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

• 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.
• 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.
• Evzen Kocenda & Ichiro Iwasaki, 2021, "Bank Survival Around the World: A Meta-Analytic Review," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/09, Apr, revised Apr 2021.
• Robert W. Rich & Joseph Tracy, 2021, "All Forecasters Are Not the Same: Time-Varying Predictive Ability across Forecast Environments," Working Papers, Federal Reserve Bank of Cleveland, number 21-06, Feb, DOI: 10.26509/frbc-wp-202106.
• 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.
• Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021, "Empirical Bayes Control of the False Discovery Exceedance," Working Papers, Federal Reserve Bank of Dallas, number 2115, Nov, DOI: 10.24149/wp2115.
• Carolina Caetano & Gregorio Caetano & Hao Fe & Eric R. Nielsen, 2021, "A Dummy Test of Identification in Models with Bunching," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-068, Oct, DOI: 10.17016/FEDS.2021.068.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 11, pages 1-27, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 12, pages 1-29, December.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 1-28, February.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 1-28, June.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 7, pages 1-27, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "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 9, pages 1-28, September.
• Massimo Franchi & Paolo Paruolo, 2021, "Cointegration, Root Functions and Minimal Bases," Econometrics, MDPI, volume 9, issue 3, pages 1-27, August.
• Michael Creel, 2021, "Inference Using Simulated Neural Moments," Econometrics, MDPI, volume 9, issue 4, pages 1-15, September.
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• İnan Kaynak, 2021, "The Moderator Role Of Pay Satisfaction In The Impact Of Psychological Empowerment On Emotional Commitment," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 4, issue 2, pages 193-208, December, DOI: 10.46737/emid.1026918.
• Julia Kielmann & Hans Manner & Aleksey Min, 2021, "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers, University of Graz, Department of Economics, number 2021-01, Jan.
• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers, University of Graz, Department of Economics, number 2021-14, Dec.
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• Christos A Ioannou & Miltiadis Makris & Carmine Ornaghi, 2021, "R&D Productivity And The Nexus Between Product Substitutability And Innovation: Theory And Experimental Evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03525445, DOI: 10.1016/j.jebo.2021.03.027.
• Franz Dietrich & Kai Spiekermann, 2022, "Jury Theorems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03443155.
• Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
• Soosung Hwang & Alexandre Rubesam & Mark Salmon, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Post-Print, HAL, number hal-03275894, Mar, DOI: 10.1016/j.jimonfin.2020.102318.
• Lajos Horváth & Hemei Li & Zhenya Liu, 2021, "How to identify the different phases of stock market bubbles statistically?," Post-Print, HAL, number hal-03511435, Aug, DOI: 10.1016/j.frl.2021.102366.
• Christos A Ioannou & Miltiadis Makris & Carmine Ornaghi, 2021, "R&D Productivity And The Nexus Between Product Substitutability And Innovation: Theory And Experimental Evidence," Post-Print, HAL, number hal-03525445, DOI: 10.1016/j.jebo.2021.03.027.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print, HAL, number hal-03526444, Sep, DOI: 10.1287/mnsc.2020.3751.
• Badi H. Baltagi & Alain Pirotte & Zhenlin Yang, 2021, "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Post-Print, HAL, number hal-04120461, DOI: 10.1016/j.jeconom.2020.10.002.
• Franz Dietrich & Kai Spiekermann, 2022, "Jury Theorems," Post-Print, HAL, number halshs-03443155.
• Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
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• Jiang, Peiyun & Kurozumi, Eiji, 2021, "A new test for common breaks in heterogeneous panel data models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-107, May.
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• Renato Balbontín & Rodrigo Blanch, 2021, "Overseas Performance Of Chilean Pension Funds 2009 - 2020 Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero 2009 - 2020," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 14, issue 1, pages 41-51.
• M. A. C. Salfiya Ummah, 2021, "Impact Of Psychological Characteristics On The Business Performance Of Muslim Women Entrepreneurs In Sri Lanka," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 4, pages 651-670, November, DOI: https://doi.org/10.21098/jimf.v7i4..
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• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021, "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/21, Apr.
• Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021, "Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/21, Nov.
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• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, ""Detecting multiple level shifts in bounded time series"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202115, Jul, revised Jul 2021.
• Haydar Karadag, 2021, "The Relationship Between Industrial Production Index, Oil Prices and Consumer Price Index in the Turkish Economy," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 8, issue 2, pages 211-223, July, DOI: 10.26650/JEPR913986.
• Naomi Hasselbank & Gavin Ooft, 2021, "What Drives Investment Decisions Of Households? Evidence From Suriname," Journal of Developing Areas, Tennessee State University, College of Business, volume 55, issue 1, pages 251-264, January-M.
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• Christoph Engel, 2021, "Lucky You: Your Case is Heard by a Seasoned Panel – Panel Effects in the German Constitutional Court," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2021_05, Feb, revised 01 Jun 2022.
• François Gardes, 2021, "Biases on variances estimated on large data-sets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21022, Mar.
• Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
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• David Hao Zhang & Paul S. Willen, 2021, "Do Lenders Still Discriminate? A Robust Approach for Assessing Differences in Menus," NBER Working Papers, National Bureau of Economic Research, Inc, number 29142, Aug.
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• Fuchun Li, 2021, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates
  [Testing Continuous-Time Models of the Spot Interest Rate]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 789-822.
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