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

2021

• 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.
• Adam Lahbous & Rachid Zammar, 2021, "Analyse comparative du risque financier des actions ESG et des actions conventionnelles," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 2, issue 6-1, pages 448-459.
• 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 Staff Working Paper series, 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.
• Garzon, Julius R. & Casinillo, Leomarich F., 2021, "5E Guided Inquiry Model and Students’ Attitude and Achievement in Algebraic Expressions," Review of Socio-Economic Research and Development Studies, Visayas State University, Visayas Socio-Economic Research and Data Analytics Center (ViSERDAC) and Department of Economics (DOE), College of Management and Economics (CME), volume 5, issue 1, pages 1-22, June, DOI: 10.5281/zenodo.5082258.
• 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.
• 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.
• Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz & Wolff, Christian, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Otsu, Taisuke & Taylor, Luke, 2021, "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 747-768, August.
• 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, International Journal of Economics and Financial Issues, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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.
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• 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.
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• 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.
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• 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.
• Gospodinov, Nikolay & Robotti, Cesare, 2021, "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 292-324, DOI: 10.1016/j.jfineco.2020.12.001.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102318.
• Winkelried, Diego, 2021, "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2021.100168.
• Rogge, Nicky, 2021, "When the cost has sunk: Measuring and comparing the sunk-cost bias in autistic and neurotypical persons," Journal of Economic Psychology, Elsevier, volume 87, issue C, DOI: 10.1016/j.joep.2021.102432.
• Shahzad, Syed Jawad Hussain & Rahman, Md Lutfur & Lucey, Brian M. & Uddin, Gazi Salah, 2021, "Re-examining the real option characteristics of gold for gold mining companies," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101890.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Mokni, Khaled, 2021, "Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101956.
• Lahiani, Amine & Mefteh-Wali, Salma & Vasbieva, Dinara G., 2021, "The safe-haven property of precious metal commodities in the COVID-19 era," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102340.
• Moussa, Wajdi & Mgadmi, Nidhal & Béjaoui, Azza & Regaieg, Rym, 2021, "Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102416.
• Omar, Arti & Prasanna, P. Krishna, 2021, "Asymmetric effects of noise in Merton default risk model: Evidence from emerging Asia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101497.
• Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021, "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101586.
• Flamini, Alessandro & Jahanshahi, Babak & Mohaddes, Kamiar, 2021, "Illegal drugs and public corruption: Crack based evidence from California," European Journal of Political Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.ejpoleco.2021.102005.
• Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021, "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 175-190, DOI: 10.1016/j.iref.2020.12.008.
• Ruwani Fernando, Jayasuriya Mahapatabendige & Li, Leon & Hou, Greg, 2021, "Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 185-204, DOI: 10.1016/j.iref.2021.06.001.
• Li, Rong & Li, Sufang & Yuan, Di & Zhu, Huiming, 2021, "Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101389.
• Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021, "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-52, Jul.
• Hidalgo, Javier & Schafgans, Marcia, 2021, "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107426, Jul.
• Nezlobin, Alexander & Sloan, Richard G. & Giedt, Jenny Zha, 2022, "Construct validity in accruals quality research," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112165, Sep.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2108, revised May 2021.
• Joseph Falzon & Elaine Bonnici, 2021, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 100-118, December, DOI: 10.1108/IES-03-2021-0012.
• Zheng-Zheng Li & Chi Wei Su & Ran Tao, 2021, "Does gender matter for the unemployment hysteresis effect among Asian countries?," International Journal of Manpower, Emerald Group Publishing Limited, volume 42, issue 8, pages 1527-1544, September, DOI: 10.1108/IJM-05-2019-0233.
• Michał Mackiewicz, 2021, "The sustainability of fiscal policy in southern African countries–a comparative empirical perspective," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 2, pages 337-350, April, DOI: 10.1108/IJOEM-06-2020-0696.
• Patrik T. Hultberg & David Santandreu Calonge & Ty Choi, 2021, "Costs and benefits of private tutoring programs: the South Korean case," International Journal of Social Economics, Emerald Group Publishing Limited, volume 48, issue 6, pages 862-877, March, DOI: 10.1108/IJSE-12-2019-0722.
• Panos Fousekis & Vasilis Grigoriadis, 2021, "Directional predictability between returns and volume in cryptocurrencies markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 693-711, February, DOI: 10.1108/SEF-08-2020-0318.
• Zoumpoulidis Vassilios, 2021, "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 321-343.
• Zenon Wisniewski, 2021, "Long-Term Relationship Between Prices and Exchange Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-86.
• Elwira Gross-Golacka & Marta Kusterka-Jefmanska & Radoslaw Miskiewicz & Bartlomiej Jefmanski & Agnieszka Rzepka & Teresa Kupczyk, 2021, "The Intellectual Capital and its Impact on the Sustainable Development of the SML-Sized Enterprises in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 410-429.
• Agnieszka Wartecka-Wazynska, 2021, "Silver Tourism Economy in Rural Areas in Poland: A Fad or a Permanent Element?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 729-748.
• Mariusz Czekala & Zbigniew Kurylek, 2021, "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 633-650.
• Radoslaw Sobko & Maria Klonowska-Matynia, 2021, "The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 198-219.
• Marek Szturo & Bogdan Wlodarczyk & Konrad Szydlowski & Karol Wojtowicz & Sylwia Pienkowska-Kamieniecka & Ireneusz Miciula, 2021, "Default Risk of Listed Companies in the Context of the Threat to Commodity Markets in the Times of COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 53-68.
• Balboa, Marina & Rodrigues, Paulo MM & Rubia, Antonio & Taylor, AM Robert, 2021, "Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29777, Feb.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2022, "Extensions to IVX Methods of Inference for Return Predictability," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29779, Feb.
• Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2021, "Simple Tests for Stock Return Predictability with Good Size and Power Properties," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29814, Feb.
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• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021, "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 409, May, revised 08 Nov 2023, DOI: 10.24149/gwp409r2.
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