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

• 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..
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/21, Mar.
• 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.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, volume 67, issue 9, pages 5730-5754, September, DOI: 10.1287/mnsc.2020.3751.
• 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.
• Shaoxin Hong & Zhengyi Zhang & Zongwu Cai, 2021, "Testing Heteroskedasticity for Predictive Regressions With Nonstationary Regressors," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202101, Jan, revised Jan 2021.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202117, Aug, revised Aug 2021.
• Louie Ren & Peter Ren, 2021, "On Hoover’s Scale-Free Forecast Accuracy Metric MAD/MEAN," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 2, pages 153-168, June, DOI: 10.1007/s10690-020-09311-7.
• João Cruz & João Nicolau & Paulo M. M. Rodrigues, 2021, "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 333-352, September, DOI: 10.1007/s10690-020-09324-2.
• Apriliani Gustiana & Nasrudin, 2021, "Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 367-396, September, DOI: 10.1007/s10690-020-09326-0.
• Giovanni Bernardo & Irene Brunetti & Mehmet Pinar & Thanasis Stengos, 2021, "Measuring the presence of organized crime across Italian provinces: a sensitivity analysis," European Journal of Law and Economics, Springer, volume 51, issue 1, pages 31-95, February, DOI: 10.1007/s10657-020-09676-0.
• Tolga Omay & Muhammad Shahbaz & Chris Stewart, 2021, "Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 875-901, November, DOI: 10.1007/s10663-021-09510-z.
• Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2021, "Testing for structural breaks in return-based style regression models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 61-76, March, DOI: 10.1007/s11408-020-00364-2.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2021, "Density deconvolution with Laplace errors and unknown variance," Journal of Productivity Analysis, Springer, volume 56, issue 2, pages 103-113, December, DOI: 10.1007/s11123-021-00612-1.
• D. G. DeBoskey & Yutao Li & Gerald J. Lobo & Yan Luo, 2021, "Corporate political transparency and the cost of debt," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 111-145, July, DOI: 10.1007/s11156-020-00941-6.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2021, "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1053, Jan.
• Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021, "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 91, Jul.
• Zohor, Ahmad Kanishka & Ebad, Ebadullah & rashid, Nabila, 2021, "A Study on the Contribution of Foreign Direct Investment to Economic Growth in Afghanistan," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 4, pages 555-568, December.
• Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
• Dilem Yıldırım & Dilan Aydın, 2021, "One Crisis After Another: A Dynamic Unemployment Persistence Analysis For The Gips Countries," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2102, Apr, revised Apr 2021.
• Alper Kara & Dilem Yıldırım & Gül İpek Tunç, 2021, "Market Efficiency In Non-Renewable Resource Markets: Evidence From Stationarity Tests With Structural Changes," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2103, Apr, revised Apr 2021.
• 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.
• Jiti Gao & Bin Peng & Yayi Yan, 2021, "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/21.
• Stefano Giglio & Yuan Liao & Dacheng Xiu, 2021, "Thousands of Alpha Tests," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Yingfei Mu & Edward A. Rubin & Eric Zou, 2021, "What’s Missing in Environmental (Self-)Monitoring: Evidence from Strategic Shutdowns of Pollution Monitors," NBER Working Papers, National Bureau of Economic Research, Inc, number 28735, Apr.
• 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.
• Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," NBER Working Papers, National Bureau of Economic Research, Inc, number 29519, Nov.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Şeuleanu Dragoş, 2021, "The Communication Dimension of the Business Model Applied to the ELI-NP Project," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Burkhard Raunig, 2021, "Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 234, May.
• Coleman, Stephen, 2021, "Testing Theories with Qualitative and Quantitative Predictions," SocArXiv, Center for Open Science, number d8g26, Nov, DOI: 10.31219/osf.io/d8g26.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-22, Dec.
• Martin E Andresen & Martin Huber, 2021, "Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction," The Econometrics Journal, Royal Economic Society, volume 24, issue 3, pages 536-558.
• 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.
• Karsten Schweikert, 2021, "Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 934-959.
• Zhongjun Qu & Fan Zhuo, 2021, "Likelihood Ratio-Based Tests for Markov Regime Switching," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 2, pages 937-968.
• Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang, 2021, "Thousands of Alpha Tests
  [The performance of hedge funds: Risk, return, and incentives]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3456-3496.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Orozco Acosta, Erick & Ortiz-Ospino, Luis & Padilla-Suárez, Doris & Pizarro Gutiérrez, Analida, 2021, "Factores de gestión del conocimiento en entidad pública del sector de tránsito y transporte || Knowledge factors in public entity of the transit and transport sector," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 99-111, December, DOI: https://doi.org/10.46661/revmetodos.
• Jesús Mur, 2021, "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 41-55.
• Piotr Sulewski, 2021, "Two component modified Lilliefors test for normality," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 16, issue 2, pages 429-455, June, DOI: 10.24136/eq.2021.016.
• Dalia Streimikiene & Rizwan Raheem Ahmed, 2021, "The integration of corporate social responsibility and marketing concepts as a business strategy: evidence from SEM-based multivariate and Toda-Yamamoto causality models," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 1, pages 125-157, March, DOI: 10.24136/oc.2021.006.
• Akbulaev, Nurkhodzha & Aliyeva, Basti & Rzayeva, Shehla, 2021, "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 1, pages 151-166, DOI: https://doi.org/10.35551/PFQ_2021_1.
• Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021, ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper, University Library of Munich, Germany, number 105368, Jan.
• Wang, Wenjie, 2021, "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper, University Library of Munich, Germany, number 106227, Feb.
• Wang, Wenjie, 2021, "Bootstrap Inference for Partially Linear Model with Many Regressors," MPRA Paper, University Library of Munich, Germany, number 106391, Mar.
• Doko Tchatoka, Firmin & Wang, Wenjie, 2021, "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper, University Library of Munich, Germany, number 106408, Mar.
• Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2021, "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper, University Library of Munich, Germany, number 107180, Apr.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• BENSALMA, Ahmed, 2021, "Fractional Dickey-Fuller test with or without prehistorical influence," MPRA Paper, University Library of Munich, Germany, number 107408, Apr.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2021, "Valid Heteroskedasticity Robust Testing," MPRA Paper, University Library of Munich, Germany, number 107420, Apr.
• Bensalma, Ahmed, 2021, "An Eviews program to perform the fractional Dickey-Fuller test," MPRA Paper, University Library of Munich, Germany, number 107445, Apr.
• VINTU, Denis, 2021, "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper, University Library of Munich, Germany, number 107603, Apr, revised 11 Feb 2021.
• G., Germinal & Taleb Da Costa, Marcella, 2021, "An Econometric Study of the Impact of Education on the Economic Development of Low-Income Countries," MPRA Paper, University Library of Munich, Germany, number 107729, May.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Nizar, Muhammad Afdi & Mansur, Alfan, 2021, "Can the Indonesian banking industry benefit from a risk-based deposit insurance system?," MPRA Paper, University Library of Munich, Germany, number 109083, May.
• Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.
• Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021, "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," MPRA Paper, University Library of Munich, Germany, number 110031, Oct.
• Francq, Christian & Zakoian, Jean-Michel, 2021, "Testing the existence of moments and estimating the tail index of augmented garch processes," MPRA Paper, University Library of Munich, Germany, number 110511.
• Doko Tchatoka, Firmin & Wang, Wenjie, 2021, "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper, University Library of Munich, Germany, number 110899, Nov.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper, University Library of Munich, Germany, number 111631, Dec.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2021, "Valid Heteroskedasticity Robust Testing," MPRA Paper, University Library of Munich, Germany, number 117855, Apr, revised Jul 2023.
• Matthew D. Cocci & Mikkel Plagborg-Møller, 2021, "Standard Errors for Calibrated Parameters," Working Papers, Princeton University. Economics Department., number 2021-20, Sep.
• Ulrich K. Müller & Mark W. Watson, 2021, "Spatial Correlation Robust Inference," Working Papers, Princeton University. Economics Department., number 2021-61, Nov.
• Paulo M.M. Rodrigues & Marina Balboa, 2021, "Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume," Working Papers, Banco de Portugal, Economics and Research Department, number w202102.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2021, "Extensions to IVX methods of inference for return predictability," Working Papers, Banco de Portugal, Economics and Research Department, number w202104.
• James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022, "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper, Economics Department, Queen's University, number 1456, Mar.
• James G. MacKinnon, 2021, "Fast cluster bootstrap methods for linear regression models," Working Paper, Economics Department, Queen's University, number 1465, Sep.
• Charles Beach, 2021, "A Useful Empirical Tool Box for Distributional Analysis," Working Paper, Economics Department, Queen's University, number 1466, Aug.
• Charles Beach, 2021, "A Nifty Fix for Published Distribution Statistics: Simplified Distribution-Free Statistical Inference," Working Paper, Economics Department, Queen's University, number 1477, Sep.
• Chelsea Gray & Kirstine Hansen, 2021, "Did the first Covid-19 national lockdown lead to an increase in domestic abuse in London?," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 21-27, Sep.
• Andreï Kostyrka & Dmitry Malakhov, 2021, "Was there ever a shift: Empirical analysis of structural-shift tests for return volatility," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 61, pages 110-139.
• Anton Skrobotov, 2021, "Structural breaks in cointegration models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 63, pages 117-141.
• Anton Skrobotov, 2021, "Structural breaks in cointegration models: Multivariate case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 64, pages 83-106.
• Ahmad Alawadhi & Nadeem A. Burney & Ayele Gelan & Sheikha Al-Fulaij & Nadia Al-Musallam & Wafa Awadh, 2021, "The Effect of Conservation on Residential Fresh Water Consumption: Evidence from Kuwait," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 1, pages 47-82.
• Jun Yu, 2021, "Latent Local-to-Unity Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 4-2021, May.
• Emilian DOBRESCU, 2021, "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-38, December.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CEIS Research Paper, Tor Vergata University, CEIS, number 510, Mar, revised 11 Mar 2021.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
• Rafael González-Val, 2021, "The Spanish spatial city size distribution," Environment and Planning B, , volume 48, issue 6, pages 1609-1631, July, DOI: 10.1177/2399808320941860.
• D. Belykh N. & Д. Белых Н., 2021, "Сегментарная модель сопоставления стоимости организаций (полезность деятельности) // Segmental Model for Comparing the Value of Organizations (Utility-based)," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 1, pages 103-119.
• O. Efimova V. & M. Volkov A. & D. Koroleva A. & О. Ефимова B. & М. Волков А. & Д. Королёва А., 2021, "Анализ влияния принципов ESG на доходность активов: эмпирическое исследование // The Impact of ESG Factors on Asset Returns: Empirical Research," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 4, pages 82-97.
• Bertille Antoine & Pascal Lavergne, 2021, "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp21-12, Oct.
• Robert Oleschak, 2021, "Financial inclusion, technology and their impacts on monetary and fiscal policy: theory and evidence," Working Papers, Swiss National Bank, number 2021-04.
• Hasan Arda BURHAN & Eylem ACAR, 2021, "Adaptive Market Hypothesis and Return Predictability: A Hidden Markov Model Application in Borsa IstanbulAbstract: The adaptive market hypothesis (AMH) has recently attracted significant interest in the financial literature. The AMH has started to be," Sosyoekonomi Journal, Sosyoekonomi Society.
• Andre M. Marques & Gilberto Tadeu Lima, 2021, "Testing for Granger Causality in Quantiles Between the Wage Share and Capacity Utilization," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2021_03, Mar.
• Mark J. Browne & Annette Hofmann & Andreas Richter & Sophie-Madeleine Roth & Petra Steinorth, 2021, "Peer effects in risk preferences: Evidence from Germany," Annals of Operations Research, Springer, volume 299, issue 1, pages 1129-1163, April, DOI: 10.1007/s10479-019-03476-9.
• M. Hashem Pesaran, 2021, "General diagnostic tests for cross-sectional dependence in panels," Empirical Economics, Springer, volume 60, issue 1, pages 13-50, January, DOI: 10.1007/s00181-020-01875-7.
• Zhenlin Yang, 2021, "Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity," Empirical Economics, Springer, volume 60, issue 1, pages 51-92, January, DOI: 10.1007/s00181-020-01935-y.
• Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021, "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, volume 60, issue 1, pages 93-112, January, DOI: 10.1007/s00181-020-01970-9.
• Tim Kutzker & Florian Stark & Dominik Wied, 2021, "Testing for relevant dependence change in financial data: a CUSUM copula approach," Empirical Economics, Springer, volume 60, issue 4, pages 1875-1894, April, DOI: 10.1007/s00181-019-01811-4.
• Yushu Li & Fredrik N. G. Andersson, 2021, "A simple wavelet-based test for serial correlation in panel data models," Empirical Economics, Springer, volume 60, issue 5, pages 2351-2363, May, DOI: 10.1007/s00181-020-01830-6.
• Zhanshou Chen & Yanting Xiao & Fuxiao Li, 2021, "Monitoring memory parameter change-points in long-memory time series," Empirical Economics, Springer, volume 60, issue 5, pages 2365-2389, May, DOI: 10.1007/s00181-020-01840-4.
• Antonia Arsova, 2021, "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, volume 61, issue 1, pages 61-100, July, DOI: 10.1007/s00181-020-01858-8.
• Jack Fosten & Daniel Gutknecht, 2021, "Horizon confidence sets," Empirical Economics, Springer, volume 61, issue 2, pages 667-692, August, DOI: 10.1007/s00181-020-01891-7.
• Ryo Okui, 2021, "A moment inequality approach to statistical inference for rankings," The Japanese Economic Review, Springer, volume 72, issue 2, pages 169-184, April, DOI: 10.1007/s42973-020-00068-2.
• Subhash C. Sharma & Anil K. Bera, 2021, "Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 419-441, December, DOI: 10.1007/s40953-021-00278-4.
• Emilyane de Oliveira Santana Amaral & Sergio Roberto Peres Line, 2021, "Current use of effect size or confidence interval analyses in clinical and biomedical research," Scientometrics, Springer;Akadémiai Kiadó, volume 126, issue 11, pages 9133-9145, November, DOI: 10.1007/s11192-021-04150-3.
• Dimitrios Panagiotou, 2021, "Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach," SN Business & Economics, Springer, volume 1, issue 7, pages 1-18, July, DOI: 10.1007/s43546-021-00092-3.
• Christian M. Dahl & Emma M. Iglesias, 2021, "Asymptotic normality of the MLE in the level-effect ARCH model," Statistical Papers, Springer, volume 62, issue 1, pages 117-135, February, DOI: 10.1007/s00362-019-01086-y.
• Hong-Wen Tsai & Hui-Chung Che & Bo Bai, 2021, "Innovation Continuity as Indicator for Observing Stock Return Rate in China Stock Market," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 5, pages 1-2.
• Niluthpaul Sarker & Kazi Md. Nasir Uddin, 2021, "The Factors Affecting Bank’s CSR Expenditures: Evidence from Bangladesh," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 6, pages 1-4.
• Mitch Kunce, 2021, "Random Effects Endogeneity: A Variable Pretest," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 4, pages 1-3.
• Michael Keane & Timothy Neal, 2021, "Robust Inference for the Frisch Labor Supply Elasticity," Discussion Papers, School of Economics, The University of New South Wales, number 2021-07b, Oct.
• Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 13-15, pages 2542-2559, November, DOI: 10.1080/02664763.2020.1757047.
• 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.

2020

• Zacharias Psaradakis & Marian Vavra, 2020, "On Using Triples to Assess Symmetry Under Weak Dependence," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2020, Dec.
• Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2020, "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Working Papers, University of Sydney, School of Economics, number 2020-05, May, revised Jun 2021.
• Jan F. Kiviet, 2020, "Instrument-free inference under confined regressor endogeneity; derivations and applications," Working Papers, Stellenbosch University, Department of Economics, number 09/2020.
• Jan F. Kiviet, 2020, "Causes of haze and its health effects in Singapore: a replication study," Working Papers, Stellenbosch University, Department of Economics, number 10/2020.
• Xuexin Wang, 2020, "A new class of tests for overidentifying restrictions in moment condition models," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 5, pages 495-509, May, DOI: 10.1080/07474938.2019.1697085.
• Elise Coudin & Jean-Marie Dufour, 2020, "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 8, pages 763-791, September, DOI: 10.1080/07474938.2020.1772568.
• Victor Chernozhukov & Iván Fernández-Val & Blaise Melly & Kaspar Wüthrich, 2020, "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 529, pages 123-137, January, DOI: 10.1080/01621459.2019.1611581.
• Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020, "Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 340-349, April, DOI: 10.1080/07350015.2018.1505630.
• Dante Amengual & Enrique Sentana, 2020, "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 350-366, April, DOI: 10.1080/07350015.2018.1505631.
• Carsten Bormann & Melanie Schienle, 2020, "Detecting Structural Differences in Tail Dependence of Financial Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 380-392, April, DOI: 10.1080/07350015.2018.1506343.
• Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020, "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-009.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020, "Characteristic-Sorted Portfolios: Estimation and Inference," The Review of Economics and Statistics, MIT Press, volume 102, issue 3, pages 531-551, July.
• Damian Clarke & Joseph P. Romano & Michael Wolf, 2020, "The Romano–Wolf multiple-hypothesis correction in Stata," Stata Journal, StataCorp LLC, volume 20, issue 4, pages 812-843, December, DOI: 10.1177/1536867X20976314.
• Kang, Natasha & Marmer, Vadim, 2020, "Modeling Long Cycles," Economics working papers, Vancouver School of Economics, number vadim_marmer-2020-3, Oct, revised 26 Oct 2020.
• Jungbin Hwang & Gonzalo Valdés, 2020, "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers, University of Connecticut, Department of Economics, number 2020-02, Jan.
• Jungbin Hwang & Gonzalo Valdés, 2020, "Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence," Working papers, University of Connecticut, Department of Economics, number 2020-03, Jan, revised Aug 2020.
• Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020, "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena, Department of Economics, University of Siena, number 821, Feb.
• Firmin Doko Tchatoka & Qazi Haque, 2020, "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-06.
• Emiliano A. Carlevaro & Leandro M. Magnusson, 2020, "The (in)stability of stock returns and monetary policy interdependence in the US," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-27.
• Gregor Pfeifer & Mirjam Reutter & Kristina Strohmaier, 2020, "Goodbye Smokers’ Corner: Health Effects of School Smoking Bans," Journal of Human Resources, University of Wisconsin Press, volume 55, issue 3, pages 1068-1104.
• Francesca Rossi & Peter M. Robinson, 2020, "Higher-Order Least Squares Inference for Spatial Autoregressions," Working Papers, University of Verona, Department of Economics, number 04/2020, Mar.
• Christian Brauweiler & Nurbek Madmarov, 2020, "Risk Managementattitudeof Banks: Comparative Analysesof National And Foreign Banks In Germanyand Kyrgyzstan," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 123-137.
• Cimpoeru Smaranda & Roman Monica & Kobeissi Amira & Mohammad Heba, 2020, "How are European Migrants from the MENA Countries Affected by COVID-19? Insights from an Online Survey," Journal of Social and Economic Statistics, Sciendo, volume 9, issue 1, pages 128-143, August, DOI: 10.2478/jses-2020-0008.
• David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020, "Bayesian assessment of Lorenz and stochastic dominance," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 53, issue 2, pages 767-799, May, DOI: 10.1111/caje.12443.
• Michael W. McCracken, 2020, "Diverging Tests of Equal Predictive Ability," Econometrica, Econometric Society, volume 88, issue 4, pages 1753-1754, July, DOI: 10.3982/ECTA17523.
• Antoine A. Djogbenou, 2020, "Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 3, pages 344-370, April, DOI: 10.1002/jae.2749.
• Jonas Dovern & Hans Manner, 2020, "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 440-456, June, DOI: 10.1002/jae.2755.
• Koen Jochmans, 2020, "Testing for correlation in error‐component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 7, pages 860-878, November, DOI: 10.1002/jae.2796.
• Yanchun Jin & Ryo Okui, 2020, "Testing for overconfidence statistically: A moment inequality approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 7, pages 879-892, November, DOI: 10.1002/jae.2780.
• Bruno Ferman & Cristine Pinto & Vitor Possebom, 2020, "Cherry Picking with Synthetic Controls," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 39, issue 2, pages 510-532, March, DOI: 10.1002/pam.22206.
• Timothy B. Armstrong & Michal Kolesár, 2020, "Simple and honest confidence intervals in nonparametric regression," Quantitative Economics, Econometric Society, volume 11, issue 1, pages 1-39, January, DOI: 10.3982/QE1199.
• Jan F. Kiviet, 2020, "Causes Of Haze And Its Health Effects In Singapore: A Replication Study," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 06, pages 1367-1387, December, DOI: 10.1142/S0217590820500460.
• Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020, "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers, Department of Economics, University of York, number 20/10, Oct.
• Ollech, Daniel & Webel, Karsten, 2020, "A random forest-based approach to identifying the most informative seasonality tests," Discussion Papers, Deutsche Bundesbank, number 55/2020.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-01.
• Winkelmann, Lars & Yao, Wenying, 2020, "Cojump anchoring," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/17, DOI: 10.17169/refubium-28418.
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2020, "Climate Shocks and Teenage Fertility," GLO Discussion Paper Series, Global Labor Organization (GLO), number 490.
• Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie, 2020, "Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 11-2020.
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020, "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-008.
• Otto, Sven & Breitung, Jörg, 2020, "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224533.
• Mikkel Bennedsen, 2020, "Designing a sequential testing procedure for verifying global CO2 emissions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-01, Feb.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2020, "Adaptive Inference in Heteroskedastic Fractional Time Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-08, Jun.
• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020, "Predicting bond return predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-09, Aug.
• Firmin Doko Tchatoka & Qazi Haque, 2020, "On bootstrapping tests of equal forecast accuracy for nested models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2020-03, Feb.
• Firmin Doko Tchatoka & Wenjie Wang, 2020, "Uniform Inference after Pretesting for Exogeneity," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2020-05, Mar.