Localizing Multivariate CAViaR," IRTG 1792 Discussion Papers 2019-007, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    16. Pham, Linh, 2021. "Frequency connectedness and cross-quantile dependence between green bond and green equity markets," Energy Economics, Elsevier, vol. 98(C).
    17. Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020. "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, vol. 137(C).
    18. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2019. "Return spillovers around the globe: A network approach," Economic Modelling, Elsevier, vol. 77(C), pages 133-146.
    19. Sohag, Kazi & Sokolova, Yulia & Vilamová, Šárka & Blueschke, Dmitri, 2023. "Volatility transmission from critical minerals prices to green investments," Resources Policy, Elsevier, vol. 82(C).
    20. Stefan Birr & Stanislav Volgushev & Tobias Kley & Holger Dette & Marc Hallin, 2015. "Quantile Spectral Analysis for Locally Stationary Time Series," Working Papers ECARES ECARES 2015-27, ULB -- Universite Libre de Bruxelles.
    21. Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Directional predictability of implied volatility: From crude oil to developed and emerging stock markets," Finance Research Letters, Elsevier, vol. 27(C), pages 65-79.
    22. Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018. "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, vol. 25(C), pages 1-9.
    23. Bampinas, Georgios & Panagiotidis, Theodore, 2023. "How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?," MPRA Paper 117094, University Library of Munich, Germany.
    24. Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong, 2019. "Risk spillovers between oil and stock markets: A VAR for VaR analysis," Energy Economics, Elsevier, vol. 80(C), pages 524-535.
    25. Bouri, Elie & Hussain Shahzad, Syed Jawad & Roubaud, David, 2020. "Cryptocurrencies as hedges and safe-havens for US equity sectors," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 294-307.
    26. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020. "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
    27. Dai, Zhifeng & Zhu, Junxin & Zhang, Xinhua, 2022. "Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment," Energy Economics, Elsevier, vol. 114(C).
    28. Adewuyi, Adeolu O. & Awodumi, Olabanji B. & Abodunde, Temitope T., 2019. "Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria," Resources Policy, Elsevier, vol. 61(C), pages 348-362.
    29. Georgios Bampinas & Panagiotis Konstantinou & Theodore Panagiotidis, 2021. "Reassessing the inflation uncertainty‐inflation relationship in the tails," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 508-534, October.
    30. Kumar, Satish & Khalfaoui, Rabeh & Tiwari, Aviral Kumar, 2021. "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, vol. 74(C).
    31. Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022. "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, vol. 83(C).
    32. Nahla Samargandi & Kazi Sohag, 2022. "Oil Price Shocks to Foreign Assets and Liabilities in Saudi Arabia under Pegged Exchange Rate," Mathematics, MDPI, vol. 10(24), pages 1-15, December.
    33. Atil, Ahmed & Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2020. "Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization," Resources Policy, Elsevier, vol. 67(C).
    34. Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018. "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 297-307.
    35. Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021. "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    36. Damek, Ewa & Mikosch, Thomas & Zhao, Yuwei & Zienkiewicz, Jacek, 2023. "Whittle estimation based on the extremal spectral density of a heavy-tailed random field," Stochastic Processes and their Applications, Elsevier, vol. 155(C), pages 232-267.
    37. Bechir Raggad & Elie Bouri, 2023. "Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests," Mathematics, MDPI, vol. 11(3), pages 1-23, January.
    38. Lee, Ji Hyung, 2016. "Predictive quantile regression with persistent covariates: IVX-QR approach," Journal of Econometrics, Elsevier, vol. 192(1), pages 105-118.
    39. Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring network systemic risk contributions: A leave-one-out approach," LEO Working Papers / DR LEO 2708, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    40. Daniel Danau, 2017. "Prudence and preference for flexibility gain," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2017-05, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS, revised Nov 2017.
    41. Yuichi Goto & Tobias Kley & Ria Van Hecke & Stanislav Volgushev & Holger Dette & Marc Hallin, 2021. "The Integrated Copula Spectrum," Working Papers ECARES 2021-29, ULB -- Universite Libre de Bruxelles.
    42. Scarcioffolo, Alexandre R. & Etienne, Xiaoli, 2021. "Testing directional predictability between energy prices: A quantile-based analysis," Resources Policy, Elsevier, vol. 74(C).
    43. Jozef Barun'ik & Tobias Kley, 2015. "Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables," Papers 1510.06946, arXiv.org, revised Dec 2018.
    44. Ayedi Ahmed & Marjène Gana & Stéphane Goutte & Khaled Guesmi, 2023. "Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS," Working Papers halshs-04068651, HAL.
    45. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš, 2020. "Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector," EconStor Preprints 222580, ZBW - Leibniz Information Centre for Economics.
    46. Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
    47. Walid Mensi & Mariya Gubareva & Hee-Un Ko & Xuan Vinh Vo & Sang Hoon Kang, 2023. "Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
    48. Pham, Linh & Nguyen, Canh Phuc, 2021. "Asymmetric tail dependence between green bonds and other asset classes," Global Finance Journal, Elsevier, vol. 50(C).
    49. Heejoon Han, 2016. "Quantile Dependence between Stock Markets and its Application in Volatility Forecasting," Papers 1608.07193, arXiv.org.
    50. Chandrarin, Grahita & Sohag, Kazi & Cahyaningsih, Diyah Sukanti & Yuniawan, Dani & Herdhayinta, Heyvon, 2022. "The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis," Resources Policy, Elsevier, vol. 77(C).
    51. Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, vol. 168(C).
    52. Valdivia Coria, Joab Dan, 2022. "Apalancamiento, ciclo financiero y económico [Leverage, financial and business cycles]," MPRA Paper 116849, University Library of Munich, Germany.
    53. Axel Per Hedström & Gazi Salah Uddin & Md Lutfur Rahman & Bo Sjö, 2024. "Systemic risk in the Scandinavian banking sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 581-608, January.
    54. Ngo Thai Hung & Vo Xuan Vinh, 2023. "Asymmetric impact of the COVID-19 pandemic on foreign exchange markets: Evidence from an extreme quantile approach," Economics and Business Letters, Oviedo University Press, vol. 12(1), pages 20-32.
    55. Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021. "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, vol. 95(C), pages 21-34.
    56. Aharon, David Y. & Demir, Ender & Lau, Chi Keung Marco & Zaremba, Adam, 2022. "Twitter-Based uncertainty and cryptocurrency returns," Research in International Business and Finance, Elsevier, vol. 59(C).
    57. Tan Le & Franck Martin & Duc Nguyen, 2018. "Dynamic connectedness of global currencies: a conditional Granger-causality approach," Working Papers hal-01806733, HAL.
    58. Urom, C. & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, K., 2022. "Dynamic dependence between clean investments and economic policy uncertainty," MERIT Working Papers 2022-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    59. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
    60. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2023. "The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1845-1857, April.
    61. Iulia Lupu & Gheorghe Hurduzeu & Radu Lupu, 2022. "How Is the ESG Reflected in European Financial Stability?," Sustainability, MDPI, vol. 14(16), pages 1-14, August.
    62. Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I., 2023. "Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(1), pages 25-47, February.
    63. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023. "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, vol. 118(C).
    64. Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.
    65. Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & Yarema Okhrin, 2017. "Tail event driven networks of SIFIs," SFB 649 Discussion Papers SFB649DP2017-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    66. Thobekile Qabhobho & Anokye M. Adam & Emmanuel Asafo-Adjei, 2023. "Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 666-678, November.
    67. Marques, André M. & Lima, Gilberto Tadeu, 2022. "Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 290-312.
    68. Su, Xianfang & Guo, Dawei & Dai, Liang, 2023. "Do green bond and green stock markets boom and bust together? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 89(C).
    69. Algieri, Bernardina & Leccadito, Arturo, 2019. "Ask CARL: Forecasting tail probabilities for energy commodities," Energy Economics, Elsevier, vol. 84(C).
    70. Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih, 2022. "The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold," Resources Policy, Elsevier, vol. 79(C).
    71. Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
    72. Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017. "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis," Emerging Markets Review, Elsevier, vol. 31(C), pages 32-46.
    73. Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    74. Ayadi, Ahmed & Ghabri, Yosra & Guesmi, Khaled, 2023. "Directional predictability from central bank digital currency to cryptocurrencies and stablecoins," Research in International Business and Finance, Elsevier, vol. 65(C).
    75. Shakya, Shishir & Li, Bingxin & Etienne, Xiaoli, 2022. "Shale revolution, oil and gas prices, and drilling activities in the United States," Energy Economics, Elsevier, vol. 108(C).
    76. Naeem, Muhammad Abubakr & Nguyen, Thi Thu Ha & Nepal, Rabindra & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021. "Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach," Finance Research Letters, Elsevier, vol. 43(C).
    77. Zhao, Yixiu & Upreti, Vineet & Cai, Yuzhi, 2021. "Stock returns, quantile autocorrelation, and volatility forecasting," International Review of Financial Analysis, Elsevier, vol. 73(C).
    78. Naeem, Muhammad Abubakr & Karim, Sitara & Abrar, Afsheen & Yarovaya, Larisa & Shah, Adil Ahmad, 2023. "Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
    79. Nikolaos A. Kyriazis, 2020. "Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings," JRFM, MDPI, vol. 13(5), pages 1-19, May.
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    199. Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019. "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 322-330.
    200. Derick David Quintino & Heloisa Lee Burnquist & Paulo Jorge Silveira Ferreira, 2021. "Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study," Sustainability, MDPI, vol. 13(22), pages 1-18, November.
    201. Dragos HURU & Ioana MANAFI & Ionut PANDELICA & Marilena Carmen UZLAU, 2022. "Nonlinear Dependencies between Green Bonds and General Financial Market Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 169-181, December.

  9. Zhongjun Qu & Tatsushi Oka, 2010. "Estimating structural changes in regression quantiles," Boston University - Department of Economics - Working Papers Series WP2010-052, Boston University - Department of Economics.

    Cited by:

    1. Christian Bauer & Sebastian Weber, 2016. "The Efficiency of Monetary Policy when Guiding Inflation Expectations," Research Papers in Economics 2016-14, University of Trier, Department of Economics.
    2. Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
    3. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018. "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 15-26.
    4. Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi, 2015. "Threshold effect test in censored quantile regression," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 149-156.
    5. Li, Zheng & Zeng, Jingjing & Hensher, David A., 2023. "An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia," Transportation Research Part A: Policy and Practice, Elsevier, vol. 169(C).
    6. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    7. Feiyu Jiang & Zifeng Zhao & Xiaofeng Shao, 2022. "Jiang, Zhao and Shao's reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid‐19 Pandemic’," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 1849-1854, October.
    8. Yunmi Kim & Lijuan Huo & Tae-Hwan Kim, 2020. "Dealing with Markov-Switching Parameters in Quantile Regression Models," Working papers 2020rwp-166, Yonsei University, Yonsei Economics Research Institute.
    9. Weichi Wu & Zhou Zhou, 2017. "Nonparametric Inference for Time-Varying Coefficient Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 98-109, January.
    10. Yu, Ping, 2015. "Adaptive estimation of the threshold point in threshold regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 83-100.
    11. Tatsushi Oka & Pierre Perron, 2016. "Testing for Common Breaks in a Multiple Equations System," Papers 1606.00092, arXiv.org, revised Jan 2018.
    12. Marilena Furno, 2021. "Cointegration tests at the quantiles," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1087-1100, January.
    13. Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
    14. Russo, Emanuele & Foster-McGregor, Neil & Verspagen, Bart, 2019. "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," MERIT Working Papers 2019-026, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    15. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2017. "South Africa’s inflation persistence: a quantile regression framework," Economic Change and Restructuring, Springer, vol. 50(4), pages 367-386, November.
    16. Liwen Zhang & Huixia Judy Wang & Zhongyi Zhu, 2017. "Composite change point estimation for bent line quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 145-168, February.
    17. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017. "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 510-514, May.
    18. Kuriyama Nina, 2016. "Testing cointegration in quantile regressions with an application to the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 107-121, April.
    19. Ghysels, Eric & Liu, Hanwei, 2017. "Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?," CEPR Discussion Papers 12180, C.E.P.R. Discussion Papers.
    20. Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    21. Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    22. Zhongxin Ni & Xing Lu & Wenjun Xue, 2021. "Does the belt and road initiative resolve the steel overcapacity in China? Evidence from a dynamic model averaging approach," Empirical Economics, Springer, vol. 61(1), pages 279-307, July.
    23. Feiyu Jiang & Zifeng Zhao & Xiaofeng Shao, 2022. "Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1589-1607, November.
    24. Venkata Jandhyala & Stergios Fotopoulos & Ian MacNeill & Pengyu Liu, 2013. "Inference for single and multiple change-points in time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 423-446, July.
    25. Chuang Wan & Wei Zhong & Wenyang Zhang & Changliang Zou, 2023. "Multikink quantile regression for longitudinal data with application to progesterone data analysis," Biometrics, The International Biometric Society, vol. 79(2), pages 747-760, June.
    26. Fenghua Wen & Kaiyan Weng & Wei-Xing Zhou, 2020. "Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach," Risk Management, Palgrave Macmillan, vol. 22(4), pages 310-337, December.
    27. Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi, 2019. "Quantile-regression-based clustering for panel data," Journal of Econometrics, Elsevier, vol. 213(1), pages 54-67.
    28. Marilena Furno, 2012. "Tests for structural break in quantile regressions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 493-515, October.
    29. Zhanfeng Wang & Wenxin Liu & Yuanyuan Lin, 2015. "A change-point problem in relative error-based regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 835-856, December.
    30. Wolters, Maik H., 2012. "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
    31. Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin, 2015. "Sequential change point detection in linear quantile regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 98-103.
    32. Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat, 2017. "Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 52-68.
    33. Sebastiano Manzan & Dawit Zerom, 2015. "Asymmetric Quantile Persistence and Predictability: the Case of US Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(2), pages 297-318, April.
    34. Alexander Aue & Rex C. Y. Cheung & Thomas C. M. Lee & Ming Zhong, 2014. "Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1241-1256, September.
    35. Jean-Paul Chavas & Salvatore Falco, 2017. "Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 67(2), pages 297-320, June.
    36. Sahbi FARHANI, 2012. "Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 246-266.
    37. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework," Working Papers 201563, University of Pretoria, Department of Economics.
    38. Emanuele Russo & Neil Foster-McGregor, 2022. "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 713-756, April.
    39. Wen-Yi Chen & Tsangyao Chang & Yu-Hui Lin, 2018. "Investigating the Persistence of Suicide in the United States: Evidence from the Quantile Unit Root Test," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(2), pages 813-833, January.
    40. Zeng, Zijian & Li, Meng, 2021. "Bayesian median autoregression for robust time series forecasting," International Journal of Forecasting, Elsevier, vol. 37(2), pages 1000-1010.
    41. Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er, 2018. "Nonparametric regression with multiple thresholds: Estimation and inference," Journal of Econometrics, Elsevier, vol. 206(2), pages 472-514.
    42. Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020. "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 71(C).
    43. Chiang, Harold D. & Sasaki, Yuya, 2019. "Causal inference by quantile regression kink designs," Journal of Econometrics, Elsevier, vol. 210(2), pages 405-433.
    44. Yan-Yu Chiou & Mei-Yuan Chen & Jau-er Chen, 2017. "Nonparametric Regression with Multiple Thresholds: Estimation and Inference," Papers 1705.09418, arXiv.org, revised Feb 2018.

  10. Tatsushi Oka, 2004. "Juvenile Crime and Punishment: Evidence from Japan," Discussion Papers in Economics and Business 04-16, Osaka University, Graduate School of Economics.

    Cited by:

    1. Michihito Ando & Hiroaki Mori & Shintaro Yamaguchi, 2022. "Universal Early Childhood Education and Adolescent Risky Behavior," RF Berlin - CReAM Discussion Paper Series 2218, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    2. Marcelo Castro & Cesar Tirso, 2023. "The impacts of the age of majority on the exposure to violent crimes," Empirical Economics, Springer, vol. 64(2), pages 983-1023, February.
    3. Ando, Michihito & Mori, Hiroaki & Yamaguchi, Shintaro, 2022. "Universal Early Childhood Education and Adolescent Risky Behavior," IZA Discussion Papers 15531, Institute of Labor Economics (IZA).
    4. Ignacio Munyo, 2015. "The Juvenile Crime Dilemma," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 201-211, April.
    5. Cristiano M. Costa & Luciana D. Costa & Renata C. Gomes, 2015. "Family member incarceration and delinquent behaviour in the classroom: evidence from Brazil," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 411-415, March.
    6. Ando, Michihito & Mori, Hiroaki & Yamaguchi, Shintaro, 2022. "Universal early childhood education and adolescent risky behavior," SocArXiv rnkgs, Center for Open Science.

Articles

  1. Wang, Yunyun & Oka, Tatsushi & Zhu, Dan, 2023. "Bivariate distribution regression with application to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 215-232.
    See citations under working paper version above.
  2. Tatsushi Oka & Ken Yamada, 2023. "Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality," Journal of Human Resources, University of Wisconsin Press, vol. 58(1), pages 335-362.
    See citations under working paper version above.
  3. Kim, Dukpa & Oka, Tatsushi & Estrada, Francisco & Perron, Pierre, 2020. "Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures," Journal of Econometrics, Elsevier, vol. 214(1), pages 130-152.
    See citations under working paper version above.
  4. Frazier, David T. & Oka, Tatsushi & Zhu, Dan, 2019. "Indirect inference with a non-smooth criterion function," Journal of Econometrics, Elsevier, vol. 212(2), pages 623-645.
    See citations under working paper version above.
  5. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.

    Cited by:

    1. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
    2. Saibal Ghosh, 2020. "Bank Lending and Monetary Transmission: Does Politics Matter?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 359-381, June.
    3. Brantly Callaway & Tong Li & Joel Rodrigue & Yuya Sasaki & Yong Tan, 2024. "Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan," Staff Working Papers 24-7, Bank of Canada.
    4. Jiafeng Gu, 2021. "Effects of Patent Policy on Outputs and Commercialization of Academic Patents in China: A Spatial Difference-in-Differences Analysis," Sustainability, MDPI, vol. 13(23), pages 1-17, December.
    5. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers 1804, Department of Economics, Temple University.
    6. Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
    7. Soichiro Yamauchi, 2020. "Difference-in-Differences for Ordinal Outcomes: Application to the Effect of Mass Shootings on Attitudes toward Gun Control," Papers 2009.13404, arXiv.org.
    8. Peng, Ying & Tian, Chuanhao & Wen, Haizhen, 2021. "How does school district adjustment affect housing prices: An empirical investigation from Hangzhou, China," China Economic Review, Elsevier, vol. 69(C).
    9. Goodman-Bacon, Andrew, 2021. "Difference-in-differences with variation in treatment timing," Journal of Econometrics, Elsevier, vol. 225(2), pages 254-277.
    10. Jessica Ya Sun, 2020. "Welfare consequences of access to health insurance for rural households: Evidence from the New Cooperative Medical Scheme in China," Health Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 337-352, March.
    11. Afrouz Azadikhah Jahromi & Brantly Callaway, 2019. "Heterogeneous Effects of Job Displacement on Earnings," DETU Working Papers 1901, Department of Economics, Temple University.
    12. Masayuki Sawada, 2019. "Noncompliance in randomized control trials without exclusion restrictions," Papers 1910.03204, arXiv.org, revised Jun 2021.
    13. Clarke, Damian & Llorca-Jaña, Manuel & Pailañir, Daniel, 2021. "The Use of Quantile Methods in Economic History," IZA Discussion Papers 14659, Institute of Labor Economics (IZA).
    14. Gonçalves, S. & Rodrigues, T.P. & Chagas, A.L.S., 2020. "The impact of wind power on the Brazilian labor market," Renewable and Sustainable Energy Reviews, Elsevier, vol. 128(C).
    15. David Bounie & Youssouf Camara, 2020. "Card-Sales Response to Merchant Contactless Payment Acceptance," Post-Print hal-02296302, HAL.
    16. Bounie, David & Camara, Youssouf, 2020. "Card-sales response to merchant contactless payment acceptance," Journal of Banking & Finance, Elsevier, vol. 119(C).
    17. Wolfgang Frimmel & Bernhard Schmidpeter & Rene Wiesinger & Rudolf Winter-Ebmer, 2022. "Mandatory Wage Posting, Bargaining and the Gender Wage Gap," Economics working papers 2022-02, Department of Economics, Johannes Kepler University Linz, Austria.
    18. Lyu, Chaofeng & Xie, Zhe & Li, Zhi, 2022. "Market supervision, innovation offsets and energy efficiency: Evidence from environmental pollution liability insurance in China," Energy Policy, Elsevier, vol. 171(C).
    19. Carolina Caetano & Brantly Callaway, 2022. "Difference-in-Differences with Time-Varying Covariates in the Parallel Trends Assumption," Papers 2202.02903, arXiv.org, revised May 2023.
    20. Brantly Callaway, 2022. "Difference-in-Differences for Policy Evaluation," Papers 2203.15646, arXiv.org.
    21. Eréndira León Bravo, 2022. "Three essays on education, wages, and the labour market in Mexico," Economics PhD Theses 0322, Department of Economics, University of Sussex Business School.
    22. William Prieto Bustos & Cristian Darío Castillo Robayo & Jacobo Campo Robledo & Juliana Molina Dominguez, 2024. "Impact of Venezuelan Migration on the Informal Workforce of Native Workers in Colombia," Economies, MDPI, vol. 12(2), pages 1-25, February.
    23. Pedro H. C. Sant'Anna, 2016. "Program Evaluation with Right-Censored Data," Papers 1604.02642, arXiv.org.

  6. Oka, Tatsushi & Perron, Pierre, 2018. "Testing for common breaks in a multiple equations system," Journal of Econometrics, Elsevier, vol. 204(1), pages 66-85.
    See citations under working paper version above.
  7. Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae, 2016. "The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series," Journal of Econometrics, Elsevier, vol. 193(1), pages 251-270.
    See citations under working paper version above.
  8. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.

    Cited by:

    1. Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
    2. Arie Beresteanu, 2020. "Quantile Regression with Interval Data," Working Paper 6899, Department of Economics, University of Pittsburgh.
    3. Shosei Sakaguchi, 2020. "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers CWP8/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Choi, Jin-young & Lee, Myoung-jae, 2019. "Twins are more different than commonly believed, but made less different by compensating behaviors," Economics & Human Biology, Elsevier, vol. 35(C), pages 18-31.
    5. Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
    6. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.

  9. Dukpa Kim & Tatsushi Oka, 2014. "Divorce Law Reforms And Divorce Rates In The Usa: An Interactive Fixed‐Effects Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 231-245, March.

    Cited by:

    1. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Rafaty, R. & Dolphin, G. & Pretis, F., 2020. "Carbon pricing and the elasticity of CO2 emissions," Cambridge Working Papers in Economics 20116, Faculty of Economics, University of Cambridge.
    3. Gagliardi, Luisa, 2019. "The impact of foreign technological innovation on domestic employment via the industry mix," Research Policy, Elsevier, vol. 48(6), pages 1523-1533.
    4. Shinya Fukui, 2020. "The effect of deregulation of the "Act concerning the Industry Restriction"," Discussion Papers 2002, Graduate School of Economics, Kobe University.
    5. Laurent Gobillon & Thierry Magnac, 2013. "Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00849071, HAL.
    6. Rafaty, Ryan & Dolphin, Geoffroy & Pretis, Felix, 2021. "Carbon Pricing and the Elasticity of CO2 Emissions," RFF Working Paper Series 21-33, Resources for the Future.
    7. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 13/22, Monash University, Department of Econometrics and Business Statistics.
    8. Yi‐Ting Chen, 2020. "A distributional synthetic control method for policy evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 505-525, August.
    9. Wei Shi & Lung-fei Lee, 2018. "The effects of gun control on crimes: a spatial interactive fixed effects approach," Empirical Economics, Springer, vol. 55(1), pages 233-263, August.
    10. Brantly Callaway & Sonia Karami, 2020. "Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods," Papers 2006.15780, arXiv.org, revised Feb 2022.
    11. Hyungsik Roger Moon & Martin Weidner, 2015. "Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects," Econometrica, Econometric Society, vol. 83(4), pages 1543-1579, July.
    12. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers 35/14, Institute for Fiscal Studies.
    13. Xiang, Jingjie & Li, Li, 2022. "Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1025-1044.
    14. Matteo Picchio, 2021. "Microchip bags and waste sorting," Working Papers 449, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    15. Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," University of California at San Diego, Economics Working Paper Series qt90m9d66s, Department of Economics, UC San Diego.
    16. Peter Backus & Thien Nguyen, 2021. "The Effect of the Sex Buyer Law on the Market for Sex, Sexual Health and Sexual Violence," Economics Discussion Paper Series 2106, Economics, The University of Manchester.
    17. Susan Athey & Mohsen Bayati & Nikolay Doudchenko & Guido Imbens & Khashayar Khosravi, 2017. "Matrix Completion Methods for Causal Panel Data Models," Papers 1710.10251, arXiv.org, revised Apr 2022.
    18. Xu Lin & Lizi Wu, 2021. "Interdependence among mental health care providers: evidence from a spatial dynamic panel data model with interactive fixed effects," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 67(1), pages 131-165, August.
    19. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    20. Abraham Chigavazira & Hayley Fisher & Tim Robinson & Anna Zhu, 2019. "The Consequences of Extending Equitable Property Division Divorce Laws to Cohabitants," Melbourne Institute Working Paper Series wp2019n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    21. Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2018. "A $t$-test for synthetic controls," Papers 1812.10820, arXiv.org, revised Jan 2024.
    22. Evan Totty, 2017. "The Effect Of Minimum Wages On Employment: A Factor Model Approach," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1712-1737, October.
    23. Feng, Qu, 2020. "Common factors and common breaks in panels: An empirical investigation," Economics Letters, Elsevier, vol. 187(C).
    24. Shi, Wei & Lee, Lung-fei, 2018. "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 6-34.
    25. Xingyu Li & Yan Shen & Qiankun Zhou, 2022. "Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects," Papers 2202.12078, arXiv.org.
    26. Mohitosh Kejriwal & Xiaoxiao Li & Linh Nguyen & Evan Totty, 2024. "The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 3-21, January.
    27. Edith Aguirre, 2019. "Do changes in divorce legislation have an impact on divorce rates? The case of unilateral divorce in Mexico," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-24, December.
    28. Bai, Jushan & Liao, Yuan, 2017. "Inferences in panel data with interactive effects using large covariance matrices," Journal of Econometrics, Elsevier, vol. 200(1), pages 59-78.
    29. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    30. Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2019. "Inference on average treatment effects in aggregate panel data settings," CeMMAP working papers CWP32/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    31. Harouna Sedgo & Luc-Désiré Omgba, 2021. "Corruption and distortion of public expenditures: Evidence from Africa," EconomiX Working Papers 2021-7, University of Paris Nanterre, EconomiX.
    32. Shen, Danqing, 2018. "Marriage, Divorce and Sorting: A Reassessment of Unilateral Divorce Laws," MPRA Paper 92848, University Library of Munich, Germany.
    33. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.

  10. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
    See citations under working paper version above.
  11. Tatsushi Oka, 2009. "Juvenile crime and punishment: evidence from Japan," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3103-3115.
    See citations under working paper version above.
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