Research classified by Journal of Economic Literature (JEL) codes

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

2023

• 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.

2022

• James MacKinnon & Morten Ørregaard Nielsen, 2022, "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-08, Apr.
• Yunus Emre Ergemen, 2022, "Parametric Estimation of Long Memory in Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-10, Jun.
• Sinem Uçarkaya & Şenol Babuşcu & Adalet Hazar, 2022, "The Effect of Sovereign Credit Ratings on Cds Premiums: An Event Study on Developed and Developing Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 135-158, April, DOI: https://doi.org/10.33203/mfy.106700.
• Sebastian Kranz & Peter Pütz, 2022, "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics: Comment," American Economic Review, American Economic Association, volume 112, issue 9, pages 3124-3136, September, DOI: 10.1257/aer.20210121.
• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2022, "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics: Reply," American Economic Review, American Economic Association, volume 112, issue 9, pages 3137-3139, September, DOI: 10.1257/aer.20220277.
• Hasan Kazak, 2022, "İslami Bankacılık Konvansiyonel Bankacılık Üzerinde Etkili mi? Türkiye Örneği Üzerinden Bir Nedensellik Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 982-998, DOI: 10.30784/epfad.1196986.
• Gustavo A. Yepes-López & Ufuk Gergerlioğlu, 2022, "Tax Education and the Attitude of University Students Towards Tax Consciousness: The Case of University of Externado (Colombia)," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 8, issue 1, pages 69-87, DOI: https://doi.org/10.15826/jtr.2022.8.
• Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022009, Feb.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2022, "Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022024, Aug.
• Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022002, Feb.
• Candelon, Bertrand & Hasse, Jean-Baptiste, 2022, "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022005, Jun.
• Lena Janys, 2022, "Testing the Presence of Implicit Hiring Quotas with Application to German Universities," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 165, May.
• Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2022, "Network Structure and Fragmentation of the Argentinean Interbank Markets," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 129, Mar.
• Elia Lapenta & Pascal Lavergne, 2022, "Encompassing Tests for Nonparametric Regressions," Papers, arXiv.org, number 2203.06685, Mar, revised Oct 2023.
• Federico Forte & Pedro Elosegui & Gabriel Montes-Rojas, 2022, "Network structure and fragmentation of the Argentinean interbank markets," Papers, arXiv.org, number 2203.14488, Mar.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022, "Cluster-Robust Inference: A Guide to Empirical Practice," Papers, arXiv.org, number 2205.03285, May.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022, "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Papers, arXiv.org, number 2205.03288, May, revised Nov 2023.
• Jushan Bai & Jiangtao Duan & Xu Han, 2022, "Likelihood ratio test for structural changes in factor models," Papers, arXiv.org, number 2206.08052, Jun, revised Dec 2023.
• Mario P. Rothfelder & Otilia Boldea, 2022, "Testing for a Threshold in Models with Endogenous Regressors," Papers, arXiv.org, number 2207.10076, Jul.
• Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022, "Beta-Sorted Portfolios," Papers, arXiv.org, number 2208.10974, Aug, revised Nov 2024.
• Jinyuan Chang & Qing Jiang & Xiaofeng Shao, 2022, "Testing the martingale difference hypothesis in high dimension," Papers, arXiv.org, number 2209.04770, Sep, revised Sep 2022.
• Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan, 2022, "Inference in Cluster Randomized Trials with Matched Pairs," Papers, arXiv.org, number 2211.14903, Nov, revised Aug 2025.
• Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022, "Score-based calibration testing for multivariate forecast distributions," Papers, arXiv.org, number 2211.16362, Nov, revised Dec 2023.
• Aldin Brajic & Samira Dedic & Saliha Brajic, 2022, "Analysis Of The Relationship Between The Quality Of Health Services Dimensions At The Tertiary Level Of Healthcare," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 31, issue 1, pages 101-123, june, DOI: 10.17818/EMIP/2022/1.5.
• Vito Bobek & Ivana Civsa & Tatjana Horvat, 2022, "Do Only Higher Penalties Help To Achieve Compliance In Selected Emerging Markets?," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 31, issue 2, pages 369-396, december, DOI: 10.17818/EMIP/2022/2.2.
• Mustafa Kevser & Mesut DoÄŸan & AyÅŸenur TarakçioÄŸlu Altinay, 2022, "The Impact Of Buy €“ Sell Recommendations On Banks’ Stock Returns," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 2, DOI: 10.30525/2256-0742/2022-8-2-1-10.
• Daniela Balutel & Marie-Hélène Felt & Gradon Nicholls & Marcel Voia, 2022, "Bitcoin Awareness, Ownership and Use: 2016–20," Discussion Papers, Bank of Canada, number 2022-10, Apr, DOI: 10.34989/sdp-2022-10.
• Walter Engert & Kim Huynh, 2022, "Cash, COVID-19 and the Prospects for a Canadian Digital Dollar," Discussion Papers, Bank of Canada, number 2022-17, Aug, DOI: 10.34989/sdp-2022-17.
• Heng Chen & Walter Engert & Kim Huynh & Daneal O’Habib & Joy Wu & Julia Zhu, 2022, "Cash and COVID-19: What happened in 2021," Discussion Papers, Bank of Canada, number 2022-8, Apr, DOI: 10.34989/sdp-2022-8.
• Daniela Balutel & Walter Engert & Christopher Henry & Kim Huynh & Marcel Voia, 2022, "Private Digital Cryptoassets as Investment? Bitcoin Ownership and Use in Canada, 2016-2021," Staff Working Papers, Bank of Canada, number 22-44, Oct, DOI: 10.34989/swp-2022-44.
• Karina Acosta & Jaime Bonet-Morón, 2022, "Convergencia regional en Colombia en el Siglo XXI," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 308, May, DOI: 10.32468/dtseru.308.
• Lazar Čolić & Ivana Prica, 2022, "Uloga Regulacionog Stanja Na Ponašanje Potrošača (The Role Of The Regulatory State On Consumer Behavior)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 45, pages 1-13, June.
• Saliha Brajić & Aldin Brajić, 2022, "Upravljanje Konfliktima Kao Determinanta Lojalnosti Korisnika U Privatnom Zdravstvenom Sektoru (Conflict Management As Determining Factor Of User Loyalty In The Private Health Sector)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 45, pages 63-76, June.
• Uros Delevic & James Kennell, 2022, "Multinationals And Wages: Evidence From Employer–Employee Data In Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 67, issue 232, pages 49-80, January –.
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• Ana Aguilar & María Diego-Fernández & Rocio Elizondo & Jessica Roldán-Peña, 2022, "Term premium dynamics and its determinants: the Mexican case," BIS Working Papers, Bank for International Settlements, number 993, Jan.
• Draganac Dragana & Jović Danica & Novak Ana, 2022, "Digital Competencies in Selected European Countries among University and High-School Students: Programming is lagging behind," Business Systems Research, Sciendo, volume 13, issue 2, pages 135-154, December, DOI: 10.2478/bsrj-2022-0019.
• Evžen Kočenda & Ichiro Iwasaki, 2022, "Bank survival around the world: A meta‐analytic review," Journal of Economic Surveys, Wiley Blackwell, volume 36, issue 1, pages 108-156, February, DOI: 10.1111/joes.12451.
• Joakim Westerlund & Milda Norkutė & Ovidijus Stauskas, 2022, "The factor analytical approach in trending near unit root panels," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 3, pages 501-508, May, DOI: 10.1111/jtsa.12624.
• Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen & Jiaqi Xiao, 2022, "Improved tests for Granger noncausality in panel data," Swiss Stata Conference 2022, Stata Users Group, number 06, Nov.
• Karen Ortiz-Becerra, 2022, "Testing attrition bias in field experiments," Economics Virtual Symposium 2022, Stata Users Group, number 08, Nov.
• Schochet Peter Z., 2022, "Estimating complier average causal effects for clustered RCTs when the treatment affects the service population," Journal of Causal Inference, De Gruyter, volume 10, issue 1, pages 300-334, January, DOI: 10.1515/jci-2022-0033.
• Montes-Rojas Gabriel, 2022, "Subgraph Network Random Effects Error Components Models: Specification and Testing," Journal of Econometric Methods, De Gruyter, volume 11, issue 1, pages 17-34, January, DOI: 10.1515/jem-2021-0001.
• Taufemback Cleiton G. & Troster Victor & Shahbaz Muhammad, 2022, "A Robust Test for Monotonicity in Asset Returns," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 1, pages 1-24, January, DOI: 10.1515/jtse-2019-0068.
• Canepa Alessandra, 2022, "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 1, pages 51-85, January, DOI: 10.1515/jtse-2020-0044.
• Kaldorf Matthias & Wied Dominik, 2022, "Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 1-24, February, DOI: 10.1515/snde-2019-0043.
• Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu, 2022, "Testing for stationarity with covariates: more powerful tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 191-203, April, DOI: 10.1515/snde-2019-0038.
• Schmidt Alexander & Schweikert Karsten, 2022, "Multiple structural breaks in cointegrating regressions: a model selection approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 219-254, April, DOI: 10.1515/snde-2020-0063.
• Yang Lixiong, 2022, "Time-varying threshold cointegration with an application to the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 257-274, April, DOI: 10.1515/snde-2018-0101.
• Gogebakan Kemal Caglar, 2022, "Rescaled variance tests for seasonal stationarity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 617-633, September, DOI: 10.1515/snde-2021-0004.
• Lucian IVAN & Cosmin Sandu BADELE, 2022, "The Role Of Strategic Economic Analysis Within Modern Society," Contemporary Economy Journal, Constantin Brancoveanu University, volume 7, issue 4, pages 124-134.
• Sara Boni & Francesco Ravazzolo, 2022, "A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS94, Jun.
• Hafner, C. M., 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2214, Feb.
• Hafner, C. M., 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2206, Feb.
• Alex Tian & Tom Coupé & Sayak Khatua & W. Robert Reed & Ben Wood, 2022, "Power to the Researchers: Calculating Power After Estimation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/17, Oct.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2022, "Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/10, May.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2022, "Targeting moments for calibration compared with indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/12, Jul.
• Sreevidya Ayyar & Yukitoshi Matsushita & Taisuke Otsu, 2022, "Conditional likelihood ratio test with many weak instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 624, Oct.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 10018.
• Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
• Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2022, "Score-type tests for normal mixtures," Working Papers, CEMFI, number wp2022_2213, Dec.
• Eduardo Sandoval Álamos & Fernando Olea Rodr�guez, 2022, "Uso del endeudamiento y desempeno en los mercados accionarios. El caso de sociedades anónimas de Brasil, Chile, México y Perú," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 129-157.
• Karina Acosta & Jaime Bonet-Mor�n, 2022, "Convergencia regional en Colombia en el Siglo XXI," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 20123, May, DOI: 10.32468/dtseru.308.
• McCloskey, Adam & Michaillat, Pascal, 2022, "Incentive-Compatible Critical Values," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16942, Jan.
• Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022, "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers, Center for Research in Economics and Statistics, number 2022-09, Mar.
• Gwen-Jiro Clochard, 2022, "Contact Interventions: A Meta-Analysis," Working Papers, Center for Research in Economics and Statistics, number 2022-14, Jul.
• Casini, Alessandro & Perron, Pierre, 2022, "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, volume 38, issue 1, pages 35-65, February.
• Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022, "Robust Tests For White Noise And Cross-Correlation," Econometric Theory, Cambridge University Press, volume 38, issue 5, pages 913-941, October.
• Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2334, Jun.
• Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2350, Oct.
• Wali Aya Rumbia & Abd Azis Muthalib & Bakhtiar Abbas & Pasrun Adam & Asrul Jabani & Yuwanda Purnamasari Pasrun & Dzulfikri Azis Muthalib, 2022, "The Asymmetry Effect of Oil Consumption, Unemployment and Broadband Technology on Economic Growth in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 276-281, March.
• Adi Wijaya & Muhammad Awaluddin & A. Erwin Kurniawan, 2022, "The Essence of Fuel and Energy Consumptions to Stimulate MSMEs Industries and Exports: An Empirical Story for Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 386-393, March.
• Najia Saqib & Ivan A. Duran & Nazia Hashmi, 2022, "Impact of Financial Deepening, Energy Consumption and Total Natural Resource Rent on CO2 Emission in the GCC Countries: Evidence from Advanced Panel Data Simulation," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 400-409, March.
• Diana Lestari & Zamruddin Hasid & Arfiah Busari & Aji Alya Ananda, 2022, "Multiplier Effect of Energy Infrastructure on GRDP: Horizon in 3 Production Areas in East Kalimantan Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 127-136, November.
• Vicente Esteve & María A. Prats, 2022, "Testing explosive bubbles with time-varying volatility: The case of the Spanish public debt, 1850?2021," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2205, Sep.
• Hung, Ying-Shu & Lee, Chingnun & Chen, Pei-Fen, 2022, "China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 643-666, DOI: 10.1016/j.eap.2022.09.008.
• Demetrescu, Matei & Kusin, Vladimir & Salish, Nazarii, 2022, "Testing for no cointegration in vector autoregressions with estimated degree of fractional integration," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105694.
• Wang, Lu & Wu, Jianhong, 2022, "Estimation of high-dimensional factor models with multiple structural changes," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105743.
• Veeramoothoo, Sathiavanee & Hammoudeh, Shawkat, 2022, "Impact of Basel III liquidity regulations on U.S. Bank performance in different conditional profitability spectrums," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101826.
• Morello, Thiago & Anderson, Liana & Silva, Sonaira, 2022, "Innovative fire policy in the Amazon: A statistical Hicks-Kaldor analysis," Ecological Economics, Elsevier, volume 191, issue C, DOI: 10.1016/j.ecolecon.2021.107248.
• Skrobotov, Anton, 2022, "On robust testing for trend," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110276.
• Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing, 2022, "A score statistic for testing the presence of a stochastic trend in conditional variances," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110394.
• Ergemen, Yunus Emre, 2022, "Forecasting inflation rates with multi-level international dependence," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110456.
• Wang, Luya, 2022, "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110538.
• Tang, Shengfang & Huang, Zhilin, 2022, "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110524.
• Anghel, Dan Gabriel, 2022, "No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110584.
• Deng, Mingyu & Wang, Mingxi, 2022, "Artificial regression test diagnostics for impact measures in spatial models," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110689.
• Defever, Fabrice & Riaño, Alejandro, 2022, "Firm-destination heterogeneity and the distribution of export intensity," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110810.
• Hsieh, Yu-Wei & Shi, Xiaoxia & Shum, Matthew, 2022, "Inference on estimators defined by mathematical programming," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 248-268, DOI: 10.1016/j.jeconom.2021.06.001.
• Jun, Sung Jae & Zincenko, Federico, 2022, "Testing for risk aversion in first-price sealed-bid auctions," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 295-320, DOI: 10.1016/j.jeconom.2020.11.015.
• Khalil, Umair & Yıldız, Neşe, 2022, "A test of the selection on observables assumption using a discontinuously distributed covariate," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 423-450, DOI: 10.1016/j.jeconom.2021.09.018.
• Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022, "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 477-497, DOI: 10.1016/j.jeconom.2020.11.009.
• Cai, Zongwu & Fang, Ying & Xu, Qiuhua, 2022, "Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 114-133, DOI: 10.1016/j.jeconom.2020.07.018.
• Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022, "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 241-263, DOI: 10.1016/j.jeconom.2020.05.006.
• Francq, Christian & Zakoïan, Jean-Michel, 2022, "Testing the existence of moments for GARCH processes," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 47-64, DOI: 10.1016/j.jeconom.2020.05.009.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2022, "Testing for episodic predictability in stock returns," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 85-113, DOI: 10.1016/j.jeconom.2020.01.001.
• Werker, Bas J.M. & Zhou, Bo, 2022, "Semiparametric testing with highly persistent predictors," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 347-370, DOI: 10.1016/j.jeconom.2021.03.016.
• Demetrescu, Matei & Rodrigues, Paulo M.M., 2022, "Residual-augmented IVX predictive regression," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 429-460, DOI: 10.1016/j.jeconom.2020.11.007.
• Ai, Chunrong & Linton, Oliver & Zhang, Zheng, 2022, "Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 39-61, DOI: 10.1016/j.jeconom.2020.12.009.
• Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022, "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 342-358, DOI: 10.1016/j.jeconom.2021.09.016.
• Feng, Long & Lan, Wei & Liu, Binghui & Ma, Yanyuan, 2022, "High-dimensional test for alpha in linear factor pricing models with sparse alternatives," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 152-175, DOI: 10.1016/j.jeconom.2021.07.011.
• Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022, "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 276-298, DOI: 10.1016/j.jeconom.2020.09.010.
• Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022, "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 83-113, DOI: 10.1016/j.jeconom.2021.11.003.
• Zou, Tao & Lan, Wei & Li, Runze & Tsai, Chih-Ling, 2022, "Inference on covariance-mean regression," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 318-338, DOI: 10.1016/j.jeconom.2021.05.004.
• Tu, Yundong & Liang, Han-Ying & Wang, Qiying, 2022, "Nonparametric inference for quantile cointegrations with stationary covariates," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 453-482, DOI: 10.1016/j.jeconom.2021.06.002.
• Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.
• Blackburn, McKinley L., 2022, "Testing for coefficient differences across nested linear regression specifications," Econometrics and Statistics, Elsevier, volume 23, issue C, pages 1-18, DOI: 10.1016/j.ecosta.2021.03.007.
• Yang, Bingduo & Long, Wei & Yang, Zihui, 2022, "Testing predictability of stock returns under possible bubbles," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 246-260, DOI: 10.1016/j.jempfin.2022.07.010.
• Awaworyi-Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2022, "Breaks, trends and correlations in commodity prices in the very long-run," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105933.
• Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022, "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105972.
• Payne, James E. & Lee, Junsoo & Islam, Md. Towhidul & Nazlioglu, Saban, 2022, "Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106201.
• Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022, "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102002.
• Assaf, Ata & Bhandari, Avishek & Charif, Husni & Demir, Ender, 2022, "Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102132.
• Shi, Yukun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng, 2022, "Market co-movement between credit default swap curves and option volatility surfaces," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102192.
• Shi, Yunkun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng & Zhang, Xuan, 2022, "Stock price default boundary: A Black-Cox model approach," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102284.
• Alanya-Beltran, Willy, 2022, "Modelling stock returns volatility with dynamic conditional score models and random shifts," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102121.
• Rodriguez Gonzalez, Miguel & Wegener, Christoph & Basse, Tobias, 2022, "Re-investigating the insurance-growth nexus using common factors," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102231.
• Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022, "How to identify the different phases of stock market bubbles statistically?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102366.
• Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie, 2022, "Price explosiveness in cryptocurrencies and Elon Musk's tweets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102695.
• Jin, Chenglu & Lu, Xingyu & Zhang, Yihan, 2022, "Market reaction, COVID-19 pandemic and return distribution," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102701.
• Peng, Zhen & Dong, Chaohua, 2022, "Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102775.
• Hong, Yanran & Xu, Pengfei & Wang, Lu & Pan, Zhigang, 2022, "Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103024.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022, "Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103105.