Research classified by Journal of Economic Literature (JEL) codes

2020

• Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020, "Policy Evaluation with Multiple Instrumental Variables," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-99.
• Levent Kaya, 2020, "Türkiye ile Secilmis Ulkeler Arasinda Tarimsal Katma Deger Yakinsamasi: Dogrusal ve Dogrusal Olmayan Birim Kok Testleri," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 41-60, December, DOI: https://dx.doi.org/10.33399/biibfad.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020, "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1327-1370, June, DOI: 10.1111/jofi.12883.
• BRAILA Alexandru & TOACA Zinovia, 2020, "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 8-18, November.
• M. Mouchart & R. Orsi & G. Wunsch, 2020, "Causality in Econometric Modeling. From Theory to Structural Causal Modeling," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1143, Feb.
• Guillaume Wunsch & Federica Russo & Michel Mouchart & Renzo Orsi, 2020, "Time and Causality in the Social Sciences," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1155, Sep.
• Ben Jann, 2020, "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 35, Mar, revised 31 Aug 2020.
• Ben Jann, 2020, "Relative distribution analysis in Stata," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 37, Sep, revised 21 Jun 2021.
• Nessrine Omrani & Nicolas Soulié, 2020, "Privacy Experience, Privacy Perception, Political Ideology and Online Privacy Concern: The Case of Data Collection in Europe," Revue d'économie industrielle, De Boeck Université, volume 0, issue 4, pages 217-255.
• Marin Drlje, 2020, "Identification of School Admission Effects Using Propensity Scores Based on a Matching Market Structure," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp658, May.
• J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette, 2020, "Forecasting Financial Crashes: A Dynamic Risk Management Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-103, Dec.
• Alexander Wehrli & Spencer Wheatley & Didier Sornette, 2020, "Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-39, May.
• Alexander Wehrli & Didier Sornette, 2020, "Classification of flash crashes using the Hawkes(p,q) framework," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-92, Nov.
• Lucila Godínez Montoya & Esther Figueroa Hern�ndez & Francisco P�rez Soto, 2020, "Modelo de ecuaciones simultáneas de la producción y exportación de automóviles ligeros de México (1999-2018)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 39, issue 81, pages 975-999.
• Oscar Hernán Cerquera Losada & Víctor Hugo Pérez Gómez & Jakeline Sierra Chavarro, 2020, "Análisis de la competitividad de las exportaciones del café del Huila," Revista Tendencias, Universidad de Narino, volume 21, issue 2, pages 19-44, DOI: 10.22267/rtend.202102.139.
• Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020, "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14266, Jan.
• de Paula, Aureo, 2020, "The Informativeness of Estimation Moments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14298, Jan.
• Koijen, Ralph & Gabaix, Xavier, 2020, "Granular Instrumental Variables," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15531, Dec.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2020, "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30899, Sep.
• Berenguer-Rico, Vanessa & Nielsen, Bent, 2020, "Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions," Econometric Theory, Cambridge University Press, volume 36, issue 1, pages 1-47, February.
• Keating, Grant Bartlett, 2020, "An Empirical Analysis of the Effect of Sub-Divisions of American Viticultural Areas on Wine Prices: A Hedonic Study of Napa Valley," Journal of Wine Economics, Cambridge University Press, volume 15, issue 3, pages 312-329, August.
• Pilar Beneito & Pedro Javier Soria-Espín, 2020, "Month of birth and academic performance: differences by gender and educational stage," Discussion Papers in Economic Behaviour, University of Valencia, ERI-CES, number 0120, Jan.
• Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020, "Nowcasting with large Bayesian vector autoregressions," Working Paper Series, European Central Bank, number 2453, Aug.
• Zied Akrout, 2020, "Corruption and Economic Growth In Tunisia: Direct or Indirect Effects?," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 31-39.
• Hoang Phong Le & Ho Hoang Gia Bao, 2020, "Renewable and Nonrenewable Energy Consumption, Government Expenditure, Institution Quality, Financial Development, Trade Openness, and Sustainable Development in Latin America and Caribbean Emerging M," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 242-248.
• Han, Hyojin, 2020, "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108859.
• Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020, "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 574-590, DOI: 10.1016/j.jeconom.2019.09.008.
• Davis, Richard A. & Song, Li, 2020, "Noncausal vector AR processes with application to economic time series," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 246-267, DOI: 10.1016/j.jeconom.2020.01.017.
• Jun, Sung Jae & Pinkse, Joris, 2020, "Counterfactual prediction in complete information games: Point prediction under partial identification," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 394-429, DOI: 10.1016/j.jeconom.2019.02.009.
• Dominicy, Yves & Heikkilä, Matias & Ilmonen, Pauliina & Veredas, David, 2020, "Flexible multivariate Hill estimators," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 398-410, DOI: 10.1016/j.jeconom.2019.12.010.
• Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020, "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 655-689, DOI: 10.1016/j.jeconom.2020.04.033.
• Hallin, Marc & La Vecchia, Davide, 2020, "A Simple R-estimation method for semiparametric duration models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 736-749, DOI: 10.1016/j.jeconom.2020.04.036.
• King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020, "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 425-455, DOI: 10.1016/j.jeconom.2020.03.010.
• Hlouskova, Jaroslava & Sögner, Leopold, 2020, "GMM estimation of affine term structure models," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 2-15, DOI: 10.1016/j.ecosta.2019.10.001.
• Zingbagba, Mark & Nunes, Rubens & Fadairo, Muriel, 2020, "The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104531.
• Tranberg, Bo & Hansen, Rasmus Thrane & Catania, Leopoldo, 2020, "Managing volumetric risk of long-term power purchase agreements," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104567.
• Okorie, David Iheke & Lin, Boqiang, 2020, "Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104703.
• Llorca, Manuel & Rodriguez-Alvarez, Ana & Jamasb, Tooraj, 2020, "Objective vs. subjective fuel poverty and self-assessed health," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104736.
• Bernstein, David H., 2020, "An updated assessment of technical efficiency and returns to scale for U.S. electric power plants," Energy Policy, Elsevier, volume 147, issue C, DOI: 10.1016/j.enpol.2020.111896.
• Palandri, Alessandro, 2020, "Sequential elimination: Fast sorts for unbiased quantile estimation," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.007.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Bizenjo, Sikander, 2020, "Education in Pakistan: Are low-cost private schools closing the gender gap?," International Journal of Educational Development, Elsevier, volume 77, issue C, DOI: 10.1016/j.ijedudev.2020.102209.
• Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad, 2020, "Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100111.
• Kala, Kaveri & Bolia, Nomesh B. & Sushil,, 2020, "Waste management communication policy for effective citizen awareness," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 661-678, DOI: 10.1016/j.jpolmod.2020.01.012.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
• Rao, Ullas & Mishra, Tapas, 2020, "Posterior analysis of mergers and acquisitions in the international financial market: A re-appraisal," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101062.
• Angelopoulos, Jason & Sahoo, Satya & Visvikis, Ilias D., 2020, "Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 133, issue C, DOI: 10.1016/j.tre.2019.101836.
• Oliver Budzinski & Arne Feddersen, 2020, "Measuring competitive balance in Formula One racing," Chapters, Edward Elgar Publishing, chapter 1, in: Plácido Rodríguez & Stefan Kesenne & Brad R. Humphreys, "Outcome Uncertainty in Sporting Events".
• Yonghui Zhang & Qiankun Zhou, 2020, "Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041001.
• Jhon J. Mora & Juan Muro, 2020, "Wage–employment elasticity: a meta-analysis referring to Colombia," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 6, pages 1495-1505, April, DOI: 10.1108/JES-04-2019-0151.
• Jan Jakub Szczygielski & Leon Brümmer & Hendrik Petrus Wolmarans, 2020, "An augmented macroeconomic linear factor model of South African industrial sector returns," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 517-541, November, DOI: 10.1108/JRF-09-2019-0186.
• Kekoura Sakouvogui & Saleem Shaik, 2020, "Impact of financial liquidity and solvency on cost efficiency: evidence from US banking system," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 2, pages 391-410, April, DOI: 10.1108/SEF-04-2019-0155.
• Francisco Corona & Jesús López-Pérez, 2020, "Una evaluación econométrica de la retropolación de la actividad económica estatal de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 35, issue 2, pages 193-212.
• Uzma Khan, 2020, "Does Tourism Boost Economic Growth: Evidence from Italy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 214-222.
• Sebastian Gnat & Mariusz Doszyn, 2020, "Parametric and Non-parametric Methods in Mass Appraisal on Poorly Developed Real Estate Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1230-1245.
• Tomasz Grodzicki & Mateusz Jankiewicz, 2020, "Forecasting the Level of Unemployment, Inflation and Wages: The Case of Sweden," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 400-409.
• John List, 2020, "Non est Disputandum de Generalizability? A Glimpse into The External Validity Trial," Artefactual Field Experiments, The Field Experiments Website, number 00711.
• George J. Jiang & Guanzhong Pan, 2020, "Analysis of High Frequency Data in Finance: A Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 141-166, June.
• Antonio Francesco Gravina, 2020, "Nonlinearities and the Determinants of Inequality: New Panel Evidence," Working Papers, Fondazione Eni Enrico Mattei, number 2020.22, Dec.
• Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-15, Aug, DOI: 10.29338/wp2020-15.
• Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," Staff Report, Federal Reserve Bank of Minneapolis, number 611, Aug, DOI: 10.21034/sr.611.
• Marcin J. Piątkowski, 2020, "Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland," Administrative Sciences, MDPI, volume 10, issue 1, pages 1-26, January.
• Ali Mehrabani & Aman Ullah, 2020, "Improved Average Estimation in Seemingly Unrelated Regressions," Econometrics, MDPI, volume 8, issue 2, pages 1-22, April.
• Stefan Mittnik & Willi Semmler & Alexander Haider, 2020, "Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model," Econometrics, MDPI, volume 8, issue 3, pages 1-27, August.
• Samet Gursoy & Mert Baran Tunçel & Burak Sayar, 2020, "Effects Of (Covid-19) Coronavirus On Financial Indicators," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 3, issue 1, pages 20-32, June, DOI: 10.46737/emid.730941.
• Nessrine Omrani & Nicolas Soulié, 2020, "Privacy experience, privacy perception, political ideology and online privacy concern: the case of data collection in Europe
  [Problème de vie privée, perception de la vie privée, idéologie politique et inquiétude en matière de vie privée en ligne ," Post-Print, HAL, number hal-03201939, Dec, DOI: 10.4000/rei.9706.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers, HAL, number halshs-03059883, Dec, DOI: 10.2139/ssrn.3165633.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Inference on time-invariant variables using panel data: a pretest estimator," Working Papers, HAL, number halshs-03059883, Dec, DOI: 10.2139/ssrn.3165633.
• Gleb Goncharov & Timur Natkhov, 2020, "Textual Analysis of Pricing in the Moscow Residential Real Estate Market," HSE Economic Journal, National Research University Higher School of Economics, volume 24, issue 1, pages 101-116.
• Mukhlis MUKHLIS & Raja MASBAR & Sofyan SYAHNUR & M. Shabri Abd. MAJID, 2020, "Dynamic Causalities Between World Oil Price And Indonesia’S Cocoa Market: Evidence From The 2008 Global Financial Crisis And The 2011 European Debt Crisis," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 217-233, June.
• Soumyananda Dinda, 2020, "A circular economy approach for sustainable economic development," International Journal of Green Economics, Inderscience Enterprises Ltd, volume 14, issue 2, pages 174-189.
• Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020, "The Informativeness of Estimation Moments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP3/20, Jan.
• Emanuele Bacchiocchi & Toru Kitagawa, 2020, "Locally- but not globally-identified SVARs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/20, Jul.
• Pedro Isidoro González Ramírez & Edgar Gomez Galarza, 2020, "Federalismo fiscal y las asignaciones de transferencias en San Luis Potosí, México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 3, pages 395-413, Julio - S.
• José Eduardo Medina-Reyes & Judith Jazmin Castro-Pérez & Agustín Ignacio Cabrera-Llanos, 2020, "Short-Term Causal Relationships between the Oil Sector and Economic Growth in the Mexican Economy: FG-ARDL Approach," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 4, pages 685-708, Octubre -.
• Zongwu Cai & Ted Juhl, 2020, "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202013, Aug, revised Aug 2020.
• Maddalena Cavicchioli, 2020, "Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 1, pages 61-86, January, DOI: 10.1007/s10614-018-9877-7.
• Xiaoxuan Yang, 2020, "Health expenditure, human capital, and economic growth: an empirical study of developing countries," International Journal of Health Economics and Management, Springer, volume 20, issue 2, pages 163-176, June, DOI: 10.1007/s10754-019-09275-w.
• Max J. Pachali & Peter Kurz & Thomas Otter, 2020, "How to generalize from a hierarchical model?," Quantitative Marketing and Economics (QME), Springer, volume 18, issue 4, pages 343-380, December, DOI: 10.1007/s11129-020-09226-7.
• Aderopo Raphael Adediyan & Uchenna Kingsley Chigozie & Oseremen ThankGod Ehisuoria, 2020, "The Empirics of Per Capita Income Growth, Resources Rents and Environmental Quality in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 72-80, September.
• Jesper R.-V. Soerensen, 2020, "Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods," Discussion Papers, University of Copenhagen. Department of Economics, number 20-04, Aug.
• Schlicht, Ekkehart, 2020, "Season. A Mathematica Package for Seasonal Adjustment," Discussion Papers in Economics, University of Munich, Department of Economics, number 74306, Nov.
• Schlicht, Ekkehart, 2020, "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics, University of Munich, Department of Economics, number 74306, revised .
• Sakouvogui Kekoura, 2020, "Out-of-Sample Predictability of Economic Efficiency Measures of U.S. Banks: Evidence of Capital Adequacy Requirements," Review of Economics, De Gruyter, volume 71, issue 3, pages 197-222, December, DOI: 10.1515/roe-2020-0025.
• Andrea Incerpi & Barbara Pistoresi & Alberto Rinaldi, 2020, "Finance and Economic Development in Italy, 1870-1913," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0162, Jan.
• Andrew W. Lo & Kien Wei Siah & Chi Heem Wong, 2020, "Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 27176, May.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020, "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27231, May.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27335, Jun.
• Sarah Moshary & Bradley T. Shapiro & Jihong Song, 2020, "How and When to Use the Political Cycle to Identify Advertising Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 27349, Jun.
• Jacob Boudoukh & Ronen Israel & Matthew P. Richardson, 2020, "Biases in Long-Horizon Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27410, Jun.
• John A. List, 2020, "Non est Disputandum de Generalizability? A Glimpse into The External Validity Trial," NBER Working Papers, National Bureau of Economic Research, Inc, number 27535, Jul.
• Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020, "Policy Evaluation with Multiple Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 27546, Jul.
• Angus Deaton, 2020, "Randomization in the Tropics Revisited: a Theme and Eleven Variations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27600, Jul.
• Clément de Chaisemartin & Jaime Ramirez-Cuellar, 2020, "At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27609, Jul.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27719, Aug.
• Qian Chen & Christoffer Koch & Padma Sharma & Gary Richardson, 2020, "Payments Crises and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 27733, Aug.
• Ganesh Karapakula & James J. Heckman, 2020, "Using a Satisficing Model of Experimenter Decision-Making to Guide Finite-Sample Inference for Compromised Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 27738, Aug.
• Bryan S. Graham, 2020, "Sparse Network Asymptotics for Logistic Regression under Possible Misspecification," NBER Working Papers, National Bureau of Economic Research, Inc, number 27962, Oct.
• Xavier Gabaix & Ralph S. J. Koijen, 2020, "Granular Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 28204, Dec.
• Shane Lubold & Arun G. Chandrasekhar & Tyler H. McCormick, 2020, "Identifying the Latent Space Geometry of Network Models through Analysis of Curvature," NBER Working Papers, National Bureau of Economic Research, Inc, number 28273, Dec.
• J. L’Hour, 2020, "L'econometrie en grande dimension," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number m2020-01.
• Nicolas Woloszko, 2020, "Adaptive Trees: a new approach to economic forecasting," OECD Economics Department Working Papers, OECD Publishing, number 1593, Jan, DOI: 10.1787/5569a0aa-en.
• Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule, 2020, "Understanding Cryptocurrencies," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 181-208.
• Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle, 2020, "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 280-306.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2020, "Identification and Estimation in Non-Fundamental Structural VARMA Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 4, pages 1915-1953.
• Jennifer Castle & David Hendry, 2020, "Identifying the Causal Role of CO2 during the Ice Ages," Economics Series Working Papers, University of Oxford, Department of Economics, number 898, Jan.
• Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020, "Network VAR models to Measure Financial Contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 178, Jan.
• Arianna Agosto & Paolo Giudici & Emanuela Raffinetti, 2020, "A rank graduation accuracy measure," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 179, Jan.
• Arianna Agosto & Daniel Felix Ahelegbey, 2020, "Default count-based network models for credit contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 180, Feb.
• Paolo Giudici & Thomas Leach & Paolo Pagnottoni, 2020, "Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 183, Feb.
• Youssef, Ahmed H. & Abonazel, Mohamed R. & Ahmed, Elsayed G., 2020, "Estimating the Number of Patents in the World Using Count Panel Data Models," MPRA Paper, University Library of Munich, Germany, number 100749, Mar, revised 19 Mar 2020.
• Combey, Adama, 2020, "Evaluation De L’Ecart De Tva Au Togo
  [Evaluation Of The Vat Gap In Togo]," MPRA Paper, University Library of Munich, Germany, number 101478, Jun.
• Boukraine, Wissem, 2020, "Short and long-run determinants of inflation in Tunisia," MPRA Paper, University Library of Munich, Germany, number 102014.
• Yang, Bill Huajian & Yang, Jenny & Yang, Haoji, 2020, "Modeling Portfolio Loss by Interval Distributions," MPRA Paper, University Library of Munich, Germany, number 102219, Jul.
• Gomez-Ruano, Gerardo, 2020, "Data Science: A Primer for Economists," MPRA Paper, University Library of Munich, Germany, number 102928.
• Van, Germinal G., 2020, "Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era," MPRA Paper, University Library of Munich, Germany, number 103153, Sep.
• Dinda, Soumyananda, 2020, "A Circular Economy Approach for Sustainable Economic Development," MPRA Paper, University Library of Munich, Germany, number 104522, May, revised 2018.
• Söylemez, Arif Orçun, 2020, "How Do Volatility and Return Series Interact?," MPRA Paper, University Library of Munich, Germany, number 104687, Sep.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Zhorayev, Olzhas, 2020, "Determinants of Trust in Police: A Cross-National Analysis," MPRA Paper, University Library of Munich, Germany, number 109068, Sep.
• Rodríguez Núñez, Juan Bautista & Taveras Velez, Hamilton, 2020, "Determinantes de la Violencia entre Parejas (VEP) hacia la mujer en los hogares en la República Dominicana: un perfil basado en el Enfoque Ecológico de la Violencia (EEV)
  [Determinants of Intimate Partner Violence (VEP) towards women in homes in t," MPRA Paper, University Library of Munich, Germany, number 115643, Jul, revised 06 Jun 2020.
• Piątkowski, Marcin J., 2020, "Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland," MPRA Paper, University Library of Munich, Germany, number 98234, revised 31 Dec 2019.
• Efayena, Obukohwo Oba & Olele, Hilda Enoh, 2020, "A Validation of the Phillips Curve Hypothesis in Nigeria: A Quarterly Data-Based Approach," MPRA Paper, University Library of Munich, Germany, number 98804, Feb.
• Tran, Trung Vinh & Vo Thi, Quynh Nga & Nguyen, Phuc Nguyen, 2020, "The causal relationships between components of customer-based brand equity for a destination: Evidence from South Korean tourists in Danang city, Vietnam," MPRA Paper, University Library of Munich, Germany, number 99807, Apr.
• Tomáš Ratinger & Vladislav Čadil & Sylvester Amoako Agyemang, 2020, "Are There Any Economic Impacts of Business R&D Support? The Case of the Czech Republic," Central European Business Review, Prague University of Economics and Business, volume 2020, issue 5, pages 45-62, DOI: 10.18267/j.cebr.251.
• Ulrich K. Müller & Mark W. Watson, 2020, "Low-Frequency Analysis of Economic Time Series," Working Papers, Princeton University. Economics Department., number 2020-13, Sep.
• Bo E. Honore & Thomas H. Jørgensen & Aureo de Paula, 2020, "The Informativeness of Estimation Moments," Working Papers, Princeton University. Economics Department., number 2020-70, Jan.
• Michał Majsterek & Emilia Gosińska, 2020, "Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 4, pages 317-345, December.
• Giacomo Caterini, 2020, "La comunicazione della Banca Centrale dei Caraibi Orientali: un?analisi testuale (On the communication of the Eastern Caribbeans Central Bank: A textual analysis)," Moneta e Credito, Economia civile, volume 73, issue 289, pages 57-82.
• Alex Bryson & Peter Dolton & J James Reade & Dominik Schreyer & Carl Singleton, 2020, "Experimental effects of an absent crowd on performance and refereeing decisions during Covid-19," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 20-04, Aug.
• Chelsea Gray & Kirstine Hansen, 2020, "Did Covid-19 lead to an increase in hate crimes towards Chinese people in London?," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 20-05, Aug.
• Simon B chler, Alex van de Minne, Olivier Sch ni, 2020, "Redevelopment Option Value for Commercial Real Estate," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft - CRED, number credresearchpaper26, Apr.
• Maria Safdar & Muhammad Zahid Naeem, 2020, "Textile Industry in Pakistan: Empirical Analysis," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), volume 6, issue 2, pages 1-12–17, December.
• Melo L., Sioux F. & Riveros, Leidy & Romero, Germán & Farfán, Juan Camilo & Alvarez-Espinoza, Andrés & Díaz, Carolina, 2020, "Estimación de impactos del cambio climático en el sector agricultura y seguridad alimentaria," Working papers, Red Investigadores de Economía, number 54, Jun.
• Igwe Matthew Ochada & Matthew Babatope Ogunniyi, 2020, "Agricultural output performance, employment generation and per capita income in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 11, pages 15-26.
• Don Charles, 2020, "Avoiding the natural resource curse: an optimal use of oil rents to reduce its potential negative effects upon economic growth," BizEcons Quarterly, Strides Educational Foundation, volume 11, pages 27-52.
• Sania Rehmat & Muhammad Tariq Majeed & Abida Zainab, 2020, "Panel Data Analysis of Institutional Quality and Population Health Outcomes," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 3, issue 1, pages 19-40.
• Paola Chuncho & Yomara Ruiz & Johanna Alvarado, 2020, "Impacto heterogéneo del comercio en el crecimiento económico: nueva evidencia empírica a nivel global usando cointegración de datos de panel," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 8, issue 1, pages 86-95.
• Fernanda Cigainski Lisbinski & Ronaldo Torres & Angel Maitê Bobato & Évilly Carine Dias Bezerra & Clailton Ataídes de Freitas, 2020, "Análise Espacial do Desenvolvimento Rural da Mesorregião Noroeste do Rio Grande do Sul," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 14, issue 1, pages 79-101.
• Chamil W SENARATHNE & Wei JIANGUO, 2020, "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 73-91, July.
• Polbin, Andrey V. (Полбин, Андрей В.), 2020, "Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices
  [Оценка Траектории Темпов Трендового Роста Ввп России В Arx-Модели С Ценами На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 1, pages 40-63, February.
• Chai-Thing Tan & Azali Mohamed & Muzafar Shah Habibullah & Lee Chin, 2020, "The Impacts of Monetary and Fiscal Policies on Economic Growth in Malaysia, Singapore and Thailand," South Asian Journal of Macroeconomics and Public Finance, , volume 9, issue 1, pages 114-130, June, DOI: 10.1177/2277978720906066.
• A. Alzheev V. & R. Kochkarov A. & А. Алжеев В. & Р. Кочкаров А., 2020, "Сравнительный анализ прогнозных моделей ARIMA и lSTM на примере акций российских компаний // Comparative Analysis of ARIMA and lSTM Predictive Models: Evidence from Russian Stocks," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 1, pages 14-23.
• Oreste Napolitano & Salvatore Capasso & Ana Laura Viveros, 2020, "Financial Conditions Index as a predictor in low-inflation environment," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 10012456, Feb.
• Medina Reyes, José Eduardo & Castro Pérez, Judith Jazmin & Cabrera Llanos, Agustín Ignacio & Cruz Aké, Salvador, 2020, "Red neuronal autorregresiva difusa tipo Sugeno con funciones de membresía triangular y trapezoidal: una aplicación al pronóstico de índices del mercado bursátil / Sugeno Type Fuzzy Nonlinear Autoregre," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 1, pages 77-101, enero-jun.
• Bertille Antoine & Prosper Dovonon, 2020, "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-02, Feb.
• Nurgül EVCİM & Sevcan GÜNEŞ & Hacer Simay KARAALP-ORHAN, 2020, "Factors Influencing the Household Relative Poverty in Turkey: Logistic Regression Analysis," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
• Tunahan DEĞİRMENCİ & Mehmet AYDIN, 2020, "The Dynamic Relationships between Environmental Protection Expenditures, Income Inequality and Economic Growth: Panel Causality Approach for Selected OECD Countries Abstract: In this study, relationships between environmental protection expenditures,," Sosyoekonomi Journal, Sosyoekonomi Society.
• George Saridakis & Miguel A. Mendoza González & Chris Hand & Rebeca I. Muñoz Torres, 2020, "Do regional self-employment rates converge in the UK? Empirical evidence using club-clustering algorithm," The Annals of Regional Science, Springer;Western Regional Science Association, volume 65, issue 1, pages 179-192, August, DOI: 10.1007/s00168-020-00979-3.
• Sergi Jimenez-Martin & Catia Nicodemo & Stuart Redding, 2020, "Modelling the dynamic effects of elective hospital admissions on emergency levels in England," Empirical Economics, Springer, volume 59, issue 4, pages 1933-1957, October, DOI: 10.1007/s00181-019-01688-3.
• Mohammad Naim Azimi & Mohammad Musa Shafiq, 2020, "Hypothesizing directional causality between the governance indicators and economic growth: the case of Afghanistan," Future Business Journal, Springer, volume 6, issue 1, pages 1-14, December, DOI: 10.1186/s43093-020-00039-4.
• Ismahene Yahyaoui & Najeh Bouchoucha, 2020, "Foreign Aid-Growth Nexus in Africa: Do Institutions Matter?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 11, issue 4, pages 1663-1689, December, DOI: 10.1007/s13132-020-00638-0.
• Damiano Fiorillo & Giuseppe Lubrano Lavadera & Nunzia Nappo, 2020, "Individual Heterogeneity in the Association Between Social Participation and Self-rated Health: A Panel Study on BHPS," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 151, issue 2, pages 645-667, September, DOI: 10.1007/s11205-020-02395-8.
• Olufemi Daniel Bolarinwa & Kolawole Ogundari & Adebayo B. Aromolaran, 2020, "Intertemporal evaluation of household food security and its determinants: evidence from Rwanda," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, volume 12, issue 1, pages 179-189, February, DOI: 10.1007/s12571-019-00986-z.
• Alessandro Palandri, 2020, "Size-Dependent Probability Bounds for t-Tests," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• Spyros Missiakoulis, 2020, "Two and Three Stage Least Squares as Aitken estimators," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-6.
• Rosa Ferrentino & Luca Vota, 2020, "Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-9.
• Shazia Salamat & Niu Lixia & Sobia Naseem & Muhammad Mohsin & Muhammad Zia-ur-Rehman & Sajjad Ahmad Baig, 2020, "Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 1580-1596, March, DOI: 10.9770/jesi.2020.7.3(11).
• Gloria Gonzalez-Rivera & Yun Luo, 2020, "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 202005, Mar.
• Ali Mehrabani & Aman Ullah, 2020, "Improved Average Estimation in Seemingly Unrelated Regressions," Working Papers, University of California at Riverside, Department of Economics, number 202013, Jan, revised Jun 2020.
• Aman Ullah & Tao Wang & Weixin Yao, 2020, "Modal Regression for Fixed Effects Panel Data," Working Papers, University of California at Riverside, Department of Economics, number 202102, Jun, revised Nov 2020.
• Mathieu Lefebvre & Lucie Martin-Bonnel de Longchamp, 2020, "Knowledge acquisition or incentive to foster coordination ? A real-effort weak-link experiment with craftsmen," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-09.
• Gravina, Antonio Francesco & Foster-McGregor, Neil, 2020, "Automation, globalisation and relative wages: An empirical analysis of winners and losers," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-040, Sep.
• Elena A. Fedorova & Lyudmila K. Shiryaeva & Lyubov E. Khrustova & Igor S. Demin & Svetlana V. Ledyaeva, 2020, "Disclosure of environmental information in corporate reports and investment attractiveness of Russian companies," Upravlenets, Ural State University of Economics, volume 11, issue 5, pages 29-46, November, DOI: 10.29141/2218-5003-2020-11-5-3.
• Jaworski Stanisław, 2020, "A Few Remarks on the Stochastic Structure of the Unemployment Rate in Poland by Gender," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 2, pages 41-52, June, DOI: 10.15611/eada.2020.2.04.
• Muritala Taiwo A. & Ijaiya Muftau A. & Afolabi Olatanwa H. & Yinus Abdulrasheed B., 2020, "Fraud and Bank Performance in Nigeria – Var Granger Causality Analysis," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 16, issue 1, pages 20-26, March, DOI: 10.2478/fiqf-2020-0003.
• Stec Małgorzata, 2020, "The Influence of the Accuracy of Statistical Data on the Results of a Classification of Eu Countries in Terms of Innovation," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 408-420, June, DOI: 10.2478/foli-2020-0024.
• Pordea Daniela & David Delia & Mateș Dorel, 2020, "The Impact of Operating Cash Flow and Current Ratio on the Profitability in Construction Industry," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 30, issue 1, pages 22-32, March, DOI: 10.2478/sues-2020-0002.
• Bumbescu Sorina Simona, 2020, "Analysis of Economic Performance in Agriculture Using Econometric Modeling," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 30, issue 3, pages 118-128, September, DOI: 10.2478/sues-2020-0021.
• Ngozi E. Egbuna (PhD) & Augustine Ujunwa (PhD) & Nathan Pelesai Audu (PhD), 2020, "Macroeconomic Effect Of Covid-19 On West African Monetary Zone (Wamz): A Fan Chart Probability Forecast Analysis," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 20, issue 1b, pages 38-76, June.
• Hayk Manucharyan, 2020, "Supplier selection in emerging market economies: a discrete choice analysis," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-11.
• Hayk Manucharyan, 2020, "How do managers actually choose suppliers? Evidence from revealed preference data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-12.
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020, "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, volume 28, issue 4, pages 581-620, October, DOI: 10.1111/ecot.12251.
• Guido M. Kuersteiner & Ingmar R. Prucha, 2020, "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," Econometrica, Econometric Society, volume 88, issue 5, pages 2109-2146, September, DOI: 10.3982/ECTA13660.
• Christian Gross & Pierre L. Siklos, 2020, "Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 61-81, January, DOI: 10.1002/jae.2726.
• Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020, "Prediction regions for interval‐valued time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 373-390, June, DOI: 10.1002/jae.2754.
• Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020, "The informativeness of estimation moments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 7, pages 797-813, November, DOI: 10.1002/jae.2779.
• Cheng Few Lee & John C Lee (ed.), 2020, "Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11335, ISBN: ARRAY(0x60477168), September.
• Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020, "Development Strategies of Open Economies:Cases from Emerging East and Southeast Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11416, ISBN: ARRAY(0x5f2f9778), September.
• Mukul Majumdar, 2020, "Sustainability and Resources:Theoretical Issues in Dynamic Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11548, ISBN: ARRAY(0x611e5c78), September.
• Qu Feng & Chihwa Kao, 2020, "Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11842, ISBN: ARRAY(0x6dee6b90), September.
• Cheng Few Lee, 2020, "Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Orie Barron & Jian Cao & Xuguang Sheng & Maya Thevenot & Baohua Xin, 2020, "Do Managers Use Earnings Forecasts to Fill a Demand They Perceive from Analysts?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Nan-Ting Kuo & Cheng Few Lee, 2020, "A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2020, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Econometric Approach to Financial Analysis, Planning, and Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2020, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Peter Guangping Zhang, 2020, "Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wei-Fang Niu & Henry Horng-Shing Lu, 2020, "Measuring the Collective Correlation of a Large Number of Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Fuad Aleskerov & Irina Andrievskaya & Alisa Nikitina & Sergey Shvydun, 2020, "Key Borrowers Detected by the Intensities of Their Interactions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Shafiqur Rahman & Matthew J. Schneider, 2020, "Application of the Multivariate Average F-Test to Examine Relative Performance of Asset Pricing Models with Individual Security Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shresth, 2020, "Hedge Ratio and Time Series Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee, 2020, "Application of Intertemporal CAPM on International Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wan-Jiun Paul Chiou & Kuntara Pukthuanthong, 2020, "What Drives Variation in the International Diversification Benefits? A Cross-Country Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wei-Hung Lin & Huei-Wen Teng & Chi-Chun Yang, 2020, "A Heteroskedastic Black–Litterman Portfolio Optimization Model with Views Derived from a Predictive Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".