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

2019

• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019, "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper, University Library of Munich, Germany, number 93048, Mar.
• González-Val, Rafael, 2019, "Lognormal city size distribution and distance," MPRA Paper, University Library of Munich, Germany, number 93445, Apr.
• Ferman, Bruno, 2019, "Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?," MPRA Paper, University Library of Munich, Germany, number 93746, May.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 94473, Jan.
• Yilanci, Veli, 2019, "A Residual-Based Cointegration test with a Fourier Approximation," MPRA Paper, University Library of Munich, Germany, number 95395, Jul.
• Sokolovskyi, Dmytro, 2019, "Cumulative analysis of dependence government tax behaviour on economy’s efficiency factors for totality the world countries," MPRA Paper, University Library of Munich, Germany, number 95827, Sep.
• Sreekumaran Nair, Sree Lekshmi & Aston, John & Kozlovski, Eugene, 2019, "The Relationship between Organisational Culture and the Job Satisfaction levels of IT sector Employees in Contrasting Economies," MPRA Paper, University Library of Munich, Germany, number 96241, Jun, revised 01 Sep 2019.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2019, "Mengukur Perkembangan Sektor Keuangan di Indonesia dan Faktor – Faktor yang Mempengaruhi
  [Assessing the Measurement and Determinants of Financial Sector Development in Indonesia]," MPRA Paper, University Library of Munich, Germany, number 96265, Sep, revised 30 Sep 2019.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 96563, Oct.
• Kiviet, Jan, 2019, "Instrument-free inference under confined regressor endogeneity; derivations and applications," MPRA Paper, University Library of Munich, Germany, number 96839, Nov.
• Kiviet, Jan, 2019, "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper, University Library of Munich, Germany, number 96950, Nov.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Pincheira, Pablo & Hernández, Ana María, 2019, "Forecasting Unemployment Rates with International Factors," MPRA Paper, University Library of Munich, Germany, number 97855, Dec.
• Nizar, Muhammad Afdi & Mansur, Alfan, 2019, "Premi Penjaminan Simpanan Berbasis Risiko: Studi Kasus LPS Indonesia
  [Risk-Based Deposit Insurance Premium: A Case Study of Indonesia Deposit Insurance Corporation (IDIC)]," MPRA Paper, University Library of Munich, Germany, number 97894, Dec, revised 31 Dec 2019.
• Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2019, "Testing for independence of large dimensional vectors," MPRA Paper, University Library of Munich, Germany, number 97997, Aug, revised May 2019.
• Aydin, Mucahit, 2019, "A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 98693, Dec.
• Francq, Christian & Zakoian, Jean-Michel, 2019, "Testing the existence of moments for GARCH processes," MPRA Paper, University Library of Munich, Germany, number 98892, Dec.
• Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2019, "Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective," Working Papers, University of Pretoria, Department of Economics, number 201926, Mar.
• Afees A. Salisu & Rangan Gupta, 2019, "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers, University of Pretoria, Department of Economics, number 201946, Jun.
• Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019, "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers, University of Pretoria, Department of Economics, number 201952, Jul.
• Marian Siminica & Costel Ionașcu & Mirela Sichigea, 2019, "Corporate Social Performance versus Financial Performance of the Romanian Firms," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 1, pages 49-69, DOI: 10.18267/j.pep.687.
• Aleš Michl, 2019, "Peníze a inflace: ztracená kointegrace
  [Money and Inflation: Lost Cointegration]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 4, pages 385-405, DOI: 10.18267/j.polek.1255.
• Josef Arlt & Martin Mandel, 2019, "Determinanty forwardového kurzu a role rizikových prémií (příklad měnových párů czk/eur a czk/usd)
  [Determinants of Forward Exchange Rate and the Role of Risk Premiums (Case of CZK/EUR and CZK/USD Parities)]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 5, pages 476-489, DOI: 10.18267/j.polek.1263.
• Manveer Kaur Mangat & Erhard Reschenhofer, 2019, "Testing for Long-Range Dependence in Financial Time Series," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 2, pages 93-106, June.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2019, "Testing for Episodic Predictability in Stock Returns," Working Papers, Banco de Portugal, Economics and Research Department, number w201906.
• Paulo M.M. Rodrigues & Gabriel Zsurkis, 2019, "A reexamination of inflation persistence dynamics in OECD countries: A new approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201909.
• Paulo M.M. Rodrigues & Philipp Sibbertsen, 2019, "Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium," Working Papers, Banco de Portugal, Economics and Research Department, number w201912.
• Alejandro Mosino & Laura Andrea Salomon-Nunez & Alejandro Tatsuo Moreno-Okuno, 2019, "Estudio empirico sobre el tipo de cambio MXN/USD movimiento browniano geometrico versus proceso varianza-gamma," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 16, issue 1, pages 33-56, Enero-Jun.
• Elizaveta Dobronravova & Yury Perevyshin & Anton Skrobotov & Kira Shemyakina, 2019, "Limits of regional food price differences and invisible hand," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 53, pages 30-54.
• Sergei Aivazian & Mikhail Afanasiev & Alexander Kudrov, 2019, "Indicators of the main directions of socio-economic development in the space of characteristics of regional differentiation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 54, pages 51-69.
• Bulent Yildiz, 2019, "Analysis of Quality Focus Leadership on Quality Performance by Structural Equation Modelling," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 1, pages 149-165.
• Emel Faiz & Gamze Uludag, 2019, "Güdülenmiş Tüketici Yenilikçiliğinin Değiştirme Maliyeti ve Algılanan Değer Üzerindeki Etkisine Yönelik Bir Model Önerisi: Akıllı Telefon Pazarı Örneği (A Model Proposal for the Effect of Motivated Co," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 991-1004.
• Fuad Fuad & Agung Juliarto & Puji Harto, 2019, "Does IFRS convergence really increase accounting qualities?Emerging market evidence," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 205-220.
• Juma Bananuka & Sadress Night & Muhammed Ngoma & Grace Muganga Najjemba, 2019, "Internet financial reporting adoption: Exploring the influence of board role performance and isomorphic forces," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 266-287.
• Uzma Naz & Zainab Ejaz & Naveed Khan, 2019, "Determinants of Dropout and Child School Enrollment: A Case Study from Rural Islamabad," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, volume 3, issue 2, pages 77-89.
• Gabriela Vargas & Patricia Guerrero, 2019, "¿Puede la tecnología disminuir la desigualdad? Evidencia empírica usando técnicas de datos de panel en 61 países durante 2000-2015," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 7, issue 1, pages 46-53.
• Shengjie Hong & Liangjun Su & Yaqi Wang, 2019, "Inference in partially identified panel data models with interactive fixed effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2019, Mar.
• Yong Li & Nianling Wang & Jun Yu, 2019, "Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 16-2019, Jul.
• Jennifer C. H. MIN & Hsien-Hung KUNG & Tsangyao CHANG, 2019, "Testing the Structural Break of Taiwan Inbound Tourism Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 117-130, June.
• Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
• Nosica RIZKALLA & PURNAMANINGSIH & Trihadi Pudiawan ERHAN, 2019, "A study of Curtailment Behaviour in the Context of University Students in Indonesia: The Role of Values and Norms," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 4, issue 2, pages 1-13, June.
• Oana Mădălina POPESCU, 2019, "Investor Sentiment on the Stock Market using Artificial Neural Networks," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 20, issue 5, pages 508-518, December.
• Osvaldo Marrero, 2019, "Detection and Analysis of Small-Amplitude Seasonal Variation in a Short Time Series," The American Economist, Sage Publications, volume 64, issue 1, pages 73-81, March, DOI: 10.1177/0569434518754506.
• Emilio Zanetti Chini, 2019, "Strategic judgment: its game-theoretic foundations,its econometric elicitation," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 190, Oct.
• Massimo Franchi & Paolo Paruolo, 2019, "Cointegration, root functions and minimal bases," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2019/2, Dec.
• Tatiana Dosescu, 2019, "The Extended Sum of the Digits of a Natural Number in the Ddecimal Representation "The Test With 9" and Fermat's Diagnosis," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 8, issue 1, pages 66-76, April.
• Bertille Antoine & Pascal Lavergne, 2019, "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp19-02, Apr.
• Mostafa Raeisi Sarkandiz & Robabeh Bahlouli, 2019, "The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 4, issue 2, pages 67-88, December, DOI: 10.33119/ERFIN.2019.4.2.1.
• Yanchun Jin & Ryo Okui, 2019, "Testing for Overconfidence Statistically: A Moment Inequality Approach," Working Paper Series, Institute of Economic Research, Seoul National University, number no116, Mar.
• Pınar GÖKTAŞ, 2019, "Asymmetric Transition Effects of the Exchange Rate on Consumer Prices in Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(42).
• Christian K. Tipoy, 2019, "Real Convergence using TAR Panel Unit Root Tests: An Application to The Southern African Development Community," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 69, issue 1-2, pages 45-61, January-J.
• Kai Wenger & Christian Leschinski & Philipp Sibbertsen, 2019, "Change-in-mean tests in long-memory time series: a review of recent developments," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 103, issue 2, pages 237-256, June, DOI: 10.1007/s10182-018-0328-5.
• Shengjun Zhu & Canfei He & Xinming Xia, 2019, "Geography of productivity: evidence from China’s manufacturing industries," The Annals of Regional Science, Springer;Western Regional Science Association, volume 62, issue 1, pages 141-168, February, DOI: 10.1007/s00168-018-0890-5.
• Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019, "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.
• Andrea Beccarini, 2019, "Testing for the omission of relevant variables and regime-switching misspecification," Empirical Economics, Springer, volume 56, issue 3, pages 775-796, March, DOI: 10.1007/s00181-017-1373-8.
• Stephan B. Bruns & David I. Stern, 2019, "Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models," Empirical Economics, Springer, volume 56, issue 3, pages 797-830, March, DOI: 10.1007/s00181-018-1446-3.
• Peter N. Posch & Daniel Ullmann & Dominik Wied, 2019, "Detecting structural changes in large portfolios," Empirical Economics, Springer, volume 56, issue 4, pages 1341-1357, April, DOI: 10.1007/s00181-017-1392-5.
• A. Phiri, 2019, "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, volume 56, issue 5, pages 1515-1547, May, DOI: 10.1007/s00181-017-1397-0.
• Hyejin Lee & Dong-Yop Oh & Ming Meng, 2019, "Stationarity and cointegration of health care expenditure and GDP: evidence from tests with smooth structural shifts," Empirical Economics, Springer, volume 57, issue 2, pages 631-652, August, DOI: 10.1007/s00181-018-1561-1.
• Mucahit Aydin, 2019, "The effect of economic growth on obesity for the most obese countries: new evidence from the obesity Kuznets curve," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 9, pages 1349-1358, December, DOI: 10.1007/s10198-019-01099-2.
• Manuel Guisado-González & Jennifer González-Blanco & José Luis Coca-Pérez, 2019, "Exploration, exploitation, and firm age in alliance portfolios," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 9, issue 4, pages 387-406, December, DOI: 10.1007/s40821-019-00131-y.
• Christina C. Bartenschlager & Jens O. Brunner, 2019, "Reaching for the stars: attention to multiple testing problems and method recommendations using simulation for business research," Journal of Business Economics, Springer, volume 89, issue 4, pages 447-479, June, DOI: 10.1007/s11573-018-0919-3.
• Charbel Bassil & Hassan Hamadi & Patrick Mardini, 2019, "Gold and oil prices: stable or unstable long-run relationship," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 57-72, January, DOI: 10.1007/s12197-018-9429-y.
• 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, Springer, volume 70, issue 2, pages 258-274, June, DOI: 10.1111/jere.12185.
• Luc Anselin, 2019, "Quantile local spatial autocorrelation," Letters in Spatial and Resource Sciences, Springer, volume 12, issue 2, pages 155-166, August, DOI: 10.1007/s12076-019-00234-0.
• Cristian Barra & Giovanna Bimonte & Luigi Senatore, 2019, "Cooperation, diffusion of technology and environmental protection: a new index," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 4, pages 1913-1940, July, DOI: 10.1007/s11135-019-00848-y.
• Anup Srivastava, 2019, "Improving the measures of real earnings management," Review of Accounting Studies, Springer, volume 24, issue 4, pages 1277-1316, December, DOI: 10.1007/s11142-019-09505-z.
• Yushi Jiang & Yifei Cai & Yi-Ting Peng & Tsangyao Chang, 2019, "Testing Hysteresis in Unemployment in G7 Countries Using Quantile Unit Root Test with both Sharp Shifts and Smooth Breaks," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 3, pages 1211-1229, April, DOI: 10.1007/s11205-018-1948-6.
• Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund, 2019, "Panel stationary tests against changes in persistence," Statistical Papers, Springer, volume 60, issue 4, pages 1079-1100, August, DOI: 10.1007/s00362-016-0864-6.
• Emre Aylar & Stephan Smeekes & Joakim Westerlund, 2019, "Lag truncation and the local asymptotic distribution of the ADF test for a unit root," Statistical Papers, Springer, volume 60, issue 6, pages 2109-2118, December, DOI: 10.1007/s00362-017-0911-y.
• Katarína Havierniková & Marcel Kordoš, 2019, "Selected risks perceived by SMEs related to sustainable entrepreneurship in case of engagement into cluster cooperation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 4, pages 1680-1693, June, DOI: 10.9770/jesi.2019.6.4(9).
• Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019, "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2019, Mar.
• Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers, School of Economics, The University of New South Wales, number 2019-08, Aug.
• Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2019, "Moment Redundancy Test with Application to Efficiency-Improving Copulas," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2019-05, Mar.
• Massimo Franchi & Paolo Paruolo, 2019, "A general inversion theorem for cointegration," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 10, pages 1176-1201, November, DOI: 10.1080/07474938.2018.1536100.
• Zacharias Psaradakis & Marián Vávra, 2019, "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 2, pages 248-262, February, DOI: 10.1080/07474938.2016.1261015.
• Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor, 2019, "Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 5, pages 509-532, May, DOI: 10.1080/07474938.2017.1348684.
• Rafael González-Val, 2019, "US city-size distribution and space," Spatial Economic Analysis, Taylor & Francis Journals, volume 14, issue 3, pages 283-300, July, DOI: 10.1080/17421772.2019.1572917.
• Robert Czudaj, 2019, "Crude oil futures trading and uncertainty," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 027, Jan, revised Jan 2019.
• Quint Wiersma, 2019, "The impact of WTO accession on Chinese firms' product and labor market power," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-037/V, Jun.
• Peter Boswijk & Yang Zu, 2019, "Adaptive Testing for Cointegration with Nonstationary Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-043/III, Jun.
• Sander Barendse & Erik Kole & Dick van Dijk, 2019, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-058/III, Aug.
• Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-030.
• Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 94a7c921-f27f-43a0-82f4-4.
• Christian Bontemps, 2019, "Moment-Based Tests under Parameter Uncertainty," The Review of Economics and Statistics, MIT Press, volume 101, issue 1, pages 146-159, March.
• Bruno Ferman & Cristine Pinto, 2019, "Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity," The Review of Economics and Statistics, MIT Press, volume 101, issue 3, pages 452-467, July.
• Antoine, Bertille & Lavergne, Pascal, 2019, "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1004, Apr, revised May 2021.
• Vicente Nuñez-Antón & Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá, 2019, "Improving the representativeness of a simple random sample: an optimization model and its application to the Continuous Sample of Working Lives," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-20, Mar.
• Enoch Cheng & Clemens C. Struck, 2019, "Time-Series Momentum: A Monte-Carlo Approach," Working Papers, School of Economics, University College Dublin, number 201906, Mar.
• Sarojini Hirshleifer & Dalia Ghanem & Karen Ortiz-Becerra, 2019, "Testing for Attrition Bias in Field Experiments," Working Papers, University of California at Riverside, Department of Economics, number 201919, Aug, revised Aug 2019.
• Dalia Ghanem & Sarojini Hirshleifer & Karen Ortiz-Becerra, 2019, "Testing for Attrition Bias in Field Experiments," Working Papers, University of California at Riverside, Department of Economics, number 202010, Aug, revised Mar 2020.
• Dalia Ghanem & Sarojini Hirshleifer & Karen Ortiz-Becerra, 2019, "Testing Attrition Bias in Field Experiments," Working Papers, University of California at Riverside, Department of Economics, number 202218, Aug, revised Oct 2022.
• Burak Alparslan Eroglu & J. Isaac Miller & Taner Yigit, 2019, "Time-Varying Cointegration and the Kalman Filter," Working Papers, Department of Economics, University of Missouri, number 1905, Jun.
• Aleksandr P. Sukhodolov & Ilya A. Slobodnyak & Valentina A. Marenko, 2019, "Factor model for assessing the state of the digital economy," Journal of New Economy, Ural State University of Economics, volume 20, issue 1, pages 13-24, March, DOI: 10.29141/2073-1019-2019-20-1-2.
• Federico Crudu & Felipe Osorio, 2019, "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena, Department of Economics, University of Siena, number 804, Jun.
• Kylie-Anne Richards & William T. M. Dunsmuir & Gareth W. Peters, 2019, "Score Test for Marks in Hawkes Processes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 405, May.
• Kresojević Bojan & Gajić Milica, 2019, "Application of the T-Test in Health Insurance Cost Analysis: Large Data Sets," Economics, Sciendo, volume 7, issue 2, pages 157-167, December, DOI: 10.2478/eoik-2019-0024.
• Kaciak Eugene & Kozminski Andrzej K., 2019, "Managerial Discretion and Constraints: A Bounded Leadership Model," Journal of Management and Business Administration. Central Europe, Sciendo, volume 27, issue 2, pages 3-32, June, DOI: 10.7206/jmba.ce.2450-7814.250.
• Yang Hu & Les Oxley & Chunlin Lang, 2019, "Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests," Working Papers in Economics, University of Waikato, number 19/12, Jul.
• James G. MacKinnon, 2019, "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 52, issue 3, pages 851-881, August, DOI: 10.1111/caje.12388.
• Anders Bredahl Kock & David Preinerstorfer, 2019, "Power in High‐Dimensional Testing Problems," Econometrica, Econometric Society, volume 87, issue 3, pages 1055-1069, May, DOI: 10.3982/ECTA15844.
• Michael W. McCracken & Joseph T. McGillicuddy, 2019, "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 181-204, March, DOI: 10.1002/jae.2668.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 325-346, April, DOI: 10.1002/jae.2678.
• Donald W. K. Andrews & Vadim Marmer & Zhengfei Yu, 2019, "On optimal inference in the linear IV model," Quantitative Economics, Econometric Society, volume 10, issue 2, pages 457-485, May, DOI: 10.3982/QE1082.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019, "Inference under covariate‐adaptive randomization with multiple treatments," Quantitative Economics, Econometric Society, volume 10, issue 4, pages 1747-1785, November, DOI: 10.3982/QE1150.
• Willy Alanya & Gabriel Rodríguez, 2019, "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-18, March, DOI: 10.1142/S0219091519500036.
• Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019, "Asymptotic F Tests under Possibly Weak Identification," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-03-12, Mar.
• Xuexin Wang & Yixiao Sun, 2019, "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-05-24, May.
• Dakyung Seong & Jin Seo Cho & Timo Terasvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-151, Nov.
• Lijuan Huo & Jin Seo Cho, 2019, "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
• Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019, "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
• Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2019, "A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters," Discussion Papers, Department of Economics, University of York, number 19/14, Sep.
• Mundt, Philipp & Oh, Ilfan, 2019, "Asymmetric competition, risk, and return distribution," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 145.
• Prishchepov, Alexander & Ponkina, Elena & Sun, Zhanli & Müller, Daniel, 2019, "Выявление Детерминант Урожайности Пшеницы В Западной Сибири С Использованием Байесовских Сетей
  [Revealing the Determinants of Wheat Yields in the Siberian Breadbasket of Russia with Bayesian Networks]," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 15, issue 1, pages 39-83, DOI: 10.14530/se.2019.1.039-083.
• 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?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 48, issue 1, pages 62-83, DOI: 10.1016/j.respol.2018.07.019.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Same, but different? Testing monetary policy shock measures," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 184.
• Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2019, "Revisiting the relationship between land price and parcel size," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 08 (2019), DOI: 10.18452/19877.
• Bormann, Carsten & Schienle, Melanie, 2019, "Detecting structural differences in tail dependence of financial time series," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 122, DOI: 10.5445/IR/1000092468.
• Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2019, "Multiple testing and the distributional effects of accountability incentives in education," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 799, DOI: 10.4419/86788927.
• Jochimsen, Beate, 2019, "Christmas lights in Berlin: New empirical evidence for the private provision of a public good," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge, University of Cologne, FiFo Institute for Public Economics, number 19-04.
• 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.
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• 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.
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• 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," 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.
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• 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.
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• 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.
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• 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.