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

2022

• Shala, Iliriana & Schumacher, Benno, 2022, "The impact of natural disasters on banks' impairment flow: Evidence from Germany," Discussion Papers, Deutsche Bundesbank, number 36/2022.
• Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver, 2022, "Score-based calibration testing for multivariate forecast distributions," Discussion Papers, Deutsche Bundesbank, number 50/2022.
• Koetter, Michael & Xia, Shuo, 2022, "Wie stark beeinflussen menschliche Entscheidungen im Forschungsprozess die Qualität der empirischen Ergebnisse?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 28, issue 4, pages 73-77.
• Pütz, Peter & Kramer-Sunderbrink, Arne & Dreher, Robin Tim & Hoffmann, Leona & Werner, Robin, 2022, "A Proposed Hybrid Effect Size Plus p-Value Criterion. A Comment on Goodman et al. (The American Statistician, 2019)," Journal of Comments and Replications in Economics (JCRE), ZBW - Leibniz Information Centre for Economics, volume 1, pages 1-15, DOI: 10.18718/81781.26.
• Duan, Fang, 2022, "Forecasting risk measures based on structural breaks in the correlation matrix," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 945, DOI: 10.4419/96973106.

2021

• Juan Carlos Escanciano & Javier Hualde, 2021, "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 453-465, March, DOI: 10.1080/07350015.2019.1668797.
• Francesco Andreoli & Eugenio Peluso, 2021, "Inference for the neighbourhood inequality index," Spatial Economic Analysis, Taylor & Francis Journals, volume 16, issue 3, pages 313-332, July, DOI: 10.1080/17421772.2020.1800071.
• Pomatto, Luciano, 2021, "Testable forecasts," Theoretical Economics, Econometric Society, volume 16, issue 1, January.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-038/III, May.
• Jochmans, Koen, 2021, "Testing Random Assignment To Peer Groups," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1270, Nov.
• Min Seong Kim, 2021, "Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data," Working papers, University of Connecticut, Department of Economics, number 2021-04, Mar.
• Tomás Caravello & Zacharias Psaradakis & Martín Sola, 2021, "Rational Bubbles: Too Many to be True?," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_06, Aug.
• Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2021, "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_07, Dec.
• Yifei Cai & Jamel Saadaoui, 2021, "Fourier DF unit root test for R&D intensity of G7 countries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-34.
• Mohamed CHIKHI & Claude DIEBOLT, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-36.
• Francis Bismans, 2021, "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-42.
• Adam Lee & Geert Mesters, 2021, "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1792, Jul.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
• Canepa, Alessandra, 2021, "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202108, Mar.
• TEKIN, Bilgehan, 2021, "Financial Ratios Affecting Systematic Risk In Joint-Stock Companies: Bist Technology (Xutek) Industry Companies Case In Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 25, issue 1, pages 95-113, March.
• Stamenković Milan & Milanović Marina & Petrović Dragana Rejman, 2021, "Statistical Analysis of Interdependence of ICT and Economic Development of Selected European Countries," Economic Themes, Sciendo, volume 59, issue 2, pages 259-280, June, DOI: 10.2478/ethemes-2021-0015.
• Al-Amin Md. & Akter Refa & Akter Ayesha & Uddin Md. Aftab & Mamun Abdullah Al, 2021, "Socially Responsible Human Resource Management and Voluntary Environmental Behavior: Moderating the Effect of Ecocentric Leadership," Journal of Management and Business Administration. Central Europe, Sciendo, volume 29, issue 2, pages 147-168, June, DOI: 10.7206/cemj.2658-0845.49.
• Žmuk Berislav, 2021, "Estimating completion and breakoff functions in a business web survey," Statistics in Transition New Series, Statistics Poland, volume 22, issue 2, pages 15-39, June, DOI: 10.21307/stattrans-2021-015.
• Adejare Adegbite Tajudeen, 2021, "Taxation and Transportation: Granger Causality Approach in Nigeria," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 31, issue 3, pages 1-20, September, DOI: 10.2478/sues-2021-0011.
• Robbie Maris & Zack Dorner, 2021, "Cost Efficiency Analysis using Operating Profit Margin for the New Zealand Dairy Industry," Working Papers in Economics, University of Waikato, number 21/04, May.
• Aleksandra Tkaczow & Krzysztof Spirzewski, 2021, "Exchange traded funds: U.S. Financial Market case study," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-19.
• Sarah A. Janzen & Jeffrey D. Michler, 2021, "Ulysses' pact or Ulysses' raft: Using pre‐analysis plans in experimental and nonexperimental research," Applied Economic Perspectives and Policy, John Wiley & Sons, volume 43, issue 4, pages 1286-1304, December, DOI: 10.1002/aepp.13133.
• Patrick Minford & Zhirong Ou & Zheyi Zhu, 2021, "Can a small New Keynesian model of the world economy with risk‐pooling match the facts?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 1993-2021, April, DOI: 10.1002/ijfe.1890.
• Jörg Breitung & Malte Knüppel, 2021, "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 4, pages 369-392, June, DOI: 10.1002/jae.2817.
• Marina Balboa & Paulo M. M. Rodrigues & Antonio Rubia & A. M. Robert Taylor, 2021, "Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 544-565, August, DOI: 10.1002/jae.2829.
• Federico A. Bugni & Joel L. Horowitz, 2021, "Permutation tests for equality of distributions of functional data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 861-877, November, DOI: 10.1002/jae.2846.
• Robert Rich & Joseph Tracy, 2021, "A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 1, pages 233-253, February, DOI: 10.1111/jmcb.12728.
• Gabriele Fiorentini & Enrique Sentana, 2021, "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 683-742, July, DOI: 10.3982/QE1406.
• Carlos Velasco & Xuexin Wang, 2021, "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2024-09-06, Nov.
• Xuexin WANG, 2021, "Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2021-11-06, Nov.
• Laura Coroneo & Fabrizio Iacone, 2021, "Testing for equal predictive accuracy with strong dependence," Discussion Papers, Department of Economics, University of York, number 21/03, May.
• Laura Coroneo, & Fabrizio Iacone, & Giancarlo Manzi, & Silvia Salini, 2021, "Predicting the COVID-19 epidemic: is a regional approach preferable?," Discussion Papers, Department of Economics, University of York, number 21/06, Sep.
• Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2021, "The bias and efficiency of the ECB inflation projections: A state dependent analysis," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2021.
• Winkelmann, Lars & Yao, Wenying, 2021, "Tests for jumps in yield spreads," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/15, DOI: 10.17169/refubium-32211.
• Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
• Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
• Tran Nguen Bao Ngo & Andrea Tick, 2021, "Cyber-security risks assessment by external auditors," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 19, issue 3, pages 375-390.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-05, Mar.
• Matei Demetrescu & Robinson Kruse-Becher, 2021, "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-07, May.
• Guido W. Imbens, 2021, "Statistical Significance, p-Values, and the Reporting of Uncertainty," Journal of Economic Perspectives, American Economic Association, volume 35, issue 3, pages 157-174, Summer, DOI: 10.1257/jep.35.3.157.
• Edward Miguel, 2021, "Evidence on Research Transparency in Economics," Journal of Economic Perspectives, American Economic Association, volume 35, issue 3, pages 193-214, Summer, DOI: 10.1257/jep.35.3.193.
• Mihai Felea & Mihaela Bucur & Cristian Negru?iu & Maria Ni?u & Drago? Andrei Stoica, 2021, "Wearable Technology Adoption Among Romanian Students: A Structural Model Based on TAM," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue 57, pages 376-376.
• Mirela CatalinaTurkes & Aurelia-Felicia Stancioiu & Codruta Adina Baltescu, 2021, "Telework During the COVID-19 Pandemic – An Approach From the Perspective of Romanian Enterprises," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue 58, pages 700-700, August.
• Claude Diebolt & Mohamed Chikhi, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers, Association Française de Cliométrie (AFC), number 09-21.
• Alejandro Ayuso-Díaz, 2021, "Natural Trading Partners Versus Empires in East and Southeast Asia Regional Integration (1840-1938)," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 2110, Dec.
• Denuit, Michel & Trufin, Julien & Verdebout, Thomas, 2021, "Testing for more positive expectation dependence with application to model comparison," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021048, Nov, DOI: https://doi.org/10.1016/j.insmathec.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021016, Sep, DOI: https://doi.org/10.1016/j.econmod.2.
• Asta Ndongo & Ibrahima Thione Diop, 2021, "Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 7, issue 2, pages 61-87, December, DOI: 10.22440/wjae.7.2.3.
• Allin Cottrell, 2021, "Response surfaces for DF-GLS p-values," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 8, Jan.
• Vasif Abioglu & Mübariz Hasanov, 2021, "Empirical Investigation of Long Run PPP Hypothesis: The Case of Temporary Structural Break and Asymmetric Adjustment," International Journal of Economic Sciences, European Research Center, volume 10, issue 1, pages 1-19, June.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, "“Detecting multiple level shifts in bounded time series”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202106, Jul, revised Jul 2021.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Optimal transportation and the falsifiability of incompletely specified economic models," Papers, arXiv.org, number 2102.04162, Feb, revised Feb 2021.
• Wei Huang & Oliver Linton & Zheng Zhang, 2021, "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers, arXiv.org, number 2102.08063, Feb, revised Sep 2021.
• Yong Cai & Ivan A. Canay & Deborah Kim & Azeem M. Shaikh, 2021, "On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters," Papers, arXiv.org, number 2102.09058, Feb, revised Mar 2022.
• Alessandro Casini & Pierre Perron, 2021, "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers, arXiv.org, number 2103.02235, Mar, revised Aug 2024.
• Benedikt M. Potscher & David Preinerstorfer, 2021, "Valid Heteroskedasticity Robust Testing," Papers, arXiv.org, number 2104.12597, Apr, revised Jul 2023.
• Alessandro Casini & Pierre Perron, 2021, "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers, arXiv.org, number 2106.02031, Jun, revised Aug 2024.
• Jun Ma & Vadim Marmer & Zhengfei Yu, 2021, "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers, arXiv.org, number 2107.05559, Jul, revised Feb 2023.
• Igor L. Kheifets & Peter C. B. Phillips, 2021, "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers, arXiv.org, number 2108.03486, Aug.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Lakhadar Adouka & Habib Ben Bayer, 2021, "The Relationship between Environmental Quality and Economic Growth: An Empirical Investigation Applied to the Case of Algeria (1970-2019)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 22-41.
• Alain Guay & Florian Pelgrin, 2021, "SVARs in the Frequency Domain using a Continuum of Restrictions," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 21-07, Aug.
• Heng Chen & Walter Engert & Marie-Hélène Felt & Kim P. Huynh & Gradon Nicholls & Daneal O'Habib & Julia Zhu, 2021, "Cash and COVID-19: The impact of the second wave in Canada," Discussion Papers, Bank of Canada, number 2021-12, Jul, DOI: 10.34989/sdp-2021-12.
• Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2021, "Network Structure and Fragmentation of the Argentinean Interbank Markets," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 202196, Dec.
• Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021, "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1324, Mar.
• Nataša Pavlović & Radojka Maletić & Svjetlana Janković Šoja & Nikola Ristić, 2021, "Analiza Rezervacione Zarade U Srbiji (Analysis Of Reservation Wages In Serbia)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 42, pages 1-13, September.
• Adam Lee & Geert Mesters, 2021, "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers, Barcelona School of Economics, number 1278, Jul.
• Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
• Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021, "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 3, pages 713-741, June, DOI: 10.1111/obes.12418.
• Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues, 2021, "A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 4, pages 935-959, August, DOI: 10.1111/obes.12419.
• Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2021, "The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis," Working Paper, Norges Bank, number 2021/1, Apr.
• Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021, "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021, Stata Users Group, number 6, Nov.
• Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England working papers, Bank of England, number 955, Dec.
• Monier-Dilhan Sylvette & Poméon Thomas & Böhm Michael & Brečić Ruzica & Csillag Peter & Donati Michele & Ferrer-Pérez Hugo & Gauvrit Lisa & Gil José M. & Hoàng Việt & Lilavanichakul Apichaya & Majewsk, 2021, "Do Food Quality Schemes and Net Price Premiums Go Together?," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 19, issue 2, pages 79-94, December, DOI: 10.1515/jafio-2019-0044.
• Manner Hans & Stark Florian & Wied Dominik, 2021, "A monitoring procedure for detecting structural breaks in factor copula models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 171-192, September, DOI: 10.1515/snde-2019-0081.
• Martínez Compains Jorge & Rodríguez Carreño Ignacio & Gençay Ramazan & Trani Tommaso & Ramos Vilardell Daniel, 2021, "Recovering cointegration via wavelets in the presence of non-linear patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 255-265, December, DOI: 10.1515/snde-2018-0120.
• Stefano Grassi & Marco Lorusso & Francesco Ravazzolo, 2021, "Adaptive Importance Sampling for DSGE Models," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS84, May.
• Palumbo, D., 2021, "Testing and Modelling Time Series with Time Varying Tails," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2111, Jan.
• Huang, W. & Linton, O. & Zhang, Z., 2021, "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2113, Feb.
• Chung, D. & Linton, O. & Whang Y-J., 2021, "Consistent Testing for an Implication of Supermodular Dominance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2134, Apr.
• Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
• Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2112, Nov.
• Jiarui Tian, 2021, "A Replication of “The effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding” (American Journal of Agricultural Economics, 2019)," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/12, Nov.
• Kim, Namhyun & W. Saart, Patrick, 2021, "Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/9, May.
• Miguel, Edward, 2021, "Evidence on Research Transparency in Economics," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7fc7s8cd, Aug.
• Taisuke Otsu & Martin Pesendorfer, 2021, "Equilibrium multiplicity in dynamic games: testing and estimation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 618, Oct.
• Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
• Sheng Zhu & Ella Kavanagh & Niall O'Sullivan, 2021, "Uncovering the implicit short-term inflation target of the Bank of England," International Economics, CEPII research center, issue 167, pages 120-135.
• Carlos Esteban Posada Posada & Wilman G�mez & Remberto Rhenals, 2021, "Caída y convergencia mundial de las tasas de inflación," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 19129, Mar.
• Julio César Alonso-Cifuentes & Daniela Estrada-Nates & Brigitte Vanessa Mueces-Bed�n, 2021, "Nivel de inglés de los graduados de programas de Contaduría en Colombia: muy lejos de la meta," Estudios Gerenciales, Universidad Icesi, volume 37, issue 160, pages 335-348, DOI: 10.18046/j.estger.2021.160.3878.
• Wilman Arturo Gómez Múnoz & Carlos Esteban Posada Posada & Remberto Rhenals Monterrosa, 2021, "Caída y convergencia mundial de las tasas de inflación," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 19618, Feb.
• Carlos Fernando Osorio-Andrade & Augusto Rodríguez-Orejuela & Fernando Moreno-Betancourt, 2021, "Efectos de las características de videos en YouTube que aumentan su popularidad: un análisis empírico," Revista Tendencias, Universidad de Narino, volume 22, issue 1, pages 18-38, DOI: 10.22267/rtend.202102.153.
• Silvana Janeth Correa-Henao, Laura Cristina Henao-Colorado, Héctor Alonso Monroy-Escudero, Jorge Iván Brand-Ortiz Oscar Eduardo Ávila-Rodríguez, 2021, "Determinantes de la lealtad en la relación entre la Liga Antioquena de Tenis de Campo y sus clientes," Revista CEA, Instituto Tecnológico Metropolitano, volume 7, issue 15, pages 1-24.
• Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16751, Nov.
• Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2132, Nov.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," Working Papers, Center for Research in Economics and Statistics, number 2021-05, Mar.
• Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021, "Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments," Econometric Theory, Cambridge University Press, volume 37, issue 2, pages 281-310, April.
• Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
• Peter C.B. Phillips & Igor Kheifets, 2021, "On Multicointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2306, Oct.
• Milena М. Kovachevich, 2021, "Economic Growth In The Eurozone And On The Balkans: A Cointegration Analysis," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 59-70.
• Милена М. Ковачевич, 2021, "Икономическият Растеж В Еврозоната И На Балканите: Коинтеграционен Анализ," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 68-80.
• Charlotte H. Feldhoff, 2021, "The Child Penalty: Implications of Parenthood on Labour Market Outcomes for Men and Women in Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1120.
• Manganelli, Simone, 2021, "Statistical decision functions with judgment," Working Paper Series, European Central Bank, number 2512, Jan.
• Zied Akrout & Hamid Bachouch & Salim Moualdi, 2021, "Co-integration between Corruption and Economic Growth through Investment Channels: Empirical Evidence using the ARDL Bound Testing Approach for the Tunisian Case," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 26-33.
• Aamna Al Shehhi & Muataz Al Hazza & Mohammed Alnahhal & Ahmad Sakhrieh & Mohamed Al Zarooni, 2021, "Challenges and Barriers for Renewable Energy Implementation in the United Arab Emirates: Empirical Study," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 158-164.
• Haider Mahmood & Muntasir Murshed, 2021, "Oil Price and Economic Growth Nexus in Saudi Arabia: Asymmetry Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 29-33.
• Anton Lisin & Tomonobu Senjyu, 2021, "Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 184-190.
• Mehmet Canakci, 2021, "How Costly is Energy Conservation? The Energy-GDP Relationship Re-examined for Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 319-328.
• Manat Rahim & Pasrun Adam & Heppi Millia & La Ode Suriadi & La Ode Ode Saidi, 2021, "The Causal Relationship between Fuel Consumption, Exchange Rates and Economic Growth in South East Sulawesi, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 1-6.
• Priyagus Priyagus, 2021, "Does Economic Growth Efficient and Environmental Safety? The Case of Transportation Sector in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 365-372.
• James Tumba Henry & Bassey Enya Ndem & Ofem Lekam Ujong & Chijioke Mercy Ihuoma, 2021, "Electric Power Deficit and Economic Growth in Nigeria: A Sectoral Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 508-516.
• Vicente Esteve & María A. Prats, 2021, "Financial bubbles and sustainability of public debt: The case of Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2111, Sep.
• Joo, M. Hashemi & Parhizgari, A.M., 2021, "A behavioral explanation of credit ratings and leverage adjustments," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100435.
• Lagomarsino, Elena, 2021, "Which nesting structure for the CES? A new selection approach based on input separability," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105562.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
• Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021, "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, volume 94, issue C, pages 649-661, DOI: 10.1016/j.econmod.2020.02.007.
• Fousekis, Panos & Tzaferi, Dimitra, 2021, "Returns and volume: Frequency connectedness in cryptocurrency markets," Economic Modelling, Elsevier, volume 95, issue C, pages 13-20, DOI: 10.1016/j.econmod.2020.11.013.
• Aslanidis, Nektarios & Hartigan, Luke, 2021, "Is the assumption of constant factor loadings too strong in practice?," Economic Modelling, Elsevier, volume 98, issue C, pages 100-108, DOI: 10.1016/j.econmod.2021.02.015.
• Okorie, David Iheke & Lin, Boqiang, 2021, "Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101397.
• Zhou, Xianbo & Li, Heyang, 2021, "Interaction and quadratic effects in probit model with endogenous regressors," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109695.
• Wang, Lu & Zhou, Ruichao & Wu, Jianhong, 2021, "Determining the number of breaks in large dimensional factor models with structural changes," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2020.109707.
• Wei, Lili & Zhang, Chunli & Su, Jen-Je & Yang, Lixiong, 2021, "Panel threshold spatial Durbin models with individual fixed effects," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109778.
• Juodis, Artūras & Poldermans, Rutger W., 2021, "Backward mean transformation in unit root panel data models," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109780.
• Hong, Shaoxin & Zhang, Zhengyi & Cai, Zongwu, 2021, "Testing heteroskedasticity for predictive regressions with nonstationary regressors," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109781.
• Kiviet, Jan F. & Kripfganz, Sebastian, 2021, "Instrument approval by the Sargan test and its consequences for coefficient estimation," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109935.
• Wang, Shaoping & Li, Yanglin & Wen, Kuangyu, 2021, "Recursive adjusted unit root tests under non-stationary volatility," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109941.
• Zhou, Jin & Li, Haiqi & Zhong, Wanling, 2021, "A modified Diebold–Mariano test for equal forecast accuracy with clustered dependence," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110029.
• Toulis, Panos, 2021, "Estimation of Covid-19 prevalence from serology tests: A partial identification approach," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 193-213, DOI: 10.1016/j.jeconom.2020.10.005.
• Trapani, Lorenzo, 2021, "Inferential theory for heterogeneity and cointegration in large panels," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 474-503, DOI: 10.1016/j.jeconom.2020.04.010.
• Perera, Indeewara & Silvapulle, Mervyn J., 2021, "Bootstrap based probability forecasting in multiplicative error models," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 1-24, DOI: 10.1016/j.jeconom.2020.01.022.
• Bugni, Federico A. & Canay, Ivan A., 2021, "Testing continuity of a density via g-order statistics in the regression discontinuity design," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 138-159, DOI: 10.1016/j.jeconom.2020.02.004.
• Barbosa, José Diogo & Moreira, Marcelo J., 2021, "Likelihood inference and the role of initial conditions for the dynamic panel data model," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 160-179, DOI: 10.1016/j.jeconom.2020.04.039.
• Kaplan, David M. & Zhuo, Longhao, 2021, "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 312-336, DOI: 10.1016/j.jeconom.2020.05.015.
• Chen, Ruxin & Tabri, Rami V., 2021, "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 68-77, DOI: 10.1016/j.jeconom.2019.11.007.
• Kleibergen, Frank, 2021, "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 78-96, DOI: 10.1016/j.jeconom.2019.10.013.
• Yang, Xinxin & Zheng, Xinghua & Chen, Jiaqi, 2021, "Testing high-dimensional covariance matrices under the elliptical distribution and beyond," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 409-423, DOI: 10.1016/j.jeconom.2020.05.017.
• Norkutė, Milda & Westerlund, Joakim, 2021, "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 569-590, DOI: 10.1016/j.jeconom.2020.03.017.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021, "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 295-323, DOI: 10.1016/j.jeconom.2020.07.003.
• Fiorentini, Gabriele & Sentana, Enrique, 2021, "New testing approaches for mean–variance predictability," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 516-538, DOI: 10.1016/j.jeconom.2020.07.014.
• Meitz, Mika & Saikkonen, Pentti, 2021, "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 601-624, DOI: 10.1016/j.jeconom.2020.04.048.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021, "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 625-644, DOI: 10.1016/j.jeconom.2020.07.041.
• Heiler, Phillip & Kazak, Ekaterina, 2021, "Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 1083-1108, DOI: 10.1016/j.jeconom.2020.03.025.
• Kojevnikov, Denis & Marmer, Vadim & Song, Kyungchul, 2021, "Limit theorems for network dependent random variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 882-908, DOI: 10.1016/j.jeconom.2020.05.019.
• Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021, "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 909-932, DOI: 10.1016/j.jeconom.2020.03.024.
• Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021, "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 933-958, DOI: 10.1016/j.jeconom.2020.07.046.
• Hwang, Jungbin, 2021, "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 993-1023, DOI: 10.1016/j.jeconom.2020.07.048.
• Hidalgo, Javier & Schafgans, Marcia, 2021, "Inference without smoothing for large panels with cross-sectional and temporal dependence," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 125-160, DOI: 10.1016/j.jeconom.2020.10.003.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2021, "Simple tests for stock return predictability with good size and power properties," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 198-214, DOI: 10.1016/j.jeconom.2021.01.004.
• Casini, Alessandro & Perron, Pierre, 2021, "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 3-21, DOI: 10.1016/j.jeconom.2020.05.020.
• Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021, "Inference after estimation of breaks," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 39-59, DOI: 10.1016/j.jeconom.2020.07.036.
• Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2021, "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 245-270, DOI: 10.1016/j.jeconom.2020.10.002.
• Jiang, Feiyu & Li, Dong & Zhu, Ke, 2021, "Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 306-329, DOI: 10.1016/j.jeconom.2020.10.007.
• Lok, Thomas M. & Tabri, Rami V., 2021, "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 371-393, DOI: 10.1016/j.jeconom.2019.08.016.
• Guay, Alain, 2021, "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 27-46, DOI: 10.1016/j.jeconom.2020.10.006.
• Chung, EunYi & Olivares, Mauricio, 2021, "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 148-174, DOI: 10.1016/j.jeconom.2020.09.015.
• Ferman, Bruno, 2021, "Matching estimators with few treated and many control observations," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 295-307, DOI: 10.1016/j.jeconom.2021.07.005.
• Arsova, Antonia & Karaman Örsal, Deniz Dilan, 2021, "A panel cointegrating rank test with structural breaks and cross-sectional dependence," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 107-129, DOI: 10.1016/j.ecosta.2020.05.002.
• Di Iorio, Francesca & Fachin, Stefano, 2021, "Evaluating restricted common factor models for non-stationary data," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 64-75, DOI: 10.1016/j.ecosta.2020.10.004.
• del Barrio Castro, Tomás & Rachinger, Heiko, 2021, "Aggregation of Seasonal Long-Memory Processes," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 95-106, DOI: 10.1016/j.ecosta.2020.06.002.
• Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021, "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, volume 18, issue C, pages 117-142, DOI: 10.1016/j.ecosta.2020.10.002.
• Wenger, Kai & Leschinski, Christian, 2021, "Fixed-bandwidth CUSUM tests under long memory," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 46-61, DOI: 10.1016/j.ecosta.2019.08.001.
• Miller, Joshua B. & Sanjurjo, Adam, 2021, "Is it a fallacy to believe in the hot hand in the NBA three-point contest?," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103771.
• Leung, Melvern & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A., 2021, "Bayesian Value-at-Risk backtesting: The case of annuity pricing," European Journal of Operational Research, Elsevier, volume 293, issue 2, pages 786-801, DOI: 10.1016/j.ejor.2020.12.051.
• Austmann, Leonhard M. & Vigne, Samuel A., 2021, "Does environmental awareness fuel the electric vehicle market? A Twitter keyword analysis," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105337.
• Matsuki, Takashi & Pan, Lei, 2021, "Per capita carbon emissions convergence in developing Asia: A century of evidence from covariate unit root test with endogenous structural breaks," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105326.
• González-Urteaga, Ana & Rubio, Gonzalo, 2021, "The quality premium with leverage and liquidity constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101699.
• González-Sánchez, Mariano, 2021, "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101510.
• Gronwald, Marc, 2021, "How explosive are cryptocurrency prices?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101603.
• Li, Yanglin & Wang, Shaoping & Zhao, Qing, 2021, "When does the stock market recover from a crisis?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101642.
• Demir, Ender & Simonyan, Serdar & García-Gómez, Conrado-Diego & Lau, Chi Keung Marco, 2021, "The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101754.
• Shynkevich, Andrei, 2021, "Bitcoin arbitrage," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101698.
• Michaelides, Michael, 2021, "Large sample size bias in empirical finance," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101835.
• Javed, Farrukh & Sabzevari, Hassan & Virk, Nader, 2021, "Tail risk emanating from troubled European banking sectors," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101952.
• Zhao, Yuqian, 2021, "Validating intra-day risk premium in cross-sectional return curves," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102020.
• Bevilacqua, Mattia & Tunaru, Radu, 2021, "The SKEW index: Extracting what has been left," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100816.
• Jehiel, Philippe & Singh, Juni, 2021, "Multi-state choices with aggregate feedback on unfamiliar alternatives," Games and Economic Behavior, Elsevier, volume 130, issue C, pages 1-24, DOI: 10.1016/j.geb.2021.07.007.
• Chen, Xiangyu & Tongurai, Jittima, 2021, "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100652.
• Denuit, Michel & Trufin, Julien & Verdebout, Thomas, 2021, "Testing for more positive expectation dependence with application to model comparison," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 163-172, DOI: 10.1016/j.insmatheco.2021.07.008.
• Zhu, Sheng & Kavanagh, Ella & O'Sullivan, Niall, 2021, "Uncovering the implicit short-term inflation target of the Bank of England," International Economics, Elsevier, volume 167, issue C, pages 120-135, DOI: 10.1016/j.inteco.2021.06.006.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
• Byrne, Joseph P. & Sakemoto, Ryuta, 2021, "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101415.
• Mazza, Paolo & Wang, Shiyu, 2021, "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.irle.2021.106024.
• Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021, "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105985.
• Anghel, Dan Gabriel, 2021, "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106113.
• Ioannou, Christos A. & Makris, Miltiadis & Ornaghi, Carmine, 2021, "R&D productivity and the nexus between product substitutability and innovation: Theory and experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 135-151, DOI: 10.1016/j.jebo.2021.03.027.
• Ciccone, A. & Fyhri, A. & Sundfør, H.B., 2021, "Using behavioral insights to incentivize cycling: Results from a field experiment," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 1035-1058, DOI: 10.1016/j.jebo.2021.06.011.
• Lim, Wooyoung & Xiong, Siyang, 2021, "Does jump bidding increase sellers’ revenue? Theory and experiment," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 84-110, DOI: 10.1016/j.jebo.2021.06.026.
• Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021, "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 101-126, DOI: 10.1016/j.jfineco.2020.12.003.