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
/ / / C13: Estimation: General

2020

• Kavese Kambale & Phiri Andrew, 2020, "A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 30, issue 3, pages 59-76, September, DOI: 10.2478/sues-2020-0017.
• Ngozi E. Egbuna (PhD) & Maimuna John-Sowe & Dauda Mohammed (PhD) & Hissan Abubakari & Eric L. Sambolah & Kormay Adams, 2020, "Uncertainty And Economic Performance In The West African Monetary Zone (Wamz): A Fixed Effect Panel Threshold Approach," Working Papers, West African Monetary Institute, number 19, Jun.
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020, "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, volume 28, issue 4, pages 581-620, October, DOI: 10.1111/ecot.12251.
• Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020, "The informativeness of estimation moments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 7, pages 797-813, November, DOI: 10.1002/jae.2779.
• Ranjula Bali Swain & Supriya Garikipati & Fan Yang Wallentin, 2020, "Does Foreign Aid Improve Gender Performance in Recipient Countries?," Journal of International Development, John Wiley & Sons, Ltd., volume 32, issue 7, pages 1171-1193, October, DOI: 10.1002/jid.3500.
• Sukjin Han, 2020, "Nonparametric estimation of triangular simultaneous equations models under weak identification," Quantitative Economics, Econometric Society, volume 11, issue 1, pages 161-202, January, DOI: 10.3982/QE975.
• Candelaria, Luis E. & Ura, Takuya, 2020, "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1258.
• 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.
• Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020, "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers, Department of Economics, University of York, number 20/03, Mar.
• Hamidreza Izadi, 2020, "An Investigation on the Share of Rural and Urban Households’ Expenditure as A Basis to Determine Economic Policies for Iran," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 2, pages 41-53, November, DOI: 10.2478/zireb-2020-0013.
• Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020, "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers, Deutsche Bundesbank, number 42/2020.
• Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020, "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers, Deutsche Bundesbank, number 62/2020.
• 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.
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2020, "Climate Shocks and Teenage Fertility," GLO Discussion Paper Series, Global Labor Organization (GLO), number 490.
• Asadullah, M Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020, "Measuring Gender Attitudes Using List Experiments," GLO Discussion Paper Series, Global Labor Organization (GLO), number 658.
• Galindo-Silva, Hector & Somé, Nibene Habib & Tchuente, Guy, 2020, "Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach," GLO Discussion Paper Series, Global Labor Organization (GLO), number 666.
• Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020, "Bootstrap methods for inference in the Parks model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-18, DOI: 10.5018/economics-ejournal.ja.2020-.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020, "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-004.
• 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.
• Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020, "Using generalized estimating equations to estimate nonlinear models with spatial data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-017.
• Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020, "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-023.
• Lee, Jinkook, 2020, "Effects of Small Business Support Projects: Evidence from Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 42, issue 1, pages 1-30, DOI: 10.23895/kdijep.2020.42.1.1.
• 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.
• Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020, "Large dynamic covariance matrices: enhancements based on intraday data," ECON - Working Papers, Department of Economics - University of Zurich, number 356, Jul, revised Jan 2022.
• Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020, "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-05, May.
• 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.
• Tatiana GUTIUM, 2020, "Methodological Approach To The Elaboration Of Indicators For Quantifying The Competitiveness Of Goods," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 74-85.
• Gökçe Tekin Turhan, 2020, "Evaluation of the Attitudes and Behavior of University Students on Financial Literacy," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 375-400, October, DOI: https://doi.org/10.33203/mfy.711089.
• Firmin Doko Tchatoka & Wenjie Wang, 2020, "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2020-05, Mar.
• David Romer, 2020, "In Praise of Confidence Intervals," AEA Papers and Proceedings, American Economic Association, volume 110, pages 55-60, May, DOI: 10.1257/pandp.20201059.
• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020, "A Proposed Specification Check for p-Hacking," AEA Papers and Proceedings, American Economic Association, volume 110, pages 66-69, May, DOI: 10.1257/pandp.20201078.
• Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020, "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4304, Nov.
• Jorge Eduardo Camusso & Ana Inés Navarro, 2020, "COVID-19, recession and fall in real wages in Argentina. Who will be most affected?," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4323, Nov.
• Fernando Zarzosa Valdivia & Maximiliano Micheli, 2020, "The random forest path of real exchange rate misalignments. The Argentinean case," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4429, Nov.
• Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020, "Identifying the Phillips Curve in Georgia," NBG Working Papers, National Bank of Georgia, number 01/2020, Jan.
• Valida Pantsulaia & Salome Tvalodze & Zviad Zedginidze, 2020, "Assessing Georgia's External Vulnerability," NBG Working Papers, National Bank of Georgia, number 04/2020, Nov.
• Koutchadé, Obafèmi Philippe & Carpentier, Alain & Féménia, Fabienne, 2020, "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 307209, DOI: 10.22004/ag.econ.307209.
• Tuğçe Acar, 2020, "Determining Housing Prices Using The Semiparametric Estimation Within The Hedonic Price Model Framework: Case Study of Istanbul Housing Market Example," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 3, pages 561-575, DOI: 10.30784/epfad.747705.
• Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020, "Modeling Joint Lives within Families," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2021, Jun.
• Simar, Leopold & Zelenyuk, Valentin, 2020, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020002, Jan.
• Fatma Tasdemir, 2020, "The Main Determinants of Capital Inflows in Emerging Market Economies: Does the Exchange Rate Regime Matter?," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 6, issue 2, pages 163-167, December, DOI: 10.22440/wjae.6.2.4.
• Орлов К.В. // Orlov K.V. & Жузбаев А.М. // Zhuzbayev A.M. & Мекенбаева К.Б. // Mekenbayeva K.B. & Самат М.Н. // Samat M.N. & Букенов А.Е. // Bukenov A.E. & Сейдахметов А.Н. // Seidakhmetov A.N., 2020, "Обзорная статья по Динамическим стохастическим моделям общего равновесия (DSGE) // Review on DSGE models," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 4, pages 4-40.
• Stanislav Anatolyev & Mikkel S{o}lvsten, 2020, "Testing Many Restrictions Under Heteroskedasticity," Papers, arXiv.org, number 2003.07320, Mar, revised Jan 2023.
• Charles F. Manski & Francesca Molinari, 2020, "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers, arXiv.org, number 2004.06178, Apr.
• Dimitris Korobilis, 2020, "High-dimensional macroeconomic forecasting using message passing algorithms," Papers, arXiv.org, number 2004.11485, Apr.
• Samuele Centorrino & Mar'ia P'erez-Urdiales, 2020, "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," Papers, arXiv.org, number 2004.12369, Apr, revised Mar 2021.
• Julian Hinz & Amrei Stammann & Joschka Wanner, 2020, "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers, arXiv.org, number 2004.12655, Apr, revised Jul 2021.
• Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020, "Modeling Joint Lives within Families," Papers, arXiv.org, number 2006.08446, Jun.
• Cem Cakmakli & Yasin Simsek, 2020, "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Papers, arXiv.org, number 2007.02726, Jul, revised Feb 2021.
• Yicong Lin & Hanno Reuvers, 2020, "Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Papers, arXiv.org, number 2009.02262, Sep, revised Dec 2021.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Papers, arXiv.org, number 2011.00435, Nov, revised Apr 2023.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers, arXiv.org, number 2011.02077, Nov, revised May 2021.
• Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020, "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers, arXiv.org, number 2101.01093, Dec.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020, "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 341, Dec.
• Dadgar, Yadollah & Taheri, Simin & Taee, Hassan, 2020, "Investigating the Labor and Capital Contributions and their Effective Factors in Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 25, issue 1, pages 3-28, May.
• Mile Bosnjak & Ivan Novak & Maja Basic, 2020, "The Demand Function For Merchandise Exports: The Case Of Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 29, issue 1, pages 123-135, june.
• Anna Pereverzieva & Volodymyr Volkov, 2020, "Assessment And Forecasting Of Favourable Conditions For Social Entrepreneurship Development," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 6, issue 3, DOI: 10.30525/2256-0742/2020-6-3-59-66.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020, "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 202, Dec.
• Rubén Ortuño & José M. Sánchez & Diego Álvarez & Miguel López & Fernando León, 2020, "Neurometrics applied to banknote and security features design," Occasional Papers, Banco de España, number 2008, Apr.
• Tetsuya Kaji & Elena Manresa & Guillaume Pouliot, 2020, "An Adversarial Approach to Structural Estimation," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-144.
• Michel Dietsch & Henri Fraisse & Mathias Lé & Sandrine Lecarpentier, 2020, "Lower Bank Capital Requirements as a Policy Tool to Support Credit to SMEs: Evidence From a Policy Experiment?," Working papers, Banque de France, number 789.
• Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020, "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers, Barcelona School of Economics, number 1142, Jan.
• Michael Creel, 2020, "Inference Using Simulated Neural Moments," Working Papers, Barcelona School of Economics, number 1182, Jun.
• BRAILA Alexandru & TOACA Zinovia, 2020, "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 8-18, November.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020, "Oil and Fiscal Policy Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2020, Dec.
• Christopher F Baum & Miguel Henry, 2020, "Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States," Boston College Working Papers in Economics, Boston College Department of Economics, number 1009, May, revised 02 Oct 2020.
• Christopher F Baum & Miguel Henry, 2020, "Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States," London Stata Conference 2020, Stata Users Group, number 05, Sep.
• Alessandro Casini & Pierre Perron, 2020, "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-014, May.
• Alessandro Casini & Pierre Perron, 2020, "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-015, Mar.
• Igor Fedotenkov, 2020, "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, volume 80, issue 3, pages 245-299.
• Chernomaz Kirill & Yoshimoto Hisayuki, 2020, "How Accurately Do Structural Asymmetric First-Price Auction Estimates Represent True Valuations?," Journal of Econometric Methods, De Gruyter, volume 9, issue 1, pages 1-19, January, DOI: 10.1515/jem-2017-0001.
• Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020, "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, volume 9, issue 1, pages 1-29, January, DOI: 10.1515/jem-2017-0022.
• Ben Jann, 2020, "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 35, Mar, revised 31 Aug 2020.
• Pesaran, M. H. & Yang, C. F., 2020, "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20102, Nov.
• Rabovic, R. & Cizek, P., 2020, "Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2012, Feb.
• Guo, B. & Newbery, D., 2020, "The Cost of Carbon Leakage: Britain’s Carbon Price Support and Cross-border Electricity Trade," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2014, Mar.
• Li, S. & Linton, O., 2020, "When will the Covid-19 pandemic peak?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2025, Apr.
• Ala Avoyan & Robizon Khubulashvili & Giorgi Mekerishvili, 2020, "Call It a Day: History Dependent Stopping Behavior," CESifo Working Paper Series, CESifo, number 8603.
• M. Hashem Pesaran & Cynthia Fan Yang, 2020, "Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model," CESifo Working Paper Series, CESifo, number 8695.
• Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020, "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-110, Sep.
• Michael Pfaffermayr, 2020, "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, CEPII research center, issue 161, pages 188-198.
• David Neto, 2020, "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, CEPII research center, issue 163, pages 147-154.
• Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2020, "Gaussian Rank Correlation and Regression," Working Papers, CEMFI, number wp2020_2004, Jun.
• Alfredo Villca & Alejandro Torres & Carlos Esteban Posada & Hermilson Vel�squez, 2020, "Demanda de dinero en América Latina, 1996-2016: una aplicación de cointegración en datos de panel," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 85, issue 6.
• Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020, "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14267, Jan.
• de Paula, Aureo, 2020, "The Informativeness of Estimation Moments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14298, Jan.
• Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020, "Quantiles of the Gain Distribution of an Early Child Intervention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14721, May.
• Sentana, Enrique & Amengual, Dante & Tian, Zhanyuan, 2020, "Gaussian rank correlation and regression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14914, Jun.
• Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15164, Aug.
• Reisinger, Markus & Berg, Tobias & Streitz, Daniel, 2020, "Spillover Effects in Empirical Corporate Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15549, Dec.
• Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020, "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 410-456, June.
• Shuping Shi & Peter C.B. Phillips, 2020, "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2248, Aug.
• Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020, "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2251, Aug.
• Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020, "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2252, Aug.
• Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1101, Sep.
• Chouaib Jouf, 2020, "Asymmetric price transmission along the food marketing chain: A focus on the recent price war," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-1.
• Jaime DE PABLO-VALENCIANO & Valentin TASSILE & Miguel Ángel GIACINTI-BATTISTUZZI & Juan MILÁN-GARCÍA, 2020, "Analysis Of Trade: Import Of Pears In India (2015-2018)," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 20, issue 2, pages 97-108.
• Gilch, Alexandros & Lanz, Andreas & Müller, Philipp & Reich, Gregor, 2020, "Small Data': Efficient Inference with Occasionally Observed States," HEC Research Papers Series, HEC Paris, number 1380, Jul, DOI: 10.2139/ssrn.3638618.
• Lei, Yanzhe (Murray) & Miao, Sentao & Momot, Ruslan, 2020, "Privacy-Preserving Personalized Revenue Management," HEC Research Papers Series, HEC Paris, number 1391, Oct, DOI: 10.2139/ssrn.3704446.
• Gelain, Paolo & Manganelli, Simone, 2020, "Monetary policy with judgment," Working Paper Series, European Central Bank, number 2404, May.
• Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020, "Disciplining expectations and the forward guidance puzzle," Working Paper Series, European Central Bank, number 2424, Jun.
• Liu, Shasha & Sickles, Robin, 2020, "The Agency Problem Revisited: A Structural Analysis of Managerial Productivity and CEO Compensation in Large U.S. Commercial Banks," Working Papers, Rice University, Department of Economics, number 19-010.
• Liu, Shasha & Sickles, Robin, 2020, "The Agency Problem Revisited: A Structural Analysis of Managerial Productivity and CEO Compensation in Large U.S. Commercial Banks," Working Papers, Rice University, Department of Economics, number 20-001.
• Matteo Rossi & Gabriella Marcarelli & Antonella Ferraro & Antonio Lucadamo, 2020, "How do Calendar Anomalies Affect an Investment Choice? A Proposal of an Analytic Hierarchy Process Model," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 244-249.
• Rim Ammar Lamouchi, 2020, "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 29-34.
• Yousef Abdel Jawad & Issam Ayyash, 2020, "Analyze the Loss of Electricity in Palestine Case Study: Ramallah and Al-Bireh Governorate," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 7-15.
• Zainuddin Saenong & Abd Azis Muthalib & Pasrun Adam & Wali Aya Rumbia & Heppi Millia & La Ode Saidi, 2020, "Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 95-100.
• Abdul Rahman, 2020, "Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 124-131.
• Frederico Uch a & Cleiton Silva de Jesus & Leonardo Chaves Borges Cardoso, 2020, "Fuel Demand Elasticities in Brazil: A Panel Data Analysis with Instrumental Variables," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 450-457.
• Buyung Romadhoni & Akhmad Akhmad, 2020, "Household Electricity Demand in South Sulawesi, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 229-233.
• Tanattrin Bunnag, 2020, "Causality Relationship between Electricity Consumption and Economic Growth in Indonesia and Thailand," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 266-271.
• Bothwell Nyoni & Andrew Phiri, 2020, "Renewable Energy - Economic Growth Nexus in South Africa: Linear, Nonlinear or Non-existent?," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 635-644.
• Dmitry Kulikov & Nicolas Reigl, 2020, "Inflation expectations in Phillips Curves models for the euro area," Bank of Estonia Working Papers, Bank of Estonia, number wp2019-8, Jan, revised 29 Jan 2020, DOI: 10.23656/25045520/082019/0171.
• Jackman, Mahalia & Lorde, Troy & Naitram, Simon & Greenaway, Tori, 2020, "Distance matters: the impact of physical and relative distance on pleasure tourists' length of stay in Barbados," Annals of Tourism Research, Elsevier, volume 80, issue C, DOI: 10.1016/j.annals.2019.102794.
• Ma, Chaoqun & Mi, Xianhua & Cai, Zongwu, 2020, "Nonlinear and time-varying risk premia," China Economic Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.chieco.2020.101467.
• Kukacka, Jiri & Kristoufek, Ladislav, 2020, "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103855.
• Platt, Donovan, 2020, "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103859.
• Bian, Zhicun & Liao, Yin & O’Neill, Michael & Shi, Jing & Zhang, Xueyong, 2020, "Large-scale minimum variance portfolio allocation using double regularization," Journal of Economic Dynamics and Control, Elsevier, volume 116, issue C, DOI: 10.1016/j.jedc.2020.103939.
• Ozcan, Burcu & Tzeremes, Panayiotis G. & Tzeremes, Nickolaos G., 2020, "Energy consumption, economic growth and environmental degradation in OECD countries," Economic Modelling, Elsevier, volume 84, issue C, pages 203-213, DOI: 10.1016/j.econmod.2019.04.010.
• Sanz-Córdoba, Patricia, 2020, "The role of infrastructure investment and factor productivity in international tax competition," Economic Modelling, Elsevier, volume 85, issue C, pages 30-38, DOI: 10.1016/j.econmod.2019.05.003.
• Walheer, Barnabé & Zhang, Linjia & Luo, Yingchan, 2020, "Bidirectional technological spillover in the Chinese star-rated hotel sector: An empirical investigation," Economic Modelling, Elsevier, volume 86, issue C, pages 210-226, DOI: 10.1016/j.econmod.2019.06.013.
• Arata, Linda & Fabrizi, Enrico & Sckokai, Paolo, 2020, "A worldwide analysis of trend in crop yields and yield variability: Evidence from FAO data," Economic Modelling, Elsevier, volume 90, issue C, pages 190-208, DOI: 10.1016/j.econmod.2020.05.006.
• Seong, Byeongchan, 2020, "Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models," Economic Modelling, Elsevier, volume 91, issue C, pages 463-468, DOI: 10.1016/j.econmod.2020.06.020.
• Albonico, Alice & Tirelli, Patrizio, 2020, "Financial crises and sudden stops: Was the European monetary union crisis different?," Economic Modelling, Elsevier, volume 93, issue C, pages 13-26, DOI: 10.1016/j.econmod.2020.06.021.
• Chen, Zhihong & Xia, Huizhu, 2020, "Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve," Economic Modelling, Elsevier, volume 93, issue C, pages 595-604, DOI: 10.1016/j.econmod.2020.09.003.
• Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020, "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101056.
• Su, Xianfang, 2020, "Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101218.
• Su, Zhi-fang & Ma, Xiao-xiang & Xiao, Wei & Chen, Mei-Yuan, 2020, "Marginal effects of public employment on unconditional distribution of wage income in China," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101002.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101249.
• Han, Hyojin, 2020, "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108859.
• Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2020, "A mixed frequency approach for stock returns and valuation ratios," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108861.
• Phillips, Keith R. & Teng, Judy S., 2020, "Months for benchmark dominance: A new accuracy measure for state employment data," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108873.
• Hassler, Uwe & Hosseinkouchack, Mehdi, 2020, "Estimating the mean under strong persistence," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108950.
• Tsionas, Mike G. & Assaf, A. George & Andrikopoulos, Athanasios, 2020, "Quantile stochastic frontier models with endogeneity," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108964.
• Jin, Fei & Lee, Lung-fei & Yu, Jihai, 2020, "First difference estimation of spatial dynamic panel data models with fixed effects," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.109010.
• Lin, Yingqian & Tu, Yundong, 2020, "Sieve extremum estimation of a semiparametric transformation model," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.109020.
• Mehic, Adrian, 2020, "Half-panel jackknife estimation for dynamic panel models," Economics Letters, Elsevier, volume 190, issue C, DOI: 10.1016/j.econlet.2020.109082.
• Wang, Wenjie, 2020, "On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109157.
• Li, Yifan, 2020, "Nearly unbiased estimation of sample skewness," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109174.
• Kim, Doosoo, 2020, "An alternative two-step generalized method of moments estimator based on a reduced form model," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109184.
• Chen, Maolong & Myers, Robert J. & Hu, Chaoran, 2020, "Estimating dynamic binary choice models using irregularly spaced panel data," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109217.
• Fang, Ying & Tang, Shengfang & Cai, Zongwu & Lin, Ming, 2020, "An alternative test for conditional unconfoundedness using auxiliary variables," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109320.
• Wooldridge, Jeffrey M., 2020, "On the consistency of the logistic quasi-MLE under conditional symmetry," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109363.
• Jin, Fei & Lee, Lung-fei, 2020, "Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109397.
• Guo, Juncong & Qu, Xi, 2020, "Fixed effects spatial panel data models with time-varying spatial dependence," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109531.
• Puente-Ajovín, Miguel & Ramos, Arturo & Sanz-Gracia, Fernando & Arribas-Bel, Daniel, 2020, "How sensitive is city size distribution to the definition of city? The case of Spain," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109643.
• Wagner, Martin & Grabarczyk, Peter & Hong, Seung Hyun, 2020, "Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 216-255, DOI: 10.1016/j.jeconom.2019.05.012.
• She, Rui & Ling, Shiqing, 2020, "Inference in heavy-tailed vector error correction models," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2019.03.008.
• Cai, T. Tony & Hu, Jianchang & Li, Yingying & Zheng, Xinghua, 2020, "High-dimensional minimum variance portfolio estimation based on high-frequency data," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 482-494, DOI: 10.1016/j.jeconom.2019.04.039.
• Wang, Luheng & Chen, Zhao & Wang, Christina Dan & Li, Runze, 2020, "Ultrahigh dimensional precision matrix estimation via refitted cross validation," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 118-130, DOI: 10.1016/j.jeconom.2019.08.004.
• Jiang, Bibo & Lu, Ye & Park, Joon Y., 2020, "Testing for Stationarity at High Frequency," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 341-374, DOI: 10.1016/j.jeconom.2019.09.004.
• Li, Z. Merrick & Laeven, Roger J.A. & Vellekoop, Michel H., 2020, "Dependent microstructure noise and integrated volatility estimation from high-frequency data," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 536-558, DOI: 10.1016/j.jeconom.2019.10.004.
• Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020, "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 574-590, DOI: 10.1016/j.jeconom.2019.09.008.
• Davis, Richard A. & Song, Li, 2020, "Noncausal vector AR processes with application to economic time series," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 246-267, DOI: 10.1016/j.jeconom.2020.01.017.
• Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng, 2020, "High-frequency factor models and regressions," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 86-105, DOI: 10.1016/j.jeconom.2020.01.007.
• Lee, Jungyoon & Robinson, Peter M., 2020, "Adaptive inference on pure spatial models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 375-393, DOI: 10.1016/j.jeconom.2019.10.006.
• Rothe, Christoph & Wied, Dominik, 2020, "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 1-19, DOI: 10.1016/j.jeconom.2019.11.004.
• Linton, Oliver & Wu, Jianbin, 2020, "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 176-201, DOI: 10.1016/j.jeconom.2019.12.015.
• Francq, Christian & Zakoïan, Jean-Michel, 2020, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 356-380, DOI: 10.1016/j.jeconom.2019.12.008.
• Boudt, Kris & Cornilly, Dries & Verdonck, Tim, 2020, "Nearest comoment estimation with unobserved factors," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 381-397, DOI: 10.1016/j.jeconom.2019.12.009.
• Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020, "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 119-139, DOI: 10.1016/j.jeconom.2019.12.016.
• Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020, "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 178-215, DOI: 10.1016/j.jeconom.2019.12.017.
• Antoine, Bertille & Renault, Eric, 2020, "Testing identification strength," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 271-293, DOI: 10.1016/j.jeconom.2020.04.017.
• Kiviet, Jan F., 2020, "Testing the impossible: Identifying exclusion restrictions," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 294-316, DOI: 10.1016/j.jeconom.2020.04.018.
• Khalaf, Lynda & Saunders, Charles J., 2020, "Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 419-434, DOI: 10.1016/j.jeconom.2020.04.023.
• Tuvaandorj, Purevdorj, 2020, "Regression discontinuity designs, white noise models, and minimax," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 587-608, DOI: 10.1016/j.jeconom.2020.04.030.
• Galbraith, John W. & Zinde-Walsh, Victoria, 2020, "Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 609-632, DOI: 10.1016/j.jeconom.2020.04.031.
• Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020, "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 137-170, DOI: 10.1016/j.jeconom.2020.05.018.
• Chaudhuri, Saraswata & Renault, Eric, 2020, "Score tests in GMM: Why use implied probabilities?," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 260-280, DOI: 10.1016/j.jeconom.2020.03.004.
• Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.
• Pesaran, M. Hashem & Yang, Cynthia Fan, 2020, "Econometric analysis of production networks with dominant units," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 507-541, DOI: 10.1016/j.jeconom.2020.03.014.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2020, "Robust frontier estimation from noisy data: A Tikhonov regularization approach," Econometrics and Statistics, Elsevier, volume 14, issue C, pages 1-23, DOI: 10.1016/j.ecosta.2018.07.003.
• Golosnoy, Vasyl & Schmid, Wolfgang & Seifert, Miriam Isabel & Lazariv, Taras, 2020, "Statistical inferences for realized portfolio weights," Econometrics and Statistics, Elsevier, volume 14, issue C, pages 49-62, DOI: 10.1016/j.ecosta.2018.08.003.
• Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020, "Combined estimation of semiparametric panel data models," Econometrics and Statistics, Elsevier, volume 15, issue C, pages 30-45, DOI: 10.1016/j.ecosta.2019.05.001.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, volume 16, issue C, pages 1-27, DOI: 10.1016/j.ecosta.2018.12.002.
• Gallic, Ewen & Vermandel, Gauthier, 2020, "Weather shocks," European Economic Review, Elsevier, volume 124, issue C, DOI: 10.1016/j.euroecorev.2020.103409.
• Kutlu, Levent & Tran, Kien C. & Tsionas, Mike G., 2020, "A spatial stochastic frontier model with endogenous frontier and environmental variables," European Journal of Operational Research, Elsevier, volume 286, issue 1, pages 389-399, DOI: 10.1016/j.ejor.2020.03.020.
• Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2020, "Date-stamping multiple bubble regimes," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 226-246, DOI: 10.1016/j.jempfin.2020.06.004.
• Hinderks, W.J. & Wagner, A., 2020, "Factor models in the German electricity market: Stylized facts, seasonality, and calibration," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.03.024.
• Zhao, Jun & Jiang, Qingzhe & Dong, Xiucheng & Dong, Kangyin, 2020, "Would environmental regulation improve the greenhouse gas benefits of natural gas use? A Chinese case study," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104712.
• Lagomarsino, Elena, 2020, "Estimating elasticities of substitution with nested CES production functions: Where do we stand?," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104752.
• Risch, Anna, 2020, "Are environmental fiscal incentives effective in inducing energy-saving renovations? An econometric evaluation of the French energy tax credit," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104831.
• Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020, "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104985.
• Bernstein, David H., 2020, "An updated assessment of technical efficiency and returns to scale for U.S. electric power plants," Energy Policy, Elsevier, volume 147, issue C, DOI: 10.1016/j.enpol.2020.111896.
• Kim, Jan R. & Chung, Keunsuk, 2020, "Regime switching in the present value models: A backward-solving method," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.001.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.006.
• Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020, "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.024.
• Ćmiel, Bogdan & Ledwina, Teresa, 2020, "Validation of association," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 55-67, DOI: 10.1016/j.insmatheco.2019.12.003.
• Kulinskaya, Elena & Gitsels, Lisanne A. & Bakbergenuly, Ilyas & Wright, Nigel R., 2020, "Calculation of changes in life expectancy based on proportional hazards model of an intervention," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 27-35, DOI: 10.1016/j.insmatheco.2020.04.006.
• Cupido, Kyran & Jevtić, Petar & Paez, Antonio, 2020, "Spatial patterns of mortality in the United States: A spatial filtering approach," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 28-38, DOI: 10.1016/j.insmatheco.2020.08.003.
• Pfaffermayr, Michael, 2020, "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, Elsevier, volume 161, issue C, pages 188-198, DOI: 10.1016/j.inteco.2019.11.014.
• Neto, David, 2020, "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, Elsevier, volume 163, issue C, pages 147-154, DOI: 10.1016/j.inteco.2020.01.005.
• Du, Kai & Huddart, Steven & Xue, Lingzhou & Zhang, Yifan, 2020, "Using a hidden Markov model to measure earnings quality," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2019.101281.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105809.
• Dasgupta, Kabir & Mason, Brenden J., 2020, "The effect of interest rate caps on bankruptcy: Synthetic control evidence from recent payday lending bans," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105917.