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
/ / / C12: Hypothesis Testing: General

2020

• Ben, Youhong & Jiang, Feiyu, 2020, "A note on Portmanteau tests for conditional heteroscedastistic models," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109159.
• Wenger, Kai & Less, Vivien, 2020, "A modified Wilcoxon test for change points in long-range dependent time series," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109237.
• Kim, Bo Gyeong & Shin, Dong Wan, 2020, "A mean-difference test based on self-normalization for alternating regime index data sets," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2019.01.007.
• Choi, Ji-Eun & Shin, Dong Wan, 2020, "A self-normalization test for correlation change," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2019.02.007.
• Mayer, Alexander, 2020, "(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109335.
• Wingert, Simon & Mboya, Mwasi Paza & Sibbertsen, Philipp, 2020, "Distinguishing between breaks in the mean and breaks in persistence under long memory," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109338.
• Fang, Ying & Tang, Shengfang & Cai, Zongwu & Lin, Ming, 2020, "An alternative test for conditional unconfoundedness using auxiliary variables," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109320.
• Chang, Seong Yeon, 2020, "A new test of asset return predictability with an unstable predictor," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109529.
• Wu, Jianhong, 2020, "A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109594.
• Wagner, Martin & Grabarczyk, Peter & Hong, Seung Hyun, 2020, "Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 216-255, DOI: 10.1016/j.jeconom.2019.05.012.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2020, "Inference for local distributions at high sampling frequencies: A bootstrap approach," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 1-34, DOI: 10.1016/j.jeconom.2019.09.001.
• Adusumilli, Karun & Kurisu, Daisuke & Otsu, Taisuke & Whang, Yoon-Jae, 2020, "Inference on distribution functions under measurement error," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 131-164, DOI: 10.1016/j.jeconom.2019.09.002.
• Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020, "Sequential monitoring for changes from stationarity to mild non-stationarity," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 209-238, DOI: 10.1016/j.jeconom.2019.08.010.
• Boot, Tom & Pick, Andreas, 2020, "Does modeling a structural break improve forecast accuracy?," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 35-59, DOI: 10.1016/j.jeconom.2019.07.007.
• Yang, Xiye, 2020, "Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 486-516, DOI: 10.1016/j.jeconom.2019.10.003.
• Akashi, Fumiya & Taniguchi, Masanobu & Monti, Anna Clara, 2020, "Robust causality test of infinite variance processes," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 235-245, DOI: 10.1016/j.jeconom.2020.01.016.
• Lee, Jungyoon & Robinson, Peter M., 2020, "Adaptive inference on pure spatial models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 375-393, DOI: 10.1016/j.jeconom.2019.10.006.
• Li, Yong & Yu, Jun & Zeng, Tao, 2020, "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 450-493, DOI: 10.1016/j.jeconom.2019.11.002.
• Linton, Oliver & Wu, Jianbin, 2020, "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 176-201, DOI: 10.1016/j.jeconom.2019.12.015.
• Laurent, Sébastien & Shi, Shuping, 2020, "Volatility estimation and jump detection for drift–diffusion processes," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 259-290, DOI: 10.1016/j.jeconom.2019.12.004.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 291-311, DOI: 10.1016/j.jeconom.2019.12.005.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020, "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 140-177, DOI: 10.1016/j.jeconom.2019.10.011.
• Bertanha, Marinho & Moreira, Marcelo J., 2020, "Impossible inference in econometrics: Theory and applications," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 247-270, DOI: 10.1016/j.jeconom.2020.04.016.
• Antoine, Bertille & Renault, Eric, 2020, "Testing identification strength," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 271-293, DOI: 10.1016/j.jeconom.2020.04.017.
• Kiviet, Jan F., 2020, "Testing the impossible: Identifying exclusion restrictions," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 294-316, DOI: 10.1016/j.jeconom.2020.04.018.
• Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank, 2020, "Inference in second-order identified models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 346-372, DOI: 10.1016/j.jeconom.2020.04.020.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020, "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 390-418, DOI: 10.1016/j.jeconom.2020.04.022.
• MacKinnon, James G. & Webb, Matthew D., 2020, "Randomization inference for difference-in-differences with few treated clusters," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 435-450, DOI: 10.1016/j.jeconom.2020.04.024.
• Davidson, Russell & Trokić, Mirza, 2020, "The fast iterated bootstrap," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 451-475, DOI: 10.1016/j.jeconom.2020.04.025.
• Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020, "Generic results for establishing the asymptotic size of confidence sets and tests," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 496-531, DOI: 10.1016/j.jeconom.2020.04.027.
• Xu, Ke-Li, 2020, "Inference of local regression in the presence of nuisance parameters," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 532-560, DOI: 10.1016/j.jeconom.2020.04.028.
• Komunjer, Ivana & Zhu, Yinchu, 2020, "Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 561-586, DOI: 10.1016/j.jeconom.2020.04.029.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2020, "Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 633-654, DOI: 10.1016/j.jeconom.2020.04.032.
• 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.
• Gungor, Sermin & Luger, Richard, 2020, "Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 750-770, DOI: 10.1016/j.jeconom.2020.04.037.
• Sun, Yixiao & Yang, Jingjing, 2020, "Testing-optimal kernel choice in HAR inference," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 123-136, DOI: 10.1016/j.jeconom.2020.06.007.
• Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020, "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 137-170, DOI: 10.1016/j.jeconom.2020.05.018.
• Hahn, Jinyong & Hausman, Jerry & Lustig, Josh, 2020, "Specification test on mixed logit models," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 19-37, DOI: 10.1016/j.jeconom.2020.03.015.
• Bai, Jushan & Han, Xu & Shi, Yutang, 2020, "Estimation and inference of change points in high-dimensional factor models," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 66-100, DOI: 10.1016/j.jeconom.2019.08.013.
• Chaudhuri, Saraswata & Renault, Eric, 2020, "Score tests in GMM: Why use implied probabilities?," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 260-280, DOI: 10.1016/j.jeconom.2020.03.004.
• Elliott, Graham, 2020, "Testing for a trend with persistent errors," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 314-328, DOI: 10.1016/j.jeconom.2020.03.006.
• Harris, David & Kew, Hsein & Taylor, A.M. Robert, 2020, "Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 354-388, DOI: 10.1016/j.jeconom.2020.03.008.
• 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.
• Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S., 2020, "High-frequency jump tests: Which test should we use?," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 478-487, DOI: 10.1016/j.jeconom.2020.03.012.
• Martellosio, Federico & Hillier, Grant, 2020, "Adjusted QMLE for the spatial autoregressive parameter," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 488-506, DOI: 10.1016/j.jeconom.2020.03.013.
• Pesaran, M. Hashem & Yang, Cynthia Fan, 2020, "Econometric analysis of production networks with dominant units," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 507-541, DOI: 10.1016/j.jeconom.2020.03.014.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Variance swap payoffs, risk premia and extreme market conditions," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 106-124, DOI: 10.1016/j.ecosta.2019.05.003.
• 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.
• Cheang, Chi Wan & Olmo, Jose & Ma, Tiejun & Sung, Ming-Chien & McGroarty, Frank, 2020, "Optimal asset allocation using a combination of implied and historical information," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101419.
• Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020, "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101526.
• Hammami, Yacine & Zhu, Jie, 2020, "Understanding time-varying short-horizon predictability✰," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.009.
• Ćmiel, Bogdan & Ledwina, Teresa, 2020, "Validation of association," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 55-67, DOI: 10.1016/j.insmatheco.2019.12.003.
• Neto, David, 2020, "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, Elsevier, volume 163, issue C, pages 147-154, DOI: 10.1016/j.inteco.2020.01.005.
• Nivelleau De La Brunière, Stanislas & Haye, Jean-Come & Mazza, Paolo, 2020, "The performance of corporate legal insiders on the French stock market," International Review of Law and Economics, Elsevier, volume 61, issue C, DOI: 10.1016/j.irle.2019.105880.
• Kyosev, Georgi & Hanauer, Matthias X. & Huij, Joop & Lansdorp, Simon, 2020, "Does earnings growth drive the quality premium?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105785.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105809.
• Canofari, Paolo & Marini, Giancarlo & Piergallini, Alessandro, 2020, "Financial Crisis and Sustainability of US Fiscal Deficit: Indicators or Tests?," Journal of Policy Modeling, Elsevier, volume 42, issue 1, pages 192-204, DOI: 10.1016/j.jpolmod.2019.09.004.
• Bystrov, Victor & Mackiewicz, Michał, 2020, "Recurrent explosive public debts and the long-run fiscal sustainability," Journal of Policy Modeling, Elsevier, volume 42, issue 2, pages 437-450, DOI: 10.1016/j.jpolmod.2019.10.002.
• Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel, 2020, "Oil prices, stock market returns and volatility spillovers: Evidence from Turkey," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 597-614, DOI: 10.1016/j.jpolmod.2020.01.006.
• Banerjee, Subrato, 2020, "Sample sizes in experimental games," Research in Economics, Elsevier, volume 74, issue 3, pages 221-227, DOI: 10.1016/j.rie.2020.07.002.
• Vo, Duc Hong & Vo, Anh The & Ho, Chi Minh & Nguyen, Ha Minh, 2020, "The role of renewable energy, alternative and nuclear energy in mitigating carbon emissions in the CPTPP countries," Renewable Energy, Elsevier, volume 161, issue C, pages 278-292, DOI: 10.1016/j.renene.2020.07.093.
• 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.
• Firmin Doko Tchatoka & Qazi Haque, 2020, "On bootstrapping tests of equal forecast accuracy for nested models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-27, Mar.
• Shuping Shi & Peter C B Phillips, 2020, "Diagnosing Housing Fever with an Econometric Thermometer," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-43, May.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118924, Jan.
• Dany Lang & Mark Setterfield & Ibrahim Shikaki, 2020, "Is there scientific progress in macroeconomics? The case of the NAIRU," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 17, issue 1, pages 19-38, April.
• Frédérique Bec & Alain Guay, 2020, "A simple unit root test consistent against any stationary alternative," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-10.
• Olimpia Livia Preda Buzgurescu & Negru Elena, 2020, "Bankruptcy Risk Prediction in Assuring the Financial Performance of Romanian Industrial Companies," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Business Economics and Finance", DOI: 10.1108/S1569-375920200000104003.
• Rexford Abaidoo & Ayodele Alade, 2020, "Equity market-related economic uncertainty and the “economic contagion phenomenon”," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 3, pages 337-352, September, DOI: 10.1108/JFEP-10-2019-0214.
• Lukasz Prorokowski & Oleg Deev & Hubert Prorokowski, 2020, "Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 299-316, July, DOI: 10.1108/JRF-07-2019-0135.
• Panos Fousekis & Dimitra Tzaferi, 2020, "Monotonicity, linearity and symmetry in the price volatility–volume relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 110-133, February, DOI: 10.1108/SEF-09-2019-0344.
• Mark J. Holmes & Jesús Otero, 2020, "A tale of two coffees? Analysing interaction and futures market efficiency," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 89-109, February, DOI: 10.1108/SEF-09-2019-0356.
• Adrien Bouchet & Xuehu Song & Li Sun, 2020, "CEO network centrality and corporate social responsibility," Social Responsibility Journal, Emerald Group Publishing Limited, volume 18, issue 1, pages 106-127, December, DOI: 10.1108/SRJ-04-2020-0147.
• Agnieszka Sompolska-Rzechula & Agnieszka Kurdys-Kujawska, 2020, "Quality of Life of Rural and Urban Population in Poland: Evaluation and Comparison," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 645-656.
• Iwona Majchrzak & Bozena Nadolna, 2020, "Assessment of the Scope of Environmental Information Disclosure in External Reporting of Polish Stock Exchange Listed Companies in the Energy Sector," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 201-224.
• Paweł Slaski & Malgorzata Grzelak & Magdalena Rykala, 2020, "Higher Education – Related Problems During Covid-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 3, pages 167-186.
• Barbora Stepankova, 2020, "Consistency of Banks' Internal Probability of Default Estimates," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/44, Nov, revised Nov 2020.
• Paolo Gelain & Simone Manganelli, 2020, "Monetary Policy with Judgment," Working Papers, Federal Reserve Bank of Cleveland, number 20-14, May, DOI: 10.26509/frbc-wp-202014.
• Michael W. McCracken, 2020, "Tests of Conditional Predictive Ability: Existence, Size, and Power," Working Papers, Federal Reserve Bank of St. Louis, number 2020-050, Dec, DOI: 10.20955/wp.2020.050.
• Marco Barnabani, 2020, "Testing fixed and random effects in linear mixed models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_09, Dec.
• Cristian Dorel Lăcătuș, 2020, "Rolul caracteristicilor individuale în prezicerea comportamentelor de cross-selling și up-selling în industria asigurărilor," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 61-95, June.
• Turuntseva Marina & Astafieva Ekaterina & Bozhechkova Alexandra & Baeva Marina & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-28, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-28, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• 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.
• Vicente Núñez-Antón & Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2020, "Improving the Representativeness of a Simple Random Sample: An Optimization Model and Its Application to the Continuous Sample of Working Lives," Mathematics, MDPI, volume 8, issue 8, pages 1-27, July.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020, "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:129395.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134101.
• Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020, "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134136.
• 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.
• Sébastien Laurent & Shuping Shi, 2020, "Volatility estimation and jump detection for drift–diffusion processes," Post-Print, HAL, number hal-02909690, Aug, DOI: 10.1016/j.jeconom.2019.12.004.
• Russell Davidson & Mirza Trokić, 2020, "The fast iterated bootstrap," Post-Print, HAL, number hal-02965001, Oct, DOI: 10.1016/j.jeconom.2020.04.025.
• Sylvette Monier-Dilhan & Thomas Poméon & Michael Böhm & Ruzica Brečić & Peter Csillag & Michele Donati & Hugo Ferrer-Pérez & Lisa Gauvrit & José M. Gil & Việt Hoàng & Apichaya Lilavanichakul & Edward , 2020, "Do Food Quality Schemes and Net Price Premiums Go Together?," Post-Print, HAL, number hal-03102266, Dec, DOI: 10.1515/jafio-2019-0044.
• Zoulkiflou Moumouni & Jules Sadefo-Kamdem, 2020, "Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics," Working Papers, HAL, number hal-02465046, Jan.
• Andrii Babii & Jean-Pierre Florens, 2020, "Are unobservables separable?," Working Papers, HAL, number hal-02532383, Apr.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2020, "Testing Sharpe ratio: luck or skill?," Working Papers, HAL, number hal-02886500, Jul.
• Frédérique Bec & Alain Guay, 2020, "A simple unit root test consistent against any stationary alternative," Working Papers, HAL, number halshs-03010256, Nov.
• Denisa Banulescu-Radu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers, HAL, number halshs-03088668, Dec, DOI: 10.2139/ssrn.3456052.
• Sibbertsen, Philipp & Wenger, Kai & Wingert, Simon, 2020, "Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-676, Nov.
• Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas, 2020, "Statistical Inference for the Tangency Portfolio in High Dimension," Working Papers, Örebro University, School of Business, number 2020:10, Oct.
• Frisancho, Verónica, 2019, "The Effects of School Based Financial Education," IDB Publications (Working Papers), Inter-American Development Bank, number 9501, Feb, DOI: http://dx.doi.org/10.18235/0001578.
• George-Cornel DUMITRESCU, 2020, "Circular Material Use – A Priority Towards Achieving Eu`S Open Strategic Autonomy," Euroinfo, Institute for World Economy, Romanian Academy, volume 4, issue 2, pages 117-124, June.
• George Cornel Dumitrescu, 2020, "Incentives For The Transition Towards The Circular Economy," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 12, issue 1, pages 14-25.
• Magne Mogstad & Joseph P. Romano & Daniel Wilhelm & Azeem M. Shaikh, 2020, "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/20, Mar.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020, "Inference after Estimation of Breaks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/20, Jul.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP43/20, Sep.
• Shalini Talwar, 2020, "Dynamics of Firm Value, Financial Performance, Leverage, and Governance: A Panel Data Analysis of Listed Indian Firms," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 2, pages 201-219, September.
• Antonio Fernandois & Carlos A. Medel, 2020, "Geopolitical tensions, OPEC news, and the oil price: A granger causality analysis," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 2, pages 57-90, October.
• Ilaria Piatti & Fabio Trojani, 2020, "Dividend Growth Predictability and the Price–Dividend Ratio," Management Science, INFORMS, volume 66, issue 1, pages 130-158, January, DOI: 10.1287/mnsc.2018.3155.
• Emerson JACKSON & Mohamed JABBIE, 2020, "Twin Deficits Hypothesis as an Indication of Government Failure in Sierra Leone: An Empirical Investigation (1980-2018)," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 7, issue 1, pages 42-68, January, DOI: 10.26650/JEPR658440.
• Brown, Sarah & Harris, Mark N. & Spencer, Christopher & Taylor, Karl, 2020, "Financial Expectations and Household Consumption: Does Middle Inflation Matter?," IZA Discussion Papers, IZA Network @ LISER, number 13023, Mar.
• Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2020, "Loss Aversion and the Welfare Ranking of Policy Interventions," IZA Discussion Papers, IZA Network @ LISER, number 13176, Apr.
• Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2020, "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," IZA Discussion Papers, IZA Network @ LISER, number 13803, Oct.
• Akhaya Kumar Nayak & Prabin Kumar Panigrahi, 2020, "Participation in Self-Help Groups and Empowerment of Women: A Structural Model Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 1, pages 19-37, January-M.
• Shengfang Tang & Zongwu Cai & Ying Fang & Ming Lin, 2020, "A New Quantile Treatment Effect Model for Studying Smoking Effect on Birth Weight During Mother's Pregnancy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202003, Feb, revised Feb 2020.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020, "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202005, Feb, revised Feb 2020.
• Zongwu Cai & Ying Fang & Qiuhua Xu, 2020, "Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202009, Jul, revised Jul 2020.
• Caio Vigo Pereira & Marcio Laurini, 2020, "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202014, Sep, revised Sep 2020.
• Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020, "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202016, Sep, revised Sep 2020.
• Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2020, "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202021, Dec, revised Dec 2020.
• Michael Roberts & Indranil SenGupta, 2020, "Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing," Annals of Finance, Springer, volume 16, issue 1, pages 121-139, March, DOI: 10.1007/s10436-019-00355-y.
• Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020, "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 1, pages 65-97, March, DOI: 10.1007/s11408-019-00342-3.
• Diogo Cunha Ferreira & Alexandre Morais Nunes & Rui Cunha Marques, 2020, "Operational efficiency vs clinical safety, care appropriateness, timeliness, and access to health care," Journal of Productivity Analysis, Springer, volume 53, issue 3, pages 355-375, June, DOI: 10.1007/s11123-020-00578-6.
• Patrick Holzmann & Erich J. Schwarz & David B. Audretsch, 2020, "Understanding the determinants of novel technology adoption among teachers: the case of 3D printing," The Journal of Technology Transfer, Springer, volume 45, issue 1, pages 259-275, February, DOI: 10.1007/s10961-018-9693-1.
• Mehmet Akif Demircioglu & David B. Audretsch, 2020, "Conditions for complex innovations: evidence from public organizations," The Journal of Technology Transfer, Springer, volume 45, issue 3, pages 820-843, June, DOI: 10.1007/s10961-018-9701-5.
• Carmen Guzmán & Francisco J. Santos & María de la O. Barroso, 2020, "Analysing the links between cooperative principles, entrepreneurial orientation and performance," Small Business Economics, Springer, volume 55, issue 4, pages 1075-1089, December, DOI: 10.1007/s11187-019-00174-5.
• Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020, "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers, University of Copenhagen. Department of Economics, number 20-02, Dec.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020, "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1051, Dec.
• Igor Asanov & Christoph Buehren & Panagiota Zacharodimou, 2020, "The power of experiments: How big is your n?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202032.
• Jenny Bethaeuser & Jennifer Muschol, 2020, "The Die is Cast - Factors Influencing Mortality during the COVID-19 Pandemic," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202050.
• Yoonseok Lee & Yulong Wang, 2020, "Inference in Threshold Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 223, Jan.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2020, "Density Deconvolution with Laplace Errors and Unknown Variance," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 225, Mar.
• William C. Horrace & Yulong Wang, 2020, "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 230, Jun.
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• Kitti Fodor, 2020, "Using Multivariate Statistical Methods for Analysing Financial Literacy, as a Possible Appearance of Social Innovation," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 16, issue 01, pages 11-18.
• Yi He & Sombut Jaidee & Jiti Gao, 2020, "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/20.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2020, "High-Frequency Jump Tests: Which Test Should We Use?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/20.
• Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 32/20.
• David Harris & Hsein Kew & A. M. Robert Taylor, 2020, "Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/20.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2020, Apr.
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• Beth Ann Griffin & Megan S. Schuler & Elizabeth A. Stuart & Stephen Patrick & Elizabeth McNeer & Rosanna Smart & David Powell & Bradley Stein & Terry Schell & Rosalie Liccardo Pacula, 2020, "Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality," NBER Working Papers, National Bureau of Economic Research, Inc, number 27029, Apr.
• Shomesh Chaudhuri & Andrew W. Lo & Danying Xiao & Qingyang Xu, 2020, "Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27175, May.
• 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.
• George-Cornel Dumitrescu, 2020, "Circular Economy in the EU- Correlation between the Tertiary Education Attainment and Recycling Rate of Municipal Waste," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 8, issue 1, pages 68-71, May.
• Nicolas Van de Sijpe & Frank Windmeijer, 2021, "On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W09, Jul.
• Al-Kasawnih Akad, 2020, "Money-Laundering Practices, Estimation, Regulation, and Commercial and Financial Cross-Border Flows," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03-4.
• Helmut Elsinger, 2020, "Serial Correlation in Contingency Tables (Helmut Elsinger)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 228, Mar.
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• Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2020, "Testing the white noise hypothesis in high-frequency housing returns of the United States," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 178-188.
• Sander Barendse & Andrew J. Patton, 2020, "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers, University of Oxford, Department of Economics, number 909, May.
• Idrovo Poveda, Fernanda Katherine & Verdesoto Velástegui, Oswaldo Santiago & Valencia Núñez, Edison Roberto & Córdova, Víctor Hugo, 2020, "Modelo de ecuaciones estructurales para determinar la intención de emprendimiento de estudiantes de posgrado || Structural equation model to determine the entrepreneurship intention of graduate students," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 30, issue 1, pages 346-357, December, DOI: 10.46661/revmetodoscuanteconempresa.
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• Rizwan Raheem Ahmed & Giedrius Romeika & Raimonda Kauliene & Justas Streimikis & Rimantas Dapkus, 2020, "ES-QUAL model and customer satisfaction in online banking: evidence from multivariate analysis techniques," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 1, pages 59-93, March, DOI: 10.24136/oc.2020.003.
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• neifar, malika, 2020, "Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎," MPRA Paper, University Library of Munich, Germany, number 103175, Sep.
• neifar, malika, 2020, "Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎," MPRA Paper, University Library of Munich, Germany, number 103232, Sep.
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• Vîntu, Denis, 2020, "Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance," MPRA Paper, University Library of Munich, Germany, number 112857, Oct, revised 30 Sep 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.
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