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

• 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.

2019

• Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019, "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-04, Mar.
• Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.
• Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-17, Nov.
• Necla Tunay, 2019, "The Effects of Empowerment on Work Satisfaction, Performance and Organizational Commitment of Employees: The Case of Turkish Insurance Sector," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 241-258, October, DOI: https://doi.org/10.33203/mfy.533120.
• Antonio F. Galvao & Alexandre Poirier, 2019, "Quantile Regression Random Effects," Annals of Economics and Statistics, GENES, issue 134, pages 109-148, DOI: 10.15609/annaeconstat2009.134.0109.
• Riju Joshi & Jeffrey M. Wooldridge, 2019, "Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels," Annals of Economics and Statistics, GENES, issue 134, pages 243-268, DOI: 10.15609/annaeconstat2009.134.0243.
• Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019, "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Annals of Economics and Statistics, GENES, issue 134, pages 79-108, DOI: 10.15609/annaeconstat2009.134.0079.
• Ntokozo Nzimande & Harold Ngalawa, 2019, "Fiscal Policy Sustainability in SADC Countries," The African Finance Journal, Africagrowth Institute, volume 21, issue 1, pages 86-97.
• Ryan Kruger & Chun-Sung Huang & Kanshukan Rajaratnam & Chun-Kai Huang, 2019, "A Comparative Analysis of Aggregational Gaussianity Across Different Market Capitalisations for JSE-listed Shares and Indices," The African Finance Journal, Africagrowth Institute, volume 21, issue 2, pages 24-35.
• Ghanem, Dalia & Hirshleifer, Sarojini & Ortiz-Becerra, Karen, , "Testing Attrition Bias in Field Experiments," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291215, DOI: 10.22004/ag.econ.291215.
• Ritter, Matthias & Huttel, Silke & Odening, Martin & Seifert, Stefan, 2019, "Revisiting The Relationship Between Land Price And Parcel Size," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia, Australian Agricultural and Resource Economics Society (AARES), number 285062, Feb, DOI: 10.22004/ag.econ.285062.
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, , "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 300082, DOI: 10.22004/ag.econ.300082.
• Mykolas Navickas & Vytautas JuÅ¡Ä ius & Valentinas Navickas, 2019, "Determinants of Shadow Economy in Eastern European Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 1, pages 1-14, March.
• Andres Fioriti & Fernando Andres Delbianco, 2019, "Dependence of Latin America external sector on commodity prices. A contemporaneity analysis using a descriptive approach," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 65, pages 173-200, January-D.
• Sneha Raut, 2019, "Occurrence of Occupational Fraud in Family Businesses: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 1, pages 119-125, March.
• Oumou Kalsoum Diallo & Pierre Mendy, 2019, "Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 5, issue 1, pages 1-23, June, DOI: 10.22440/wjae.5.1.1.
• Bruce E. Hansen & Seojeong Lee, 2019, "Asymptotic Theory for Clustered Samples," Papers, arXiv.org, number 1902.01497, Feb.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019, "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers, arXiv.org, number 1902.10991, Feb, revised Dec 2020.
• Denis Kojevnikov & Vadim Marmer & Kyungchul Song, 2019, "Limit Theorems for Network Dependent Random Variables," Papers, arXiv.org, number 1903.01059, Mar, revised Feb 2021.
• Simone Manganelli, 2019, "Deciding with Judgment," Papers, arXiv.org, number 1903.06980, Mar.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2019, "Testing Sharpe ratio: luck or skill?," Papers, arXiv.org, number 1905.08042, May, revised May 2019.
• Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers, arXiv.org, number 1908.07821, Aug, revised May 2020.
• Bruno Ferman, 2019, "Inference in Difference-in-Differences: How Much Should We Trust in Independent Clusters?," Papers, arXiv.org, number 1909.01782, Sep, revised Sep 2022.
• Bruno Ferman, 2019, "Matching Estimators with Few Treated and Many Control Observations," Papers, arXiv.org, number 1909.05093, Sep, revised Mar 2021.
• Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019, "Inference for Linear Conditional Moment Inequalities," Papers, arXiv.org, number 1909.10062, Sep, revised Dec 2022.
• Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019, "Uniform inference for value functions," Papers, arXiv.org, number 1911.10215, Nov, revised Oct 2022.
• Federico Crudu & Felipe Osorio, 2019, "Bilinear form test statistics for extremum estimation," Papers, arXiv.org, number 1912.01410, Dec.
• Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019, "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers, arXiv.org, number 1912.06307, Dec, revised Feb 2021.
• Shteryo Nozharov, 2019, "Hybrid threats as an exogenous economic shock," Papers, arXiv.org, number 1912.08916, Dec.
• Christopher Henry & Kim Huynh & Gradon Nicholls & Mitchell Nicholson, 2019, "2018 Bitcoin Omnibus Survey: Awareness and Usage," Discussion Papers, Bank of Canada, number 2019-10, Nov, DOI: 10.34989/sdp-2019-10.
• Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019, "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 616-640, October, DOI: 10.1111/boer.12199.
• Hugo Ferrer‐Pérez & María‐Isabel Ayuda & Antonio Aznar, 2019, "Improving the Performance of a Long‐Run Variance Ratio Test for a Unit Root," The Japanese Economic Review, Japanese Economic Association, volume 70, issue 2, pages 258-274, June, DOI: 10.1111/jere.12185.
• Helmut Herwartz & Simone Maxand & Yabibal M. Walle, 2019, "Heteroskedasticity‐Robust Unit Root Testing for Trending Panels," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 5, pages 649-664, September, DOI: 10.1111/jtsa.12446.
• Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2019, "Temporal Aggregation of Seasonally Near‐Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 872-886, November, DOI: 10.1111/jtsa.12453.
• J. Isaac Miller, 2019, "Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 936-950, November, DOI: 10.1111/jtsa.12469.
• Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 178-194, February, DOI: 10.1111/obes.12253.
• Gianluca Cubadda & Alain Hecq & Sean Telg, 2019, "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 3, pages 697-715, June, DOI: 10.1111/obes.12281.
• Rafael González‐Val, 2019, "Historical urban growth in Europe (1300–1800)," Papers in Regional Science, Wiley Blackwell, volume 98, issue 2, pages 1115-1136, April, DOI: 10.1111/pirs.12365.
• BALTEŞ Nicolae & DRAGOE Alexandra-Gabriela-Maria & COZMA Maria-Daciana, 2019, "Study Regarding The Influence Of The Endogenous Variables On The Change Of The Financial Performance Of The Economic Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 71, issue 1, pages 8-17, March.
• Shakeeb Khan & Denis Nekipelov, 2019, "On Uniform Inference in Nonlinear Models with Endogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 986, Sep.
• Dasgupta Kabir & Pacheco Gail, 2019, "Health Care Home: Early Evidence from Linked Administrative Data in New Zealand," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 19, issue 3, pages 1-11, July, DOI: 10.1515/bejeap-2019-0054.
• Anatolyev Stanislav, 2019, "Testing for a Functional Form of Mean Regression in a Fully Parametric Environment," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-20, January, DOI: 10.1515/jem-2016-0013.
• Bartalotti Otávio, 2019, "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-26, January, DOI: 10.1515/jem-2016-0007.
• Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019, "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-44, February, DOI: 10.1515/snde-2017-0064.
• Tsong Ching-Chuan & Lee Cheng-Feng & Tsai Li Ju, 2019, "A parametric stationarity test with smooth breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-14, April, DOI: 10.1515/snde-2015-0091.
• Yang Lixiong, 2019, "Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-18, April, DOI: 10.1515/snde-2017-0059.
• Audrino Francesco & Huang Chen & Okhrin Ostap, 2019, "Flexible HAR model for realized volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-22, June, DOI: 10.1515/snde-2017-0080.
• Lukáš Forýtek, 2019, "Who Supports Erdogan? Socio-Economic Dimension Of Electoral Support Of Akp," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 17, issue 2, pages 86-107.
• Ben Jann, 2019, "Influence functions for linear regression (with an application to regression adjustment)," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 32, Mar, revised 30 Mar 2019.
• Jochmans, K., 2019, "Testing for Correlation in Error-Component Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1910, Jan.
• Ma, S. & Linton, O. & Gao, J., 2019, "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1933, Mar.
• Jochmans, K., 2019, "Testing Correlation in Error-Component Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1993, Sep.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019, "Can a small New Keynesian model of the world economy with risk-pooling match the facts?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/10, Apr.
• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt86c7x315, May.
• Liu, Cheng & Sun, Yixiao, 2019, "A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0ck2109g, Mar.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019, "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6qk200q8, Mar.
• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt86c7x315, May.
• Marc Gronwald, 2019, "Another Look at Cryptocurrency Bubbles," CESifo Working Paper Series, CESifo, number 7743.
• Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019, "The Fair Reward Problem: The Illusion of Success and How to Solve It," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-25, Apr, revised Apr 2019.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
• Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-48, Sep.
• James G. MacKinnon, 2019, "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, volume 52, issue 3, pages 851-881, August, DOI: 10.1111/caje.12388.
• Norberto ROJAS-DELGADILLO, 2019, "Determinantes de la productividad agrícola," Archivos de Economía, Departamento Nacional de Planeación, number 17503, Aug.
• Leonardo Hernán Talero-Sarmiento & Henry Lamos-D�az & Edwin Alberto Garavito-Hern�ndez, 2019, "Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 67, pages 35-69.
• Jorge Barrientos-Marin & Efra�n Arango S�nchez, 2019, "La curva de Engel de los hogares en Medellín, Colombia 2012-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 68, pages 185-212.
• Francisco Javier Maza Ávila & Mar�a Paula Fals Galezo & Laura Cristina Espinosa Fl�rez & Camila Fernanda Safar Cano & Daniela Licona D�ger, 2019, "Percepciones del riesgo asociado a la práctica del mototaxismo en Cartagena, Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 13, issue 2, pages 57-81.
• Sentana, Enrique & Fiorentini, Gabriele, 2019, "New testing approaches for mean-variance predictability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13426, Jan.
• Tavares, José & Leitão, Diogo & Pereira, Jaime & Pereira Dos Santos, Joao, 2019, "The War Next Door and the Reds are Coming: The Spanish Civil War and the Portuguese Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13990, Sep.
• Martin, Ian & Nagel, Stefan, 2019, "Market Efficiency in the Age of Big Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14235, Dec.
• Martin Bohl & Alexander Pütz & Christoph Sulewski, 2019, "Speculation and the Informational Efficiency of Commodity Futures Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8919, Oct.
• Frédérique BEC & Heino BOHN NIELSEN & Sarra SAÏDI, 2019, "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Working Papers, Center for Research in Economics and Statistics, number 2019-09, Jun.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2019, "Testing Constancy in Varying Coefficient Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27981, Jan.
• Francq, Christian & Thieu, Le Quyen, 2019, "Qml Inference For Volatility Models With Covariates," Econometric Theory, Cambridge University Press, volume 35, issue 1, pages 37-72, February.
• Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia, 2019, "Testing Generalized Regression Monotonicity," Econometric Theory, Cambridge University Press, volume 35, issue 6, pages 1146-1200, December.
• Bodington, Jeffrey & Malfeito-Ferreira, Manuel, 2019, "Should Ties Be Broken in Commercial Wine Competitions? When Yes, What Method Is Practical and Defensible?," Journal of Wine Economics, Cambridge University Press, volume 14, issue 3, pages 298-308, August.
• Bachar FAKHRY, 2019, "Happy 20th birthday Euro: An integrated analysis of the stability status in the Eurozone’s equity markets," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 3, pages 227-256, September.
• Bachar FAKHRY, 2019, "Did Brexit change the behaviour of the UK’s financial markets?," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 98-121, June.
• Fadi Oukili ASRAOUI & Mhamed HAMICHE, 2019, "The impact of ethics on Moroccan consumer behavior toward Islamic banking products," Turkish Economic Review, EconSciences Journals, volume 6, issue 1, pages 14-27, January.
• Donald W.K. Andrews & Soonwoo Kwon, 2019, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2184, Jul.
• Donald W.K. Andrews & Soonwoo Kwon, 2019, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2184, Jul, revised Oct 2019.
• Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019, "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2194, Apr.
• Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019, "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2194, Apr, revised Mar 2020.
• Igor Kheifets & Peter C.B. Phillips, 2019, "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2210, Nov.
• Shteryo Nozharov, 2019, "Hybrid Threats As An Exogenous Economic Shock," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 21-29.
• Щерьо Ножаров, 2019, "Хибридните Заплахи Като Екзогенен Икономически Шок," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 23-33.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Gardó, Sándor & Klaus, Benjamin, 2019, "Overcapacities in banking: measurements, trends and determinants," Occasional Paper Series, European Central Bank, number 236, Nov.
• La Ode Saidi & Pasrun Adam & Manat Rahim & Rosnawintang Rosnawintang, 2019, "The Effect of Crude Oil Prices on Economic Growth in South East Sulawesi, Indonesia: An Application of Autoregressive Distributed Lag Model," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 194-198.
• Thi Thu Huong Nguyen & Zhi Yang & Thi Thuy Nga Nguyen & Cao Thi Thanh, 2019, "Theory of Planned Behavior Approach to Understand the Influence of Green Perceived Risk on Consumers' Green Product Purchase Intentions in an Emerging Country," International Review of Management and Marketing, Econjournals, volume 9, issue 3, pages 138-147.
• Mahmoud Yasin & Lucía Porcu & Francisco Liébana-Cabanillas, 2019, "Determinants of Intention to Forward Online Company-generated Content via Facebook," International Review of Management and Marketing, Econjournals, volume 9, issue 3, pages 148-157.
• Lamia Kalai & Yosr Sbais, 2019, "The Impact of Corporate Social Responsibility Disclosure in Terms of Quantity and Quality on the Financial Performance of Companies in Tunisia," International Review of Management and Marketing, Econjournals, volume 9, issue 3, pages 9-18.
• Li, Kun & Cursio, Joseph D. & Jiang, Mengfei & Liang, Xi, 2019, "The significance of calendar effects in the electricity market," Applied Energy, Elsevier, volume 235, issue C, pages 487-494, DOI: 10.1016/j.apenergy.2018.10.124.
• Hill, Jonathan B. & Motegi, Kaiji, 2019, "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, volume 76, issue C, pages 231-242, DOI: 10.1016/j.econmod.2018.08.003.
• Lee, Junsoo & Tieslau, Margie, 2019, "Panel LM unit root tests with level and trend shifts," Economic Modelling, Elsevier, volume 80, issue C, pages 1-10, DOI: 10.1016/j.econmod.2017.11.001.
• Sam, Chung Yan & McNown, Robert & Goh, Soo Khoon, 2019, "An augmented autoregressive distributed lag bounds test for cointegration," Economic Modelling, Elsevier, volume 80, issue C, pages 130-141, DOI: 10.1016/j.econmod.2018.11.001.
• Pavlidis, Efthymios & Martínez-García, Enrique & Grossman, Valerie, 2019, "Detecting periods of exuberance: A look at the role of aggregation with an application to house prices," Economic Modelling, Elsevier, volume 80, issue C, pages 87-102, DOI: 10.1016/j.econmod.2018.07.021.
• Matsuki, Takashi, 2019, "Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break," Economic Modelling, Elsevier, volume 82, issue C, pages 99-118, DOI: 10.1016/j.econmod.2019.03.005.
• Westerlund, Joakim, 2019, "Testing additive versus interactive effects in fixed-T panels," Economics Letters, Elsevier, volume 174, issue C, pages 5-8, DOI: 10.1016/j.econlet.2018.10.016.
• Chudik, Alexander & Pesaran, M. Hashem, 2019, "Mean group estimation in presence of weakly cross-correlated estimators," Economics Letters, Elsevier, volume 175, issue C, pages 101-105, DOI: 10.1016/j.econlet.2018.12.036.
• Casarin, Roberto & Costola, Michele, 2019, "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, volume 176, issue C, pages 55-59, DOI: 10.1016/j.econlet.2018.12.020.
• Wu, Jianhong, 2019, "Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance," Economics Letters, Elsevier, volume 176, issue C, pages 60-63, DOI: 10.1016/j.econlet.2018.12.012.
• De Vos, Ignace & Westerlund, Joakim, 2019, "On CCE estimation of factor-augmented models when regressors are not linear in the factors," Economics Letters, Elsevier, volume 178, issue C, pages 5-7, DOI: 10.1016/j.econlet.2019.02.001.
• Kurita, Takamitsu, 2019, "Separate cointegration in a VAR system subject to structural breaks," Economics Letters, Elsevier, volume 179, issue C, pages 19-23, DOI: 10.1016/j.econlet.2019.03.013.
• Mundt, Philipp & Oh, Ilfan, 2019, "Asymmetric competition, risk, and return distribution," Economics Letters, Elsevier, volume 179, issue C, pages 29-32, DOI: 10.1016/j.econlet.2019.03.016.
• Zhang, Yuanqing & Feng, Shuhui & Jin, Fei, 2019, "QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity," Economics Letters, Elsevier, volume 180, issue C, pages 1-5, DOI: 10.1016/j.econlet.2019.03.034.
• González-Val, Rafael, 2019, "Lognormal city size distribution and distance," Economics Letters, Elsevier, volume 181, issue C, pages 7-10, DOI: 10.1016/j.econlet.2019.04.026.
• Peng, Bin & Shen, Xinyuan & Ye, Jinqi, 2019, "Testing for sphericity in a fixed effects panel data model with time-varying variances," Economics Letters, Elsevier, volume 181, issue C, pages 85-89, DOI: 10.1016/j.econlet.2019.05.012.
• Cho, Dooyeon & Rho, Seunghwa, 2019, "Time variation in the persistence of unemployment over the past century," Economics Letters, Elsevier, volume 182, issue C, pages 19-22, DOI: 10.1016/j.econlet.2019.05.035.
• Wang, Shaoping & Zhao, Qing & Li, Yanglin, 2019, "Testing for no-cointegration under time-varying variance," Economics Letters, Elsevier, volume 182, issue C, pages 45-49, DOI: 10.1016/j.econlet.2019.06.001.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Same, but different? Testing monetary policy shock measures," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108640.
• Kurbucz, Marcell Tamás, 2019, "Predicting the price of Bitcoin by the most frequent edges of its transaction network," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108655.
• Ketz, Philipp, 2019, "Testing overidentifying restrictions with a restricted parameter space," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108743.
• Liu, Xiaohui & Yang, Bingduo & Cai, Zongwu & Peng, Liang, 2019, "A unified test for predictability of asset returns regardless of properties of predicting variables," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 141-159, DOI: 10.1016/j.jeconom.2018.09.009.
• Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping, 2019, "Semiparametric estimation of the bid–ask spread in extended roll models," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 160-178, DOI: 10.1016/j.jeconom.2018.09.010.
• Manner, Hans & Stark, Florian & Wied, Dominik, 2019, "Testing for structural breaks in factor copula models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 324-345, DOI: 10.1016/j.jeconom.2018.10.001.
• Richard, Patrick, 2019, "Residual bootstrap tests in linear models with many regressors," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 367-394, DOI: 10.1016/j.jeconom.2018.10.002.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2019, "Asymptotic properties of the maximum likelihood estimator in regime switching econometric models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 442-467, DOI: 10.1016/j.jeconom.2018.09.019.
• Jin, Fei & Lee, Lung-fei, 2019, "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 585-612, DOI: 10.1016/j.jeconom.2018.07.007.
• Hansen, Bruce E. & Lee, Seojeong, 2019, "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 268-290, DOI: 10.1016/j.jeconom.2019.02.001.
• Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019, "Robust inference for threshold regression models," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 291-309, DOI: 10.1016/j.jeconom.2019.01.008.
• Liu, Cheng & Sun, Yixiao, 2019, "A simple and trustworthy asymptotic t test in difference-in-differences regressions," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 327-362, DOI: 10.1016/j.jeconom.2019.02.003.
• Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019, "Specification tests for the propensity score," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 379-404, DOI: 10.1016/j.jeconom.2019.02.002.
• Chen, Qihui & Fang, Zheng, 2019, "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 459-481, DOI: 10.1016/j.jeconom.2019.01.011.
• Isakov, Leah & Lo, Andrew W. & Montazerhodjat, Vahid, 2019, "Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 117-136, DOI: 10.1016/j.jeconom.2018.12.009.
• Fu, Zhonghao & Hong, Yongmiao, 2019, "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 206-242, DOI: 10.1016/j.jeconom.2018.12.014.
• Schennach, Susanne M., 2019, "Convolution without independence," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 308-318, DOI: 10.1016/j.jeconom.2018.12.018.
• Kong, Xin-Bing & Liu, Zhi & Zhou, Wang, 2019, "A rank test for the number of factors with high-frequency data," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 439-460, DOI: 10.1016/j.jeconom.2019.03.004.
• Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni, 2019, "Combining p-values to test for multiple structural breaks in cointegrated regressions," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 461-482, DOI: 10.1016/j.jeconom.2019.01.013.
• Sun, Yu & Yan, Karen X., 2019, "Inference on Difference-in-Differences average treatment effects: A fixed-b approach," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 560-588, DOI: 10.1016/j.jeconom.2019.04.001.
• Zhu, Xuening & Wang, Weining & Wang, Hansheng & Härdle, Wolfgang Karl, 2019, "Network quantile autoregression," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 345-358, DOI: 10.1016/j.jeconom.2019.04.034.
• Ketz, Philipp, 2019, "On asymptotic size distortions in the random coefficients logit model," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 413-432, DOI: 10.1016/j.jeconom.2019.02.008.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 503-521, DOI: 10.1016/j.jeconom.2019.06.001.
• Machado, Cecilia & Shaikh, Azeem M. & Vytlacil, Edward J., 2019, "Instrumental variables and the sign of the average treatment effect," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 522-555, DOI: 10.1016/j.jeconom.2018.04.007.
• Parker, Thomas, 2019, "Asymptotic inference for the constrained quantile regression process," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 174-189, DOI: 10.1016/j.jeconom.2019.04.010.
• Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019, "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 359-397, DOI: 10.1016/j.jeconom.2019.05.019.
• Moreira, Humberto & Moreira, Marcelo J., 2019, "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 398-433, DOI: 10.1016/j.jeconom.2019.04.038.
• Liu, Tuo & Lee, Lung-fei, 2019, "A likelihood ratio test for spatial model selection," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 434-458, DOI: 10.1016/j.jeconom.2019.07.001.
• Beare, Brendan K. & Shi, Xiaoxia, 2019, "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, volume 10, issue C, pages 9-26, DOI: 10.1016/j.ecosta.2018.08.002.
• DiCiccio, Cyrus J. & Romano, Joseph P. & Wolf, Michael, 2019, "Improving weighted least squares inference," Econometrics and Statistics, Elsevier, volume 10, issue C, pages 96-119, DOI: 10.1016/j.ecosta.2018.06.005.
• Norkutė, Milda & Westerlund, Joakim, 2019, "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, volume 11, issue C, pages 83-104, DOI: 10.1016/j.ecosta.2018.09.003.
• Funke, Benedikt & Hirukawa, Masayuki, 2019, "Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 156-170, DOI: 10.1016/j.ecosta.2017.07.006.
• Al-Sadoon, Majid M., 2019, "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 42-61, DOI: 10.1016/j.ecosta.2017.08.003.
• Beyaert, Arielle & García-Solanes, José & Lopez-Gomez, Laura, 2019, "Do institutions of the euro area converge?," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100720.
• Ren, Yu & Tu, Yundong & Yi, Yanping, 2019, "Balanced predictive regressions," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 118-142, DOI: 10.1016/j.jempfin.2019.09.001.
• Sun, Yuying & Zhang, Xun & Hong, Yongmiao & Wang, Shouyang, 2019, "Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling," Energy Economics, Elsevier, volume 78, issue C, pages 165-173, DOI: 10.1016/j.eneco.2018.10.027.
• Cai, Yifei & Menegaki, Angeliki N., 2019, "Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies," Energy Economics, Elsevier, volume 78, issue C, pages 324-334, DOI: 10.1016/j.eneco.2018.11.012.
• Kalantzis, F. & Revoltella, D., 2019, "Do energy audits help SMEs to realize energy-efficiency opportunities?," Energy Economics, Elsevier, volume 83, issue C, pages 229-239, DOI: 10.1016/j.eneco.2019.07.005.
• Li, Sufang & Zhang, Hu & Yuan, Di, 2019, "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104494.
• Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019, "Another look at the energy-growth nexus: New insights from MIDAS regressions," Energy, Elsevier, volume 174, issue C, pages 69-84, DOI: 10.1016/j.energy.2019.02.138.
• Salisu, Afees A., 2019, "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Finance Research Letters, Elsevier, volume 28, issue C, pages 343-347, DOI: 10.1016/j.frl.2018.06.003.
• Ghazani, Majid Mirzaee & Ebrahimi, Seyed Babak, 2019, "Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 60-68, DOI: 10.1016/j.frl.2019.03.032.
• Aladesanmi, Olalekan & Casalin, Fabrizio & Metcalf, Hugh, 2019, "Stock market integration between the UK and the US: Evidence over eight decades," Global Finance Journal, Elsevier, volume 41, issue C, pages 32-43, DOI: 10.1016/j.gfj.2018.11.005.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019, "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.02.003.
• Cho, Dooyeon & Chun, Sungju, 2019, "Can structural changes in the persistence of the forward premium explain the forward premium anomaly?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 225-235, DOI: 10.1016/j.intfin.2018.11.003.
• Thiele, Stephen, 2019, "Detecting underestimates of risk in VaR models," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 12-20, DOI: 10.1016/j.jbankfin.2019.01.018.
• Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
• Teplova, Tamara V. & Sokolova, Tatiana V., 2019, "Surprises of corporate governance and Russian firms debt," Journal of Economics and Business, Elsevier, volume 102, issue C, pages 39-56, DOI: 10.1016/j.jeconbus.2018.10.001.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2019, "Too good to be true? Fallacies in evaluating risk factor models," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 451-471, DOI: 10.1016/j.jfineco.2018.10.012.
• Bevilacqua, Mattia & Morelli, David & Tunaru, Radu, 2019, "The determinants of the model-free positive and negative volatilities," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2018.12.003.
• Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2019, "Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 62-74, DOI: 10.1016/j.jimonfin.2018.12.005.
• Gronwald, Marc, 2019, "Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 86-92, DOI: 10.1016/j.jimonfin.2019.06.006.
• Algieri, Bernardina & Leccadito, Arturo, 2019, "Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 40-54, DOI: 10.1016/j.jcomm.2018.05.008.
• Fousekis, Panos & Tzaferi, Dimitra, 2019, "Price returns and trading volume changes in agricultural futures markets: An empirical analysis with quantile regressions," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00116.
• Salmanzadeh-Meydani, N. & Fatemi Ghomi, S.M.T., 2019, "The causal relationship among electricity consumption, economic growth and capital stock in Iran," Journal of Policy Modeling, Elsevier, volume 41, issue 6, pages 1230-1256, DOI: 10.1016/j.jpolmod.2019.05.003.
• Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2019, "Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy," Resources Policy, Elsevier, volume 60, issue C, pages 277-287, DOI: 10.1016/j.resourpol.2019.01.007.
• Uddin, Gazi Salah & Shahzad, Syed Jawad Hussain & Boako, Gideon & Hernandez, Jose Areola & Lucey, Brian M., 2019, "Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101509.
• Prishchepov, Alexander V. & Ponkina, Elena & Sun, Zhanli & Müller, Daniel, 2019, "Revealing the determinants of wheat yields in the Siberian breadbasket of Russia with Bayesian networks," Land Use Policy, Elsevier, volume 80, issue C, pages 21-31, DOI: 10.1016/j.landusepol.2018.09.038.
• Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
• Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019, "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 484-496, DOI: 10.1016/j.pacfin.2017.06.006.
• Chow, Sheung Chi & Vieito, João Paulo & Wong, Wing Keung, 2019, "Do both demand-following and supply-leading theories hold true in developing countries?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 513, issue C, pages 536-554, DOI: 10.1016/j.physa.2018.06.060.
• Bernardo, Giovanni & Ruberti, Massimo & Verona, Roberto, 2019, "Semi-strong inefficiency in the fixed odds betting market: Underestimating the positive impact of head coach replacement in the main European soccer leagues," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 239-246, DOI: 10.1016/j.qref.2018.08.007.
• Debarsy, Nicolas & Ertur, Cem, 2019, "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, volume 75, issue C, pages 49-69, DOI: 10.1016/j.regsciurbeco.2019.01.002.
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019, "Replication studies in economics—How many and which papers are chosen for replication, and why?," Research Policy, Elsevier, volume 48, issue 1, pages 62-83, DOI: 10.1016/j.respol.2018.07.019.
• Bruns, Stephan B. & Asanov, Igor & Bode, Rasmus & Dunger, Melanie & Funk, Christoph & Hassan, Sherif M. & Hauschildt, Julia & Heinisch, Dominik & Kempa, Karol & König, Johannes & Lips, Johannes & Verb, 2019, "Reporting errors and biases in published empirical findings: Evidence from innovation research," Research Policy, Elsevier, volume 48, issue 9, pages 1-1, DOI: 10.1016/j.respol.2019.05.005.
• Durusu-Ciftci, Dilek & Ispir, M. Serdar & Kok, Dundar, 2019, "Do stock markets follow a random walk? New evidence for an old question," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 165-175, DOI: 10.1016/j.iref.2019.06.002.
• Lagoarde-Segot, Thomas, 2019, "Sustainable finance. A critical realist perspective," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 1-9, DOI: 10.1016/j.ribaf.2018.04.010.
• Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 304-310, DOI: 10.1016/j.ribaf.2018.08.005.
• Boya, Christophe M., 2019, "From efficient markets to adaptive markets: Evidence from the French stock exchange," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 156-165, DOI: 10.1016/j.ribaf.2019.03.005.
• Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Reprint of: Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 315-321, DOI: 10.1016/j.ribaf.2019.05.002.
• Rachel Donald & Katie Sierminski, 2019, "Mid-p-Values Meta-Analysis," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 1, pages 1-14.
• Douglas MacLean, 2019, "Meta-Analysis of Diagnostic Tests," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 2, pages 41-55.
• Brian Ackerman & David Ray & Steven Lockard, 2019, "New Tests for Equality of Covariance Functions," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 3, pages 53-71.
• Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019, "Robust inference for threshold regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100333, Jun.
• Young, Alwyn, 2019, "Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101401, May.
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• Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2019, "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2019-07.
• James G. MacKinnon & Matthew D. Webb, 2019, "Wild Bootstrap Randomization Inference for Few Treated Clusters," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Complex Survey Data", DOI: 10.1108/S0731-905320190000039003.
• Jiahua Xu & Lan Zou, 2019, "The impact of CEO pay and its disclosure on stock price crash risk: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 479-497, July, DOI: 10.1108/CFRI-10-2018-0138.
• Hassan Belkacem Ghassan & Abdelkrim Ahmed Guendouz, 2019, "Panel modeling of z-score: evidence from Islamic and conventional Saudi banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 3, pages 448-468, July, DOI: 10.1108/IMEFM-04-2018-0122.