Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General

2023

• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023, "Testing Granger Non-Causality in Expectiles," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-02, Apr.
• Kiselev Sergei & Samsonov Valery & Seitov Sanat & Filimonov Ilya, 2023, "Assessment of the contribution of the unobserved economy to the macroeconomic indicators of the regions of the Russian Federation," Working Papers, Moscow State University, Faculty of Economics, number 0051, Feb.
• Rohanaraj Thangarasa Tiburtrious Andrew, 2023, "The Purchase Behaviour Towards Consumer Goods During Economic Crisis – A Middle Eastern Perspective," Economics, Sciendo, volume 11, issue 1, pages 85-106, June, DOI: 10.2478/eoik-2023-0001.
• Sen Loknath & Kumar Arya & Biswal Saroj Kanta, 2023, "An Inferential Response of Organizational Culture upon Human Capital Development: A Justification on the Healthcare Service Sector," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 1, pages 208-227, June, DOI: 10.2478/foli-2023-0011.
• Herman Suzana, 2023, "Dynamic Common Correlated Effects of Geopolitical Risk on International Tourism Arrivals," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 2, pages 132-149, December, DOI: 10.2478/foli-2023-0023.
• Maurer Rainer, 2023, "The Divergence of Price Levels in the European Union," Intereconomics: Review of European Economic Policy, Sciendo, volume 58, issue 6, pages 342-346, December, DOI: 10.2478/ie-2023-0069.
• Doszyń Mariusz, 2023, "Integration and Cointegration of Apartment Prices on the Primary and Secondary Market in Szczecin in the Years 2006-2022," Real Estate Management and Valuation, Sciendo, volume 31, issue 4, pages 36-44, December, DOI: 10.2478/remav-2023-0028.
• Aaron J. Amburgey & Michael W. McCracken, 2023, "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 2, pages 137-163, March, DOI: 10.1002/jae.2943.
• Koen Jochmans, 2023, "Testing random assignment to peer groups," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 3, pages 321-333, April, DOI: 10.1002/jae.2953.
• Bruno Ferman, 2023, "Inference in difference‐in‐differences: How much should we trust in independent clusters?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 3, pages 358-369, April, DOI: 10.1002/jae.2955.
• James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023, "Fast and reliable jackknife and bootstrap methods for cluster‐robust inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 5, pages 671-694, August, DOI: 10.1002/jae.2969.
• Firmin Doko Tchatoka & Qazi Haque, 2023, "On bootstrapping tests of equal forecast accuracy for nested models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1844-1864, November, DOI: 10.1002/for.2987.
• Mwasi Paza Mboya & Philipp Sibbertsen, 2023, "Optimal forecasts in the presence of discrete structural breaks under long memory," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1889-1908, November, DOI: 10.1002/for.2988.
• Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 8, pages 2061-2091, December, DOI: 10.1111/jmcb.12988.
• Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023, "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, volume 14, issue 2, pages 511-569, May, DOI: 10.3982/QE1626.
• Chaudhuri, Saraswata & Renault, Eric, 2023, "Efficient estimation of regression models with user-specified parametric model for heteroskedasticty," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1473.
• Jin Li & Geoffrey Tso & Don Wu, 2023, "Whether Consumer Satisfaction Benefits The Investment Portfolio: Empirical Evidence From Hong Kong," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 02, pages 485-506, DOI: 10.1142/S0217590819500152.
• Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2023, "Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-211, Mar.
• Braun, Alexander & Braun, Julia & Weigert, Florian, 2023, "Extreme weather risk and the cost of equity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-08.
• Heinisch, Katja & Holtemöller, Oliver & Schult, Christoph, 2023, "Dekarbonisierung in Europa: Regionalwirtschaftliche Effekte in ausgewählten Kohleregionen und kohlenstoffintensiven Regionen Europas," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 29, issue 3, pages 56-62.
• Dovern, Jonas & Glas, Alexander & Kenny, Geoff, 2023, "Testing for differences in survey-based density expectations: A compositional data approach," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 39, DOI: 10.18452/25967.
• Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023, "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1041, DOI: 10.4419/96973210.
• Müller, Ulrich & Watson, Mark, 2023, "Spatial Unit Roots," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277567.
• Phuong Anh Nguyen & Michael Wolf, 2023, "Single-firm inference in event studies via the permutation test," ECON - Working Papers, Department of Economics - University of Zurich, number 425, Jan, revised Nov 2023.
• Elliot Beck & Gianluca De Nard & Michael Wolf, 2023, "Improved inference in financial factor models," ECON - Working Papers, Department of Economics - University of Zurich, number 430, Mar.
• David R. Bell & Olivier Ledoit & Michael Wolf, 2023, "A novel estimator of earth's curvature (allowing for inference as well)," ECON - Working Papers, Department of Economics - University of Zurich, number 431, Apr, revised Sep 2023.
• Muhammad Noman & Alina Maydybura & Khalil Ahmed Channa & Wing-Keung Wong & Bisharat Hussain Chang, 2023, "Impact of cashless bank payments on economic growth: Evidence from G7 countries," Advances in Decision Sciences, Asia University, Taiwan, volume 27, issue 1, pages 1-22, March.
• M. Esra Atukalp, 2023, "Impact of Covid-19 On Digital Banking Applications," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 38, issue 120, pages 155-174, October, DOI: https://doi.org/10.33203/mfy.129871.
• Rizwan Raheem Ahmed & Erum Zahoor Zaidi & Syed Hasnain Alam & Dalia Streimikiene & Vishnu Parmar, 2023, "Effect of Social Media Marketing of Luxury Brands on Brand Equity, Customer Equity and Customer Purchase Intention," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue 62, pages 265-265, February.
• Adi GUNANTO, 2023, "Mitigating Financial Distress: Analysis of Financial Indicators for Startup Companies in Indonesia," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 10, pages 49-59, October, DOI: 10.37945/cbr.2023.10.06.
• Bogdan Cosmin GOMOI, 2023, "Study on the Preoccupation of the Natural Persons Beneficiaries of Touristic Services for the Corresponding Accounting and Fiscal Information," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 4, issue 1, pages 19-29, January, DOI: 10.37945/cbr.2023.01.03.
• Mert Anıl Atamer & Mehmet Uçar & Mücahit Ülger, 2023, "Türkiye Ekonomisinde İşsizlik Histerisi Hipotezinin Geçerliliğinin Analizi: 1988-2020 Dönemi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 2, pages 283-304, DOI: 10.30784/epfad.1231956.
• Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2023, "A Statistical Study On Key Performance Indicators In Health System," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, volume 0, issue 1, pages 25-35, May.
• Alexander E. Plesovskikh, 2023, "Special Economic Zones of Russia: Forecasting Decisions of Potential Residents and Resident Generation Process Modeling," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 22, issue 2, pages 323-354, DOI: http://dx.doi.org/10.15826/vestnik..
• Brière, Marie & Simar, Léopold & Szafarz, Ariane & Vanhems, Anne, 2023, "Sensitivity to measurement errors of the distance to the efficient frontier," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023017, May.
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023, "Statistical Inference for Hicks–Moorsteen Productivity Indices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023032, Oct.
• Hafner, Christian M. & Linton, Oliver B. & Wang, Linqi, 2023, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023027, Nov, DOI: https://doi.org/10.1080/07350015.20.
• Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
• Candelon, Bertrand & Hasse, Jean-Baptiste, 2023, "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023007, Apr.
• Kibrom A. Abay & Tesfamicheal Wossen & Gashaw T. Abate & James R. Stevenson & Hope Michelson & Christopher B. Barrett, 2023, "Inferential and Behavioral Implications of Measurement Error in Agricultural Data," Annual Review of Resource Economics, Annual Reviews, volume 15, issue 1, pages 63-83, October, DOI: 10.1146/annurev-resource-101422-090.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2023, "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 234, Apr.
• Martin Sola, 2023, "Rational Bubbles: Too Many to be True?," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 240, May.
• Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2023, "“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202305, Jul, revised Jul 2023.
• Maša Soric & Petar Soric & Oscar Claveria, 2023, "“Economic uncertainty and suicide mortality in postpandemic England”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202310, Dec, revised Dec 2023.
• Osama D. Sweidan, 2023, "Geopolitical risk and military expenditures: Evidence from the US economy," Russian Journal of Economics, ARPHA Platform, volume 9, issue 2, pages 201-218, July, DOI: 10.32609/j.ruje.9.97733.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023, "Testing for the appropriate level of clustering in linear regression models," Papers, arXiv.org, number 2301.04522, Jan, revised Mar 2023.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023, "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Papers, arXiv.org, number 2301.04527, Jan, revised Feb 2023.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2023, "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers, arXiv.org, number 2302.02866, Feb, revised Oct 2023.
• Yuehao Bai & Liang Jiang & Joseph P. Romano & Azeem M. Shaikh & Yichong Zhang, 2023, "Covariate Adjustment in Experiments with Matched Pairs," Papers, arXiv.org, number 2302.04380, Feb, revised Oct 2023.
• Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023, "Disentangling Structural Breaks in Factor Models for Macroeconomic Data," Papers, arXiv.org, number 2303.00178, Feb, revised Nov 2025.
• Junlong Feng & Sokbae Lee, 2023, "Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds," Papers, arXiv.org, number 2304.01921, Apr, revised Nov 2024.
• Liang Chen & Juan Jose Dolado & Jesus Gonzalo & Haozi Pan, 2023, "Estimation of Characteristics-based Quantile Factor Models," Papers, arXiv.org, number 2304.13206, Apr.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023, "Inference for Local Projections," Papers, arXiv.org, number 2306.03073, Jun, revised Aug 2024.
• Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Papers, arXiv.org, number 2306.14004, Jun, revised Oct 2025.
• Marinho Bertanha & Margaux Luflade & Ismael Mourifi'e, 2023, "Causal Effects in Matching Mechanisms with Strategically Reported Preferences," Papers, arXiv.org, number 2307.14282, Jul, revised Mar 2026.
• David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt, 2023, "Solving the Forecast Combination Puzzle," Papers, arXiv.org, number 2308.05263, Aug.
• Frank Windmeijer, 2023, "The Robust F-Statistic as a Test for Weak Instruments," Papers, arXiv.org, number 2309.01637, Sep, revised Jan 2025.
• Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2023, "Specification testing with grouped fixed effects," Papers, arXiv.org, number 2310.01950, Oct, revised Sep 2025.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023, "Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels," Papers, arXiv.org, number 2311.02196, Nov.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2023, "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers, Institute for Fiscal Studies, number 03/23, Jan, DOI: 10.47004/wp.cem.2023.0323.
• Jana Heckenbergerova & Irena Honkova, 2023, "Capital Structure Analysis – Theories and Determinants Validation Based on Evidence from the Czech Republic," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 26, issue 1, pages 145-164, March, DOI: 10.15240/tul/001/2023-1-009.
• Lars Winkelmann & Wenying Yao, 2023, "Tests for Jumps in Yield Spreads," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0024, Sep, DOI: 10.48462/opus4-5073.
• Dino Kakeš & Senad Fazlović, 2023, "Razlike U Performansama Poslovanja Jedinica Lokalne Samouprave U Bosni I Hercegovini Spram Implementacije Standarda Iso 9001 (Differences In Business Performance Of Municipalities In Bosnia And Herzegovina Compared To The Implementation Of The Iso 90," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 49, pages 33-44, June.
• Nguyễn Hoàng Sinh & Nguyễn Minh Hiền, 2023, "Sự chứng thực của người nổi tiếng tác động lên thái độ và ý định mua hàng của người tiêu dùng: Vai trò trung gian của tương tác xã hội," 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 18, issue 1, pages 92-108, DOI: 10.46223/HCMCOUJS.econ.vi.18.1.2126.
• Nguyễn Thị Phúc Doang & Nguyễn Văn Đại, 2023, "Các yếu tố ảnh hưởng đến phát triển bền vững của doanh nghiệp vừa và nhỏ tại 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 18, issue 2, pages 44-54, DOI: 10.46223/HCMCOUJS.econ.vi.18.2.2181.
• Nguyễn Minh Kiều & Võ Xuân Diệu, 2023, "Quyết định giao dịch chứng khoán phái sinh: Bằng chứng nghiên cứu thực nghiệm ở 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 18, issue 4, pages 5-19, DOI: 10.46223/HCMCOUJS.econ.vi.18.4.2201.
• Hà Nam Khánh Giao, 2023, "Tác động của chất lượng dịch vụ, giá cả hợp lý và môi trường nhà hàng đến lòng trung thành khách hàng trong ngành ẩm thực tại Thành phồ Hồ Chí Minh sau đại dịch Covid-19," 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 18, issue 5, pages 5-19, DOI: 10.46223/HCMCOUJS.econ.vi.18.5.2269.
• Shuping Shi & Peter C.B. Phillips, 2023, "Diagnosing housing fever with an econometric thermometer," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 159-186, February, DOI: 10.1111/joes.12430.
• Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023, "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, volume 78, issue 1, pages 487-557, February, DOI: 10.1111/jofi.13197.
• Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023, "Real‐Time Monitoring of Bubbles and Crashes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 3, pages 482-513, June, DOI: 10.1111/obes.12540.
• Chirok Han & Hyoungjong Kim, 2023, "Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 5, pages 1135-1155, October, DOI: 10.1111/obes.12554.
• Ebadi Esmaeil & Are Wasiu, 2023, "Reinvestigating the U.S. Consumption Function: A Nonlinear Autoregressive Distributed Lags Approach," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 17, issue 1, pages 1-22, January, DOI: 10.1515/econ-2022-0045.
• Tian Jiarui (Alex), 2023, "A Replication of “The Effect of the Conservation Reserve Program on Rural Economies: Deriving a Statistical Verdict from a Null Finding” (American Journal of Agricultural Economics, 2019)," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 17, issue 1, pages 1-7, January, DOI: 10.1515/econ-2022-0036.
• Ollech Daniel & Webel Karsten, 2023, "A Random Forest-based Approach to Combining and Ranking Seasonality Tests," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 117-130, January, DOI: 10.1515/jem-2020-0020.
• Cai Yong & Canay Ivan A. & Kim Deborah & Shaikh Azeem M., 2023, "On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 85-103, January, DOI: 10.1515/jem-2021-0030.
• Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S., 2023, "Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2367, Nov.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2023, "Indirect Inference and Small Sample Bias - Some Recent Results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/15, May.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2023, "On the determination of the real exchange rate in free markets: do consumer risk-pooling and uncovered interest parity differ and fit?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/2, Feb.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2023, "Testing for consumer risk-pooling in the open economy - further results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/3, Feb.
• Timothy R. Wojan, 2023, "Registered Report: Exploratory Analysis of Ownership Diversity and Innovation in the Annual Business Survey," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 23-11, Mar.
• Jonas Dovern & Alexander Glas & Geoff Kenny, 2023, "Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach," CESifo Working Paper Series, CESifo, number 10256.
• Marc Gronwald, 2023, "Explosive Temperatures," CESifo Working Paper Series, CESifo, number 10680.
• Ichiro Iwasaki & Evžen Kočenda, 2023, "Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies," CESifo Working Paper Series, CESifo, number 10740.
• Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-44, Jun.
• Alberto Quaini & Fabio Trojani & Ming Yuan, 2023, "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-81, Sep.
• Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2023, "Score-type tests for normal mixtures," CIRANO Working Papers, CIRANO, number 2023s-02, Jan.
• Marine Carrasco & N'Golo Koné, 2023, "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," CIRANO Working Papers, CIRANO, number 2023s-03, Jan.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2023, "Highly Irregular Serial Correlation Tests," Working Papers, CEMFI, number wp2023_2302, May.
• Paul Cisneros & Mercy Ilbay-Yupa, 2023, "How is climate change adaptation aid allocated? A study of climate justice in Ecuador," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 95, issue 3, pages 91-130.
• Chen, Liang & Dolado, Juan J & Gonzalo, Jesus & Pan, Haozi, 2023, "Estimation of Characteristics-based Quantile Factor Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18115, Apr.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18271, Jul.
• Verena Monschang & Mark Trede & Bernd Wilfling, 2023, "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10623, Nov.
• Russell Davidson & Andrea Monticini, 2023, "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def130, Nov.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2023, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 36916, Mar.
• Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Pan, Haozi, 2023, "Estimation of characteristics-based quantile factor models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 37095, Apr.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2023, "How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?," Econometric Theory, Cambridge University Press, volume 39, issue 4, pages 789-847, August.
• Liudas Giraitis & Yufei Li & Peter C.B. Phillips, 2023, "Robust Inference on Correlation under General Heterogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2354, Feb.
• Christophe Musitelli Boya, 2023, "Testing the Adaptive Market Hypothesis through the Presence of Dependence in the Swiss Stock Exchange," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 69, issue 2, pages 61-80, DOI: 10.3790/aeq.69.2.61.
• Manganelli, Simone, 2023, "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series, European Central Bank, number 2786, Feb.
• Dovern, Jonas & Glas, Alexander & Kenny, Geoff, 2023, "Testing for differences in survey-based density expectations: a compositional data approach," Working Paper Series, European Central Bank, number 2791, Feb.
• Awaz Mohamed Saleem & Hazheen Mardan Mustafa & Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi, 2023, "Regional Stock Market Efficiency at Weak Form after the Covid-19 Vaccination Approval," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 63-70, November.
• Dedi Kusmayadi & Irman Firmansyah, 2023, "Environmental Disclosure and Efficiency Performance of Energy Company: Case Study of Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 374-381, January.
• Elsas, Ralf & Schoch, Daniela Stephanie, 2023, "Robust inference in single firm/single event analyses," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102391.
• Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin, 2023, "Rational bubbles: Too many to be true?," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104666.
• Leong, Soon Heng & Urga, Giovanni, 2023, "A practical multivariate approach to testing volatility spillover," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104694.
• Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023, "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106124.
• Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2023, "Testing for state dependence in the fixed-effects ordered logit model," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110964.
• Wagner, Martin, 2023, "Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111186.
• Jiang, Hongyi & Sun, Zhenting, 2023, "Testing partial instrument monotonicity," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111400.
• Chrysanthopoulou, Xakousti & Tsioutsios, Alexandros & Dimitriou, Dimitrios, 2023, "Is central bank news good news for loan interest rates volatility?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111411.
• Rossi, Francesca & Robinson, Peter M., 2023, "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 244-269, DOI: 10.1016/j.jeconom.2022.01.010.
• Khismatullina, Marina & Vogt, Michael, 2023, "Nonparametric comparison of epidemic time trends: The case of COVID-19," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 87-108, DOI: 10.1016/j.jeconom.2021.04.010.
• MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023, "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 272-299, DOI: 10.1016/j.jeconom.2022.04.001.
• Kheifets, Igor L. & Phillips, Peter C.B., 2023, "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 300-319, DOI: 10.1016/j.jeconom.2021.07.002.
• Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023, "High dimensional semiparametric moment restriction models," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 320-345, DOI: 10.1016/j.jeconom.2021.07.004.
• Sun, Yucheng & Xu, Wen & Zhang, Chuanhai, 2023, "Identifying latent factors based on high-frequency data," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 251-270, DOI: 10.1016/j.jeconom.2022.04.006.
• Fu, Zhonghao & Hong, Yongmiao & Wang, Xia, 2023, "Testing for structural changes in large dimensional factor models via discrete Fourier transform," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 302-331, DOI: 10.1016/j.jeconom.2022.06.005.
• Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023, "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 88-112, DOI: 10.1016/j.jeconom.2022.01.005.
• He, Yi & Jaidee, Sombut & Gao, Jiti, 2023, "Most powerful test against a sequence of high dimensional local alternatives," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 151-177, DOI: 10.1016/j.jeconom.2021.10.015.
• Li, Yong & Wang, Nianling & Yu, Jun, 2023, "Improved marginal likelihood estimation via power posteriors and importance sampling," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 28-52, DOI: 10.1016/j.jeconom.2021.11.009.
• Hwang, Jungbin & Valdés, Gonzalo, 2023, "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 327-352, DOI: 10.1016/j.jeconom.2021.12.007.
• Kueck, Jannis & Luo, Ye & Spindler, Martin & Wang, Zigan, 2023, "Estimation and inference of treatment effects with L2-boosting in high-dimensional settings," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 714-731, DOI: 10.1016/j.jeconom.2022.02.005.
• Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2023, "Reprint of: Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, volume 234, issue S, pages 56-69, DOI: 10.1016/j.jeconom.2023.03.002.
• Antoine, Bertille & Lavergne, Pascal, 2023, "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 1-24, DOI: 10.1016/j.jeconom.2022.01.011.
• Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023, "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 105-132, DOI: 10.1016/j.jeconom.2021.12.013.
• Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2023, "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 235, issue 1, pages 166-179, DOI: 10.1016/j.jeconom.2022.03.001.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Van de Sijpe, Nicolas & Windmeijer, Frank, 2023, "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 82-104, DOI: 10.1016/j.jeconom.2022.02.004.
• Ullah, Aman & Wang, Tao & Yao, Weixin, 2023, "Semiparametric partially linear varying coefficient modal regression," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1001-1026, DOI: 10.1016/j.jeconom.2022.09.002.
• Pellatt, Daniel F. & Sun, Yixiao, 2023, "Asymptotic F test in regressions with observations collected at high frequency over long span," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1281-1309, DOI: 10.1016/j.jeconom.2022.10.007.
• Chen, Song Xi & Guo, Bin & Qiu, Yumou, 2023, "Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1337-1354, DOI: 10.1016/j.jeconom.2022.10.008.
• Ergemen, Yunus Emre, 2023, "Parametric estimation of long memory in factor models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1483-1499, DOI: 10.1016/j.jeconom.2022.11.005.
• Boot, Tom, 2023, "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1542-1563, DOI: 10.1016/j.jeconom.2023.01.006.
• Keane, Michael & Neal, Timothy, 2023, "Instrument strength in IV estimation and inference: A guide to theory and practice," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1625-1653, DOI: 10.1016/j.jeconom.2022.12.009.
• Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023, "Uniform inference for value functions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1680-1699, DOI: 10.1016/j.jeconom.2022.11.009.
• Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023, "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1747-1769, DOI: 10.1016/j.jeconom.2022.12.011.
• Fan, Yanqin & Shi, Xuetao, 2023, "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2005-2026, DOI: 10.1016/j.jeconom.2023.02.009.
• MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023, "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2027-2056, DOI: 10.1016/j.jeconom.2023.03.005.
• Ma, Jun & Marmer, Vadim & Yu, Zhengfei, 2023, "Inference on individual treatment effects in nonseparable triangular models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2096-2124, DOI: 10.1016/j.jeconom.2023.02.011.
• Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae, 2023, "Testing for time stochastic dominance," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 352-371, DOI: 10.1016/j.jeconom.2022.03.012.
• Casini, Alessandro, 2023, "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 372-392, DOI: 10.1016/j.jeconom.2022.05.001.
• Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023, "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 418-443, DOI: 10.1016/j.jeconom.2022.04.009.
• Liu, Yanbo & Phillips, Peter C.B., 2023, "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 563-591, DOI: 10.1016/j.jeconom.2022.06.002.
• Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023, "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 720-744, DOI: 10.1016/j.jeconom.2022.08.001.
• MacKinnon, James G., 2023, "Using large samples in econometrics," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 922-926, DOI: 10.1016/j.jeconom.2022.05.005.
• Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023, "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 927-948, DOI: 10.1016/j.jeconom.2022.07.010.
• Perera, Indeewara & Silvapulle, Mervyn J., 2023, "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 949-971, DOI: 10.1016/j.jeconom.2022.08.006.
• Chang, Jinyuan & Jiang, Qing & Shao, Xiaofeng, 2023, "Testing the martingale difference hypothesis in high dimension," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 972-1000, DOI: 10.1016/j.jeconom.2022.09.001.
• Guay, Alain & Pelgrin, Florian, 2023, "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.009.
• Anatolyev, Stanislav & Sølvsten, Mikkel, 2023, "Testing many restrictions under heteroskedasticity," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.03.011.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023, "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105490.
• Bugni, Federico A. & Gao, Mengsi, 2023, "Inference under covariate-adaptive randomization with imperfect compliance," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105497.
• Kojevnikov, Denis & Song, Kyungchul, 2023, "Econometric inference on a large Bayesian game with heterogeneous beliefs," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105502.
• Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo, 2023, "Volatility measurement with pockets of extreme return persistence," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2020.11.005.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Extensions to IVX methods of inference for return predictability," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.02.007.
• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Transformed regression-based long-horizon predictability tests," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.06.006.
• Sun, Zhenting, 2023, "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105523.
• Kojevnikov, Denis & Song, Kyungchul, 2023, "Some impossibility results for inference with cluster dependence with large clusters," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105524.
• Kiviet, Jan F., 2023, "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, volume 25, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2021.12.008.
• MacKinnon, James G., 2023, "Fast cluster bootstrap methods for linear regression models," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 52-71, DOI: 10.1016/j.ecosta.2021.11.009.
• Hirukawa, Masayuki, 2023, "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 36-61, DOI: 10.1016/j.ecosta.2021.12.001.
• Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
• Nonejad, Nima, 2023, "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 91-122, DOI: 10.1016/j.jempfin.2022.11.009.
• Roy, Archi & Soni, Anchal & Deb, Soudeep, 2023, "A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106830.
• Zhang, Chuanhai & Ma, Huan & Arkorful, Gideon Bruce & Peng, Zhe, 2023, "The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102497.
• Esteve, Vicente & Prats, María A., 2023, "Testing explosive bubbles with time-varying volatility: The case of Spanish public debt," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103330.
• Shen, Lihua & Hong, Yanran, 2023, "Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103420.
• Candelon, Bertrand & Hasse, Jean-Baptiste, 2023, "Testing for causality between climate policies and carbon emissions reduction," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103878.
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023, "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100771.
• Raghavendra, Chandrika & Sharif, Taimur & Mahesh, Rampilla & Yadav, Miklesh Prasad & Abedin, Mohammad Zoynul, 2023, "Do market, resource and knowledge distance impact inbound cross-border acquisition?," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100862.
• Belzunce, Félix & Martínez-Riquelme, Carolina, 2023, "A new stochastic dominance criterion for dependent random variables with applications," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 165-176, DOI: 10.1016/j.insmatheco.2022.12.002.
• Li, Yinhuan & Fung, Tsz Chai & Peng, Liang & Qian, Linyi, 2023, "Diagnostic tests before modeling longitudinal actuarial data," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 310-325, DOI: 10.1016/j.insmatheco.2023.09.002.
• Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023, "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 606-622, DOI: 10.1016/j.ijforecast.2022.01.005.
• Stepankova, Barbora & Teply, Petr, 2023, "Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106969.
• Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023, "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103707.
• Wang, Shu & Zhou, Baicheng & Gao, Tianshu, 2023, "Speculation or actual demand? The return spillover effect between stock and commodity markets," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2022.100308.
• Das, Subhasish & Biswas, Amit K., 2023, "Can authorities curtail falsified trade & investment data that hide capital movements? Evidence from flows between BRICS and the USA," Journal of Policy Modeling, Elsevier, volume 45, issue 5, pages 957-974, DOI: 10.1016/j.jpolmod.2023.09.001.
• Kolte, Ashutosh & Roy, Jewel Kumar & Vasa, László, 2023, "The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103216.
• Claudio-Quiroga, Gloria & Gil-Alana, Luis A. & Maiza-Larrarte, Andoni, 2023, "Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103433.
• Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
• Raggad, Bechir & Bouri, Elie, 2023, "Gold and crude oil: A time-varying causality across various market conditions," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104273.
• Zhang, Chuanhai & Ma, Huan & Liao, Xiaosai, 2023, "Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101950.
• Schneider, Nicolas & Strielkowski, Wadim, 2023, "Modelling the unit root properties of electricity data—A general note on time-domain applications," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 618, issue C, DOI: 10.1016/j.physa.2023.128685.
• Wei, Zhengyuan & He, Qingxia & Zhou, Qili & Wang, Ge, 2023, "Measuring dependence structure and extreme risk spillovers in stock markets: An APARCH-EVT-DMC approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 632, issue P1, DOI: 10.1016/j.physa.2023.129357.
• Tang, Yunshu & Xie, Wenyan & Li, Dong Andrew & Ruan, Yaoyun, 2023, "Market liquidity migration’s effects on the relationship between stock liquidity and stock price crash risk: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 158-169, DOI: 10.1016/j.qref.2022.10.013.
• Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023, "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 364-379, DOI: 10.1016/j.iref.2023.03.009.
• Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023, "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101821.
• Wang, Delu & Wang, Yadong & Jiang, Wuding & Shi, Xunpeng, 2023, "Has outward foreign direct investment alleviated industrial overcapacity in China? An empirical test of the upstream and downstream industrial links," Structural Change and Economic Dynamics, Elsevier, volume 67, issue C, pages 250-263, DOI: 10.1016/j.strueco.2023.08.005.
• Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023, "Disentangling Structural Breaks in Factor Models for Macroeconomic Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-15, Mar, revised Nov 2025.
• Otsu, Taisuke & Pesendorfer, Martin, 2023, "Equilibrium multiplicity in dynamic games: testing and estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113588, Jan.
• Uwe Hassler & Mehdi Hosseinkouchack, 2023, "Powerful Self-Normalizing Tests for Stationarity Against the Alternative of a Unit Root," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A003.
• Kun Ho Kim & Hira L. Koul & Jiwoong Kim, 2023, "A Specification Test Based on Convolution-Type Distribution Function Estimates for Non-Linear Autoregressive Processes," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A006.
• Javier Hidalgo & Heejun Lee & Jungyoon Lee & Myung Hwan Seo, 2023, "Minimax Risk in Estimating Kink Threshold and Testing Continuity," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A008.
• Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2023, "Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A010.
• Yixiao Sun, 2023, "Some Extensions of AsymptoticFandtTheory in Nonstationary Regressions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A011.
• Jean-Louis Bago & Wadjamsse Djezou & Luca Tiberti & Landry Achy, 2023, "Rural electrification and women's empowerment in Côte d’Ivoire," Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, volume 14, issue 1, pages 25-43, March, DOI: 10.1108/JADEE-11-2021-0295.
• Devran Sanli & Ramazan Arslan, 2023, "Testing convergence hypothesis for EU countries: a heterogenous panel data approach," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 41, issue 2, pages 635-657, February, DOI: 10.1108/JEAS-08-2022-0202.
• Dimitrios Panagiotou & Filio Naka, 2023, "Testing for sign and size symmetry between futures prices and spot prices in the markets of energy commodities: risk diversification and policy implications," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 1, pages 192-220, September, DOI: 10.1108/SEF-01-2023-0009.