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

• 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 Networ," 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.

2018

• Yao Luo & Yuanyuan Wan, 2018, "Integrated-Quantile-Based Estimation for First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 173-180, January, DOI: 10.1080/07350015.2016.1166119.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018, "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 523-537, July, DOI: 10.1080/07350015.2016.1200983.
• Patrick Reichert, 2018, "A meta-analysis examining the nature of trade-offs in microfinance," Oxford Development Studies, Taylor & Francis Journals, volume 46, issue 3, pages 430-452, July, DOI: 10.1080/13600818.2018.1427223.
• Einmahl, John & Yang, Fan & Zhou, Chen, 2018, "Testing the Multivariate Regular Variation Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-044.
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018, "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-623, Nov.
• Markus Alttoa, 2018, "Price and Income Elasticities of Aggregate Import Demand in Estonia," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, volume 10, issue 2.
• Marmer, Vadim, 2018, "Econometrics with Weak Instruments," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2018-9, Sep, revised 09 Sep 2018.
• Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018, "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 86.
• David E. Allen & Michael McAleer, 2018, "“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-23, Sep.
• José Carrión Pesantez & Diego Ochoa-Jiménez, 2018, "Endogeneity of the natural rate of economic growth in Ecuador: 1970-2014," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 43, issue 45, pages 49-71, January-J.
• J. Isaac Miller, 2018, "Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Working Papers, Department of Economics, University of Missouri, number 1809, Jun.
• Natalya B. IZAKOVA, 2018, "Measuring Relationship Marketing Productivity in the Industrial Market," Upravlenets, Ural State University of Economics, volume 9, issue 5, pages 74-84, October, DOI: 10.29141/2073-1019-2018-9-5-8.
• Alexander Mayer, 2018, "Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-03, Jul.
• 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/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 3, pages 695-746, August, DOI: 10.1111/caje.12336.
• Timothy B. Armstrong & Michal Kolesár, 2018, "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, volume 86, issue 2, pages 655-683, March, DOI: 10.3982/ECTA14434.
• Jin Seo Cho & Peter C. B. Phillips, 2018, "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 141-159, January, DOI: 10.1002/jae.2589.
• David C. Wheelock & Paul W. Wilson, 2018, "The evolution of scale economies in US banking," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 16-28, January, DOI: 10.1002/jae.2579.
• Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018, "Testing for optimal monetary policy via moment inequalities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 780-796, September, DOI: 10.1002/jae.2629.
• Christoph Breunig & Stefan Hoderlein, 2018, "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1371-1417, November, DOI: 10.3982/QE757.
• Xuexin Wang, 2018, "Consistent Estimation Of Models Defined By Conditional Moment Restrictions Under Minimal Identifying Conditions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2018-10-29, Oct.
• Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018, "Testing for the Conditional Geometric Mixture Distribution," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-123, Jun.
• Breitung, Jörg & Knüppel, Malte, 2018, "How far can we forecast? Statistical tests of the predictive content," Discussion Papers, Deutsche Bundesbank, number 07/2018.
• Schweikert, Karsten, 2018, "Testing for cointegration with threshold adjustment in the presence of structural breaks," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 07-2018.
• Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2018-34.
• Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 12, pages 1-9, DOI: 10.5018/economics-ejournal.ja.2018-.
• Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018, "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-021.
• Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl, 2018, "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-039.
• Bachmann, Ronald & Felder, Rahel & Schaffner, Sandra & Tamm, Marcus, 2018, "Some (maybe) unpleasant arithmetic in minimum wage evaluations: The role of power, significance and sample size," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 772, DOI: 10.4419/86788900.
• Stefan Bruder, 2018, "Inference for structural impulse responses in SVAR-GARCH models," ECON - Working Papers, Department of Economics - University of Zurich, number 281, Apr.
• Olivier Ledoit & Michael Wolf, 2018, "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers, Department of Economics - University of Zurich, number 305, Oct.
• 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," Journal of 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.
• Julio César Alonso Cifuentes & Daniela Estrada Nates & Brigitte Vanesa Mueces Bedon, 2018, "Nivel de inglés en los programas de Economía de Colombia: ¿se cumple la meta?," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 89, pages 41-67.
• Jorge Hugo Barrientos Marín & Efra�n Arango S�nchez, 2018, "Sobre la estructura de gasto y la curva de Engel de los hogares urbanos: evidencia empírica para Medellín," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17519, Nov.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12934, May.
• Russell Davidson & Andrea Monticini, 2018, "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def070, Apr.
• Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018, "LASSO-Driven Inference in Time and Space," Working Papers, Department of Economics, City St George's, University of London, number 18/04.
• Afees A. Salisu & Umar B. Ndako & Idris Adediran, 2018, "Forecasting GDP of OPEC: The role of oil price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 044, Feb.
• Afees A. Salisu, 2018, "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 049, Mar.
• Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 050, Mar.
• del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M., 2018, "Semi-Parametric Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, volume 34, issue 2, pages 447-476, April.
• Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018, "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1018-1064, October.
• Cho, Jin Seo & White, Halbert, 2018, "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1101-1131, October.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2018, "Crash Sensitivity and the Cross Section of Expected Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1059-1100, June.
• Pokharel, Shree B., 2018, "Wine Industry Campaign Contributions and Wine Excise Taxes: Evidence from U.S. States," Journal of Wine Economics, Cambridge University Press, volume 13, issue 1, pages 3-19, February.
• Bodington, Jeff & Malfeito-Ferreira, Manuel, 2018, "Do Female and Male Judges Assign the Same Ratings to the Same Wines? Large Sample Results," Journal of Wine Economics, Cambridge University Press, volume 13, issue 4, pages 403-408, November.
• Recep TARI & Figen BÃœYÃœKAKIN & Seda AYDIN, 2018, "Analysis of factors make Turkish economy fragile by LOGIT and PROBIT models (1990.01-2018:05)," Journal of Economics and Political Economy, EconSciences Journals, volume 5, issue 4, pages 466-479, December.
• Peter C.B. Phillips & Shuping Shi, 2018, "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2152, Nov.
• Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018, "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2153, Dec.
• Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2018, "Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier," Working Paper Series, European Central Bank, number 2136, Mar.
• Manganelli, Simone, 2018, "Selecting models with judgment," Working Paper Series, European Central Bank, number 2188, Oct.
• Ebru Caglayan Akay & mer Faruk Bolukbasi & Engin Bekar, 2018, "Robust and Resistant Estimations of Hedonic Prices for Second Hand Cars: an Application to the Istanbul Car Market," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 39-47.
• Jorge Barrientos Marin & Elkin Tabares Orozco & Esteban Velilla, 2018, "Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 97-106.
• Manat Rahim & Pasrun Adam & La Ode Suriadi & Zainuddin Saenong & Ery Atmodjo & Wali Aya Rumbia & Irma P. Tamburaka, 2018, "Causal Relationship between Electric Consumption and Economic Growth in South East Sulawesi," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 29-34.
• Hartigan, Luke, 2018, "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, volume 119, issue C, pages 55-73, DOI: 10.1016/j.csda.2017.09.007.
• Bao, Te & Diks, Cees & Li, Hao, 2018, "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, volume 68, issue C, pages 611-621, DOI: 10.1016/j.econmod.2017.03.035.
• Raïssi, Hamdi, 2018, "Testing normality for unconditionally heteroscedastic macroeconomic variables," Economic Modelling, Elsevier, volume 70, issue C, pages 140-146, DOI: 10.1016/j.econmod.2017.10.015.