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

• Kai Wenger & Christian Leschinski & Philipp Sibbertsen, 2019, "Change-in-mean tests in long-memory time series: a review of recent developments," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 103, issue 2, pages 237-256, June, DOI: 10.1007/s10182-018-0328-5.
• Shengjun Zhu & Canfei He & Xinming Xia, 2019, "Geography of productivity: evidence from China’s manufacturing industries," The Annals of Regional Science, Springer;Western Regional Science Association, volume 62, issue 1, pages 141-168, February, DOI: 10.1007/s00168-018-0890-5.
• Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019, "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.
• Andrea Beccarini, 2019, "Testing for the omission of relevant variables and regime-switching misspecification," Empirical Economics, Springer, volume 56, issue 3, pages 775-796, March, DOI: 10.1007/s00181-017-1373-8.
• Stephan B. Bruns & David I. Stern, 2019, "Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models," Empirical Economics, Springer, volume 56, issue 3, pages 797-830, March, DOI: 10.1007/s00181-018-1446-3.
• Peter N. Posch & Daniel Ullmann & Dominik Wied, 2019, "Detecting structural changes in large portfolios," Empirical Economics, Springer, volume 56, issue 4, pages 1341-1357, April, DOI: 10.1007/s00181-017-1392-5.
• A. Phiri, 2019, "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, volume 56, issue 5, pages 1515-1547, May, DOI: 10.1007/s00181-017-1397-0.
• Hyejin Lee & Dong-Yop Oh & Ming Meng, 2019, "Stationarity and cointegration of health care expenditure and GDP: evidence from tests with smooth structural shifts," Empirical Economics, Springer, volume 57, issue 2, pages 631-652, August, DOI: 10.1007/s00181-018-1561-1.
• Mucahit Aydin, 2019, "The effect of economic growth on obesity for the most obese countries: new evidence from the obesity Kuznets curve," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 9, pages 1349-1358, December, DOI: 10.1007/s10198-019-01099-2.
• Manuel Guisado-González & Jennifer González-Blanco & José Luis Coca-Pérez, 2019, "Exploration, exploitation, and firm age in alliance portfolios," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 9, issue 4, pages 387-406, December, DOI: 10.1007/s40821-019-00131-y.
• Christina C. Bartenschlager & Jens O. Brunner, 2019, "Reaching for the stars: attention to multiple testing problems and method recommendations using simulation for business research," Journal of Business Economics, Springer, volume 89, issue 4, pages 447-479, June, DOI: 10.1007/s11573-018-0919-3.
• Charbel Bassil & Hassan Hamadi & Patrick Mardini, 2019, "Gold and oil prices: stable or unstable long-run relationship," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 57-72, January, DOI: 10.1007/s12197-018-9429-y.
• Hugo Ferrer-Pérez & María-Isabel Ayuda & Antonio Aznar, 2019, "Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root," The Japanese Economic Review, Springer, volume 70, issue 2, pages 258-274, June, DOI: 10.1111/jere.12185.
• Luc Anselin, 2019, "Quantile local spatial autocorrelation," Letters in Spatial and Resource Sciences, Springer, volume 12, issue 2, pages 155-166, August, DOI: 10.1007/s12076-019-00234-0.
• Cristian Barra & Giovanna Bimonte & Luigi Senatore, 2019, "Cooperation, diffusion of technology and environmental protection: a new index," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 4, pages 1913-1940, July, DOI: 10.1007/s11135-019-00848-y.
• Anup Srivastava, 2019, "Improving the measures of real earnings management," Review of Accounting Studies, Springer, volume 24, issue 4, pages 1277-1316, December, DOI: 10.1007/s11142-019-09505-z.
• Yushi Jiang & Yifei Cai & Yi-Ting Peng & Tsangyao Chang, 2019, "Testing Hysteresis in Unemployment in G7 Countries Using Quantile Unit Root Test with both Sharp Shifts and Smooth Breaks," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 3, pages 1211-1229, April, DOI: 10.1007/s11205-018-1948-6.
• Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund, 2019, "Panel stationary tests against changes in persistence," Statistical Papers, Springer, volume 60, issue 4, pages 1079-1100, August, DOI: 10.1007/s00362-016-0864-6.
• Emre Aylar & Stephan Smeekes & Joakim Westerlund, 2019, "Lag truncation and the local asymptotic distribution of the ADF test for a unit root," Statistical Papers, Springer, volume 60, issue 6, pages 2109-2118, December, DOI: 10.1007/s00362-017-0911-y.
• Katarína Havierniková & Marcel Kordoš, 2019, "Selected risks perceived by SMEs related to sustainable entrepreneurship in case of engagement into cluster cooperation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 4, pages 1680-1693, June, DOI: 10.9770/jesi.2019.6.4(9).
• Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019, "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2019, Mar.
• Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers, School of Economics, The University of New South Wales, number 2019-08, Aug.
• Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2019, "Moment Redundancy Test with Application to Efficiency-Improving Copulas," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2019-05, Mar.
• 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.
• 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, Paradigm, 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, Paradigm, volume 27, issue 2, pages 3-32, June, DOI: 10.7206/jmba.ce.2450-7814.250.
• Yang Hu & Les Oxley & Chunlin Lang, 2019, "Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests," Working Papers in Economics, University of Waikato, number 19/12, Jul.
• James G. MacKinnon, 2019, "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 52, issue 3, pages 851-881, August, DOI: 10.1111/caje.12388.
• Anders Bredahl Kock & David Preinerstorfer, 2019, "Power in High‐Dimensional Testing Problems," Econometrica, Econometric Society, volume 87, issue 3, pages 1055-1069, May, DOI: 10.3982/ECTA15844.
• Michael W. McCracken & Joseph T. McGillicuddy, 2019, "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 181-204, March, DOI: 10.1002/jae.2668.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 325-346, April, DOI: 10.1002/jae.2678.
• Donald W. K. Andrews & Vadim Marmer & Zhengfei Yu, 2019, "On optimal inference in the linear IV model," Quantitative Economics, Econometric Society, volume 10, issue 2, pages 457-485, May, DOI: 10.3982/QE1082.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019, "Inference under covariate‐adaptive randomization with multiple treatments," Quantitative Economics, Econometric Society, volume 10, issue 4, pages 1747-1785, November, DOI: 10.3982/QE1150.
• Willy Alanya & Gabriel Rodríguez, 2019, "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-18, March, DOI: 10.1142/S0219091519500036.
• Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019, "Asymptotic F Tests under Possibly Weak Identification," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-03-12, Mar.
• Xuexin Wang & Yixiao Sun, 2019, "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-05-24, May.
• Dakyung Seong & Jin Seo Cho & Timo Terasvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-151, Nov.
• Lijuan Huo & Jin Seo Cho, 2019, "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
• Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019, "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
• Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2019, "A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters," Discussion Papers, Department of Economics, University of York, number 19/14, Sep.
• Mundt, Philipp & Oh, Ilfan, 2019, "Asymmetric competition, risk, and return distribution," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 145.
• Prishchepov, Alexander & Ponkina, Elena & Sun, Zhanli & Müller, Daniel, 2019, "Выявление Детерминант Урожайности Пшеницы В Западной Сибири С Использованием Байесовских Сетей
  [Revealing the Determinants of Wheat Yields in the Siberian Breadbasket of Russia with Bayesian Networks]," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 15, issue 1, pages 39-83, DOI: 10.14530/se.2019.1.039-083.
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019, "Replication studies in economics—How many and which papers are chosen for replication, and why?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 48, issue 1, pages 62-83, DOI: 10.1016/j.respol.2018.07.019.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Same, but different? Testing monetary policy shock measures," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 184.
• Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2019, "Revisiting the relationship between land price and parcel size," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 08 (2019), DOI: 10.18452/19877.
• Bormann, Carsten & Schienle, Melanie, 2019, "Detecting structural differences in tail dependence of financial time series," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 122, DOI: 10.5445/IR/1000092468.
• Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2019, "Multiple testing and the distributional effects of accountability incentives in education," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 799, DOI: 10.4419/86788927.
• Jochimsen, Beate, 2019, "Christmas lights in Berlin: New empirical evidence for the private provision of a public good," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge, University of Cologne, FiFo Institute for Public Economics, number 19-04.
• Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019, "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-04, Mar.
• Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.
• Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-17, Nov.
• Necla Tunay, 2019, "The Effects of Empowerment on Work Satisfaction, Performance and Organizational Commitment of Employees: The Case of Turkish Insurance Sector," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 241-258, October, DOI: https://doi.org/10.33203/mfy.533120.
• Antonio F. Galvao & Alexandre Poirier, 2019, "Quantile Regression Random Effects," Annals of Economics and Statistics, GENES, issue 134, pages 109-148, DOI: 10.15609/annaeconstat2009.134.0109.
• Riju Joshi & Jeffrey M. Wooldridge, 2019, "Correlated Random Effects Models with Endogenous Explanatory Variables and Unbalanced Panels," Annals of Economics and Statistics, GENES, issue 134, pages 243-268, DOI: 10.15609/annaeconstat2009.134.0243.
• Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019, "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Annals of Economics and Statistics, GENES, issue 134, pages 79-108, DOI: 10.15609/annaeconstat2009.134.0079.
• Ntokozo Nzimande & Harold Ngalawa, 2019, "Fiscal Policy Sustainability in SADC Countries," The African Finance Journal, Africagrowth Institute, volume 21, issue 1, pages 86-97.
• Ryan Kruger & Chun-Sung Huang & Kanshukan Rajaratnam & Chun-Kai Huang, 2019, "A Comparative Analysis of Aggregational Gaussianity Across Different Market Capitalisations for JSE-listed Shares and Indices," The African Finance Journal, Africagrowth Institute, volume 21, issue 2, pages 24-35.
• Ghanem, Dalia & Hirshleifer, Sarojini & Ortiz-Becerra, Karen, undated, "Testing Attrition Bias in Field Experiments," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291215, DOI: 10.22004/ag.econ.291215.
• Ritter, Matthias & Huttel, Silke & Odening, Martin & Seifert, Stefan, 2019, "Revisiting The Relationship Between Land Price And Parcel Size," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia, Australian Agricultural and Resource Economics Society (AARES), number 285062, Feb, DOI: 10.22004/ag.econ.285062.
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, undated, "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 300082, DOI: 10.22004/ag.econ.300082.
• Mykolas Navickas & Vytautas JuÅ¡Ä ius & Valentinas Navickas, 2019, "Determinants of Shadow Economy in Eastern European Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 1, pages 1-14, March.
• Andres Fioriti & Fernando Andres Delbianco, 2019, "Dependence of Latin America external sector on commodity prices. A contemporaneity analysis using a descriptive approach," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 65, pages 173-200, January-D.
• Sneha Raut, 2019, "Occurrence of Occupational Fraud in Family Businesses: A Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 1, pages 119-125, March.
• Oumou Kalsoum Diallo & Pierre Mendy, 2019, "Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 5, issue 1, pages 1-23, June, DOI: 10.22440/wjae.5.1.1.
• Bruce E. Hansen & Seojeong Lee, 2019, "Asymptotic Theory for Clustered Samples," Papers, arXiv.org, number 1902.01497, Feb.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019, "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers, arXiv.org, number 1902.10991, Feb, revised Dec 2020.
• Denis Kojevnikov & Vadim Marmer & Kyungchul Song, 2019, "Limit Theorems for Network Dependent Random Variables," Papers, arXiv.org, number 1903.01059, Mar, revised Feb 2021.
• Simone Manganelli, 2019, "Deciding with Judgment," Papers, arXiv.org, number 1903.06980, Mar.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2019, "Testing Sharpe ratio: luck or skill?," Papers, arXiv.org, number 1905.08042, May, revised May 2019.
• Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers, arXiv.org, number 1908.07821, Aug, revised May 2020.
• Bruno Ferman, 2019, "Inference in Difference-in-Differences: How Much Should We Trust in Independent Clusters?," Papers, arXiv.org, number 1909.01782, Sep, revised Sep 2022.
• Bruno Ferman, 2019, "Matching Estimators with Few Treated and Many Control Observations," Papers, arXiv.org, number 1909.05093, Sep, revised Mar 2021.
• Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019, "Inference for Linear Conditional Moment Inequalities," Papers, arXiv.org, number 1909.10062, Sep, revised Dec 2022.
• Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019, "Uniform inference for value functions," Papers, arXiv.org, number 1911.10215, Nov, revised Oct 2022.
• Federico Crudu & Felipe Osorio, 2019, "Bilinear form test statistics for extremum estimation," Papers, arXiv.org, number 1912.01410, Dec.
• Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019, "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers, arXiv.org, number 1912.06307, Dec, revised Feb 2021.
• Shteryo Nozharov, 2019, "Hybrid threats as an exogenous economic shock," Papers, arXiv.org, number 1912.08916, Dec.
• Christopher Henry & Kim Huynh & Gradon Nicholls & Mitchell Nicholson, 2019, "2018 Bitcoin Omnibus Survey: Awareness and Usage," Discussion Papers, Bank of Canada, number 2019-10, Nov, DOI: 10.34989/sdp-2019-10.
• Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019, "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 616-640, October, DOI: 10.1111/boer.12199.
• Hugo Ferrer‐Pérez & María‐Isabel Ayuda & Antonio Aznar, 2019, "Improving the Performance of a Long‐Run Variance Ratio Test for a Unit Root," The Japanese Economic Review, Japanese Economic Association, volume 70, issue 2, pages 258-274, June, DOI: 10.1111/jere.12185.
• Helmut Herwartz & Simone Maxand & Yabibal M. Walle, 2019, "Heteroskedasticity‐Robust Unit Root Testing for Trending Panels," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 5, pages 649-664, September, DOI: 10.1111/jtsa.12446.
• Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2019, "Temporal Aggregation of Seasonally Near‐Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 872-886, November, DOI: 10.1111/jtsa.12453.
• J. Isaac Miller, 2019, "Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 936-950, November, DOI: 10.1111/jtsa.12469.
• Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 178-194, February, DOI: 10.1111/obes.12253.
• Gianluca Cubadda & Alain Hecq & Sean Telg, 2019, "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 3, pages 697-715, June, DOI: 10.1111/obes.12281.
• Rafael González‐Val, 2019, "Historical urban growth in Europe (1300–1800)," Papers in Regional Science, Wiley Blackwell, volume 98, issue 2, pages 1115-1136, April, DOI: 10.1111/pirs.12365.
• BALTEŞ Nicolae & DRAGOE Alexandra-Gabriela-Maria & COZMA Maria-Daciana, 2019, "Study Regarding The Influence Of The Endogenous Variables On The Change Of The Financial Performance Of The Economic Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 71, issue 1, pages 8-17, March.
• Shakeeb Khan & Denis Nekipelov, 2019, "On Uniform Inference in Nonlinear Models with Endogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 986, Sep.
• Dasgupta Kabir & Pacheco Gail, 2019, "Health Care Home: Early Evidence from Linked Administrative Data in New Zealand," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 19, issue 3, pages 1-11, July, DOI: 10.1515/bejeap-2019-0054.
• Anatolyev Stanislav, 2019, "Testing for a Functional Form of Mean Regression in a Fully Parametric Environment," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-20, January, DOI: 10.1515/jem-2016-0013.
• Bartalotti Otávio, 2019, "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-26, January, DOI: 10.1515/jem-2016-0007.
• Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019, "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-44, February, DOI: 10.1515/snde-2017-0064.
• Tsong Ching-Chuan & Lee Cheng-Feng & Tsai Li Ju, 2019, "A parametric stationarity test with smooth breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-14, April, DOI: 10.1515/snde-2015-0091.
• Yang Lixiong, 2019, "Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-18, April, DOI: 10.1515/snde-2017-0059.
• Audrino Francesco & Huang Chen & Okhrin Ostap, 2019, "Flexible HAR model for realized volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-22, June, DOI: 10.1515/snde-2017-0080.
• Lukáš Forýtek, 2019, "Who Supports Erdogan? Socio-Economic Dimension Of Electoral Support Of Akp," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 17, issue 2, pages 86-107.
• Ben Jann, 2019, "Influence functions for linear regression (with an application to regression adjustment)," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 32, Mar, revised 30 Mar 2019, DOI: 10.7892/boris.130362.
• Casinillo, Leomarich F., 2019, "Factors Affecting the Failure Rate in Mathematics: The Case of Visayas State University (VSU)," Review of Socio-Economic Research and Development Studies, Visayas State University, Visayas Socio-Economic Research and Data Analytics Center (ViSERDAC) and Department of Economics (DOE), College of Management and Economics (CME), volume 3, issue 1, pages 1-18, December, DOI: 10.5281/zenodo.4517895.
• Jochmans, K., 2019, "Testing for Correlation in Error-Component Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1910, Jan.
• Ma, S. & Linton, O. & Gao, J., 2019, "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1933, Mar.
• Jochmans, K., 2019, "Testing Correlation in Error-Component Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1993, Sep.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019, "Can a small New Keynesian model of the world economy with risk-pooling match the facts?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/10, Apr.
• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt86c7x315, May.
• Liu, Cheng & Sun, Yixiao, 2019, "A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0ck2109g, Mar.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019, "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6qk200q8, Mar.
• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt86c7x315, May.
• Marc Gronwald, 2019, "Another Look at Cryptocurrency Bubbles," CESifo Working Paper Series, CESifo, number 7743.
• Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019, "The Fair Reward Problem: The Illusion of Success and How to Solve It," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-25, Apr, revised Apr 2019.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
• Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-48, Sep.
• James G. MacKinnon, 2019, "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, volume 52, issue 3, pages 851-881, August, DOI: 10.1111/caje.12388.
• Norberto ROJAS-DELGADILLO, 2019, "Determinantes de la productividad agrícola," Archivos de Economía, Departamento Nacional de Planeación, number 17503, Aug.
• Leonardo Hernán Talero-Sarmiento & Henry Lamos-D�az & Edwin Alberto Garavito-Hern�ndez, 2019, "Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 67, pages 35-69.
• Jorge Barrientos-Marin & Efra�n Arango S�nchez, 2019, "La curva de Engel de los hogares en Medellín, Colombia 2012-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 68, pages 185-212.
• Francisco Javier Maza Ávila & Mar�a Paula Fals Galezo & Laura Cristina Espinosa Fl�rez & Camila Fernanda Safar Cano & Daniela Licona D�ger, 2019, "Percepciones del riesgo asociado a la práctica del mototaxismo en Cartagena, Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 13, issue 2, pages 57-81.
• Fiorentini, Gabriele & Sentana, Enrique, 2019, "New testing approaches for mean-variance predictability," CEPR Discussion Papers, Centre for Economic Policy Research, number 13426, Jan.
• Leitão, Diogo & Pereira, Jaime & Pereira Dos Santos, Joao & Tavares, José, 2019, "The War Next Door and the Reds are Coming: The Spanish Civil War and the Portuguese Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 13990, Sep.
• Martin, Ian & Nagel, Stefan, 2019, "Market Efficiency in the Age of Big Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 14235, Dec.
• Martin Bohl & Alexander Pütz & Christoph Sulewski, 2019, "Speculation and the Informational Efficiency of Commodity Futures Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8919, Oct.
• Frédérique BEC & Heino BOHN NIELSEN & Sarra SAÏDI, 2019, "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Working Papers, Center for Research in Economics and Statistics, number 2019-09, Jun.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2019, "Testing Constancy in Varying Coefficient Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27981, Jan.
• Francq, Christian & Thieu, Le Quyen, 2019, "Qml Inference For Volatility Models With Covariates," Econometric Theory, Cambridge University Press, volume 35, issue 1, pages 37-72, February.
• Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia, 2019, "Testing Generalized Regression Monotonicity," Econometric Theory, Cambridge University Press, volume 35, issue 6, pages 1146-1200, December.
• Bodington, Jeffrey & Malfeito-Ferreira, Manuel, 2019, "Should Ties Be Broken in Commercial Wine Competitions? When Yes, What Method Is Practical and Defensible?," Journal of Wine Economics, Cambridge University Press, volume 14, issue 3, pages 298-308, August.
• Bachar FAKHRY, 2019, "Happy 20th birthday Euro: An integrated analysis of the stability status in the Eurozone’s equity markets," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 3, pages 227-256, September.
• Bachar FAKHRY, 2019, "Did Brexit change the behaviour of the UK’s financial markets?," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 98-121, June.
• Fadi Oukili ASRAOUI & Mhamed HAMICHE, 2019, "The impact of ethics on Moroccan consumer behavior toward Islamic banking products," Turkish Economic Review, EconSciences Journals, volume 6, issue 1, pages 14-27, January.
• Donald W.K. Andrews & Soonwoo Kwon, 2019, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2184, Jul.
• Donald W.K. Andrews & Soonwoo Kwon, 2019, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2184, Jul, revised Oct 2019.
• Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019, "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2194, Apr.
• Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019, "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2194, Apr, revised Mar 2020.
• Igor Kheifets & Peter C.B. Phillips, 2019, "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2210, Nov.
• Shteryo Nozharov, 2019, "Hybrid Threats As An Exogenous Economic Shock," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 21-29.
• Щерьо Ножаров, 2019, "Хибридните Заплахи Като Екзогенен Икономически Шок," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 23-33.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Gardó, Sándor & Klaus, Benjamin, 2019, "Overcapacities in banking: measurements, trends and determinants," Occasional Paper Series, European Central Bank, number 236, Nov.
• La Ode Saidi & Pasrun Adam & Manat Rahim & Rosnawintang Rosnawintang, 2019, "The Effect of Crude Oil Prices on Economic Growth in South East Sulawesi, Indonesia: An Application of Autoregressive Distributed Lag Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, 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, International Review of Management and Marketing, 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, International Review of Management and Marketing, 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, International Review of Management and Marketing, 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.