Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General
/ / / C11: Bayesian Analysis: General
/ / / C12: Hypothesis Testing: General
/ / / C13: Estimation: General
/ / / C14: Semiparametric and Nonparametric Methods: General
/ / / C15: Statistical Simulation Methods: General
/ / / C16: Econometric and Statistical Methods; Specific Distributions
/ / / C18: Methodolical Issues: General
/ / / C19: Other

2021

• Zamira Oskonbaeva, 2021, "Main drivers of tobacco consumption among adolescents- the case of Kyrgyzstan," Journal of Applied Microeconometrics, Holistence Publications, volume 1, issue 1, pages 29-39, June, DOI: 10.53753/jame.1.1.03.
• Rachatar Nilavongse & Michał Rubaszek & Karsten Staehr & Gazi Salah Uddin, 2021, "Foreign and Domestic Uncertainty Shocks in Four Open Economies," Open Economies Review, Springer, volume 32, issue 5, pages 933-954, November, DOI: 10.1007/s11079-021-09656-0.
• Pablo Daniel Monterubbianesi & Mara Leticia Rojas & Carlos Darío Dabús, 2021, "Education and Health: Evidence of Threshold Effects on Economic Growth," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 94, pages 195-231, Enero-Jun, DOI: 10.17533/udea.le.n94a342459.
• Weshah Razzak, 2021, "The Ownership of Oil, Democracy, and Iraq's Past, Present and Future," Discussion Papers, School of Accountancy, Economics and Finance, Massey University, New Zealand, number 2102.
• Theologos Dergiades & Costas Milas & Elias Mossialos & Theodore Panagiotidis, 2021, "Effectiveness of Government Policies in Response to the COVID-19 Outbreak," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_05, Feb, revised Feb 2021.
• Prabhat Mittal & Amrita Kaur & Pankaj Kumar Gupta, 2021, "The Mediating Role of Big Data to Influence Practitioners to Use Forensic Accounting for Fraud Detection," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 1, pages 47-58, DOI: 10.11118/ejobsat.2021.009.
• Itay Goldstein & Chester S. Spatt & Mao Ye, 2021, "Big Data: Long-Term Implications for Financial Markets and Firms," NBER Books, National Bureau of Economic Research, Inc, number gold-13.
• Dmitry Arkhangelsky & Guido W. Imbens, 2021, "Double-Robust Identification for Causal Panel Data Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 28364, Jan.
• Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin, 2021, "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 28617, Mar.
• Yi Qian & Hui Xie, 2021, "Simplifying Bias Correction for Selective Sampling: A Unified Distribution-Free Approach to Handling Endogenously Selected Samples," NBER Working Papers, National Bureau of Economic Research, Inc, number 28801, May.
• Sabrina L. Di Addario & Patrick M. Kline & Raffaele Saggio & Mikkel Sølvsten, 2021, "It Ain’t Where You’re From, It’s Where You’re At: Hiring Origins, Firm Heterogeneity, and Wages," NBER Working Papers, National Bureau of Economic Research, Inc, number 28917, Jun.
• David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021, "Valid t-ratio Inference for IV," NBER Working Papers, National Bureau of Economic Research, Inc, number 29124, Aug.
• Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021, "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 29242, Sep.
• Deniz Dutz & Ingrid Huitfeldt & Santiago Lacouture & Magne Mogstad & Alexander Torgovitsky & Winnie van Dijk, 2021, "Selection in Surveys: Using Randomized Incentives to Detect and Account for Nonresponse Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 29549, Dec.
• Diana Genkova, 2021, "The Productivity of Bulgarian Economy in the 2000-2014 Period: A Comparative Appraisal," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 16-31, March.
• Frédéric Gonzales & Hildegunn Kyvik Nordås & Michel Lioussis, 2021, "Measuring competition in services markets with pass-through and speed of adjustment," OECD Trade Policy Papers, OECD Publishing, number 258, Dec, DOI: 10.1787/10d92b8d-en.
• Coleman, Stephen, 2021, "Testing Theories with Qualitative and Quantitative Predictions," SocArXiv, Center for Open Science, number d8g26, Nov, DOI: 10.31235/osf.io/d8g26.
• Ghislain B D Aihounton & Arne Henningsen, 2021, "Units of measurement and the inverse hyperbolic sine transformation," The Econometrics Journal, Royal Economic Society, volume 24, issue 2, pages 334-351.
• Milad Nozari, 2021, "Information content of the risk-free rate for the pricing kernel bound," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 267-276, July, DOI: 10.1057/s41260-021-00209-1.
• Marinko Skare & Luis A. Gil-Alana & Gloria Claudio-Quiroga & Romina Pržiklas Družeta, 2021, "Income inequality in China 1952–2017: persistence and main determinants," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 4, pages 863-888, December, DOI: 10.24136/oc.2021.028.
• Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021, ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper, University Library of Munich, Germany, number 105368, Jan.
• Joof, Foday & Touray, Sheriff, 2021, "The Impact of Remittance Flow on Real Effective Exchange Rate: Empirical Evidence from The Gambia," MPRA Paper, University Library of Munich, Germany, number 106045, Feb.
• Harin, Alexander, 2021, "Behavioral economics. Forbidden zones. New method and models," MPRA Paper, University Library of Munich, Germany, number 106545, Mar.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Bensalma, Ahmed, 2021, "An Eviews program to perform the fractional Dickey-Fuller test," MPRA Paper, University Library of Munich, Germany, number 107445, Apr.
• Pacifico, Antonio, 2021, "Semiparametric Forecasting Problem in High Dimensional Dynamic Panel with Correlated Random Effects: A Hierarchical Empirical Bayes Approach," MPRA Paper, University Library of Munich, Germany, number 107523.
• G., Germinal & Taleb Da Costa, Marcella, 2021, "An Econometric Study of the Impact of Education on the Economic Development of Low-Income Countries," MPRA Paper, University Library of Munich, Germany, number 107729, May.
• Xuan, Liang & Jiti, Gao & xiaodong, Gong, 2021, "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," MPRA Paper, University Library of Munich, Germany, number 108497, Jan, revised 30 May 2021.
• Van, Germinal G., 2021, "The Cost of Maintaining the Welfare State," MPRA Paper, University Library of Munich, Germany, number 108876, Jul.
• Ehsan, Zaeem-Al, 2021, "An empirical analysis on the weak form market efficiency in the Bangladeshi pharmaceutical industry- A case study of Renata Ltd," MPRA Paper, University Library of Munich, Germany, number 109726, May.
• Adeabah, David & Andoh, Charles & Asongu, Simplice & Akomea-Frimpong, Isaac, 2021, "Elections, Political Connections and Cash Holdings: Evidence from Local Assemblies," MPRA Paper, University Library of Munich, Germany, number 109836, Jan.
• Chu, Meifen, 2021, "Bitcoin and traditional currencies during the Covid-19 pandemic period," MPRA Paper, University Library of Munich, Germany, number 110117, Apr.
• Asaduzzaman, Md, 2021, "Relationship between threshold level of inflation and economic growth in Bangladesh- a multivariate quadratic regression analysis," MPRA Paper, University Library of Munich, Germany, number 110333, Feb, revised 02 Feb 2021.
• Harin, Alexander, 2021, "Sub-interval images. Big Data," MPRA Paper, University Library of Munich, Germany, number 110782, Nov.
• amri amamou, souhir, 2021, "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper, University Library of Munich, Germany, number 110843, Nov.
• Stungwa, Sanele & Daw, Olebogeng David, 2021, "Infrastructure development and population growth on economic growth in South Africa," MPRA Paper, University Library of Munich, Germany, number 110884, Oct.
• Stungwa, Sanele & Tozamile, Siphuxolo, 2021, "Testing Okun’s law in South Africa," MPRA Paper, University Library of Munich, Germany, number 110936, Nov.
• Hlongwane, Nyiko Worship & Daw, Olebogeng David, 2021, "The challenges and opportunities of electricity generation on economic growth in South Africa: An ARDL approach," MPRA Paper, University Library of Munich, Germany, number 110963, Dec.
• Yusuf, Ismaila Akanni & Salaudeen, Mohammed Bashir & Agbonrofo, Hope, 2021, "Social and Economic Drivers of Stock Market Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 111086, Oct.
• Morales-Oñate, Víctor & Morales-Oñate, Bolívar, 2021, "MTest: a bootstrap test for multicollinearity," MPRA Paper, University Library of Munich, Germany, number 112332, Dec.
• Bambino-Contreras, Carlos & Morales-Oñate, Víctor, 2021, "Exposición al default: estimación para un portafolio de tarjeta de crédito
  [Exposure to default: estimation for a credit card portfolio]," MPRA Paper, University Library of Munich, Germany, number 112333, Dec.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021, "State-dependent asset allocation using neural networks," MPRA Paper, University Library of Munich, Germany, number 115254, Feb.
• Pacifico, Antonio, 2021, "High Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach," MPRA Paper, University Library of Munich, Germany, number 115711, revised 2022.
• Fasano, Augusto & Rebaudo, Giovanni & Durante, Daniele & Petrone, Sonia, 2021, "A closed-form filter for binary time series," MPRA Paper, University Library of Munich, Germany, number 122349.
• David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021, "Valid t-ratio Inference for IV," Working Papers, Princeton University. Economics Department., number 2021-69, Aug.
• Tihana ŠKRINJARIĆ & Lidija DEDI & Boško ŠEGO, 2021, "Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 93-108, December.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulo, 2021, "House prices and rents: a reappraisal," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 6.
• Jim Lackritz & Ira Horowitz, 2021, "The Value of Statistics Contributing to Scoring in the NBA: A Quantitative Approach," The American Economist, Sage Publications, volume 66, issue 2, pages 175-189, October, DOI: 10.1177/0569434520968477.
• Sumudu Perera & Ananda Rathnayake & Janaka Fernando & Thilani Navaratne & Dilan Rajapakshe, 2021, "The Impact of Policy Shift from In-kind Transfers to Direct Cash Transfers on Paddy Production: Evidence from Mahaweli H System in Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 22, issue 1, pages 88-109, March, DOI: 10.1177/13915614211004821.
• Sigurd Dyrting & Andrew Taylor, 2021, "Smoothing destination-specific migration flows," The Annals of Regional Science, Springer;Western Regional Science Association, volume 67, issue 2, pages 359-383, October, DOI: 10.1007/s00168-021-01051-4.
• Georges Tsafack & James Cataldo, 2021, "Backtesting and estimation error: value-at-risk overviolation rate," Empirical Economics, Springer, volume 61, issue 3, pages 1351-1396, September, DOI: 10.1007/s00181-020-01905-4.
• Annalisa Cristini & Piero Ferri, 2021, "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, volume 31, issue 4, pages 1129-1155, September, DOI: 10.1007/s00191-021-00736-5.
• Lei-Ju Qiu & Shun-Bin Zhong & Bao-Wen Sun & Yu Song & Xiao-Hua Chen, 2021, "Is internet penetration narrowing the rural–urban income inequality? A cross-regional study of China," Quality & Quantity: International Journal of Methodology, Springer, volume 55, issue 5, pages 1795-1814, October, DOI: 10.1007/s11135-020-01081-8.
• Debabrata Mukhopadhyay & Nityananda Sarkar, 2021, "Variation in neonatal mortality rates and its socio-economic determinants in South Asian countries," SN Business & Economics, Springer, volume 1, issue 6, pages 1-18, June, DOI: 10.1007/s43546-021-00076-3.
• Francesco D. d’Ovidio & Paola Perchinunno & Laura Antonucci, 2021, "Data Integration Techniques for the Identification of Poverty Profiles," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 156, issue 2, pages 515-531, August, DOI: 10.1007/s11205-019-02255-0.
• Angela M. D’Uggento & Francesco D. d’Ovidio & Ernesto Toma & Rosa Ceglie, 2021, "A Framework for Detecting Factors Influencing Students’ Academic Performance: A Longitudinal Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 156, issue 2, pages 389-407, August, DOI: 10.1007/s11205-020-02334-7.
• Karen H. Larwin & Milton Harvey, 2021, "A Second Look at Subjective Wellbeing Using Differential Item Functioning," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 2, pages 1-2.
• Richard A. Rosen, 2021, "Can Panel Data Methodologies Determine the Impact of Climate Change on Economic Growth?," Working Papers Series, Institute for New Economic Thinking, number inetwp171, Nov, DOI: 10.36687/inetwp171.
• Damian Clarke & Kathya Tapia-Schythe, 2021, "Implementing the panel event study," Stata Journal, StataCorp LLC, volume 21, issue 4, pages 853-884, December, DOI: 10.1177/1536867X211063144.
• Cheng-Wen Lee & Andrian Dolfriandra Huruta, 2021, "Reexamining The Quantity Theory Of Money: An Empirical Analysis From The Joint Hypothesis," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 19, issue 1, pages 3-12, May.
• Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021, "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers, University of California at Riverside, Department of Economics, number 202115, Nov.
• Martin González-Rozada, 2021, "Impact of smoke-free environments on tourism in selected Caribbean countries," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_01, Jul.
• Martin González-Rozada & Hernan Ruffo, 2021, "Do Trade Agreements contribute to the decline in Labor Share? Evidence from Latin American Countries," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_03, Aug.
• José M. Pavía & Fernando Toboso, 2021, "Key Electoral Institutions and Rules Influencing Proportionality and Partisan Bias in Spanish Politics," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 4, pages 531-554.
• Trafimow David, 2021, "Philosophical or Empirical Incommensurability of Frequentist Versus Bayesian Thinking," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 25, issue 1, pages 25-48, March, DOI: 10.15611/eada.2021.1.02.
• Bonsu Kwadwo Osei, 2021, "Weighted Accuracy Algorithmic Approach in Counteracting Fake News and Disinformation," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Paradigm, volume 14, issue 1, pages 99-107, March, DOI: 10.2478/ers-2021-0007.
• Soboń Janusz & Burkina Natalia & Sapun Kostiantyn & Seleznova Ruslana, 2021, "Comprehensive Analysis of a Company's Activity by Means of Statistical Modeling as Support for its Decision-Making System," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 17, issue 1, pages 62-69, March, DOI: 10.2478/fiqf-2021-0007.
• Soboń Dariusz & Soboń Janusz & Rogozińska-Mitrut Joanna & Seleznova Ruslana, 2021, "Economical Situation in Sub-Saharan African Countries," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 17, issue 3, pages 71-75, September, DOI: 10.2478/fiqf-2021-0021.
• Reinhard Ellwanger, Stephen Snudden, 2021, "Predictability of Aggregated Time Series," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0127.
• Charles F. Manski, 2021, "Econometrics for Decision Making: Building Foundations Sketched by Haavelmo and Wald," Econometrica, Econometric Society, volume 89, issue 6, pages 2827-2853, November, DOI: 10.3982/ECTA17985.
• Nikita Jacob & Luke Munford & Nigel Rice & Jennifer Roberts, 2021, "Does commuting mode choice impact health?," Health Economics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 207-230, February, DOI: 10.1002/hec.4184.
• Apostolos Davillas & Andrew M Jones, 2021, "The first wave of the COVID‐19 pandemic and its impact on socioeconomic inequality in psychological distress in the UK," Health Economics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1668-1683, July, DOI: 10.1002/hec.4275.
• Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & M. Hasan Yilmaz, 2021, "Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 7, pages 1214-1229, November, DOI: 10.1002/for.2763.
• Thu Pham-Gia, 2021, "The Multivariate Normal Distribution:Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12237, ISBN: ARRAY(0x7cb36470), March.
• Pham-Gia Thu, 2021, "Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "The Univariate Normal Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Limit Theorems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Distributions Derived from the Normal," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Applications of the Univariate Normal Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Bayes Approach in Applied Probability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Bivariate and Trivariate Normal Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Probability, Historical Survey, and Discussion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Normal Theory in Rp," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Some Applications of the Multivariate Normal Distribution in Science and Engineering," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Functions of Matrices and Jacobians of Transformations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Matrix Variate Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Pham-Gia Thu, 2021, "Complements and Supplementary Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications".
• Davillas, A. & Jones, A.M., 2021, "The first wave of the COVID-19 pandemic and its impact on socioeconomic inequality in psychological distress in the UK," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 21/01, Jan.
• Dehler-Holland, Joris & Schumacher, Kira & Fichtner, Wolf, 2021, "Topic Modeling Uncovers Shifts in Media Framing of the German Renewable Energy Act," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 2, issue 1, DOI: 10.1016/j.patter.2020.100169.
• Duleep, Harriet & Liu, Xingfei & Regets, Mark, 2021, "How the Earnings Growth of U.S. Immigrants Was Underestimated," GLO Discussion Paper Series, Global Labor Organization (GLO), number 820.
• Hanna Bortnowska & Bartosz Seiler, 2021, "b," Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection, Malopolska School of Economics in Tarnow, volume 49, issue 1, pages 89-98, March, DOI: 10.25944/znmwse.2021.01.8998.

2020

• Zanetti Chini, Emilio, 2020, "Dynamic Asymmetry and Fiscal Policy," MPRA Paper, University Library of Munich, Germany, number 98499, Jan.
• Dadakas, Dimitrios, 2020, "Quantifying the Impact of Exporter-Specific, Importer-Specific and only Time-Varying Variables in Structural Gravity," MPRA Paper, University Library of Munich, Germany, number 98956, Mar.
• Wang, Wenjie, 2020, "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper, University Library of Munich, Germany, number 99109, Mar.
• Harin, Alexander, 2020, "Behavioral sciences and auto-transformations of functions," MPRA Paper, University Library of Munich, Germany, number 99286, Mar.
• Joof, Foday & Tursoy, Turgut, 2020, "The Mystery behind Foreign Reserve Sterilization: Empirical Evidence from The Gambia," MPRA Paper, University Library of Munich, Germany, number 99929, Apr.
• Abdul Wahid & Muhammad Zubair Mumtaz, 2020, "Long-run price performance of local and dual class IPOs in alternative investment market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 71-100.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2020, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 96, issue 4, pages 545-566.
• Amal Essayem & Wided Khiari & Azhaar Lajmi, 2020, "Liquidity buffers determinants in GCC’s Islamic banks," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 129-140.
• Luisa Corrado & Stefano Grassi & Edgar Silgado-Gómez, 2020, "The Macroeconomic Effects of Aerospace Shocks," CEIS Research Paper, Tor Vergata University, CEIS, number 503, Nov, revised 17 Nov 2020.
• Pushpesh Pant & Hari Vishal & S. P. Sarmah, 2020, "Does Disruptive Event Affect Supply Base Size: Evidence from an Emerging Economy," Foreign Trade Review, , volume 55, issue 4, pages 496-510, November, DOI: 10.1177/0015732520947903.
• Sanju Naraidoo & Sanjeev K. Sobhee, 2020, "An Investigation into the Intertemporal Spending Path of Local Government in Mauritius," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 14, issue 4, pages 432-453, November, DOI: 10.1177/0973801020953398.
• Akim M. Rahman, 2020, "bKash vs. Bank-led Option: Factors Influencing Customer’s Preferences – Does it Warrant Voluntary-Insurance-Policy for Rapid-growth Digital-banking in Bangladesh-economy?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 13, pages 51-69, June.
• Seong Hee Kim & Byung-Yeon Kim, 2020, "Migration And Trust: Evidence From West Germany After Unification," Working Paper Series, Institute of Economic Research, Seoul National University, number no139, Sep.
• Svenn Alexander Hansen & Eline Aas & Oddvar Solli, 2020, "A cost-utility analysis of phosphodiesterase type 5 inhibitors in the treatment of erectile dysfunction," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 21, issue 1, pages 73-84, February, DOI: 10.1007/s10198-019-01112-8.
• John Yfantopoulos & Athanasios Chantzaras, 2020, "Health-related quality of life and health utilities in insulin-treated type 2 diabetes: the impact of related comorbidities/complications," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 21, issue 5, pages 729-743, July, DOI: 10.1007/s10198-020-01167-y.
• Eliza Lai Yi Wong & Richard Huan Xu & Annie Wai Ling Cheung, 2020, "Health-related quality of life in elderly people with hypertension and the estimation of minimally important difference using EQ-5D-5L in Hong Kong SAR, China," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 21, issue 6, pages 869-879, August, DOI: 10.1007/s10198-020-01178-9.
• Admassu N. Lamu, 2020, "Does linear equating improve prediction in mapping? Crosswalking MacNew onto EQ-5D-5L value sets," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 21, issue 6, pages 903-915, August, DOI: 10.1007/s10198-020-01183-y.
• Athanasios Koulakiotis & Vassilios Babalos & Apostolos Kiohos & Maria I. Kyriakou, 2020, "Long-run memory in ethical and conventional investments. Novel evidence from a VAR(1)-FIEGARCH model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 563-569, July, DOI: 10.1007/s12197-019-09502-7.
• Thakur Dhakal & Dae-Eun Lim, 2020, "Understanding ICT adoption in SAARC member countries," Letters in Spatial and Resource Sciences, Springer, volume 13, issue 1, pages 67-80, April, DOI: 10.1007/s12076-020-00245-2.
• Sudeshna Ghosh, 2020, "Impact of economic growth volatility on income inequality: ASEAN experience," Quality & Quantity: International Journal of Methodology, Springer, volume 54, issue 3, pages 807-850, June, DOI: 10.1007/s11135-019-00960-z.
• In Kyung Kim & Vladyslav Nora, 2020, "Does vertical integration enhance non-price efficiency? Evidence from the movie theater industry," Review of Economic Design, Springer;Society for Economic Design, volume 24, issue 3, pages 143-170, December, DOI: 10.1007/s10058-020-00234-3.
• Dirk Van de gaer & Xavier Ramos, 2020, "Measurement of inequality of opportunity based on counterfactuals," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 55, issue 3, pages 595-627, October, DOI: 10.1007/s00355-020-01261-3.
• Domenica Panzera & Paolo Postiglione, 2020, "Measuring the Spatial Dimension of Regional Inequality: An Approach Based on the Gini Correlation Measure," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 148, issue 2, pages 379-394, April, DOI: 10.1007/s11205-019-02208-7.
• Daisuke Yagi & Yining Chen & Andrew L. Johnson & Timo Kuosmanen, 2020, "Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 43-54, January, DOI: 10.1080/07350015.2018.1431128.
• Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2020, "Do Local and Global Factors Impact the Emerging Markets s Sovereign Yield Curves? Evidence from a Data-Rich Environment," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2004.
• Tapsoba, Augustin, 2020, "The Cost of Fear: Impact of Violence Risk on Child Health During Conflict," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1127, Jul.
• 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.
• Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020, "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers, University of California at Riverside, Department of Economics, number 202015, Jul.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020, "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers, University of California at Riverside, Department of Economics, number 202027, Dec.
• Abdul Wahid & Muhammad Zubair Mumtaz & Edmund H. Mantell, 2020, "Valuing local and dual-class IPOs in the Alternative Investment Market," Estudios de Economia, University of Chile, Department of Economics, volume 47, issue 2 Year 20, pages 245-271, December.
• Damian Clarke & Kathya Tapia Schythe, 2020, "Implementing the Panel Event Study," Working Papers, University of Chile, Department of Economics, number wp497, Jul.
• Qazi Haque & Leandro M. Magnusson, 2020, "Identification robust empirical evidence on the Euler equation in open economies," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-01.
• Kubus Mariusz, 2020, "Evaluation of Resampling Methods in the Class Unbalance Problem," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 24, issue 1, pages 39-50, March, DOI: 10.15611/eada.2020.1.04.
• Challoumis Constantinos, 2020, "Index of the Cycle of Money - The Case of Latvia," Economics and Culture, Paradigm, volume 17, issue 2, pages 5-12, December, DOI: 10.2478/jec-2020-0015.
• Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Khalid Nusrat, 2020, "Driving Factors of Growth Evidence in the Food and Textile Sectors of Pakistan," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 16, issue 1, pages 11-19, March, DOI: 10.2478/fiqf-2020-0002.
• Burkina Natalia & Furman Taras & Soboń Janusz & Sapun Kostiantyn, 2020, "Regional Differentiation for Life Quality of the Population in Ukraine Under Innovative Growth," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 16, issue 2, pages 73-86, June, DOI: 10.2478/fiqf-2020-0014.
• Kubus Mariusz, 2020, "The Influence of Unbalanced Economic Data on Feature Selection and Quality of Classifiers," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 1, pages 232-247, June, DOI: 10.2478/foli-2020-0014.
• Trzcińska Kamila, 2020, "Analysis of Household Income in Poland Based on the Zenga Distribution and Selected Income Inequality Measure," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 1, pages 421-436, June, DOI: 10.2478/foli-2020-0025.
• Sergio Colombo & Wiktor Budziński & Mikołaj Czajkowski & Klaus Glenk, 2020, "Ex-ante and ex-post measures to mitigate hypothetical bias. Are they alternative or complementary tools to increase the reliability and validity of DCE estimates?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-20.
• Francesco Ravazzolo & Joaquin Vespignani, 2020, "World steel production: A new monthly indicator of global real economic activity," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 53, issue 2, pages 743-766, May, DOI: 10.1111/caje.12442.
• Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020, "Leave‐Out Estimation of Variance Components," Econometrica, Econometric Society, volume 88, issue 5, pages 1859-1898, September, DOI: 10.3982/ECTA16410.
• Cosmin Ilut & Rosen Valchev & Nicolas Vincent, 2020, "Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty," Econometrica, Econometric Society, volume 88, issue 5, pages 1899-1938, September, DOI: 10.3982/ECTA14234.
• Vincenzo Carrieri & Apostolos Davillas & Andrew M. Jones, 2020, "A latent class approach to inequity in health using biomarker data," Health Economics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 808-826, July, DOI: 10.1002/hec.4022.
• 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(0x7ce81f08), March.
• 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".
• Tzu Tai & Cheng Few Lee & Tian-Shyr Dai & Keh Luh Wang & Hong-Yi Chen, 2020, "Pricing Fair Deposit Insurance: Structural Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hsin-Hue Chang, 2020, "Application of Structural Equation Modeling in Behavioral Finance: A Study on the Disposition Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Sophia I-Ling Wang, 2020, "External Financing Needs and Early Adoption of Accounting Standards: Evidence from the Banking Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Xi Zhang & Philip S. Yu, 2020, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Subhransu S. Mohanty, 2020, "Sourcing Alpha in Global Equity Markets: Market Factor Decomposition and Market Characteristics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020, "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wikil Kwak & Yong Shi & Cheng Few Lee, 2020, "Data Mining Applications in Accounting and Finance Context," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Fang-Chi Lin & Chin-Chen Chien & Cheng Few Lee & Hsuan-Chu Lin & Yu-Cheng Lin, 2020, "Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Luis Alberiko Gil-Alana & Hector Carcel, 2020, "ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti, 2020, "Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Time-Series Analysis: Components, Models, and Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• George Chalamandaris & A. G. Malliaris, 2020, "Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Robert H. Patrick, 2020, "Durbin–Wu–Hausman Specification Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jessica Schlossberg & Norman R. Swanson, 2020, "Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• John Guerard & Andrew Mark, 2020, "Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Re-Jin Guo & Yingda Lu & Lingling Xie, 2020, "Ranking Analysts by Network Structural Hole," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Kin-Wai Lee & Gillian Hian-Heng Yeo, 2020, "The Association Between Book-Tax Differences and CEO Compensation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Dean Diavatopoulos & Oleg Sokolinskiy, 2020, "Stochastic Volatility Models: Faking a Smile," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Tumellano Sebehela, 2020, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Bilel Kaffel & Fathi Abid, 2020, "Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Alice C. Lee & Cheng Few Lee, 2020, "Alternative Methods to Deal with Measurement Error," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2020, "Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chuan-Hsiang Han, 2020, "GPU Acceleration for Computational Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• K. Victor Chow & Wanjun Jiang & Jingrui Li, 2020, "Does VIX Truly Measure Return Volatility?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020, "An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wen-Ming Szu & Yi-Chen Wang & Wan-Ru Yang, 2020, "How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Heping Pan, 2020, "Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020, "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ivan E. Brick & Darius Palia, 2020, "Product Market Competition and CEO Pay Benchmarking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Weiwei Chen & Benjamin Melamed & Oleg Sokolinskiy & Ben S. Sopranzetti, 2020, "Equilibrium Rate Analysis of Cash Conversion Systems: The Case of Corporate Subsidiaries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Robert Grauer, 2020, "Is the Market Portfolio Mean–Variance Efficient?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jr-Yan Wang & Mao-Wei Hung, 2020, "Consumption-Based Asset Pricing with Prospect Theory and Habit Formation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Manak C. Gupta, 2020, "An Integrated Model for the Cost-Minimizing Funding of Corporate Activities Over Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, 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 & Hsin-Min Lu, 2020, "The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chin-Chen Chien & Cheng Few Lee & She-Chih Chiu, 2020, "The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wikil Kwak & Yong Shi & Heeseok Lee & Cheng Few Lee, 2020, "Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chen Su & Hanxiong Zhang, 2020, "A Time-Series Bootstrapping Simulation Method to Distinguish Sell-Side Analysts’ Skill from Luck," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Veronika Belousova & Vasily Solodkov & Nikolay Chichkanov & Ekaterina Nikiforova, 2020, "Acceptance of New Technologies by Employees in Financial Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Cheng Few Lee, 2020, "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".