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

• 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, Centre for Economic Policy Research, number 18115, Apr.
• Inoue, Atsushi & Jordà , Oscar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• S. Firpo & A. Galvao & M. Kobus & T. Parker & P. Rosa-Dias, 2023, "Loss aversion and the welfare ranking of policy interventions," Working Papers, Institute of Economics, Polish Academy of Sciences, number 53, Mar.
• 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, International Journal of Economics and Financial Issues, 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, International Journal of Energy Economics and Policy, 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.
• Panos Fousekis, 2023, "How does fear spread across asset classes? Evidence from quantile connectedness," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 2, pages 365-388, September, DOI: 10.1108/SEF-07-2023-0408.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2023, "Significance Bands for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-15, May, DOI: 10.24148/wp2023-15.
• Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang, 2023, "Testing for Multi-Asset Systemic Tail Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2023-016, Jul, revised 29 May 2026, DOI: 10.20955/wp.2023.016.
• Jeremy Majerovitz & Karthik Sastry, 2023, "How Much Should We Trust Regional-Exposure Designs?," Working Papers, Federal Reserve Bank of St. Louis, number 2023-018, Jul, DOI: 10.20955/wp.2023.018.
• Aaron Amburgey & Michael W. McCracken, 2023, "Growth-at-Risk is Investment-at-Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2023-020, Aug, revised 14 Aug 2025, DOI: 10.20955/wp.2023.020.
• Sílvia Gonçalves & Michael W. McCracken & Yongxu Yao, 2023, "Bootstrapping out-of-sample predictability tests with real-time data," Working Papers, Federal Reserve Bank of St. Louis, number 2023-029, Nov, revised 03 Sep 2024, DOI: 10.20955/wp.2023.029.
• Michael P. Keane & Timothy Neal, 2023, "Robust Inference for the Frisch Labor Supply Elasticity," Opportunity and Inclusive Growth Institute Working Papers, Federal Reserve Bank of Minneapolis, number 081, Nov, DOI: 10.21034/iwp.81.
• Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2023, "Beta-Sorted Portfolios," Staff Reports, Federal Reserve Bank of New York, number 1068, Jul, DOI: 10.59576/sr.1068.
• Jona Puci & Albana Demi & Bleona Seferaj, 2023, "Towards the improvement of financial performance of the insurance sector in Albania," Journal of Financial Studies, Institute of Financial Studies, volume 14, issue 8, pages 110-119, May, DOI: 10.55654/JFS.2023.8.14.8.
• Koen Jochmans, 2023, "Testing Random Assignment To Peer Groups," Post-Print, HAL, number hal-04077423, DOI: 10.1002/jae.2953.
• Bertrand Candelon & Jean-Baptiste Hasse, 2023, "Testing for causality between climate policies and carbon emissions reduction," Post-Print, HAL, number hal-04104020, Jul, DOI: 10.1016/j.frl.2023.103878.
• Antoine Bertille & Pascal Lavergne, 2023, "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print, HAL, number hal-04141433, Jul, DOI: 10.1016/j.jeconom.2022.01.011.
• Jean-Claude Kouakou Brou & Jamal Bouoiyour, 2023, "South Africa's Public Debt: Long-term Dependence, Structural Breaks and Multifractality
  [La dette publique de l'Afrique du Sud : dépendance à long terme, ruptures structurelles et multifractalité]," Post-Print, HAL, number hal-04327950, Dec, DOI: 10.11130/jei.2023.38.4.670.
• Christian Francq & Jean-Michel Zakoïan, 2023, "Testing Hypotheses on the Innovations Distribution in Semi-Parametric Conditional Volatility Models," Post-Print, HAL, number hal-05417201, Dec, DOI: 10.1093/jjfinec/nbac011.
• Yacouba Coulibaly, 2023, "The Effects of Climate Change on Public Investment Efficiency in Resource-rich Countries : Evidence from Stochastic Frontier Analysis," Working Papers, HAL, number hal-04072345, Apr.
• Yacouba Coulibaly, 2023, "Can Resource-backed Loans Mitigate Climate Change ?," Working Papers, HAL, number hal-04072352, Apr.
• König, Corinna & Sakshaug, Joseph, 2023, "Nonresponse trends in establishment panel surveys: findings from the 2001–2017 IAB establishment panel," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 57, issue , pages 1-023, DOI: 10.1186/s12651-023-00349-4.
• Hsiang-Tsai Chiang & Cheng-Chun Chao & Tzu-Yu Ou, 2023, "The Impact Of Board Composition And Ownership Structure On Innovation Performance: An Empirical Study In Taiwan’S Electronics Industry," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 17, issue 1, pages 13-34.
• Imanou Akala & Laetitia Pozniak, 2023, "Do Smes Listed On The Alternative Investment Market Outperform Smes Listed On Euronext?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 17, issue 1, pages 49-60.
• Wagner, Martin, 2023, "Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 44, Jan.
• Lorena DelaTorre-Diaz & Roman Rodríguez-Aguilar & Salvador Rivas-Aceves, 2023, "The Importance of Health and Social Protection Assets in the Economic Welfare of Households in Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 4, pages 1-22, Octubre -.
• Md.Nazmul HOSSAIN & MHM Imrul KABIR & Salma AKTER, 2023, "The rivalry between Traditional Market and Social Commerce Market and a brief study of consumer tendency:An empirical evidence," Romanian Journal of Economics, Institute of National Economy, volume 56, issue 1(65), pages 64-87, July.
• François-Éric Racicota & David Tessierc, 2023, "On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note," Working Papers, Department of Research, Ipag Business School, number 2023-001, Jun.
• 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"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202309, Jul, revised Jul 2023.
• Masa Soric & Petar Soric & Oscar Claveria, 2023, "Economic uncertainty and suicide mortality in post-pandemic England," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202320, Dec, revised Dec 2023.
• Zongwu Cai & Hongwei Mei & Rui Wang, 2023, "A Model Specification Test for Nonlinear Stochastic Diffusions with Delay," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202301, Jan, revised Jan 2023.
• Jan Matas & Jan Pospíšil, 2023, "Robustness and sensitivity analyses of rough Volterra stochastic volatility models," Annals of Finance, Springer, volume 19, issue 4, pages 523-543, December, DOI: 10.1007/s10436-023-00433-2.
• Veeravel. V & A. Balakrishnan, 2023, "Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 37-48, March, DOI: 10.1007/s10690-022-09367-7.
• Tolga Omay & Perihan Iren, 2023, "Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 1, pages 233-265, January, DOI: 10.1007/s10614-021-10205-7.
• Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023, "Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 4, pages 1637-1664, April, DOI: 10.1007/s10614-022-10255-5.
• Sebastian Jobjörnsson & Henning Schaak & Oliver Musshoff & Tim Friede, 2023, "Improving the statistical power of economic experiments using adaptive designs," Experimental Economics, Springer;Economic Science Association, volume 26, issue 2, pages 357-382, April, DOI: 10.1007/s10683-022-09773-8.
• Charles A. Holt & Sean P. Sullivan, 2023, "Permutation tests for experimental data," Experimental Economics, Springer;Economic Science Association, volume 26, issue 4, pages 775-812, September, DOI: 10.1007/s10683-023-09799-6.
• Kevin Rink, 2023, "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 403-456, December, DOI: 10.1007/s11408-023-00433-2.
• Alexander D. Stead & Phill Wheat & William H. Greene, 2023, "On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model," Journal of Productivity Analysis, Springer, volume 60, issue 1, pages 37-48, August, DOI: 10.1007/s11123-023-00669-0.
• John Hagedoorn & Helen Haugh & Paul Robson & Kate Sugar, 2023, "Social innovation, goal orientation, and openness: insights from social enterprise hybrids," Small Business Economics, Springer, volume 60, issue 1, pages 173-198, January, DOI: 10.1007/s11187-022-00643-4.
• Cameron J. Borgholthaus & Joshua V. White & Erik Markin & Vishal K. Gupta, 2023, "Venture creation in the aftermath of COVID-19: The impact of US governor party affiliation and discretion," Small Business Economics, Springer, volume 61, issue 2, pages 655-674, August, DOI: 10.1007/s11187-022-00705-7.
• Ricarda B. Bouncken & Martin Ratzmann & Jeffrey G. Covin, 2023, "Fluffy cuffs: SME’s innovation in alliances with buyer firms," Small Business Economics, Springer, volume 61, issue 3, pages 1231-1251, October, DOI: 10.1007/s11187-023-00731-z.
• Robert A. Goehlich & Ralf Bebenroth, 2023, "Pilots' Desire to Become Future Space Tourism Pilots: Polynomial Regression Using Response Surface Analysis," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2023-16, Aug.
• Md. Rahat Khan & Sanjoy Kumar Roy, 2023, "Moderating Effect of M-Banking Apps Users' Demographic Variables on the Relationship between the Ease of Use and Brand Trust," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 9, issue 2, pages 249-265, DOI: 10.11118/ejobsat.2023.015.
• David T. Frazier & Ryan Covey & Gael M. Martin & Donald S. Poskitt, 2023, "Solving the Forecast Combination Puzzle," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/23.
• Magdalena Kozińska, 2023, "Zarządzanie kryzysowe w sektorze ubezpieczeniowym – o upadłości i resolution ubezpieczycieli w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 6, pages 673-696.
• Ivan Canay & Gastón Illanes & Amilcar Velez, 2023, "A User's Guide to Inference in Models Defined by Moment Inequalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 31040, Mar.
• Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023, "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31384, Jun.
• Kevin Lang, 2023, "How Credible is the Credibility Revolution?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31666, Sep.
• Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
• John Y. Campbell & Martin Lettau & Burton Malkiel & Yexiao Xu, 2023, "Idiosyncratic Equity Risk Two Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 203-223, August, DOI: 10.1561/104.00000128.
• Luis Alberiko Gil-Alana, 2023, "Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2022, Nov.
• Ivaylo Beev & Konstantin Kolev & Maya Tsoklinova, 2023, "Williamson’s Institutional Analysis of Investments: A Case Study of Bulgarian Forestry," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 612-627, September.
• Gergana Kirilova, 2023, "Profile Characteristics of Prospective University Students: Status and Trends," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 37-48, December.
• Venance Shillingi & Eliza Mwakasangula, 2023, "Students’ Copying Strategies With Covid-19 Pandemic In Tanzania: A Cross Sectional Study Of Universities In Morogoro Municipality," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 8, issue 1, pages 26-39, March, DOI: http://doi.org/10.47535/1991ojbe162.
• Sam Astill & David I Harvey & Stephen J Leybourne & A M Robert Taylor & Yang Zu, 2023, "CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 187-227.
• Daniele Massacci, 2023, "Testing for Regime Changes in Portfolios with a Large Number of Assets: A Robust Approach to Factor Heteroskedasticity," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 316-367.
• Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023, "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 412-444.
• Sander Barendse & Erik Kole & Dick van Dijk, 2023, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 528-568.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023, "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 915-958.
• Jinjing Liu, 2023, "A New Tail-Based Correlation Measure and Its Application in Global Equity Markets," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 959-987.
• Eiji Kurozumi & Anton Skrobotov & Alexey Tsarev, 2023, "Time-Transformed Test for Bubbles under Non-stationary Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1282-1307.
• Ye ChenCapital & Peter C B Phillips & Shuping Shi, 2023, "Common Bubble Detection in Large Dimensional Financial Systems," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 989-1063.