Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General

2020

• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020, "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics," American Economic Review, American Economic Association, volume 110, issue 11, pages 3634-3660, November, DOI: 10.1257/aer.20190687.
• Alberto Abadie, 2020, "Statistical Nonsignificance in Empirical Economics," American Economic Review: Insights, American Economic Association, volume 2, issue 2, pages 193-208, June, DOI: 10.1257/aeri.20190252.
• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020, "A Proposed Specification Check for p-Hacking," AEA Papers and Proceedings, American Economic Association, volume 110, pages 66-69, May, DOI: 10.1257/pandp.20201078.
• Viorelia LUNGU, 2020, "Some Notes on the Geopolitics and Geo-economics of Russia’s Post-Soviet Neocolonialism in Central Asia," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 6, issue 1, pages 87-101, June.
• Stefanie Jensen & Martin Ohlwein, 2020, "The Impact of Brand Nostalgia on Purchase Intention among Gen Y," Journal of Emerging Trends in Marketing and Management, The Bucharest University of Economic Studies, volume 1, issue 1, pages 111-121, August.
• Subrata Roy, 2020, "Gold & Stock Relation: Investors’ Reaction During Covid-19 Outbreak," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 26, pages 29-52, December, DOI: 10.47743/rebs-2020-2-0002.
• Candelon, Bertrand & Luisi, Angelo, 2020, "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020009, Jan.
• Yang Liu, , "The Inter-Relations Between Chinese Housing Market, Stock Market And Consumption Market," Review of Socio - Economic Perspectives, Reviewsep, number 202051, DOI: 10.19275/RSEP077.
• Andrea Collado-Chaves, 2020, "Choosing an Estimator for Inflation Expectations: Mean vs Median," Notas Técnicas, Banco Central de Costa Rica, number 2002, Oct.
• Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers, arXiv.org, number 2001.04867, Jan, revised Jan 2022.
• Stanislav Anatolyev & Mikkel S{o}lvsten, 2020, "Testing Many Restrictions Under Heteroskedasticity," Papers, arXiv.org, number 2003.07320, Mar, revised Jan 2023.
• Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2020, "Rationalizing Rational Expectations: Characterization and Tests," Papers, arXiv.org, number 2003.11537, Mar, revised Dec 2020.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers, arXiv.org, number 2004.02670, Apr.
• Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020, "Loss aversion and the welfare ranking of policy interventions," Papers, arXiv.org, number 2004.08468, Apr, revised Sep 2023.
• Benedikt M. Potscher & David Preinerstorfer, 2020, "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers, arXiv.org, number 2005.04089, May, revised Nov 2021.
• Adam McCloskey & Pascal Michaillat, 2020, "Critical Values Robust to P-hacking," Papers, arXiv.org, number 2005.04141, May, revised Dec 2023.
• William & C. Horrace & Yulong Wang, 2020, "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Papers, arXiv.org, number 2006.07780, Jun.
• Yicong Lin & Hanno Reuvers, 2020, "Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Papers, arXiv.org, number 2009.02262, Sep, revised Dec 2021.
• Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann, 2020, "Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary," Papers, arXiv.org, number 2009.07341, Sep.
• Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020, "A Test for Kronecker Product Structure Covariance Matrix," Papers, arXiv.org, number 2010.10961, Oct, revised Jan 2022.
• Natasha Kang & Vadim Marmer, 2020, "Modeling Long Cycles," Papers, arXiv.org, number 2010.13877, Oct, revised Sep 2023.
• Alain Guay, 2020, "Identification of Structural Vector Autoregressions Through Higher Unconditional Moments," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-19, Oct.
• Frederique Bec & Alain Guay, 2020, "A Simple Unit Root Test Consistent Against Any Stationary Alternative," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-20, Oct.
• Heng Chen & Walter Engert & Kim Huynh & Gradon Nicholls & Mitchell Nicholson & Julia Zhu, 2020, "Cash and COVID-19: The impact of the pandemic on demand for and use of cash," Discussion Papers, Bank of Canada, number 2020-6, Jul, DOI: 10.34989/sdp-2020-6.
• Kim Huynh & Gradon Nicholls & Mitchell Nicholson, 2020, "2019 Cash Alternative Survey Results," Discussion Papers, Bank of Canada, number 2020-8, Aug, DOI: 10.34989/sdp-2020-8.
• Pedro Elosegui & Gabriel Montes-Rojas, 2020, "Network effects in interbank markets of Call and Repo in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 75, pages 50-81, November.
• Lelo de Larrea Alejandra, 2020, "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers, Banco de México, number 2020-01, Mar.
• Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020, "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers, Banco de México, number 2020-18, Dec.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020, "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-16.
• Panos Toulis, 2020, "Estimation of COVID-19 Prevalence from Serology Tests: A Partial Identification Approach," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-54_Revised.
• Michael Creel, 2020, "Inference Using Simulated Neural Moments," Working Papers, Barcelona School of Economics, number 1182, Jun.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020, "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 1, pages 50-62, January, DOI: 10.1111/boer.12209.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020, "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1327-1370, June, DOI: 10.1111/jofi.12883.
• Xuexin Wang & Yixiao Sun, 2020, "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Journal of Time Series Analysis, Wiley Blackwell, volume 41, issue 4, pages 536-550, July, DOI: 10.1111/jtsa.12520.
• Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2020, "Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 6, pages 1413-1428, December, DOI: 10.1111/obes.12372.
• Sebastian Kripfganz & Daniel C. Schneider, 2020, "Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 6, pages 1456-1481, December, DOI: 10.1111/obes.12377.
• ROY Subrata, 2020, "Gold & Stock Relation: Investors Reaction During Covid-19 Outbreak," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 103-126, November.
• Alessandro Casini & Pierre Perron, 2020, "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-013, Mar.
• Alessandro Casini & Pierre Perron, 2020, "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-014, May.
• Alessandro Casini & Pierre Perron, 2020, "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-015, Mar.
• Montes-Rojas Gabriel & Sosa-Escudero Walter & Zincenko Federico, 2020, "Level-Based Estimation of Dynamic Panel Models," Journal of Econometric Methods, De Gruyter, volume 9, issue 1, pages 1-23, January, DOI: 10.1515/jem-2018-0015.
• Ben Jann, 2020, "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 35, Mar, revised 31 Aug 2020, DOI: 10.7892/boris.142529.
• Linton, O. & Seo, M. & Whang, Y-J., 2020, "Testing Stochastic Dominance with Many Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2004, Jan.
• Lee, K. & Linton, O. & Whang, Y-J., 2020, "Testing for Time Stochastic Dominance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20121, Dec.
• Jochmans, K., 2020, "Testing Random Assignment to Peer Groups," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2024, Apr.
• Jochmans, K., 2020, "Heteroskedasticity-Robust Inference in Linear Regression Models with Many Covariates," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2033, Apr.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2020, "Is there consumer risk-pooling in the open economy? The evidence reconsidered," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/12, Oct.
• Chernozhukov, Victor & Fernández-Val, Iván & Melly, Blaise & Wüthrich, Kaspar, 2020, "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5zm6m9rq, Jan.
• Elliott, Graham, 2020, "Testing for a trend with persistent errors," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8qb0j5s7, Dec.
• Yukitoshi Matsushita & Taisuke Otsu, 2020, "Second-order refinements for t-ratios with many instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 612, May.
• Yukitoshi Matsushita & Taisuke Otsu, 2020, "Jackknife Lagrange multiplier test with many weak instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 613, Aug.
• Karun Adusumilli & Taisuke Otsu & Chen Qiu, 2020, "Reweighted nonparametric likelihood inference for linear functionals," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 614, Nov.
• Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2020, "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," CESifo Working Paper Series, CESifo, number 8137.
• Constantin Bürgi & Dorine Boumans, 2020, "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series, CESifo, number 8266.
• Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series, CESifo, number 8810.
• Davide La Vecchia & Alban Moor & O. Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-01, Jan.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
• David Neto, 2020, "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, CEPII research center, issue 163, pages 147-154.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers, CIRANO, number 2020s-30, May.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2020, "Hypothesis Tests with a Repeatedly Singular Information Matrix," Working Papers, CEMFI, number wp2020_2002, Jan.
• Ana Marcela Londono-Silva & Carlos Fernando Osorio-Andrade & Jenny Piedad Pel�ez-Mu�oz, 2020, "Efectos del lenguaje publicitario y del destino turístico usados en páginas comerciales de Facebook sobre la generación de boca a boca electrónico," Estudios Gerenciales, Universidad Icesi, volume 36, issue 156, pages 264-271.
• Don Harding, 2020, "Econometric Foundations of the Great Ratios of Economics," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-300, Mar.
• Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020, "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 14266, Jan.
• Sentana, Enrique & Amengual, Dante & Bei, Xinyue, 2020, "Hypothesis tests with a repeatedly singular information matrix," CEPR Discussion Papers, Centre for Economic Policy Research, number 14415, Feb.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2020, "Is there consumer risk-pooling in the open economy? The evidence reconsidered," CEPR Discussion Papers, Centre for Economic Policy Research, number 15550, Dec.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020, "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2008, Mar.
• Frédéric BEC & Alain GUAY, 2020, "A simple unit root test consistent against any stationary alternative," Working Papers, Center for Research in Economics and Statistics, number 2020-28, Nov.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31554, Dec.
• Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31555, Dec.
• Franchi, Massimo & Paruolo, Paolo, 2020, "Cointegration In Functional Autoregressive Processes," Econometric Theory, Cambridge University Press, volume 36, issue 5, pages 803-839, October.
• Bodington, Jeffrey, 2020, "Rate the Raters: A Note on Wine Judge Consistency," Journal of Wine Economics, Cambridge University Press, volume 15, issue 4, pages 363-369, November.
• Shuping Shi & Peter C.B. Phillips, 2020, "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2248, Aug.
• Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020, "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2251, Aug.
• Gelain, Paolo & Manganelli, Simone, 2020, "Monetary policy with judgment," Working Paper Series, European Central Bank, number 2404, May.
• Figueres, Juan Manuel & Jarociński, Marek, 2020, "Vulnerable growth in the Euro Area: Measuring the financial conditions," Working Paper Series, European Central Bank, number 2458, Aug.
• Ahmed Al Samman & Mostafa Kotb GabAlla, 2020, "Impact of Country Risk and Return on FPI," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 57-68.
• La Ode Saidi & Hasan Aedy & Fajar Saranani & Rosnawintang Rosnawintang & Pasrun Adam & La Ode Arsad Sani, 2020, "Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in Mean Models," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 104-108.
• Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2020, "Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 255-264.
• Zainuddin Saenong & Abd Azis Muthalib & Pasrun Adam & Wali Aya Rumbia & Heppi Millia & La Ode Saidi, 2020, "Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 95-100.
• Ma, Chaoqun & Mi, Xianhua & Cai, Zongwu, 2020, "Nonlinear and time-varying risk premia," China Economic Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.chieco.2020.101467.
• Lütkepohl, Helmut & Woźniak, Tomasz, 2020, "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103862.
• Mazzarisi, Piero & Zaoli, Silvia & Campajola, Carlo & Lillo, Fabrizio, 2020, "Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.104022.
• Hirukawa, Junichi & Raïssi, Hamdi, 2020, "Testing linear relationships between non-constant variances of economic variables," Economic Modelling, Elsevier, volume 90, issue C, pages 182-189, DOI: 10.1016/j.econmod.2020.05.007.
• Gardó, Sándor & Klaus, Benjamin, 2020, "Overcapacities in banking: Measurement, trends and determinants," Economic Modelling, Elsevier, volume 91, issue C, pages 819-834, DOI: 10.1016/j.econmod.2020.05.005.
• Chen, Jing & Yue, Rongxian & Wu, Jianhong, 2020, "Testing for individual and time effects in the two-way error component model with time-invariant regressors," Economic Modelling, Elsevier, volume 92, issue C, pages 216-229, DOI: 10.1016/j.econmod.2020.01.002.
• Yang, Yang & Zhao, Zhao, 2020, "Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis," Economic Modelling, Elsevier, volume 93, issue C, pages 728-736, DOI: 10.1016/j.econmod.2020.01.021.
• Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2020, "A mixed frequency approach for stock returns and valuation ratios," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108861.
• Crudu, Federico & Osorio, Felipe, 2020, "Bilinear form test statistics for extremum estimation," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108885.
• Liu, Guannan & Yao, Shuang, 2020, "A robust test for predictability with unknown persistence," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.109028.
• Figueres, Juan Manuel & Jarociński, Marek, 2020, "Vulnerable growth in the euro area: Measuring the financial conditions," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109126.
• Wang, Wenjie, 2020, "On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109157.
• Nazlioglu, Saban & Lee, Junsoo, 2020, "Response surface estimates of the LM unit root tests," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109136.
• 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.