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

• 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.

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.
• Abdelmoumen EL ABDALI, 2024, "L'effet de la satisfaction envers les services publics prestés par la collectivité territoriale sur le respect des obligations fiscales des contribuables," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 6, pages 40-60.
• Driss SALEM & Brahim DINAR, 2024, "Qualité des institutions et croissance économique au Maroc entre 1995 et 2020," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 8, pages 129-154.
• El mehdi KARAM & Abdelwahad GOURCH, 2024, "Analyse des déterminants de la performance footballistique des joueurs professionnels au Maroc : Utilisation des données d’enquête," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 9, pages 510-530.
• 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.
• Markus Bibinger & Nikolaus Hautsch & Alexander Ristig, 2024, "Jump detection in high-frequency order prices," Papers, arXiv.org, number 2403.00819, Feb, revised Aug 2025.
• 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, revised Oct 2026.
• 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., 2026, "Conditional Distribution Specification Testing Based on Data-Dependent Partitions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2440, Sep.
• 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.
• M. Pittau & P. Conti & 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 , Oscar & Kuersteiner, Guido, 2024, "Inference for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Brien, Samuel & Jansson, Michael & Nielsen, Morten Ørregaard, 2024, "Nearly Efficient Likelihood Ratio Tests Of A Unit Root In An Autoregressive Model Of Arbitrary Order," Econometric Theory, Cambridge University Press, volume 40, issue 5, pages 1159-1183, October.
• 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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.
• Forneron, Jean-Jacques, 2024, "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105552.
• Chen, Xiaohong & Liu, Ying & Ma, Shujie & Zhang, Zheng, 2024, "Causal inference of general treatment effects using neural networks with a diverging number of confounders," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105555.
• Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024, "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105578.
• Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024, "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105602.
• Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang, 2024, "Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105603.
• Phillips, Peter C.B. & Kheifets, Igor L., 2024, "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105622.
• Casini, Alessandro, 2024, "The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105625.
• Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024, "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105626.
• Bai, Jushan & Duan, Jiangtao & Han, Xu, 2024, "The likelihood ratio test for structural changes in factor models," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105631.
• Giannerini, Simone & Goracci, Greta & Rahbek, Anders, 2024, "The validity of bootstrap testing for threshold autoregression," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.01.004.
• Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz, 2024, "Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105547.
• Zhang, Jin-Ting & Guo, Jia & Zhou, Bu, 2024, "Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.03.007.
• Wei, Waverly & Zhou, Yuqing & Zheng, Zeyu & Wang, Jingshen, 2024, "Inference on the best policies with many covariates," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.06.013.
• Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2024, "Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.105650.
• Lee, Adam & Mesters, Geert, 2024, "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2023.105647.
• Kline, Brendan, 2024, "Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105677.
• Startz, Richard & Steigerwald, Douglas G., 2024, "The variance of regression coefficients when the population is finite," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105681.
• Choi, Jungjun & Kwon, Hyukjun & Liao, Yuan, 2024, "Inference for low-rank completion without sample splitting with application to treatment effect estimation," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105682.
• Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B., 2024, "Robust inference on correlation under general heterogeneity," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105691.
• Windmeijer, Frank, 2024, "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.03.007.
• Khan, Shakeeb & Nekipelov, Denis, 2024, "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.07.016.
• Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024, "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2022.07.011.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024, "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105716.
• Wang, Wenjie & Zhang, Yichong, 2024, "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105727.
• Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024, "Testing identification conditions of LATE in fuzzy regression discontinuity designs," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105738.
• Bai, Yuehao & Jiang, Liang & Romano, Joseph P. & Shaikh, Azeem M. & Zhang, Yichong, 2024, "Covariate adjustment in experiments with matched pairs," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105740.
• Natasha Kang, Da & Marmer, Vadim, 2024, "Modeling long cycles," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105751.
• Marcoux, Mathieu & Russell, Thomas M. & Wan, Yuanyuan, 2024, "A simple specification test for models with many conditional moment inequalities," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105788.
• Casini, Alessandro & Perron, Pierre, 2024, "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105794.
• Casini, Alessandro & Perron, Pierre, 2024, "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105811.
• Zhou, Bo, 2024, "Semiparametrically optimal cointegration test," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105816.
• Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B., 2024, "Reprint of: Robust inference on correlation under general heterogeneity," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105744.
• Bai, Jushan & Duan, Jiangtao & Han, Xu, 2024, "Reprint of: The likelihood ratio test for structural changes in factor models," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105745.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024, "Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105746.
• Bai, Yuehao & Liu, Jizhou & Shaikh, Azeem M. & Tabord-Meehan, Max, 2024, "Inference in cluster randomized trials with matched pairs," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105873.
• Li, Haiqi & Zhou, Jin & Hong, Yongmiao, 2024, "Estimating and testing for smooth structural changes in moment condition models," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105896.
• Kutta, Tim & Dette, Holger, 2024, "Validating approximate slope homogeneity in large panels," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105898.
• Smith, Geoffrey Peter, 2024, "Why do firms with no leverage still have leverage and volatility feedback effects?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101516.
• Hong, Yanran & Luo, Keyu & Xing, Xiaochao & Wang, Lu & Huynh, Luu Duc Toan, 2024, "Exchange rate movements and the energy transition," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107701.
• Payne, James E. & Saunoris, James W. & Nazlioglu, Saban & Smyth, Russell, 2024, "Renewable energy production across U.S. states: Convergence or divergence?," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108015.
• Marçal, Emerson Fernandes, 2024, "Testing rational expectations in a cointegrated VAR with structural change," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103435.
• Nunes, João Pedro Vidal & Ruas, João Pedro, 2024, "A note on the Gumbel convergence for the Lee and Mykland jump tests," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104814.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2024, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104938.
• Reesor, R. Mark & Stentoft, Lars & Zhu, Xiaotian, 2024, "A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105379.
• Almeida, José & Gonçalves, Tiago Cruz, 2024, "The AI revolution: are crypto markets more efficient after ChatGPT 3?," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105608.
• Sun, Liangzhu & Wang, Xingdong & Wu, Yigen & Zeng, Zhen, 2024, "Examining the integration of real estate into financial assets: A critical analysis of China's regulatory framework for nonreal estate corporations," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105831.
• Pezzo, Luca & Zhu, Yinchu & Hassan, M. Kabir & Tian, Jiayuan, 2024, "Testing the boundaries of applicability of standard Stochastic Discount Factor models," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101268.
• Denuit, Michel & Huyghe, Julie & Trufin, Julien & Verdebout, Thomas, 2024, "Testing for auto-calibration with Lorenz and Concentration curves," Insurance: Mathematics and Economics, Elsevier, volume 117, issue C, pages 130-139, DOI: 10.1016/j.insmatheco.2024.04.003.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024, "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1166-1178, DOI: 10.1016/j.ijforecast.2023.10.005.
• Palandri, Alessandro, 2024, "Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107113.
• Clements, Michael P., 2024, "Survey expectations and adjustments for multiple testing," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 338-354, DOI: 10.1016/j.jebo.2024.06.009.
• Potts, Todd B. & Yerger, David B., 2024, "The macroeconomic impact of energy price shocks: Threshold effects and the fracking boom," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104772.
• Chuang, O-Chia & Chuang, Hui-Ching & Wang, Zixuan & Xu, Jin, 2024, "Profitability of technical trading rules in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102278.
• Van Tran, Quang & Kukal, Jaromir, 2024, "Renyi entropy based design of heavy tailed distribution for return of financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 637, issue C, DOI: 10.1016/j.physa.2024.129531.
• Okorie, David Iheke & Bouri, Elie & Mazur, Mieszko, 2024, "NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 126-151, DOI: 10.1016/j.qref.2024.03.001.
• Tan, Yong & Walheer, Barnabé, 2024, "Stability and economic performances in the banking industry: The case of China," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 326-345, DOI: 10.1016/j.qref.2024.04.009.
• Milas, Costas & Dergiades, Theologos & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024, "An assessment of inflation targeting," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101897.
• Joshi, Aparna & Pani, Agnivesh & Sahu, Prasanta K. & Majumdar, Bandhan Bandhu & Tavasszy, Lóránt, 2024, "Gender and generational differences in omnichannel shopping travel decisions: What drives consumer choices to pick up in-store or ship direct?," Research in Transportation Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.retrec.2023.101403.
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1385-1403, DOI: 10.1016/j.iref.2023.08.021.
• Li, Hemei & Liu, Zhenya & Xiao, Zhijie, 2024, "Sequential monitoring of stock market price changes," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 156-172, DOI: 10.1016/j.iref.2023.07.105.
• Zhang, Feipeng & Xu, Yixiong & Yuan, Di, 2024, "Detecting financial contagion using a new nonparametric measure of asymmetric comovements," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 284-296, DOI: 10.1016/j.iref.2023.07.067.
• Arian, Adam G. & Sands, John, 2024, "Do corporate carbon emissions affect risk and capital costs?," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1363-1377, DOI: 10.1016/j.iref.2024.04.018.
• Chen, Xiangyu & Tongurai, Jittima, 2024, "Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103579.
• Chen, Xiangyu & Tongurai, Jittima, 2024, "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102391.
• Zhou, Danping & Zhang, Pan & Guo, Junhua, 2024, "Is one plus one greater than two? How Double target incentives stimulate green growth in China," Structural Change and Economic Dynamics, Elsevier, volume 70, issue C, pages 340-350, DOI: 10.1016/j.strueco.2024.04.005.
• Shen, Lihua & Zhou, Jianan, 2024, "The role of biodiversity and energy transition in shaping the next techno-economic era," Technological Forecasting and Social Change, Elsevier, volume 208, issue C, DOI: 10.1016/j.techfore.2024.123700.
• Enrico Campos de Mira & Wilfredo Fernado Leiva Maldonado, 2024, "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-29, May.
• Oliver, Adam, 2024, "Reflecting on reflection: prospect theory, our behaviors, and our environment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123966, Jan.