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

2025

• Fiala, Lenka & Fitzgerald, Jack & Kujansuu, Essi & Mikola, Derek & Valenta, David & Aparicio, Juan P. & Wiebe, Michael & Webb, Matthew D. & Brodeur, Abel, 2025, "A Comment on "Delivering Remote Learning Using a Low-Tech Solution: Evidence from a Randomized Controlled Trial in Bangladesh"," I4R Discussion Paper Series, The Institute for Replication (I4R), number 241.
• Brodeur, Abel & Cook, Nikolai M. & Heyes, Anthony & Wright, Taylor, 2025, "Media Stars: Statistical Significance and Research Impact," I4R Discussion Paper Series, The Institute for Replication (I4R), number 254.
• Hammar, Olle & Bonander, Carl & Bensch, Gunther & Jakobsson, Niklas & Brodeur, Abel, 2025, "A Comment on "Gender Bias in Parental Attitude: An Experimental Approach" by Begum, Grossman and Islam (2018)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 267.
• Francis, Joseph, 2025, "A Replication of "Comparative Politics and the Synthetic Control Method" by Abadie et al. (2015)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 271.
• Kranz, Sebastian, 2025, "From Replications to Revelations: Heteroskedasticity-Robust Inference," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325363.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger Causality in the Presence of Instability," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325369.
• Asanov, Anastasiya-Mariya & Asanov, Igor & Bünstorf, Guido & Kadriu, Valon & Schoch, Pia, 2025, "The Origins of Reporting Bias: Selective but Unbiased Reporting by Early-Career Researchers?," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325391.
• Kemper, Jan & Rostam-Afschar, Davud, 2025, "Inference for batched adaptive experiments," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 25-070.
• La Ode Saidi, 2025, "The Effects of Crude Oil Prices, Exchange Rates, and Inflation on the Level of Investment in Indonesia," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 3, pages 106-126.
• Alejandro Rabinovich, 2025, "Bitcoin cyclicality and investment strategy," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 7, issue 2, pages 250-282, December.
• Irene Wanjiku Karuga & Moses Mutharime Mwito & Paul Joshua Mugambi, 2025, "Implications of Tax Reforms on Tax Potential in Kenya: An Econometric Analysis," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 3, pages 713-730, DOI: https://doi.org/10.15826/jtr.2025.1.
• Svetlana A. Balashova & Svetlana V. Ratner & Svetlana Yu. Revinova, 2025, "Digital skills and socio-economic development: evidence from Russian regions," R-Economy, Ural Federal University, Graduate School of Economics and Management, volume 11, issue 1, pages 77-93, DOI: https://doi.org/10.15826/recon.2025.
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2025, "Statistical Inference for Hicks–Moorsteen Productivity Indices," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025001, Jan, DOI: https://doi.org/10.1007/s10479-024-.
• Simar, Léopold & Wilson, Paul W., 2025, "A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025020, May, DOI: https://doi.org/10.1007/s10614-025-.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2025, "Conical FDH estimators for testing returns to scale and making inference about changes in productivity," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025022, Dec, DOI: https://doi.org/10.1080/07474938.20.
• Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2025, "Panel Data Estimation and Inference: Homogeneity versus Heterogeneity," Papers, arXiv.org, number 2502.03019, Feb, revised Jul 2025.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025, "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Papers, arXiv.org, number 2502.20917, Feb, revised Sep 2025.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025, "Inference on effect size after multiple hypothesis testing," Papers, arXiv.org, number 2503.22369, Mar, revised Dec 2025.
• Markus Bibinger & Jun Yu & Chen Zhang, 2025, "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Papers, arXiv.org, number 2504.15985, Apr.
• Simon Freyaldenhoven & Christian Hansen, 2025, "(Visualizing) Plausible Treatment Effect Paths," Papers, arXiv.org, number 2505.12014, May.
• Jan Kemper & Davud Rostam-Afschar, 2025, "Inference for Batched Adaptive Experiments," Papers, arXiv.org, number 2512.10156, Dec.
• Alain Guay & Dalibor Stevanovic, 2025, "Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 25-03, Feb, revised Aug 2025.
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2025, "Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference," Staff Working Papers, Bank of Canada, number 25-14, May, DOI: 10.34989/swp-2025-14.
• Rocío Elizondo & Julio A. Carrillo, 2025, "Comparison of Inflation Expectations from Surveys and Markets Across Different Horizons," Working Papers, Banco de México, number 2025-07, May.
• Nicol Valeria Rodríguez-Rodríguez & Hernán Dario Perdomo-Sánchez, 2025, "Entre fundamentales y especulación: análisis del mercado de vivienda en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1317, Jun, DOI: 10.32468/be.1317.
• Elena Bortolato & Laura Ventura, 2025, "Box Confidence Depth: Simulation-Based Inference with Hyper-Rectangles," Working Papers, Barcelona School of Economics, number 1518, Oct.
• Maričić Milica & Ribić Maja & Uskoković Veljko & Drinjak Nikola, 2025, "Trends and Patterns in Shared Accommodation in Europe and Serbia: What Do We Know So Far?," Business Systems Research, Sciendo, volume 16, issue 1, pages 104-129, DOI: 10.2478/bsrj-2025-0006.
• Hà Nam Khánh Giao, 2025, "Tác động của chất lượng website đến ý định mua hàng trong lãnh vực thương mại điện tử tại Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 20, issue 8, pages 36-54, DOI: 10.46223/HCMCOUJS.econ.vi.20.8.3655.
• Jiarui Tian & Tom Coupé & Sayak Khatua & W. Robert Reed & Benjamin D. K. Wood, 2025, "Power to the researchers: Calculating power after estimation," Review of Development Economics, Wiley Blackwell, volume 29, issue 1, pages 324-358, February, DOI: 10.1111/rode.13130.
• UNGAR Kevin, 2025, "Investigating Randomness And Fairness In The Romanian 6/49 Lottery," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 1, pages 13-24, May, DOI: 10.56043/reveco-2025-0002.
• Markus Bibinger & Jun Yu & Chen Zhang, 2025, "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Working Papers, University of Macau, Faculty of Business Administration, number 202528, Apr.
• Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun, revised Mar 2026.
• Teoh Siew Hong & Zhang Yinglei, 2025, "Setting Statistical Hurdles for Publishing in Accounting," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 15, issue 1, pages 141-154, DOI: 10.1515/ael-2022-0104.
• Cready William M., 2025, "Accounting Research’s “Flat Earth” Problem," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 15, issue 1, pages 21-49, DOI: 10.1515/ael-2021-0045.
• Franses Philip Hans, 2025, "The Story of a Model: The First-Order Diagonal Bilinear Autoregression," Journal of Econometric Methods, De Gruyter, volume 14, issue 1, pages 1-11, DOI: 10.1515/jem-2024-0025.
• Spanos Aris, 2025, "The Unit-Root Revolution Revisited: Where Do Non-Standard Sampling Distributions and Related Conundrums Stem From?," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 2, pages 69-117, DOI: 10.1515/jtse-2024-0008.
• Bec Frédérique & Guay Alain & Nielsen Heino Bohn & Saïdi Sarra, 2025, "Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 1-18, DOI: 10.1515/snde-2022-0084.
• Sanhaji Bilel, 2025, "A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 425-436, DOI: 10.1515/snde-2023-0109.
• Wei Lili & Zhang Chunli, 2025, "Dynamic Panel Threshold Spatial Durbin Model with an Application to the Relationship between Financial Development and Green Growth," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 787-804, DOI: 10.1515/snde-2023-0033.
• Stefano Grassi & Marco Lorusso & Francesco Ravazzolo, 2025, "Adaptive Importance Sampling Estimation of an Open Economy Model with Fiscal Policy," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS111, Apr.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2025, "Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2569, Oct.
• António Afonso & Joshua Jablonowski, 2025, "Fiscal Regimes and Sustainability: Insights from Post-War Germany," CESifo Working Paper Series, CESifo, number 12111.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2025, "Travel Shocks to the Chinese Economy: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12142.
• Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-26, Mar.
• Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet, 2025, "Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-27, Mar.
• Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet, 2025, "Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-66, Jul.
• Alain Guay & Dalibor Stevanovic, 2025, "Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition," CIRANO Working Papers, CIRANO, number 2025s-26, Sep.
• Daniel Isaac Roque & Andrés Caicedo Carrero & Oscar Humberto Quintero Landinez, 2025, "Application of the Treynor index in SMEs in the Colombian logistics sector period: 2019-2023," Revista Tendencias, Universidad de Narino, volume 26, issue 02, pages 27-54, July, DOI: https://doi.org/10.22267/rtend.2526.
• Zaka Ratsimalahelo, 2025, "Re examining confidence intervals for ratios of parameters," Working Papers, CRESE, number 2025-04, Apr.
• Kristina Melusova, 2025, "New trends of marketing communication in the digital era of tourism: Territorial disparities and current challenges," Marketing Science & Inspirations, Comenius University in Bratislava, Faculty of Management, volume 20, issue 4, pages 40-53.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2025, "Valid Heteroskedasticity Robust Testing," Econometric Theory, Cambridge University Press, volume 41, issue 2, pages 249-301, April.
• Babii, Andrii & Florens, Jean-Pierre, 2025, "Are Unobservables Separable?," Econometric Theory, Cambridge University Press, volume 41, issue 3, pages 551-583, June.
• Taisuke Imai & Séverine Toussaert & Aurélien Baillon & Anna Dreber & Seda Ertaç & Magnus Johannesson & Levent Neyse & Marie Claire Villeval, 2025, "Pre-Registration and Pre-Analysis Plans in Experimental Economics," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1283, Apr.
• Coqueret, Guillaume & Pérignon, Christophe, 2025, "Persistent Anomalies and Nonstandard Errors," HEC Research Papers Series, HEC Paris, number 1578, Jun, DOI: 10.2139/ssrn.5276723.
• Zanetti Chini, Emilio, 2025, "Judgment can spur long memory," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.105005.
• Demetrescu, Matei & Kruse-Becher, Robinson, 2025, "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2024.105032.
• Campos-Martins, Susana & Amado, Cristina, 2025, "Modelling dynamic interdependence in nonstationary variances with an application to carbon markets," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105062.
• Wang, Zhenxin & Wang, Shaoping & Yan, Yayi & Xia, Yingcun, 2025, "Examining Chinese volume–volatility nexus: A regime-switching perspective," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106983.
• Wu, Zhou & Yu, Muyao & Zeng, Tao & Zhang, Yonghui, 2025, "Efficient approximation of post-processing posterior predictive p value with economic applications," Economic Modelling, Elsevier, volume 146, issue C, DOI: 10.1016/j.econmod.2025.107023.
• Zhao, Chenyuan & Lei, Zhaolongyu & Zhao, Xu & Wang, Yuxuan, 2025, "Carbon finance development, industrial structure and green financial instruments," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102430.
• Thrane, Christer, 2025, "Nationalistic bias in experts’ player ratings in football," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112187.
• Kerstens, Kristiaan & Zhao, Shirong, 2025, "Testing the convexity hypothesis in nonparametric cost functions," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112196.
• Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025, "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112297.
• Carlsson, Mikael, 2025, "Does economic policy matter? A note on the narrative approach and exact inference," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112314.
• Yang, Jingjing & Vogelsang, Timothy J., 2025, "A bias reduced long run variance estimator with a new first-order kernel," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112340.
• Baltagi, Badi H. & Liu, Long, 2025, "Testing for spatial lag dependence and homoskedasticity in a random effects panel data model," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112469.
• Rani, Meenu & Garg, Bhavesh & Kumar, Arun, 2025, "Change point analysis in data with heavy tails: A Normal Inverse Gaussian approach," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112477.
• Cho, Jin Seo, 2025, "Practical testing for the normal mixture," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112567.
• Fitter, Krischan & Sibbertsen, Philipp, 2025, "A CUSUM test for breaks in fractional cointegration," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112616.
• Li, Haiqi & Zhang, Ni & Zhou, Jin, 2025, "A new self-normalized forecast comparison test," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112646.
• Doko Tchatoka, Firmin & Ma, Yuguo, 2025, "Inference with many instruments: When is Anderson–Rubin test still useful?," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112702.
• Gonçalves, Sílvia & McCracken, Michael W. & Yao, Yongxu, 2025, "Bootstrapping out-of-sample predictability tests with real-time data," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105916.
• Liu, Xiaodong & Prucha, Ingmar R., 2025, "On testing for spatial or social network dependence in panel data allowing for network variability," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105925.
• Feng, Junlong & Lee, Sokbae, 2025, "Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105927.
• Windmeijer, Frank, 2025, "The robust F-statistic as a test for weak instruments," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2025.105951.
• Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique, 2025, "Score-type tests for normal mixtures," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105717.
• Kleibergen, Frank & Kong, Lingwei, 2025, "Identification robust inference for the risk premium in term structure models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105728.
• Andreou, E. & Gagliardini, P. & Ghysels, E. & Rubin, M., 2025, "Spanning latent and observable factors," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105743.
• Luger, Richard, 2025, "Regularizing stock return covariance matrices via multiple testing of correlations," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105753.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2025, "Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105821.
• Frazier, David T. & Renault, Eric & Zhang, Lina & Zhao, Xueyan, 2025, "Weak identification in discrete choice models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105866.
• Cheng, Xu & Renault, Eric & Sangrey, Paul, 2025, "Identifying the volatility risk price through the leverage effect," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105943.
• Li, Zhonghua & Luo, Lan & Wang, Jingshen & Feng, Long, 2025, "Efficient quantile covariate adjusted response adaptive experiments," Journal of Econometrics, Elsevier, volume 249, issue PA, DOI: 10.1016/j.jeconom.2024.105857.
• Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun, 2025, "On time-varying panel data models with time-varying interactive fixed effects," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105960.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger causality in the presence of instability," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105992.
• Pittau, Maria Grazia & Conti, Pier Luigi & Zelli, Roberto, 2025, "Inference for deprivation profiles in a binary setting," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106000.
• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2025, "Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106002.
• Bazylik, Sergei & Mogstad, Magne & Romano, Joseph P. & Shaikh, Azeem M. & Wilhelm, Daniel, 2025, "Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106010.
• Chen, Han & Fei, Yijie & Yu, Jun, 2025, "Multivariate stochastic volatility models based on generalized Fisher transformation," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106041.
• Aronow, P.M. & Chang, Haoge & Lopatto, Patrick, 2025, "Fast computation of exact confidence intervals for randomized experiments with binary outcomes," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106056.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Su, Liangjun & Jin, Sainan & Wang, Xia, 2025, "Sieve estimation of state-varying factor models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106064.
• Ouyang, Fu & Yang, Thomas T., 2025, "High dimensional binary choice model with unknown heteroskedasticity or instrumental variables," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106069.
• Kleibergen, Frank & Zhan, Zhaoguo, 2025, "Risk premia from the cross-section of individual assets," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106108.
• Cox, Gregory Fletcher, 2025, "Weak identification with bounds in a class of minimum distance models," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106111.
• Boot, Tom & Ligtenberg, Johannes W., 2025, "Identification- and many moment-robust inference via invariant moment conditions," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106114.
• Wang, Hongfei & Zhao, Ping & Feng, Long & Wang, Zhaojun, 2025, "Robust mutual fund selection with false discovery rate control," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106121.
• Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2025, "Loss aversion and the welfare ranking of policy interventions," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2023.105643.
• Hahn, Jinyong & Moon, Hyungsik Roger & Shi, Ruoyao, 2025, "Test of neglected heterogeneity in dyadic models," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105736.
• Demetrescu, Matei & Roling, Christoph, 2025, "Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 80-104, DOI: 10.1016/j.ecosta.2021.09.004.
• Bonander, Carl & Hammar, Olle & Jakobsson, Niklas & Bensch, Gunther & Holzmeister, Felix & Brodeur, Abel, 2025, "“Try to Balance the Baseline”: A comment on “Parent–teacher meetings and student outcomes: Evidence from a developing country” by Islam (2019)," European Economic Review, Elsevier, volume 175, issue C, DOI: 10.1016/j.euroecorev.2025.105021.
• Gargiulo, Valeria & Matthes, Christian & Petrova, Katerina, 2025, "Monetary policy across inflation regimes," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105109.
• Fok, Dennis & Paap, Richard, 2025, "New misspecification tests for multinomial logit models," Journal of choice modelling, Elsevier, volume 54, issue C, DOI: 10.1016/j.jocm.2024.100531.
• Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
• Gu, Jiafeng, 2025, "Did supply chain digitization contribute to corporate green energy innovation? The mediating role of asset receivable management and policy spillovers," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108274.
• Mao, Songsheng & Yang, Gongyan, 2025, "Do diversified M&As improve R&D activity? Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106465.
• Mao, Songsheng & Tang, Tingfeng & Yang, Gongyan, 2025, "Does digital transformation reduce China's corporate pollution emission intensity?," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107141.
• Assoe, Kodjovi & Mbengue, Mohamed Lamine & Sène, Babacar & Sy, Oumar, 2025, "Herding behavior in African stock markets: A state-space assessment during times of crisis," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107208.
• Awartani, Basel & Maghyereh, Aktham, 2025, "The value of cross market volatility in improving the forecast accuracy of risk in the gold, the dollar and the oil futures markets," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107668.
• Coroneo, Laura & Iacone, Fabrizio, 2025, "Testing for equal predictive accuracy with strong dependence," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 1073-1092, DOI: 10.1016/j.ijforecast.2024.11.003.
• Manganelli, Simone, 2025, "Statistical decision functions with judgment," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105940.
• Navarro, Roberto Mota & Leyvraz, Francois & Larralde, Hernán, 2025, "Empirical properties of volume dynamics in the limit order book," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 658, issue C, DOI: 10.1016/j.physa.2024.130234.
• Börner, Christoph J. & Hoffmann, Ingo & Kürzinger, Lars M. & Schmitz, Tim, 2025, "On the return distributions of a basket of cryptocurrencies and subsequent implications," Research in Economics, Elsevier, volume 79, issue 1, DOI: 10.1016/j.rie.2025.101028.
• Baro, Rimpi & Rao, K.V. Krishna & Velaga, Nagendra R., 2025, "Dissecting gender differences in Commute wellbeing and Quality of life interaction in a developing country context," Research in Transportation Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.retrec.2025.101599.
• Shynkevich, Andrei, 2025, "Wine market efficiency: Is glass half full or half empty?," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103895.
• Bruttel, Lisa & Nithammer, Juri, 2025, "Opinion Piece: How to pre-register experimental studies that involve machine learning for text data analysis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 118, issue C, DOI: 10.1016/j.socec.2025.102414.
• Li, Haiqi & Zhang, Jing & Zheng, Chaowen, 2025, "Functional-coefficient quantile cointegrating regression with stationary covariates," Statistics & Probability Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.spl.2024.110344.
• Goehlich, Robert A. & Bebenroth, Ralf, 2025, "Pilots’ desire to become future space tourism pilots: Polynomial regression using response surface analysis," Transport Policy, Elsevier, volume 162, issue C, pages 509-520, DOI: 10.1016/j.tranpol.2024.10.032.
• Coulibaly, Yacouba, 2025, "The effects of resource-backed loans on deforestation: Evidence from developing countries," World Development, Elsevier, volume 188, issue C, DOI: 10.1016/j.worlddev.2024.106905.
• Thomas B. Marvell, 2025, "A Test for Endogeneity in Regressions," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 3, pages 1-44.
• Thomas B. Marvell, 2025, "A Test for Endogeneity in Regressions," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2025/05, May.
• Perez, Pedro Gurrola & Murphy, David, 2025, "The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128641, Nov.
• Young, Alwyn, 2025, "Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130036, Dec.
• Kiruthikasri Lakshmanan & Nagarajan Shanmugavel, 2025, "Investigation on the factors influencing the continuation intention to use digital wallet in the rural parts of India using extended UTAUT2," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 9, issue 1, pages 22-47, February, DOI: 10.1108/AJEB-08-2024-0100.
• Simona Biriescu & Laura Olteanu, 2025, "Technologies Promoting the Digital Tourism Economy and Student Attitudes Towards Artificial Intelligence in Tourism," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Green Wealth: Navigating towards a Sustainable Future", DOI: 10.1108/S1569-375920250000117012.

2024

• Dao Thi Ha Anh & Nguyen Thi Thu Huong & Luu Thi Minh Ngoc & Bui Thi Quyen & Vu Viet Hoan & Pham Phuong Thao & Tran Phuong Tra & Nguyen Hong Thai & Do Thi Thuy Duong, 2024, "Factors Influencing the Intention of Leaders to Use HRIS Software in Small and Medium-Sized Enterprises," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 3, pages 127-153.
• Mirela Catalina Turkes & Aurelia-Felicia Stancioiu & Cristian-Silviu Banacu, 2024, "The Intention to Use ChatGPT in Office Work in Romania: Between Utility and Hedonic Motivation," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 26, issue 67, pages 783-783, August.
• Alexey A. Mironenkov & Alexey N. Kurbatskii & Marina V. Mironenkova, 2024, "The Quality-of-Life Measurement with a Stochastic Choice of Parameters of the Weighted Principal Component," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 82-109, DOI: https://doi.org/10.15826/vestnik.20.
• Hafner, Christian & Linton, Oliver & Wang, Linqi, 2024, "The effect of stock splits on liquidity in a dynamic model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024007, Mar.
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024, "Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024010, Mar.
• Simar, Léopold & Wilson, Paul, 2024, "A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024012, Apr.
• Denuit, Michel & Huyghe, Julie & Trufin, Julien & Verdebout, Thomas, 2024, "Testing for auto-calibration with Lorenz and Concentration curves," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024015, May, DOI: https://doi.org/10.1016/j.insmathec.
• Ioana Andreea CIOLOMIC, 2024, "Corporate Governance And Performance Of Romanian State-Owned Enterprises: Assessing Transparency And Accountability Levels," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 26, pages 1-4.
• Hejer Khaldi & Feten Hamama, 2024, "Value Relevance of Accounting Information in Uncertain Economic Policy Context: Evidence from Tunisia," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 23, issue 3, pages 570-595, September.
• Michael P. Keane & Timothy Neal, 2024, "A Practical Guide to Weak Instruments," Annual Review of Economics, Annual Reviews, volume 16, issue 1, pages 185-212, August, DOI: 10.1146/annurev-economics-092123-11.
• Krzysztof Jajuga & Józef Pociecha & Mirosław Szreder, 2024, "Statistical inference and statistical learning in economic research – selected challenges," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 138-154.
• Sergei Bazylik & Magne Mogstad & Joseph Romano & Azeem Shaikh & Daniel Wilhelm, 2024, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," Papers, arXiv.org, number 2402.00192, Jan.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Papers, arXiv.org, number 2402.05030, Feb, revised Nov 2024.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
• Alexander Mayer & Dominik Wied & Victor Troster, 2024, "Quantile Granger Causality in the Presence of Instability," Papers, arXiv.org, number 2402.09744, Feb, revised Dec 2024.
• Lennart Ante & Aman Saggu & Benjamin Schellinger & Friedrich Wazinksi, 2024, "Voting Participation and Engagement in Blockchain-Based Fan Tokens," Papers, arXiv.org, number 2404.08906, Apr.
• Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024, "Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility," Papers, arXiv.org, number 2404.11057, Apr, revised Oct 2025.
• Abdulnasser Hatemi-J, 2024, "An Asymmetric Capital Asset Pricing Model," Papers, arXiv.org, number 2404.14137, Apr, revised May 2024.
• H. Peter Boswijk & Jun Yu & Yang Zu, 2024, "Testing for an Explosive Bubble using High-Frequency Volatility," Papers, arXiv.org, number 2405.02087, May.
• Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan, 2024, "A Sharp Test for the Judge Leniency Design," Papers, arXiv.org, number 2405.06156, May, revised Nov 2025.
• Oliver Linton & Raghavendra Rau & Patrick Baert & Peter Bossaerts & Jon Crowcroft & G. R. Evans & Paul Ewart & Nick Gay & Paul Kattuman & Stefan Scholtes & Hamid Sabourian & Richard J. Smith, 2024, "Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at Cambridge," Papers, arXiv.org, number 2405.14611, May, revised Jun 2024.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024, "Cluster-robust jackknife and bootstrap inference for logistic regression models," Papers, arXiv.org, number 2406.00650, Jun, revised May 2025.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024, "Jackknife inference with two-way clustering," Papers, arXiv.org, number 2406.08880, Jun, revised Mar 2026.
• Richard Luger, 2024, "Regularizing stock return covariance matrices via multiple testing of correlations," Papers, arXiv.org, number 2407.09696, Jul.
• Santiago Acerenza & Ot'avio Bartalotti & Federico Veneri, 2024, "Testing identifying assumptions in Tobit Models," Papers, arXiv.org, number 2408.02573, Aug, revised Dec 2025.
• Laura Coroneo & Fabrizio Iacone, 2024, "Testing for equal predictive accuracy with strong dependence," Papers, arXiv.org, number 2409.12662, Sep.
• Jo~ao Nicolau & Paulo M. M. Rodrigues, 2024, "A simple but powerful tail index regression," Papers, arXiv.org, number 2409.13531, Sep.
• Sebastian Kranz, 2024, "From Replications to Revelations: Heteroskedasticity-Robust Inference," Papers, arXiv.org, number 2411.14763, Nov, revised Dec 2024.
• Ata Assaf & Khaled Mokni & Luis Alberiko Gil-Alana, 2024, "Long Memory and Change in Persistence in the Rare Earth Market Index," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-7, DOI: 2024/07/09.
• Matias Cattaneo & Richard K. Crump & Weining Wang, 2024, "Beta-sorted portfolios," CeMMAP working papers, Institute for Fiscal Studies, number 20/24, Nov, DOI: 10.47004/wp.cem.2024.2024.
• Junlong Feng & Sokbae (Simon) Lee, 2024, "Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds," CeMMAP working papers, Institute for Fiscal Studies, number 25/24, Dec, DOI: 10.47004/wp.cem.2024.2524.
• Giovanni Paiela, 2024, "On the Average Rate of Profit in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 501-516.
• Zečević Aleksandra & Stakić Đorđe & Damjanović Aleksandar, 2024, "The impact of educational technologies on learning outcomes in higher business education," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 69, issue 241, pages 129-160, April – J.
• Murat KONCA, 2024, "Stokastik Sınır Analizi ile Gelişmekte Olan Ülkelerin Sağlık Sistemlerinde Teknik Etkinlik Ölçümü," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 113-129, December, DOI: 10.33399/biibfad.1455670.
• Nguyễn Thanh Hùng, 2024, "Nghiên cứu ảnh hưởng của sản xuất tinh gọn trong quản lý chuỗi cung ứng xanh đến hiệu suất bền vững của doanh nghiệp ngành may khu vực Đông Nam Bộ, Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 11, pages 17-33, DOI: 10.46223/HCMCOUJS.econ.vi.19.11.298.
• Lê Nam Hải & Trần Thị Thu Hằng, 2024, "Đồng tạo sinh giá trị, chất lượng cảm nhận và giá cả cảm nhận của khách hàng trong lĩnh vực khách sạn tại Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 6, pages 82-96, DOI: 10.46223/HCMCOUJS.econ.vi.19.6.2828.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
• Yijie Fei & Yiu Lim Lui & Jun Yu, 2024, "Testing Predictability in the Presence of Persistent Errors," Working Papers, University of Macau, Faculty of Business Administration, number 202401, Jun.
• H. Peter Boswijk & Jun Yu & Yang Zu, 2024, "Testing for an Explosive Bubble using High-Frequency Volatility," Working Papers, University of Macau, Faculty of Business Administration, number 202402, Jun.
• Leona Han Chen & Yijie Fei & Jun Yu, 2024, "Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation," Working Papers, University of Macau, Faculty of Business Administration, number 202419, Oct.
• Sadhna Bagchi & Shradha Gupta & Debasis Mohanty, 2024, "Comprehensive Analysis of Volatility Spillover and Investment Efficiency of Stocks of Electrical Vehicles," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 27, issue 3, pages 67-80, DOI: 10.32725/acta.2024.013.
• González-Coya Emilio & Perron Pierre, 2024, "Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 29-48, January, DOI: 10.1515/jem-2023-0007.
• Xiao Difa & Wang Lu & Wu Jianhong, 2024, "Estimation and testing of the factor-augmented panel regression models with missing data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 4, pages 583-604, DOI: 10.1515/snde-2022-0042.
• Sara Boni & Massimiliano Caporin & Francesco Ravazzolo, 2024, "Nowcasting Inflation at Quantiles: Causality from Commodities," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS102, Jan.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2024, "The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2410, Mar.
• Linton, O. B. & Rau, R. & Baert, P. & Bossaerts, P. & Crowcroft, J. & Evans, G.R. & Ewart, P. & Gay, N. & Kattuman, P. & Scholtes, S. & Sabourian, H. & Smith, R. J., 2024, "Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at Cambridge," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2428, May.
• Delgado, M. A. & Vainora, J., 2024, "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2440, Jul.
• Timothy Wojan, 2024, "Exploratory Report: Annual Business Survey Ownership Diversity and Its Association with Patenting and Venture Capital Success," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 24-62, Oct.
• Lena S. Bjerkander & Jonas Dovern & Hans Manner, 2024, "Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing," CESifo Working Paper Series, CESifo, number 11027.
• P.L. Conti & M.G. Pittau & R. Zelli, 2024, "Inference for deprivation profiles in a binary setting," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202405.
• Andrea Margarita Bele√±o Hern√°ndez & Carlos Daniel Casas Bautista, 2024, "Evaluaci√≥n del impacto de los subsidios a la demanda de energ√≠a el√©ctrica sobre el consumo de electricidad de los hogares vulnerables. An√°lisis de alternativas al esquema," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21153, Jun.
• David Arboleda C√°rcamo, 2024, "Fitting a Curve to the Pre-Trends," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21199, Sep.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2024, "Inference for Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19379, Aug.
• Zaka Ratsimalahelo, 2024, "Re examining confidence intervals for ratios of parameters," Working Papers, CRESE, number 2024-20, Dec.
• Javier Teo Sanz Ortega, 2024, "El mercado bursátil español: BME Growth frente al IBEX," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 6, pages 185-198, Septiembr.
• Janny Núñez-Almonte & Alfredo Grau-Grau & Inmaculada Bel-Oms, 2024, "Sustainability, sustainable finance, good governance codes. A new perspective," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 6, pages 199-214, Septiembr.
• Yao Luo, 2024, "A Modified Likelihood Approach for Models with Parameter-Dependent Support," Annals of Economics and Finance, Society for AEF, volume 25, issue 2, pages 675-703, November.
• Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024, "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, volume 40, issue 1, pages 98-161, February.
• Yixiao Sun & Peter C. B. Phillips & Igor L. Kheifets, 2024, "Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2410, Oct.
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024, "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2081.
• Dedi Kusmayadi & Irman Firmansyah & Wildan Dwi Dermawan & Kurniawan Kurniawan, 2024, "Does an Energy Company’s Sensitivity Affect its Performance?: Environmental, Social and Governance Analysis in Coal, Gas, Oil, and Basic Materials Industry Companies," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 234-243, March.
• Havane Tembelo & Mustafa Ozyesil, 2024, "Examining the Relationship between Oil Prices and Stock Returns: Evidence from OECD Countries," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 307-315, May.
• Esmaeil Ebadi & Yousef Abdul Razaq, 2024, "Reinvestigating the Oil Dependency of the GCC Countries’ Stock Market: A Regime-Switching Cointegration Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 387-406, May.
• Anandhi Elangovan & Manivannan Babu & J. Gayathri & J. Sathya & G. Indhumathi, 2024, "Determinants of Intention to Purchase Energy-Efficient Appliances: Extended Technology Acceptance Model," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 518-523, May.
• Tahmina Akther Mim & Chinnadurai Kathiravan & Balasundram Maniam, 2024, "The 50-year-old Oil Crisis and its Impact on the Global Economy: A Bibliometric Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 81-91, July.
• Adhitya Nugraha & Hermanto Siregar & Idqan Fahmi & Zenal Asikin & Dikky Indrawan & Harianto Harianto & Salis Aprilian, 2024, "Identification of Factors Affecting Net Zero Emission Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 203-210, September.
• Fertő, Imre & Bojnec, Štefan & Iwasaki, Ichiro & Shida, Yoshisada, 2024, "Why do corporate farms survive in Central and Eastern Europe?," Agricultural Systems, Elsevier, volume 218, issue C, DOI: 10.1016/j.agsy.2024.103965.
• Canepa, Alessandra, 2024, "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102135.
• Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2024, "A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102194.
• Baltagi, Badi H. & Liu, Long, 2024, "Testing for spatial correlation under a complete bipartite network," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111839.
• Jiang, Hongyi & Sun, Zhenting & Hu, Shiyun, 2024, "A nonparametric test of mth-degree inverse stochastic dominance," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111978.
• Bei, Xinyue, 2024, "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105549.