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

• 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.
• Oliver, Adam, 2018, "Your money and your life: risk attitudes over gains and losses," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88583, Aug.
• 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.
• Rexford Abaidoo, 2019, "Corporate performance volatility and adverse macroeconomic conditions," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 11, issue 4, pages 533-547, May, DOI: 10.1108/JFEP-11-2018-0158.

2018

• Jingchen Ren & Xu Guo, 2018, "A Three-Arm Non-Inferiority Test For Heteroscedastic Data," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 279-307, December.
• Tom Engsted, 2018, "Frekvensbaserede versus bayesianske metoder i empirisk økonomi," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Aug.
• Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-01, Jan.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-14, Apr.
• Ulrich Hounyo & Rasmus T. Varneskov, 2018, "Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-16, Apr.
• Russell Davidson & Niels S. Grønborg, 2018, "Time-varying parameters: New test tailored to applications in finance and macroeconomics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-22, Aug.
• Emilio Zanetti Chini, 2018, "Forecasters’ utility and forecast coherence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-23, Aug.
• Rizwan Raheem Ahmed & Jolita Vveinhardt & Dalia Streimikiene, 2018, "The Direct and Indirect Impact of Pharmaceutical Industry in Economic Expansion and Job Creation: Evidence from Bootstrapping and Normal Theory Methods," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 20, issue 48, pages 454-454.
• Adrian MICU & Alexandru CAPATINA & Angela-Eliza MICU, 2018, "Exploring Artificial Intelligence Techniques’ Applicability in Social Media Marketing," Journal of Emerging Trends in Marketing and Management, The Bucharest University of Economic Studies, volume 1, issue 1, pages 156-165, November.
• MacKinnon, James G. & Webb, Matthew D., 2018, "Randomization Inference for Difference-in-Differences with Few Treated Clusters," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274681, Mar, DOI: 10.22004/ag.econ.274681.
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2018, "Adaptive inference in heteroskedastic fractional time series models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274716, May, DOI: 10.22004/ag.econ.274716.
• Djogbenou, Antoine A., 2018, "Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274718, Apr, DOI: 10.22004/ag.econ.274718.
• MacKinnon, James G. & Webb, Matthew D., 2018, "Wild Bootstrap Randomization Inference for Few Treated Clusters," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274730, Mar, DOI: 10.22004/ag.econ.274730.
• Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1843, Dec.
• Daniel Heymann & Gabriel Montes-Rojas, 2018, "On model-consistent expectations in macroeconomics," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 22-45, January-D.
• Tasawar Nawaz, 2018, "Determinants and Consequences of Disruptive Innovations: Evidence from The UK Financial Services Sector," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 2, pages 234-251, June.
• Francesco Bartolucci & Claudia Pigini, 2018, "Partial effects estimation for fixed-effects logit panel data models," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 431, Aug.
• Federico A. Bugni & Joel L. Horowitz, 2018, "Permutation Tests for Equality of Distributions of Functional Data," Papers, arXiv.org, number 1803.00798, Mar, revised Jun 2021.
• Federico A. Bugni & Ivan A. Canay, 2018, "Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design," Papers, arXiv.org, number 1803.07951, Mar, revised Feb 2020.
• Alessandro Casini & Pierre Perron, 2018, "Generalized Laplace Inference in Multiple Change-Points Models," Papers, arXiv.org, number 1803.10871, Mar, revised Jan 2021.
• Alessandro Casini & Pierre Perron, 2018, "Continuous Record Asymptotics for Change-Points Models," Papers, arXiv.org, number 1803.10881, Mar, revised Nov 2021.
• Alessandro Casini & Pierre Perron, 2018, "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers, arXiv.org, number 1804.00232, Mar, revised May 2020.
• Christoph Breunig, 2018, "Varying Random Coefficient Models," Papers, arXiv.org, number 1804.03110, Apr, revised Aug 2020.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2018, "Inference under Covariate-Adaptive Randomization with Multiple Treatments," Papers, arXiv.org, number 1806.04206, Jun, revised Jan 2019.
• Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018, "LASSO-Driven Inference in Time and Space," Papers, arXiv.org, number 1806.05081, Jun, revised May 2020.
• Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Papers, arXiv.org, number 1807.09864, Jul, revised Dec 2018.
• Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers, arXiv.org, number 1807.10100, Jul.
• Eric Benhamou, 2018, "Connecting Sharpe ratio and Student t-statistic, and beyond," Papers, arXiv.org, number 1808.04233, Aug, revised May 2019.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018, "Characteristic-Sorted Portfolios: Estimation and Inference," Papers, arXiv.org, number 1809.03584, Sep, revised Oct 2019.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
• Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018, "Bootstrapping Structural Change Tests," Papers, arXiv.org, number 1811.04125, Nov.
• Helmut Lutkepohl & Tomasz Wo'zniak, 2018, "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers, arXiv.org, number 1811.08167, Nov.
• Muhammad Ashraf & Jolita Vveinhardt & Rizwan Raheem Ahmed & Dalia Streimikiene & Riaz Ahmed Mangi, 2018, "Exploring Intervening Influence of Interactional Justice between Procedural Justice and Job Performance: Evidence from South Asian Countries," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 20, issue 47, pages 169-169, February.
• Zacharias Psaradakis & Márian Vávra, 2018, "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1806, Jul.
• Christopher Henry & Kim Huynh & Gradon Nicholls, 2018, "Bitcoin Awareness and Usage in Canada: An Update," Staff Analytical Notes, Bank of Canada, number 2018-23, DOI: 10.34989/san-2018-23.
• Yukitoshi Matsushita & Taisuke Otsu, 2018, "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Japanese Economic Association, volume 69, issue 2, pages 133-155, June, DOI: 10.1111/jere.12167.
• Stefan Bruder & Michael Wolf, 2018, "Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 5, pages 641-664, September, DOI: 10.1111/jtsa.12289.
• Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 966-987, November, DOI: 10.1111/jtsa.12427.
• Eiji Kurozumi & Anton Skrobotov, 2018, "Confidence Sets for the Break Date in Cointegrating Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 3, pages 514-535, June, DOI: 10.1111/obes.12223.
• PAVEL Ruxandra - Maria, 2018, "Study On The Influence Of The Cash Conversion Cycle On The Financial Performance Of The Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 70, issue 2, pages 98-107, August.
• Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018, "Diversification, integration and cryptocurrency market," Working Papers, Bank of Greece, number 244, Apr.
• Brewer Mike & Crossley Thomas F. & Joyce Robert, 2018, "Inference with Difference-in-Differences Revisited," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-16, January, DOI: 10.1515/jem-2017-0005.
• Geraci Andrea & Fabbri Daniele & Monfardini Chiara, 2018, "Testing Exogeneity of Multinomial Regressors in Count Data Models: Does Two-stage Residual Inclusion Work?," Journal of Econometric Methods, De Gruyter, volume 7, issue 1, pages 1-19, January, DOI: 10.1515/jem-2014-0019.
• Skrobotov Anton, 2018, "On Trend Breaks and Initial Condition in Unit Root Testing," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 1, pages 1-15, January, DOI: 10.1515/jtse-2016-0014.
• Chong Terence Tai-Leung & Chen Haiqiang & Wong Tsz-Nga & Yan Isabel Kit-Ming, 2018, "Estimation and inference of threshold regression models with measurement errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-16, April, DOI: 10.1515/snde-2014-0032.
• Frank Windmeijer, 2018, "Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/696, Mar.
• Flamini, A. & Jahanshahi, B. & Mohaddes, K., 2018, "Illegal Drugs and Public Corruption: Crack Based Evidence from California," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1847, Aug.
• Linton, O. & Wu, J., 2018, "A Coupled Component GARCH Model for Intraday and Overnight Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1879, Sep.
• Dong, C. & Gao, J. & Linton, O., 2018, "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1881, Nov.
• Jochmans, K. & Otsu, T., 2018, "Likelihood Corrections for Two-way Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1887, Aug.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/14, Jun.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/7, Mar.
• Taisuke Otsu & Chen Qiu, 2018, "Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 595, Jan.
• Jungyoon Lee & Peter M Robinson, 2018, "Adaptive Inference on Pure Spatial Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 596, Jan.
• Javier Hidalgo & Marcia M Schafgans, 2017, "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 597, Dec.
• Koen Jochmans & Taisuke Otsu, 2018, "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 598, Feb.
• Karun Adusumilli & Taisuke Otsu, 2018, "Likelihood ratio inference for missing data models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 599, Oct.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series, CESifo, number 7023.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
• Terence T.L. Chong & Isabel K. Yan, 2018, "Forecasting currency crises with threshold models," International Economics, CEPII research center, issue 156, pages 156-174.
• Norman R. Swanson & Weiqi Xiong, 2018, "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 3, pages 695-746, August, DOI: 10.1111/caje.12336.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
• Gabriele Fiorentini & Enrique Sentana, 2018, "New Testing Approaches for Mean-Variance Predictability," Working Papers, CEMFI, number wp2018_1814, Dec.
• Oana Simona HUDEA, 2018, "Economic Science Specific Non-Parametric Tools," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 12, pages 85-90, December.
• Florencia Médici, 2018, "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 470-443.
• Florencia Médici, 2018, "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 443-470.
• Julio César Alonso, 2018, "Nivel de inglés en los programas de Administración de Empresas en Colombia: la meta está lejos," Estudios Gerenciales, Universidad Icesi, volume 34, issue 149, pages 445-456.
• Johanna Tróchez González1* & Marisol Valencia C�rdenas & Juan Carlos Salazar, 2018, "Los efectos del Tratado de Libre Comercio con Estados Unidos y los precios del maíz colombiano," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 37, issue 65, pages 151-172.
• Fernando Delbianco & Andr�s Fioriti, 2018, "External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 51-76.