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
- Christian Francq & Jean-Michel Zakoïan, 2023, "Testing Hypotheses on the Innovations Distribution in Semi-Parametric Conditional Volatility Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1443-1482.
- Deniz Erdemlioglu & Xiye Yang, 2023, "News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1519-1556.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023, "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 6, pages 2763-2791.
- Omar Boubker & Abdellah Aatar, 2023, "El efecto de la satisfacción y el apego a la marca en la fidelidad del consumidor. Aplicación de la técnica PLS-SEM
[The effect of satisfaction and brand attachment on consumer loyalty. Application of the PLS-SEM technique]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 36, issue 1, pages 1-19, December, DOI: https://doi.org/10.46661/revmetodos. - Szabó, Zsolt, 2023, "The COVID-19 pandemic and discouraged borrowers among Hungarian companies," Public Finance Quarterly, Corvinus University of Budapest, volume 69, issue 4, pages 45-61, DOI: https://doi.org/10.35551/PFQ_2023_4.
- Tunio, Mohsin Waheed, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," MPRA Paper, University Library of Munich, Germany, number 116030, Jan.
- Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023, "A Sufficient Statistical Test for Dynamic Stability," MPRA Paper, University Library of Munich, Germany, number 116684, Mar.
- Sproule, Robert & Gosselin, Gabriel, 2023, "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper, University Library of Munich, Germany, number 117001, Apr.
- Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023, "Specification testing with grouped fixed effects," MPRA Paper, University Library of Munich, Germany, number 117821, Jul.
- Mullat, Joseph, 2023, "Validating the Postulates of rational Choice in the Context of economical Fuel Consumption of Vehicles," MPRA Paper, University Library of Munich, Germany, number 117929, Jul.
- Riveros-Gavilanes, J. M., 2023, "A simple test of parallel pre-trends for Differences-in-Differences," MPRA Paper, University Library of Munich, Germany, number 119367, revised 2023.
- Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023, "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper, University Library of Munich, Germany, number 119486, Dec.
- Razzak, Weshah, 2023, "Measuring the Deviations from Perfect Competition: International Evidence," MPRA Paper, University Library of Munich, Germany, number 119605, Dec.
- Diakité, Zakary, 2023, "Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada," MPRA Paper, University Library of Munich, Germany, number 120115, Nov.
- Ivana Tománková, 2023, "Electoral Consequences of Individual Politicians' Pledge Fulfilment," Politická ekonomie, Prague University of Economics and Business, volume 2023, issue 4, pages 473-495, DOI: 10.18267/j.polek.1395.
- Charles Beach, 2023, "Sample Sizes for Reliably Estimating Lower and Upper Income Shares in Income Distribution Analysis," Working Paper, Economics Department, Queen's University, number 1505, Apr.
- Charles Beach, 2023, "Quantile Tool Box Measures for Empirical Analysis and for Testing Distributional Comparisons in Direct Distribution-Free Fashion," Working Paper, Economics Department, Queen's University, number 1508, Sep.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023, "Statistical Inference for Hicks–Moorsteen Productivity Indices," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082023, Oct.
- Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023, "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2023-07, Jun.
- Shegorika Rajwani & Aviral Kumar Tiwar & Miklesh Prasad Yadav & Sakshi Sharma, 2023, "Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging," American Business Review, Pompea College of Business, University of New Haven, volume 26, issue 1, pages 148-179.
- Mikhail Makushkin & Victor Lapshin, 2023, "Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 69, pages 5-27.
- Georges Dionne, 2023, "Causality in empirical analyses with emphasis on asymmetric information and risk management," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 23-4, Oct.
- Jean-Claude Kouakou Brou & Jamal Bouoiyour, 2023, "South Africa's Public Debt: Long-term Dependence, Structural Breaks and Multifractality," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 38, issue 4, pages 670-697.
- Chris Stewart, 2023, "The autoregressive distributed lag bounds test generalised to consider a long-run levels relationship when all levels variables are ?(?)," Economics Discussion Papers, School of Economics, Kingston University London, number 2023-2, Dec.
- Nenad TOMIĆ & Violeta TODOROVIC & Milena JAKSIĆ, 2023, "Measuring the Impact of the US Presidential Elections on the Stock Market using Event Study Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 92-103, June.
- Qiuyue SUN & Lei LIU, 2023, "Impact of Government Subsidies on Enterprises' Technological Innovation Inputs and Outputs : Moderating Effect of Regional Innovation Capacity," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 91-106, December.
- Corina-Elena MIRCIOIU & Simona Catalina STEFAN, 2023, "The Effects of Clothing Purchase Determinant Factors Associated with Customer Temperament," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 8, issue 2, pages 133-146, June.
- Anikó Tompos & Jawad Abu Khair, 2023, "The Impact of Social Media Relationships on e-WOM in Syria and Hungary," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 25, issue 1, pages 52-65, June.
- Yunting Feng & Yusi Jiang, 2023, "State ownership, sustainable supply chain management, and firm performance: A natural experiment of the US–China trade conflict," Australian Journal of Management, Australian School of Business, volume 48, issue 2, pages 388-407, May, DOI: 10.1177/03128962221116147.
- Maximo Camacho & Andres Romeu, 2023, "Tourism and Gross Domestic Product short-run causality revisited: A symbolic transfer entropy approach," Tourism Economics, , volume 29, issue 1, pages 235-247, February, DOI: 10.1177/13548166211045756.
- Mohsin Waheed & Zulfiqar Hyder, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 112, Apr.
- Daniele Massacci, 2023, "Instability of Factor Strength in Asset Returns," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 685, Oct.
- Wojciech Kurylek, 2023, "The modeling of earnings per share of Polish companies for the post-financial crisis periodusing random walk and ARIMA models," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 19, pages 26-43, DOI: 10.7172/2353-6845.jbfe.2023.1.2.
- Meng Le Zhang & Henrik Lindegaard Andersen & henrik.lindegaard.andersen@hvl.no, 2023, "Measuring the effect of cash incentives on migrant integration in Norway: Early results from a quasi-experiment," Working Papers, The University of Sheffield, Department of Economics, number 2023003, Jan.
- Marie Briere & Léopold Simar & Ariane Szafarz & Anne Vanhems, 2023, "Sensitivity to measurement errors of the distance to the efficient frontier," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 23-004, May.
- Paul W. Wilson & Shirong Zhao, 2023, "Investigating the performance of Chinese banks over 2007–2014," Annals of Operations Research, Springer, volume 321, issue 1, pages 663-692, February, DOI: 10.1007/s10479-022-04925-8.
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023, "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," Empirical Economics, Springer, volume 64, issue 5, pages 2257-2290, May, DOI: 10.1007/s00181-022-02313-6.
- Leslie E. Papke & Jeffrey M. Wooldridge, 2023, "A simple, robust test for choosing the level of fixed effects in linear panel data models," Empirical Economics, Springer, volume 64, issue 6, pages 2683-2701, June, DOI: 10.1007/s00181-022-02337-y.
- Ayman Mnasri & Zouhair Mrabet & Mouyad Alsamara, 2023, "A new quadratic asymmetric error correction model: does size matter?," Empirical Economics, Springer, volume 65, issue 1, pages 33-64, July, DOI: 10.1007/s00181-022-02323-4.
- Martin Wagner, 2023, "Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions," Empirical Economics, Springer, volume 65, issue 1, pages 1-31, July, DOI: 10.1007/s00181-022-02332-3.
- Lixiong Yang, 2023, "Variable selection in threshold model with a covariate-dependent threshold," Empirical Economics, Springer, volume 65, issue 1, pages 189-202, July, DOI: 10.1007/s00181-022-02340-3.
- Martin Wagner, 2023, "Correction to: Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions," Empirical Economics, Springer, volume 65, issue 3, pages 1511-1511, September, DOI: 10.1007/s00181-022-02343-0.
- India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023, "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 7, pages 1061-1072, September, DOI: 10.1007/s10198-022-01519-w.
- Ana Monteiro & Nuno Silva & Helder Sebastião, 2023, "Industry return lead-lag relationships between the US and other major countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-48, December, DOI: 10.1186/s40854-022-00439-1.
- Nenavath Sreenu, 2023, "Effect of Exchange Rate volatility and inflation on stock market returns Dynamics - evidence from India," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 14, issue 3, pages 836-843, June, DOI: 10.1007/s13198-023-01914-3.
- Anu Mohta & V Shunmugasundaram, 2023, "Millennials’ financial literacy and risk behavior: evidence from India," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 70, issue 4, pages 419-435, December, DOI: 10.1007/s12232-023-00425-8.
- Franziska Handschumacher-Knors, 2023, "Does a gender pay gap exist on executive boards? An empirical multilevel analysis of executive board compensation in German listed companies," Journal of Business Economics, Springer, volume 93, issue 3, pages 325-357, April, DOI: 10.1007/s11573-022-01107-7.
- Andrei Shynkevich, 2023, "Law of one price and return on Arbitrage Trading: Bitcoin vs. Ethereum," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 763-792, September, DOI: 10.1007/s12197-023-09631-0.
- Thibaut Arpinon & Romain Espinosa, 2023, "A practical guide to Registered Reports for economists," Journal of the Economic Science Association, Springer;Economic Science Association, volume 9, issue 1, pages 90-122, June, DOI: 10.1007/s40881-022-00123-1.
- Corinna König & Joseph W. Sakshaug, 2023, "Nonresponse trends in establishment panel surveys: findings from the 2001–2017 IAB establishment panel," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 57, issue 1, pages 1-17, December, DOI: 10.1186/s12651-023-00349-4.
- Catarina Midões & Denis de Crombrugghe, 2023, "Assumption-light and computationally cheap inference on inequality measures by sample splitting: the Student t approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 4, pages 899-924, December, DOI: 10.1007/s10888-023-09574-w.
- Yuta Yasui, 2023, "Revealed preference tests for price competition in multi-product differentiated markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 76, issue 4, pages 1115-1144, November, DOI: 10.1007/s00199-023-01487-z.
- Kien C. Tran & Mike G. Tsionas, 2023, "Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-28, December, DOI: 10.1007/s43071-023-00036-z.
- Alper Kara & Dilem Yildirim & G. Ipek Tunc, 2023, "Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 36, issue 2, pages 279-290, June, DOI: 10.1007/s13563-022-00312-8.
- Joern Block & Reza Fathollahi, 2023, "Foundation ownership and firm growth," Review of Managerial Science, Springer, volume 17, issue 8, pages 2633-2654, November, DOI: 10.1007/s11846-022-00595-9.
- Iman Cheratian & Saleh Goltabar & Luis A. Gil-Alaña, 2023, "The unemployment hysteresis by territory, gender, and age groups in Iran," SN Business & Economics, Springer, volume 3, issue 2, pages 1-18, February, DOI: 10.1007/s43546-023-00424-5.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023, "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, volume 3, issue 8, pages 1-10, August, DOI: 10.1007/s43546-023-00516-2.
- Yousef Makhlouf, 2023, "Trends in Income Inequality: Evidence from Developing and Developed Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 165, issue 1, pages 213-243, January, DOI: 10.1007/s11205-022-03010-8.
- André Heymans & Wayne Brewer, 2023, "Measuring the Relationship Between Intraday Returns, Volatility Spillovers, and Market Beta During Financial Distress," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_5.
- Susobhan Maiti & Tanushree Gupta, 2023, "Impact of Foreign Trade and COVID-19 Pandemic on Sri Lankan and Indian Economy: A Comparative Study," Springer Books, Springer, chapter 0, in: Rajib Bhattacharyya & Ramesh Chandra Das & Achintya Ray, "COVID-19 Pandemic and Global Inequality", DOI: 10.1007/978-981-99-4405-7_9.
- Jianbin Wei & Yanzhao Zhang, 2023, "The Impact of Tom Management Team Heterogeneity on Corporate Performance - An Empirical Study Based on Chinese Listed Companies from 2008-2019," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 13, issue 1, pages 1-4.
- Shuangjie Li & Tianlun Zhao, 2023, "The Impact of Chinese New Budget Law on the Issuance cost of Urban Investment Bonds," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 13, issue 5, pages 1-3.
2022
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A003.
- CY (Chor-yiu) Sin, 2022, "Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B007.
- Karim M. Abadir & Christina Atanasova, 2022, "Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B011.
- Jean-Marie Dufour & Vinh Nguyen, 2022, "Identification-robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B014.
- Sisay Demissew Beyene, 2022, "In-depth and feedback analysis of the relationship between human activities, the environment and economic growth in Africa," International Journal of Social Economics, Emerald Group Publishing Limited, volume 50, issue 1, pages 34-57, August, DOI: 10.1108/IJSE-01-2022-0053.
- Tajudeen John Ayoola, 2022, "Audit fees, audit seasonality and audit quality in Nigeria: a mediation analysis," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 22, issue 5, pages 1152-1175, July, DOI: 10.1108/JFRA-01-2022-0010.
- Dimitrios Panagiotou & Alkistis Tseriki, 2022, "Directional predictability between trading volume and price returns in the agricultural futures markets: risk implications for traders," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 3, pages 264-288, February, DOI: 10.1108/JRF-04-2021-0063.
- Anastasia A. Sozinova & Olesya A. Meteleva, 2022, "Sites of States with a Dynamically Developing Socio-Political Structure and Economy: Analyzing Forms and Methods of Obtaining Competitive Advantages of Transnational (Global) Companies," Research in Economic Anthropology, Emerald Group Publishing Limited, "Current Problems of the World Economy and International Trade", DOI: 10.1108/S0190-128120220000042022.
- Elwira Gross-Gołacka & Ewa Szkudlarek & Agnieszka Brzegowy & Teresa Kupczyk & Magdalena Ligaj, 2022, "Well-being among IT Employees Working Remotely: Post Covid-19 Reality from the Perspective of IT Industry," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 223-235.
- Anna Borucka & Pawel Kler, 2022, "Food Safety Delivered for Polish Military Cadets during the COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 530-542.
- Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2022, "Transformed Regression-based Long-Horizon Predictability Tests," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 30620, Jul.
- Aaron Amburgey & Michael W. McCracken, 2022, "On the Real-Time Predictive Content of Financial Conditions Indices for Growth," Working Papers, Federal Reserve Bank of St. Louis, number 2022-003, Jan, revised 03 Jun 2022, DOI: 10.20955/wp.2022.003.
- Anders Rønn-Nielsen & Dorte Kronborg & Mette Asmild, 2022, "Permutation tests on returns to scale and common production frontiers in nonparametric models," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2022/05, Aug.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-29, January.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-29, February.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-29, March.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-29, April.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-29, May.
- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
- Marina A. Samutina, 2022, "Analysis of the Effectiveness of Competitive «Green» Procurement by Example North-Western Federal District
[Анализ Эффективности Конкурентных «Зеленых» Закупок На Примере Северо-Западного Федерального Округа]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 33-38, April. - Marina A. Samutina, 2022, "Анализ Эффективности Конкурентных «Зеленых» Закупок На Примере Северо-Западного Федерального Округа," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 33-38, April.
- Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022, "On the volatility of cryptocurrencies," Working Papers, University of Guelph, Department of Economics and Finance, number 2202.
- Tuyen Tiet & Nguyen To-The & Tuan Nguyen-Anh, 2022, "Farmers’ behaviors and attitudes toward climate change adaptation: evidence from Vietnamese smallholder farmers," Post-Print, HAL, number hal-03729414, DOI: 10.1007/s10668-021-02030-7.
- Mohamed Chikhi & Claude Diebolt, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print, HAL, number hal-03778331, DOI: 10.47743/ejes-2022-0111.
- Fabrice Defever & Alejandro Riaño, 2022, "Firm-destination heterogeneity and the distribution of export intensity," Post-Print, HAL, number hal-03969455, DOI: 10.1016/j.econlet.2022.110810.
- Yifei Cai & Jamel Saadaoui, 2022, "Fourier DF unit root test for R&D intensity of G7 countries," Post-Print, HAL, number hal-04031334, Sep, DOI: 10.1080/00036846.2022.2038776.
- S. Boubaker & Zhenya Liu & Tianqing Sui & L. Zhai, 2022, "The Mirror of History: How to Statistically Identify Stock Market Bubble Bursts," Post-Print, HAL, number hal-04454682, DOI: 10.1016/j.jebo.2022.09.024.
- Christian Francq & Jean-Michel Zakoïan, 2022, "Testing the existence of moments for GARCH processes," Post-Print, HAL, number hal-05417262, Mar, DOI: 10.1016/j.jeconom.2020.05.009.
- Less, Vivien & Sibbertsen, Philipp, 2022, "Estimation and Testing in a Perturbed Multivariate Long Memory Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-704, Dec.
- Mboya, Mwasi & Sibbertsen, Philipp, 2022, "Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-705, Dec.
- Davor Širola & Zoran Mihanović & Sanja Raspor Janković, 2022, "Entrepreneurial Orientation And Local Public Administration Performance," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 4, pages 548-570, DOI: 10.32910/ep.73.4.3.
- Nishi, Mikihito & 西, 幹仁 & Kurozumi, Eiji & 黒住, 英司, 2022, "Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2022-02, Aug.
- Maier, Tobias, 2022, "Advanced further training or dual higher education study: a choice experiment on the influence of employers’ preferences on career advancement," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 56, issue , pages 1-004, DOI: 10.1186/s12651-022-00309-4.
- Ayca Doganer, 2022, "Determining Unemployment Hysteresis in European Countries Using Linear and Nonlinear Unit Root Tests: The 1991-2020 Period," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 753-785, December, DOI: 10.26650/ISTJECON2022-1100547.
- Mohamed CHIKHI & Claude DIEBOLT, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, volume 13, pages 228-253, June, DOI: https://doi.org/10.47743/ejes-2022-.
- Zongwu Cai & Seong Yeon Chang, 2022, "A New Test on Asset Return Predictability with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202206, Feb, revised Feb 2202.
- Tetsuji Tanaka & Jin Guo & Naruto Hiyama & Baris Karapinar, 2022, "Optimality Between Time of Estimation and Reliability of Model Results in the Monte Carlo Method: A Case for a CGE Model," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 151-176, January, DOI: 10.1007/s10614-020-10080-8.
- Peter S. Sephton, 2022, "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 177-183, January, DOI: 10.1007/s10614-020-10082-6.
- Simos G. Meintanis & Christos K. Papadimitriou, 2022, "Goodness--of--fit tests for stochastic frontier models based on the characteristic function," Journal of Productivity Analysis, Springer, volume 57, issue 3, pages 285-296, June, DOI: 10.1007/s11123-022-00632-5.
- Patrick Minford & Zhirong Ou & Zheyi Zhu, 2022, "Is there Consumer Risk-Pooling in the Open Economy? The Evidence Reconsidered," Open Economies Review, Springer, volume 33, issue 1, pages 109-120, February, DOI: 10.1007/s11079-021-09622-w.
- Nina Tessler & Itzhak Venezia, 2022, "A multicountry measure of comovement and contagion in international markets: definition and applications," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1307-1330, May, DOI: 10.1007/s11156-021-01025-9.
- Kohtaro Hitomi & Jianwei Jin & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2022, "Unit root tests considering initial values and a concise method for computing powers," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1084, Nov.
- Jianwei Jin & Keiji Nagai, 2022, "Sequential unit root test for first-order autoregressive processes with initial values," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1085, Nov.
- David Krizek, Kamila Vesela, Lucie Severova, Roman Svoboda, 2022, "Asymmetry effects of government expenditure on education and impacts on economic growth," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 19, issue 1, pages 79-101, June.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022, "Testing Granger Non-Causality in Expectiles," Working Papers, University of Liverpool, Department of Economics, number 202207, Mar.
- Vikram Mohite & Vibha Bhandari, 2022, "An Empirical Study on Co-Integration and Causality Among GCC Stock Markets," Capital Markets Review, Malaysian Finance Association, volume 30, issue 1, pages 51-64.
- Capalbo, Francesco & Galati, Luca & Lupi, Claudio & Smarra, Margherita, 2022, "The Impact of Elections on the Quality of Financial Statements in Municipally Owned Entities," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp22078, Jan.
- Jiti Gao & Bin Peng & Yayi Yan, 2022, "A Simple Bootstrap Method for Panel Data Inferences," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/22.
- Adam McCloskey & Pascal Michaillat, 2022, "Incentive-Compatible Critical Values," NBER Working Papers, National Bureau of Economic Research, Inc, number 29702, Jan.
- Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2022, "Statistical Uncertainty in the Ranking of Journals and Universities," NBER Working Papers, National Bureau of Economic Research, Inc, number 29768, Feb.
- Michael L. Anderson & Jeremy Magruder, 2022, "Highly Powered Analysis Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 29843, Mar.
- Cristina Amado, 2022, "Outlier robust specification of multiplicative time-varying volatility models," NIPE Working Papers, NIPE - Universidade do Minho, number 11/2022.
- Dimitris Korobilis & Kenichi Shimizu, 2022, "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, volume 11, issue 4, pages 230-354, June, DOI: 10.1561/0800000041.
- Jijun Gao & Mingzhi Liu & Yefeng Wang, 2022, "Diversity in Family Business: Where Social Goals Collide with Family Socioemotional Wealth," Review of Corporate Finance, now publishers, volume 2, issue 4, pages 861-884, December, DOI: 10.1561/114.00000032.
- Victoria BOGDAN & Dorina Nicoleta POPA & Mărioara BELENEŞI, 2022, "An Empirical Study On The Influences Of Accounting Policies, Organizational Climate, And Financial Reporting Disclosures On The Performance Of Non-Financial Listed Companies," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 164-175, December.
- Rukia Mahamud Mkakile & Venance Shillingi Salum, 2022, "The Influence Of Generic Strategies On Performance Of Tanzania’S Tourism Firms In Northern Circuit," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 7, issue 1, pages 62-73, March, DOI: http://doi.org/10.47535/1991ojbe138.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2022, "Optimal minimax rates against nonsmooth alternatives
[Optimal testing for additivity in multiple nonparametric regression]," The Econometrics Journal, Royal Economic Society, volume 25, issue 2, pages 322-339. - Sebastian Bayer & Timo Dimitriadis, 2022, "Regression-Based Expected Shortfall Backtesting
[Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 437-471. - Simona Boffelli & Jan Novotny & Giovanni Urga, 2022, "A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
[Systemic Risk and Stability in Financial Networks]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 681-715. - Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
[Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805. - Lynda Khalaf & Arturo Leccadito & Giovanni Urga, 2022, "Multilevel and Tail Risk Management
[Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 839-874. - C Gourieroux & A Djogbenou & J Jasiak, 2022, "Testing for Endogeneity of Covid-19 Patient Assignments
[The Value of Life and Health for Public Policy]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 875-901. - Julian Nyarko & Sarath Sanga, 2022, "A Statistical Test for Legal Interpretation: Theory and Applications," The Journal of Law, Economics, and Organization, Oxford University Press, volume 38, issue 2, pages 539-569.
- Gabriela-Diana Baraghin & Ioana Beleiu, 2022, "Do European Funds Contribute to the Sustainable Development of Romania?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 12-21, September.
- Corina-Florentina Scarlat (Mihai), 2022, "Public Debt Sustainability in E.U," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 429-439, Decembrie.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022, "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers, University of Oxford, Department of Economics, number 962, Jan.
- Cangrejo Esquivel, Álvaro Javier & Tovar Cuevas, José Rafael & García, Isabel Cristina & Manotas Duque, Diego Fernando, 2022, "Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes
[Classical and Bayesian estimation of volatility in the Black-Scholes model]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 237-262, December , DOI: https://doi.org/10.46661/revmetodos. - Marian Reiff & Erik Šoltés & Silvia Komara & Tatiana Šoltésová & Silvia Zelinová, 2022, "Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 3, pages 803-842, September, DOI: 10.24136/eq.2022.028.
- Aysegul Corakci & Tolga Omay & Mübariz Hasanov, 2022, "Hysteresis and stochastic convergence in Eurozone unemployment rates: evidence from panel unit roots with smooth breaks and asymmetric dynamics," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 1, pages 11-55, March, DOI: 10.24136/oc.2022.001.
- Vishnu Parmar & Zahid Ali Channar & Rizwan Raheem Ahmed & Dalia Streimikiene & Munwar Hussain Pahi & Justas Streimikis, 2022, "Assessing the organizational commitment, subjective vitality and burnout effects on turnover intention in private universities," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 1, pages 251-286, March, DOI: 10.24136/oc.2022.008.
- Van, Germinal, 2022, "An Empirical Analysis of the Socioeconomic Status of Blacks on Police Treatment and Arrests: A Granger Causality Approach," MPRA Paper, University Library of Munich, Germany, number 112214, Mar.
- Li, Kunpeng, 2022, "Threshold spatial autoregressive model," MPRA Paper, University Library of Munich, Germany, number 113568, Jun.
- Allen, David, 2022, "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper, University Library of Munich, Germany, number 113610, Jun.
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022, "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," MPRA Paper, University Library of Munich, Germany, number 113707, Feb.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2022, "Testing for state dependence in the fixed-effects ordered logit model," MPRA Paper, University Library of Munich, Germany, number 113890, Jul.
- Gitto, Lara & Moraci, Francesco, 2022, "Verso un’economia della conoscenza. L’istruzione può diminuire le diseguaglianze e aumentare il benessere sociale?
[Towards a "knowledge economy". Can education reduce inequalities and increase social welfare?]," MPRA Paper, University Library of Munich, Germany, number 113894, Jul. - Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis & Ditzen, Jan, 2022, "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper, University Library of Munich, Germany, number 114231, Aug.
- Wang, Wenjie, 2022, "Wild bootstrap test of overidentification with many instruments and heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 115168, Oct.
- Lucke, Bernd, 2022, "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper, University Library of Munich, Germany, number 115373, Nov.
- Lucke, Bernd, 2022, "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper, University Library of Munich, Germany, number 120662, Nov, revised 27 Mar 2024.
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
- Emilia Gosińska & Aleksander Welfe, 2022, "The Cointegrated VAR Model with Deterministic Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 14, issue 3, pages 335-350, September.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2022, "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w202213.
- James G. MacKinnon, 2022, "Using Large Samples in Econometrics," Working Paper, Economics Department, Queen's University, number 1482, Feb.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022, "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Working Paper, Economics Department, Queen's University, number 1483, May.
- Charles Beach, 2022, "Better Off or More Apart? Empirically Testing Welfare and Inequality Dominance Criteria," Working Paper, Economics Department, Queen's University, number 1484, Mar.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022, "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Working Paper, Economics Department, Queen's University, number 1485, Oct.
- Costanza Bosone & Stefania Maria Bogliardi & Paolo Giudici, 2022, "Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 14, issue 2, pages 253-274, June, DOI: https://doi.org/10.15353/rea.v14i2..
- Marina Milanoviæ & Milan Stamenkoviæ, 2022, "Impact of Covid-19 pandemic on economic performance of European Countries," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 40, issue 1, pages 177-200.
- Andrey Polbin & Anton Skrobotov, 2022, "On decrease in oil price elasticity of GDP and investment in Russia," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 66, pages 5-24.
- Panos Fousekis & Dimitra Tzaferi, 2022, "Price multifractality and informational efficiency in the futures markets of the US soybean complex," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 66, pages 68-84.
- Joseph Falzon & Elaine Bonnici, 2022, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 29, pages 100-118.
- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2022, Jun.
- Yiu Lim Lui & Peter C.B. Phillips & Jun Yu, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2022, Oct.
- Xiaohu Wang & Jun Yu & Chen Zhang, 2022, "On the Optimal Forecast with the Fractional Brownian Motion," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 12-2022, Oct.
- Shuping Shi & Jun Yu & Chen Zhang, 2022, "Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2022, Nov.
- Mehmet DINÇ & Mustafa GÖMLEKSIZ2 & Özlem Gül DINÇ, 2022, "What Is New About the PPP Theory in the Nordic Countries? Evidence from Panel Unit Root Tests with Sharp Breaks and Gradual Shifts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 165-186, April.
- Muhammad Zhafir AFIF & Prawira Fajarindra BELGIAWAN & Muhamad Abdilah RAMDANI, 2022, "Are Gamers Satisfied with Their Money Spent on Virtual Goods in Online Games? Understanding Gamers Satisfaction based on Perceived Values and Purchasing Motivation," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 7, issue 2, pages 119-140, June.
- Shiv Kumar Sharma & Dr. Jutimala Bora, 2022, "An investigative analysis of the impact of Covid 19 on the Indian share market," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 24, issue 2, pages 165-173, December.
- Alessandro Casini, 2022, "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," CEIS Research Paper, Tor Vergata University, CEIS, number 539, Apr, revised 11 Apr 2022.
- Zouhaier Dhifaoui, 2022, "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , volume 11, issue 1, pages 69-94, June, DOI: 10.1177/2277978721995654.
- Anna Staszewska-Bystrova & Victor Bystrov, 2022, "The Evolution of Fiscal Policy and Public Debt Dynamics: The Case of Sweden," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 67-83.
- Whitehouse, E. J. & Harvey, D. I. & Leybourne, S. J., 2022, "Real-time monitoring of bubbles and crashes," Working Papers, The University of Sheffield, Department of Economics, number 2022007, Apr.
- Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
- Yang Zou & Qingbin Wang, 2022, "Impacts of farmer cooperative membership on household income and inequality: Evidence from a household survey in China," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40100-022-00222-x.
- Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022, "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, volume 313, issue 1, pages 77-103, June, DOI: 10.1007/s10479-021-04097-x.
- Niklas Rudholm & Yujiao Li & Kenneth Carling, 2022, "How does big-box retail entry affect labor productivity in durable goods retailing? A synthetic control approach," The Annals of Regional Science, Springer;Western Regional Science Association, volume 69, issue 1, pages 89-117, August, DOI: 10.1007/s00168-022-01110-4.
- Rupel Nargunam & Ananya Lahiri, 2022, "Persistence in daily returns of stocks with highest market capitalization in the Indian market," Digital Finance, Springer, volume 4, issue 4, pages 341-374, December, DOI: 10.1007/s42521-022-00066-6.
- Renata Benigna Gonçalves & Júlio César Bastos Figueiredo, 2022, "Effects of perceived risks and benefits in the formation of the consumption privacy paradox: a study of the use of wearables in people practicing physical activities," Electronic Markets, Springer;IIM University of St. Gallen, volume 32, issue 3, pages 1485-1499, September, DOI: 10.1007/s12525-022-00541-3.
- Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 605-634, February, DOI: 10.1007/s00181-021-02041-3.
- Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 635-635, February, DOI: 10.1007/s00181-021-02085-5.
- Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022, "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, volume 62, issue 3, pages 1079-1121, March, DOI: 10.1007/s00181-021-02065-9.
- Julia Kielmann & Hans Manner & Aleksey Min, 2022, "Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models," Empirical Economics, Springer, volume 62, issue 4, pages 1543-1574, April, DOI: 10.1007/s00181-021-02073-9.
- Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 567-600, August, DOI: 10.1007/s00181-021-02156-7.
- Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Correction to: Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 601-601, August, DOI: 10.1007/s00181-021-02187-0.
- Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022, "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, volume 63, issue 3, pages 1543-1570, September, DOI: 10.1007/s00181-021-02165-6.
- Young Bin Ahn & Yoichi Tsuchiya, 2022, "Consumer’s perceived and expected inflation in Japan—irrationality or asymmetric loss?," Empirical Economics, Springer, volume 63, issue 3, pages 1247-1292, September, DOI: 10.1007/s00181-021-02181-6.
- Tuyen Tiet & Nguyen To-The & Tuan Nguyen-Anh, 2022, "Farmers’ behaviors and attitudes toward climate change adaptation: evidence from Vietnamese smallholder farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 12, pages 14235-14260, December, DOI: 10.1007/s10668-021-02030-7.
- Nikita Singhal & Shikha Goyal & Divya Sharma & Sapna Kumari & Shweta Nagar, 2022, "Capitalization and profitability: applicability of capital theories in BRICS banking sector," Future Business Journal, Springer, volume 8, issue 1, pages 1-13, December, DOI: 10.1186/s43093-022-00140-w.
- Tariq H. Ismail & Yousra R. Obiedallah, 2022, "Firm performance and cost of equity capital: the moderating role of narrative risk disclosure quality in Egypt," Future Business Journal, Springer, volume 8, issue 1, pages 1-19, December, DOI: 10.1186/s43093-022-00156-2.
- Christos Agiakloglou & Anil Bera & Emmanouil Deligiannakis, 2022, "Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 535-552, July, DOI: 10.1007/s12197-022-09579-7.
- Tobias Maier, 2022, "Advanced further training or dual higher education study: a choice experiment on the influence of employers’ preferences on career advancement," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 56, issue 1, pages 1-15, December, DOI: 10.1186/s12651-022-00309-4.
- Malabika Koley & Anil K. Bera, 2022, "Testing for spatial dependence in a spatial autoregressive (SAR) model in the presence of endogenous regressors," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-46, December, DOI: 10.1007/s43071-022-00026-7.
- Benjamin R. Auer, 2022, "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, volume 16, issue 3, pages 751-768, April, DOI: 10.1007/s11846-021-00453-0.
- Tim Heubeck & Reinhard Meckl, 2022, "Antecedents to cognitive business model evaluation: a dynamic managerial capabilities perspective," Review of Managerial Science, Springer, volume 16, issue 8, pages 2441-2466, November, DOI: 10.1007/s11846-021-00503-7.
- Yiannis Karavias, 2022, "Structural Breaks in Financial Panel Data," Springer Books, Springer, chapter 93, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_95.
- Yannick Hoga, 2022, "Quantifying the data-dredging bias in structural break tests," Statistical Papers, Springer, volume 63, issue 1, pages 143-155, February, DOI: 10.1007/s00362-021-01233-4.
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