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
2019
- Franz Dietrich & Kai Spiekermann, 2019, "Jury Theorems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01970979, Aug, DOI: 10.4324/9781315717937-38.
- Olalekan Aladesanmi & Fabrizio Casalin & Hugh Metcalf, 2019, "Stock market integration between the UK and the US: Evidence over eight decades," Post-Print, HAL, number hal-02108134, Aug, DOI: 10.1016/j.gfj.2018.11.005.
- 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," Post-Print, HAL, number hal-03549991, Jun, DOI: 10.15609/annaeconstat2009.134.0079.
- Franz Dietrich & Kai Spiekermann, 2019, "Jury Theorems," Post-Print, HAL, number halshs-01970979, Aug, DOI: 10.4324/9781315717937-38.
- Philipp Ketz, 2019, "On asymptotic size distortions in the random coefficients logit model," Post-Print, HAL, number halshs-02302067, Oct, DOI: 10.1016/j.jeconom.2019.02.008.
- Sylvain Dessy & Francesca Marchetta, 2019, "Fertility after The Drought: Theory and Evidence from Madagascar," Post-Print, HAL, number halshs-02315657, Jun.
- Philipp Ketz, 2019, "Testing overidentifying restrictions with a restricted parameter space," Post-Print, HAL, number halshs-02492665, Dec, DOI: 10.1016/j.econlet.2019.108743.
- Thomas Lagoarde-Ségot, 2019, "Sustainable finance. A critical realist perspective," Post-Print, HAL, number halshs-03559024, Jan, DOI: 10.1016/j.ribaf.2018.04.010.
- Franz Dietrich & Kai Spiekermann, 2019, "Jury Theorems," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01970979, Aug, DOI: 10.4324/9781315717937-38.
- Philipp Ketz, 2019, "On asymptotic size distortions in the random coefficients logit model," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02302067, Oct, DOI: 10.1016/j.jeconom.2019.02.008.
- Philipp Ketz, 2019, "Testing overidentifying restrictions with a restricted parameter space," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02492665, Dec, DOI: 10.1016/j.econlet.2019.108743.
- Philippe Jehiel & Juni Singh, 2019, "Multi-state choices with aggregate feedback on unfamiliar alternatives," PSE Working Papers, HAL, number halshs-02183444, Jul.
- Eric Benhamou, 2019, "Connecting Sharpe ratio and Student t-statistic, and beyond," Working Papers, HAL, number hal-02012448, Feb.
- Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2019, "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing
[Modèles auto-régressifs non-causaux mixtes: Problèmes de bimodalité pour l'estimation et le test de racine unitaire]," Working Papers, HAL, number hal-02175760, Jul. - Shteryo Nozharov, 2019, "Hybrid threats as an exogenous economic shock," Working Papers, HAL, number hal-02423353, Dec.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019, "Fertility response to climate shocks," Working Papers, HAL, number halshs-02053100, Mar.
- Philippe Jehiel & Juni Singh, 2019, "Multi-state choices with aggregate feedback on unfamiliar alternatives," Working Papers, HAL, number halshs-02183444, Jul.
- Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019, "Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-656, Jun.
- Stauskas, Ovidijus, 2019, "On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors," Working Papers, Lund University, Department of Economics, number 2019:2, Jan.
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平, 2019, "Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2019-01, Apr.
- Imanou Akala, 2019, "Comparison Of The European And The U.S. Unregulated Stock Markets Designed For Smes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 13, issue 1, pages 85-102.
- Tihana Skrinjaric & Zrinka Orlovic, 2019, "Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 21, issue 1, pages 47-86, June.
- Marinho Bertanha & Marcelo Moreira, 2019, "Impossible inference in econometrics: theory and applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/19, Jan.
- Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/19, Jan.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/19, Mar.
- Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019, "LASSO-Driven Inference in Time and Space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/19, Apr.
- Daniel Wilhelm, 2019, "Testing for the presence of measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP48/19, Sep.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019, "Inference after estimation of breaks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP51/19, Oct.
- Mike Brewer & Thomas Crossley & Federico Zilio, 2019, "What do we really know about the employment effects of the UK’s National Minimum Wage?," IFS Working Papers, Institute for Fiscal Studies, number W19/14, Jun.
- Andreea-Ionela PUIU, 2019, "The Econometric Analysis between Divorce Phenomenon and Economic-Social Variables in Romania," Romanian Journal of Economics, Institute of National Economy, volume 48, issue 1(57), pages 104-119, June.
- Özgür UYSAL & Sultan SAT, 2019, "The Causal Relationship Between Economic Growth and Export: The Case of Russia," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 69, issue 1, pages 43-65, June, DOI: 10.26650/ISTJECON2019-0011.
- Brewer, Mike & Crossley, Thomas F. & Zilio, Federico, 2019, "What Do We Really Know about the Employment Effects of the UK's National Minimum Wage?," IZA Discussion Papers, IZA Network @ LISER, number 12369, May.
- Stanley, T. D. & Doucouliagos, Chris, 2019, "Practical Significance, Meta-Analysis and the Credibility of Economics," IZA Discussion Papers, IZA Network @ LISER, number 12458, Jul.
- Clarke, Damian & Romano, Joseph P. & Wolf, Michael, 2019, "The Romano-Wolf Multiple Hypothesis Correction in Stata," IZA Discussion Papers, IZA Network @ LISER, number 12845, Dec.
- Utpal Kumar De & Vitsosie Vupru, 2019, "Role of Neighborhood Socio-Cultural & Religious Homogeneity in Housing Choice at Dimapur Town, India," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 123-138, April-Jun.
- Abdur Rouf, 2019, "Comprehensive Evaluation of Flood Defense Projects and Productivity Potential Issues," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 4, pages 57-70, Fall.
- Nur DILBAZ ALACAHAN & Yagmur AKARSU, 2019, "Time Series Analysis For The Effect Of Exchange Rate Risk On Bist100 Index: Case Of Turkey," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 6, issue 2, pages 133-150, April, DOI: 10.15637/jlecon.6.009.
- Zeqin Liu & Zongwu Cai & Ying Fang & Ming Lin, 2019, "Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201904, Mar, revised Mar 2019.
- Christoph Strumann, 2019, "Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 141-168, January, DOI: 10.1007/s10614-017-9728-y.
- Jin-Yu Zhang & Zhong-Tian Chen & Yong Li, 2019, "Bayesian Testing for Leverage Effect in Stochastic Volatility Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 3, pages 1153-1164, March, DOI: 10.1007/s10614-017-9784-3.
- Tomás Barrio & Mariam Camarero & Cecilio Tamarit, 2019, "Testing for Periodic Integration with a Changing Mean," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 45-75, June, DOI: 10.1007/s10614-017-9680-x.
- John A. List & Azeem M. Shaikh & Yang Xu, 2019, "Multiple hypothesis testing in experimental economics," Experimental Economics, Springer;Economic Science Association, volume 22, issue 4, pages 773-793, December, DOI: 10.1007/s10683-018-09597-5.
- Qing Luo & Daniel A. Griffith & Huayi Wu, 2019, "Spatial autocorrelation for massive spatial data: verification of efficiency and statistical power asymptotics," Journal of Geographical Systems, Springer, volume 21, issue 2, pages 237-269, June, DOI: 10.1007/s10109-019-00293-3.
- Luc Anselin & Xun Li, 2019, "Operational local join count statistics for cluster detection," Journal of Geographical Systems, Springer, volume 21, issue 2, pages 189-210, June, DOI: 10.1007/s10109-019-00299-x.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, volume 30, issue 3, pages 593-620, July, DOI: 10.1007/s11079-019-09526-w.
- Shengjun Zhu & Canfei He & Qian Luo, 2019, "Good neighbors, bad neighbors: local knowledge spillovers, regional institutions and firm performance in China," Small Business Economics, Springer, volume 52, issue 3, pages 617-632, March, DOI: 10.1007/s11187-017-9975-2.
- Марія Чебанова & Ольга Гаврилишин & Анастасія Іванова & Владислав Шовковий, 2019, "Фактори Впливу На Запаси Міжнародних Резервів: Висновки, Отримані У Ході Мета-Регресійного Аналізу," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, volume 2, issue 1, pages 12-23.
- Олександра Чмель & Валентина Сініченко & Дарина Пустовойт & Антон Шмігель, 2019, "Мета-Аналіз: Вплив Ключової Ставки Центрального Банку На Ставки Банківського Кредитування," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, volume 2, issue 1, pages 2-11.
- Соломія Бричка & Денис Клиновський & Дмитро Круковець & Артем Огарков, 2019, "Мета-аналіз: ефект fx-інтервенцій на валютний курс," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, volume 2, issue 1, pages 24-47.
- Mariia Chebanova & Olha Havrylyshyn & Anastasiya Ivanova & Vladyslav Shovkovyi, 2019, "Determinants of Holding International Reserves: Evidence from Meta-Regression Analysis," Modern Economic Studies, Kyiv School of Economics, volume 2, issue 1, pages 12-23.
- Oleksandra Chmel & Valentyna Sinichenko & Daryna Pustovoit & Anton Shmihel, 2019, "Meta-Analysis: Effect of central bank’s key policy rate on banks’ lending interest rates," Modern Economic Studies, Kyiv School of Economics, volume 2, issue 1, pages 2-11.
- Solomiia Brychka & Denys Klynovskyi & Dmytro Krukovets & Artem Oharkov, 2019, "Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate," Modern Economic Studies, Kyiv School of Economics, volume 2, issue 1, pages 24-44.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers, Lancaster University Management School, Economics Department, number 274731767.
- Andres Fioriti, Fernando Andres Delbianco, 2019, "Dependence of Latin America external sector on commodity prices. A contemporaneity analysis using a descriptive approach," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 65, pages 173-200, January-D.
- Anastasia V. Zhiglyaeva & Viktor P. Nevezhin & Valery V. Smirnov & Natalya K. Muravitskaya, 2019, "Econometric Models for Forecasting Innovative Development of the Country," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 767-775.
- Chivakul, Mali & Kassner, Bernhard, 2019, "Can Consumption Growth in China Keep Up as Investment Slows?," Munich Reprints in Economics, University of Munich, Department of Economics, number 78225.
- Antonia Arsova, 2019, "Exchange rate pass-through to import prices in Europe: A panel cointegration approach," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 384, Feb.
- Kranz Tobias, 2019, "Non-Linearities and the Euler Equation: Does Uncertainty Have an Effect on the Approximation Quality?," Review of Economics, De Gruyter, volume 70, issue 3, pages 267-293, December, DOI: 10.1515/roe-2019-0031.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019, "Fertility after The Drought: Theory and Evidence from Madagascar," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1901.
- Sylvain Eloi Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019, "Fertility Response to Climate Shocks," Working Papers PMMA, PEP-PMMA, number 2019-06.
- Theologos Dergiades & Robert K. Kaufmann & Theodore Panagiotidis, 2019, "Long-Run Changes in Radiative Forcing and Surface Temperature: The Effect of Human Activity over the Last Five Centuries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_06, Nov, revised Nov 2019.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2019, "A Mixed Frequency Approach for Stock Returns and Valuation Ratios," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_08, Nov, revised Nov 2019.
- Lutho Mbekeni & Andrew Phiri, 2019, "Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis," Working Papers, Department of Economics, Nelson Mandela University, number 1906, Sep, revised Sep 2019.
- David de Villiers & Andrew Phiri, 2019, "Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s)," Working Papers, Department of Economics, Nelson Mandela University, number 1908, Sep, revised Sep 2019.
- Maxwell King & Xibin Zhang & Muhammad Akram, 2019, "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/19.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019, "Inference on Winners," NBER Working Papers, National Bureau of Economic Research, Inc, number 25456, Jan.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019, "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25481, Jan.
- Sarah Tahamont & Zubin Jelveh & Aaron Chalfin & Shi Yan & Benjamin Hansen, 2019, "Administrative Data Linking and Statistical Power Problems in Randomized Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 25657, Mar.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019, "Inference for Linear Conditional Moment Inequalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 26374, Oct.
- Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019, "Estimating The Anomaly Base Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26493, Nov.
- Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2019, "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 26562, Dec.
- Dipesh Karki & Hari Gopal Risal, 2019, "Asymmetric Impact of Oil Price on Inflation: Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 31, issue 1, pages 21-46, April.
- Daniel Wilhelm, 2019, "Testing for the Presence of Measurement Error," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-18, Nov.
- Cocuľova, J., 2019, "Analysis of Attitudes of Talented Employees towards Selected Factors of Working Life," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 3, pages 117-124, September.
- Devarakonda, S. & Chittineni, J., 2019, "Does Insurance Promote Economic Growth? Evidence from BRICS Countries," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 3, pages 135-146, September.
- Daniela Pordea & Dorel Mates, 2019, "DETERMINANTS OF ACCOUNTING CREATIVITY: EMPIRICAL ANALYSIS ON ROMANIAN SMEs IN CONSTRUCTION INDUSTRY," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 4, issue Special, pages 7-18, May.
- Jason P Brown & Dayton M Lambert & Timothy R Wojan, 2019, "The Effect of the Conservation Reserve Program on Rural Economies: Deriving a Statistical Verdict from a Null Finding," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 101, issue 2, pages 528-540.
- Ravi Kanbur & Andy Snell, 2019, "Inequality Indices as Tests of Fairness," The Economic Journal, Royal Economic Society, volume 129, issue 621, pages 2216-2239.
- Frank Windmeijer, 2019, "Two-stage least squares as minimum distance," The Econometrics Journal, Royal Economic Society, volume 22, issue 1, pages 1-9.
- Yannick Hoga, 2019, "Extreme Conditional Tail Moment Estimation under Serial Dependence," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 587-615.
- Eugene F Fama, 2019, "Interest Rates and Inflation Revisited," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 197-209.
- Zheng Fang & Andres Santos, 2019, "Inference on Directionally Differentiable Functions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 1, pages 377-412.
- Matias D Cattaneo & Michael Jansson & Xinwei Ma, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 3, pages 1095-1122.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Aureo de Paula, 2019, "Inference on Causal and Structural Parameters using Many Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 1867-1900.
- Jeong-Ryeol Kurz-Kim, 2019, "Trading behavior of stock investors: Black Monday revisited," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 251-262, July, DOI: 10.1057/s41260-019-00120-w.
- Mali Chivakul & Bernhard Kassner, 2019, "Can Consumption Growth in China Keep Up as Investment Slows?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 3, pages 381-412, September, DOI: 10.1057/s41294-019-00097-w.
- Reza Ghazal & Muhamed Zulkhibri, 2019, "Islamic Inclusive Growth Index (i-IGI): Measurement and Determinants," Palgrave Studies in Islamic Banking, Finance and Economics, Palgrave Macmillan, chapter 0, in: Salman Syed Ali, "Towards a Maqāṣid al-Sharīʿah Index of Socio-Economic Development", DOI: 10.1007/978-3-030-12793-0_10.
- Federico Zincenko, 2019, "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper, Department of Economics, University of Pittsburgh, number 6641, Jan.
- Leung, Melvern & Li, Youwei & Pantelous, Athanasios & Vigne, Samuel, 2019, "Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing," MPRA Paper, University Library of Munich, Germany, number 101698, Nov.
- MAO TAKONGMO, Charles Olivier, 2019, "Keynesian Models, Detrending, and the Method of Moments," MPRA Paper, University Library of Munich, Germany, number 91709.
- Bartolucci, Francesco & Pigini, Claudia, 2019, "Partial effects estimation for fixed-effects logit panel data models," MPRA Paper, University Library of Munich, Germany, number 92243, Feb.
- 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.
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- Chen, Ruxin & Tabri, Rami V., 2019, "Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals," Working Papers, University of Sydney, School of Economics, number 2019-07, Apr, revised Sep 2019.
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- 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.
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- 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.
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