Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General
2020
- Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
- Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
- Gary Koop & Dimitris Korobilis, 2020, "Bayesian dynamic variable selection in high dimensions," Working Papers, Business School - Economics, University of Glasgow, number 2020_11, May.
- Dimitris Korobilis, 2020, "Sign restrictions in high-dimensional vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2020_21, Sep.
- Robert J. Hill & Norbert Pfeifer & Miriam Steurer, 2020, "The Airbnb Rent-Premium and the Crowding-Out of Long-Term Rentals," Graz Economics Papers, University of Graz, Department of Economics, number 2020-06, Feb.
- Robert Hill & Radoslaw Trojanek, 2020, "House Price Indexes for Warsaw: An Evaluation of Competing Methods," Graz Economics Papers, University of Graz, Department of Economics, number 2020-08, Mar.
- Ewen Gallic & Gauthier Vermandel, 2020, "Weather Shocks," Post-Print, HAL, number hal-02498669, May, DOI: 10.1016/j.euroecorev.2020.103409.
- Abdelaati Daouia & Jean-Pierre Florens & Léopold Simar, 2020, "Robust frontier estimation from noisy data: a Tikhonov regularization approach," Post-Print, HAL, number hal-02573853, Apr, DOI: 10.1016/j.ecosta.2018.07.003.
- Anna Risch, 2020, "Are environmental fiscal incentives effective in inducing energy-saving renovations? An econometric evaluation of the French energy tax credit," Post-Print, HAL, number hal-03133083, Aug, DOI: 10.1016/j.eneco.2020.104831.
- Elena Ivona Dumitrescu & Peter Hansen, 2020, "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print, HAL, number hal-03331109.
- Christian Francq & Jean-Michel Zakoïan, 2020, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Post-Print, HAL, number hal-05417259, Aug, DOI: 10.1016/j.jeconom.2019.12.008.
- Rashid Javed & Mazhar Mughal, 2020, "Preference for Boys and Length of Birth Intervals in Pakistan
[Préférence pour les garçons et durée des intervalles de naissance au Pakistan]," Working Papers, HAL, number hal-02293629, Apr. - Obafemi Philippe Koutchade & Alain Carpentier & Fabienne Femenia, 2020, "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers, HAL, number hal-02983249, Oct, DOI: 10.1111/ajae.12152.
- Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020, "Modeling Joint Lives within Families," Working Papers, HAL, number halshs-02871927, Jun.
- Lillestøl, Jostein, 2020, "Sampling risk evaluations in a tax fraud case: Some modelling issues," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/5, May.
- Alfelt, Gustav & Mazur, Stepan, 2020, "On the mean and variance of the estimated tangency portfolio weights for small samples," Working Papers, Örebro University, School of Business, number 2020:8, Sep.
- Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas, 2020, "Statistical Inference for the Tangency Portfolio in High Dimension," Working Papers, Örebro University, School of Business, number 2020:10, Oct.
- Tsunetada HIROBE, 2020, "Is Stability For Regional Disparities Of Unemployment Rates Truly Mysterious? An Analysis From Statistical Approach," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 253-260, June.
- Payam MOHAMMAD ALIHA & Tamat SARMIDI & Fathin FAIZAH SAID, 2020, "Investigating The Impact Of Atm And Pos Terminals On Money Demand In Nine European Countries In The Context Of A Random Effect Model As The Appropriate Panel Data Model," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 31-41, June.
- Burhanuddin, 2020, "Investigating Volatility Behaviour: Empirical Evidence From Islamic Stock Indices," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 4, pages 729-746, November, DOI: https://doi.org/10.21098/jimf.v6i4..
- Martin Weidner & Thomas Zylkin, 2020, "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP1/20, Jan.
- Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020, "The Informativeness of Estimation Moments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP3/20, Jan.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020, "Inference after Estimation of Breaks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/20, Jul.
- Emanuele Bacchiocchi & Toru Kitagawa, 2020, "Locally- but not globally-identified SVARs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/20, Jul.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP43/20, Sep.
- Chung Baek, 2020, "Risk Transmissions between Major Foreign Currencies: An Empirical Analysis from the U.S. Perspective," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 2, pages 151-168, September.
- Vicente Germán-Soto, 2020, "La curva de Laffer en la relación deuda externa-crecimiento económico de México, 1970-2017," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 2, pages 205-226, Abril - J.
- Nora Gavira-Durón & Dolores Guadalupe Martínez Peña & Irma Cristina Espitia Moreno, 2020, "Determinantes financieras de la Sustentabilidad Corporativa de Empresas que cotizan en el IPC Sustentable de la BMV," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 2, pages 277-293, Abril - J.
- Rey Francisco Ayala Castrejon & Christian Bucio Pacheco, 2020, "Modelo ARIMA aplicado al tipo de cambio peso-dólar en el periodo 2016-2017 mediante ventanas temporales deslizantes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 3, pages 331-354, Julio - S.
- Raúl Armando Cardona Montoya & Izaias Martins & Hermilson Velásquez Ceballos, 2020, "Orientación Emprendedora y Emprendimiento Corporativo: Diferencias y complementariedad en un modelo intención-acción," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue SNEA, pages 551-576, Agosto 20.
- Cândida Ferreira, 2020, "Financial development and macroeconomic performance: a cointegration approach," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0155, Dec.
- Battistin, Erich & Lamarche, Carlos & Rettore, Enrico, 2020, "Quantiles of the Gain Distribution of an Early Childhood Intervention," IZA Discussion Papers, IZA Network @ LISER, number 13101, Mar.
- Clarke, Damian & Schythe, Kathya Tapia, 2020, "Implementing the Panel Event Study," IZA Discussion Papers, IZA Network @ LISER, number 13524, Jul.
- Kettlewell, Nathan & Siminski, Peter, 2020, "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," IZA Discussion Papers, IZA Network @ LISER, number 13639, Aug.
- Asadullah, Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020, "Measuring Gender Attitudes Using List Experiments," IZA Discussion Papers, IZA Network @ LISER, number 13653, Sep.
- Del Bono, Emilia & Kinsler, Josh & Pavan, Ronni, 2020, "Skill Formation and the Trouble with Child Non-Cognitive Skill Measures," IZA Discussion Papers, IZA Network @ LISER, number 13713, Sep.
- Del Bono, Emilia & Kinsler, Josh & Pavan, Ronni, 2020, "A Note on the Importance of Normalizations in Dynamic Latent Factor Models of Skill Formation," IZA Discussion Papers, IZA Network @ LISER, number 13714, Sep.
- Sayema Haque Bidisha & S M Abdullah & Salina Siddiqua & Mohammad Mainul Islam, 2020, "How Does Dependency Ratio Affect Economic Growth In the Long Run? Evidence from Selected Asian Countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 2, pages 47-60, April-Jul.
- K.M. Zahidul Islam, Yeasmin Akter and MD. Nahid Alam, 2020, "Macroeconomic Variables and Stock Returns in Bangladesh: An Empirical Analysis in The Presence of Structural Breaks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 45, issue 2, pages 115-141, June.
- Shengfang Tang & Zongwu Cai & Ying Fang & Ming Lin, 2020, "A New Quantile Treatment Effect Model for Studying Smoking Effect on Birth Weight During Mother's Pregnancy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202003, Feb, revised Feb 2020.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020, "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202005, Feb, revised Feb 2020.
- Zongwu Cai & Ying Fang & Qiuhua Xu, 2020, "Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202009, Jul, revised Jul 2020.
- Zongwu Cai & Ted Juhl, 2020, "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202013, Aug, revised Aug 2020.
- Caio Vigo Pereira & Marcio Laurini, 2020, "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202014, Sep, revised Sep 2020.
- Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020, "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202016, Sep, revised Sep 2020.
- Michael Roberts & Indranil SenGupta, 2020, "Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing," Annals of Finance, Springer, volume 16, issue 1, pages 121-139, March, DOI: 10.1007/s10436-019-00355-y.
- Jiro Hodoshima & Tetsuya Misawa & Yoshio Miyahara, 2020, "Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 2, pages 155-174, June, DOI: 10.1007/s10690-019-09287-z.
- Heni Boubaker, 2020, "Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 473-498, February, DOI: 10.1007/s10614-019-09897-9.
- Niels Wesselhöfft & Wolfgang K. Härdle, 2020, "Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 801-826, March, DOI: 10.1007/s10614-019-09913-y.
- Stephen G. Hall & Heather D. Gibson & G. S. Tavlas & Mike G. Tsionas, 2020, "A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 115-130, June, DOI: 10.1007/s10614-018-9878-6.
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020, "Forecasting with Second-Order Approximations and Markov-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 747-771, December, DOI: 10.1007/s10614-019-09941-8.
- Andrew Phiri, 2020, "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, volume 53, issue 1, pages 171-193, February, DOI: 10.1007/s10644-019-09246-8.
- Takafumi Kato, 2020, "Likelihood-based strategies for estimating unknown parameters and predicting missing data in the simultaneous autoregressive model," Journal of Geographical Systems, Springer, volume 22, issue 1, pages 143-176, January, DOI: 10.1007/s10109-019-00316-z.
- Levent Kutlu & Kien C. Tran & Mike G. Tsionas, 2020, "Unknown latent structure and inefficiency in panel stochastic frontier models," Journal of Productivity Analysis, Springer, volume 54, issue 1, pages 75-86, August, DOI: 10.1007/s11123-020-00584-8.
- Robina Iqbal & Ghulam Sorwar & Rose Baker & Taufiq Choudhry, 2020, "Multiday expected shortfall under generalized t distributions: evidence from global stock market," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 803-825, October, DOI: 10.1007/s11156-019-00860-1.
- Cem Cakmakli & Yasin Simsek, 2021, "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2013, Feb.
- Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020, "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers, University of Copenhagen. Department of Economics, number 20-02, Dec.
- Ichiro Iwasaki & Evzen Kocenda & Yoshisada Shida, 2020, "Distressed Acquisitions Evidence from European Emerging Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1031, May.
- Vanesa Jorda & José María Sarabia & Markus Jäntti, 2020, "Estimation of Income Inequality from Grouped Data," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 804, Dec.
- Jenny Bethaeuser & Jennifer Muschol, 2020, "The Die is Cast - Factors Influencing Mortality during the COVID-19 Pandemic," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202050.
- William C. Horrace & Hyunseok Jung & Shane Sanders, 2020, "Network Competition and Team Chemistry in the NBA," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 226, Mar.
- S. Broda & Juan Carlos Arismendi-Zambrano, 2020, "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n302-20.pdf.
- Ebrahimi, Nasrin & Pedram, Mehdi & Mousavi, Mir Hossein, 2020, "The Effect of Central Bank's Monetary Policy on Unemployment and Inflation in Provinces of Iran: A GVAR Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 1, pages 55-74, January.
- Jesus Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2020, "Multivariate cointegration and temporal aggregation: some further simulation results," Discussion Paper Series, Department of Economics, University of Macedonia, number 2020_05, Oct, revised Oct 2020.
- Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers, University of Milano-Bicocca, Department of Economics, number 453, Nov, revised Oct 2022.
- Ambra Poggi, 2020, "Social contacts in the post-lockdown period," Working Papers, University of Milano-Bicocca, Department of Economics, number 455, Dec.
- Kitti Fodor, 2020, "Using Multivariate Statistical Methods for Analysing Financial Literacy, as a Possible Appearance of Social Innovation," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 16, issue 01, pages 11-18.
- Svetlana Litvinova & Mervyn J. Silvapulle, 2020, "Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/20.
- Eric Hillebrand & Manuel Lukas & Wei Wei, 2020, "Bagging Weak Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/20.
- David T. Frazier & Bonsoo Koo, 2020, "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/20.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 32/20.
- Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020, "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/20.
- Arturas Juodis & Vasilis Sarafidis, 2020, "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/20.
- Vasilis Sarafidis & Tom Wansbeek, 2020, "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/20.
- Ilse Rubbrecht & Koen Burggraeve, 2020, "Economic importance of the Belgian maritime and inland ports – Report 2018," Working Paper Research, National Bank of Belgium, number 384, Jul.
- Andrew Atkeson, 2020, "How Deadly Is COVID-19? Understanding The Difficulties With Estimation Of Its Fatality Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26965, Apr.
- Charles F. Manski & Francesca Molinari, 2020, "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 27023, Apr.
- Andrew W. Lo & Kien Wei Siah & Chi Heem Wong, 2020, "Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 27176, May.
- Charles F. Manski, 2020, "Bounding the Predictive Values of COVID-19 Antibody Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 27226, May.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 27715, Aug.
- Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020, "Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27763, Aug.
- Tatiana GUTIUM, 2020, "Methodological Approach To The Elaboration Of Indicators For Quantifying The Competitiveness Of Goods," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 74-85.
- Guy Tchuente & Hector Galindo-Silva & Nibene Habib Some, 2020, "Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 522, Nov.
- Cristina Blanco-Perez & Abel Brodeur, 2020, "Publication Bias and Editorial Statement on Negative Findings," The Economic Journal, Royal Economic Society, volume 130, issue 629, pages 1226-1247.
- Sonia Bhalotra & Damian Clarke, 2020, "The Twin Instrument: Fertility and Human Capital Investment," Journal of the European Economic Association, European Economic Association, volume 18, issue 6, pages 3090-3139.
- Haitao Huang & Xuan Leng & Xiaohui Liu & Liang Peng, 2020, "Unified Inference for an AR Process Regardless of Finite or Infinite Variance GARCH Errors," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 425-470.
- Díaz-Hernández, Juan José & Martínez-Budría, Eduardo & González, Rosa Marina, 2020, "Effects of Inefficiency on Marginal Costs, Degree of Economies of Scale and Technical Change: A Theoretical Relationship. The Case of Spanish Port Authorities || Efectos de la ineficiencia sobre los costes marginales, el grado de economías de escala ," 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 29, issue 1, pages 190-207, June.
- Vargas-Sánchez, Jhon Jairo & Causado, Edwin & Mercado, Hugo, 2020, "Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s || Bayesian estimators of Weibull distributions applied to a model of waiting lines G/G/s," 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 30, issue 1, pages 142-162, December, DOI: 10.46661/revmetodoscuanteconempresa.
- Martínez Sidón, Gilberto & Saavedra Leyva, Rafael Eduardo & Morones Carrillo, Ana Lourdes, 2020, "Capital Social como factor de emprendimiento en los países de la OCDE: implementación de un modelo con datos de panel || Social Capital as an Entrepreneurship Factor in OECD Countries: Implementation of a Model with Panel Data," 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 30, issue 1, pages 312-326, December, DOI: 10.46661/revmetodoscuanteconempresa.
- Harris Ntantanis & Lawrence Pohlman, 2020, "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 7, pages 636-646, December, DOI: 10.1057/s41260-020-00176-z.
- Hafsa Hina, 2020, "Correction of Trade Deficit through Depreciation - A Misdirected Policy: An Empirical Evidence from Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2020:24.
- Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
- Eita, Joel Hinaunye & Pedro, Marcio Jose, 2020, "Modelling total factor productivity in a developing economy: evidence from Angola," MPRA Paper, University Library of Munich, Germany, number 101304, Jan, revised 30 Apr 2020.
- Bilgin, Cevat, 2020, "Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey," MPRA Paper, University Library of Munich, Germany, number 101316.
- Mullat, Joseph E., 2020, "Rational Choice Function Implementation for the German Stock Market Analysis," MPRA Paper, University Library of Munich, Germany, number 101591, Jul.
- Clarke, Damian & Tapia Schythe, Kathya, 2020, "Implementing the Panel Event Study," MPRA Paper, University Library of Munich, Germany, number 101669, Jul.
- Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020, "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper, University Library of Munich, Germany, number 101682, Jun.
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Periodic autoregressive conditional duration," MPRA Paper, University Library of Munich, Germany, number 101696, Jul, revised 08 Jul 2020.
- Bhandari, Avishek, 2020, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," MPRA Paper, University Library of Munich, Germany, number 101946, Jun.
- Maulana, Ardian & Situngkir, Hokky, 2020, "Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election," MPRA Paper, University Library of Munich, Germany, number 101957, Jun.
- Boukraine, Wissem, 2020, "The finance-inequality nexus in the BRICS countries: evidence from an ARDL bound testing approach," MPRA Paper, University Library of Munich, Germany, number 101976.
- Jemio Hurtado, Valeria, 2020, "Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia," MPRA Paper, University Library of Munich, Germany, number 102374, Jul, revised 14 Jul 2020.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper, University Library of Munich, Germany, number 102827, Sep.
- Gomez-Ruano, Gerardo, 2020, "Data Science: A Primer for Economists," MPRA Paper, University Library of Munich, Germany, number 102928.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper, University Library of Munich, Germany, number 102992, Sep.
- Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper, University Library of Munich, Germany, number 103889, Oct, revised 31 Oct 2020.
- Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper, University Library of Munich, Germany, number 103890, Sep, revised 20 Oct 2020.
- Juodis, Arturas & Sarafidis, Vasilis, 2020, "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104906, Dec.
- Juodis, Arturas & Sarafidis, Vasilis, 2020, "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104908, Dec.
- Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
- Onour, Ibrahim, 2020, "Crime surge and institutional weakness: Are they associated? Evidence from a conflict country," MPRA Paper, University Library of Munich, Germany, number 115995, Nov.
2019
- Poissonnier, Aurélien, 2019, "Iterative solutions for structural gravity models in panels," International Economics, Elsevier, volume 157, issue C, pages 55-67, DOI: 10.1016/j.inteco.2018.07.003.
- Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019, "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 128-142, DOI: 10.1016/j.intfin.2019.02.007.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019, "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1748-1769, DOI: 10.1016/j.ijforecast.2019.03.014.
- Liverpool-Tasie, Lenis Saweda O. & Adjognon, Guigonan Serge & McKim, Aaron J., 2019, "Collaborative learning in economics: Do group characteristics matter?," International Review of Economics Education, Elsevier, volume 31, issue C, pages 1-1, DOI: 10.1016/j.iree.2019.100159.
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- Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-28, December.
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- Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-28, June.
- Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
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- Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, August.
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