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
2019
- Jana Kliestikova & Pavol Durana & Maria Kovacova, 2019, "Naked Consumer's Mind Under Branded Dress: Case Study of Slovak Republic," Central European Business Review, Prague University of Economics and Business, volume 2019, issue 1, pages 15-32, DOI: 10.18267/j.cebr.208.
- Juraj Čurpek, 2019, "Time Evolution of Hurst Exponent: Czech Wholesale Electricity Market Study," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2019, issue 3, pages 25-44, DOI: 10.18267/j.efaj.232.
- Paul Cosmin Alin ENACHESCU & Genifera Claudia BANICA, 2019, "Analysis Of The Real Estate Market In Romania From The Point Of View Of The Number Of Transactions During 2009-2018," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 18, issue 3, pages 39-46.
- Parvaneh Shahnoori & Glenn P. Jenkins, 2019, "The value of online banking to small and medium- sized enterprises: evidence from firms operating in the UAE free trade zones," Development Discussion Papers, JDI Executive Programs, number 2019-14.
- Shayan Zakipour-Saber, 2019, "State-dependent Monetary Policy Regimes," Working Papers, Queen Mary University of London, School of Economics and Finance, number 882, Feb.
- Maria del Rosario Lopez Garcia & Gustavo Ramirez Valverde & Benito Ramirez Valverde & Gerardo H. Terrazas Gonzalez, 2019, "Estimadores encogidos en modelos de ecuaciones simultaneas para el analisis del mercado de carne de bovino en Mexico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 16, issue 1, pages 103-123, Enero-Jun.
- Alejandro Mosino & Laura Andrea Salomon-Nunez & Alejandro Tatsuo Moreno-Okuno, 2019, "Estudio empirico sobre el tipo de cambio MXN/USD movimiento browniano geometrico versus proceso varianza-gamma," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 16, issue 1, pages 33-56, Enero-Jun.
- Fabienne Femenia, 2019, "A meta-analysis of the price and income elasticities of food demand," Working Papers SMART, INRAE UMR SMART, number 19-03.
- Rojas, Youel, 2019, "Una exploración de la estabilidad de la curva de Phillips en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 38, pages 9-42.
- Galarza, Francisco & Requejo, Fernando, 2019, "Reducing Informality Using Two-Sided Incentives: Theory and Experiment," Working Papers, Banco Central de Reserva del Perú, number 2019-003, Feb.
- Carrera, César, 2019, "Estimación del Consumo a partir de sus Componentes Principales en la Tabla Insumo-Producto," Working Papers, Banco Central de Reserva del Perú, number 2019-004, Feb.
- Josip Arneriæ & Mario Matkoviæ, 2019, "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 713-739.
- Mile Bošnjak & Vlatka Bilas & Domagoj Raèiæ, 2019, "Time-varying parameters of Croatian import demand," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 853-872.
- Naoyuki Yoshino & Prachi Gupta, 2019, "How to Avoid Household Debt Overhang? An Analytical Framework and Analysis for India," ADBI Working Papers, Asian Development Bank Institute, number 975, Jul.
- Dicle Ozdemir, 2019, "Sectoral Business Cycle Asymmetries and Regime Shifts: Evidence from Turkey," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 26, issue 2, pages 59-80.
- Alan Nartikoev & Anatoly Peresetsky, 2019, "Modeling the dynamics of income distribution in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 54, pages 105-125.
- Bulent Yildiz, 2019, "Analysis of Quality Focus Leadership on Quality Performance by Structural Equation Modelling," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 1, pages 149-165.
- Mikail Kar, 2019, "The Economic Effects of Regulation in the Mobile Telecommunications Industry: The Case of Number Portability in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 357-372.
- Hojin Lee, 2019, "Data-Mining Bootstrap Procedure with Potential Predictors in Forecasting Models: Evidence from Eight Countries in the Asia-Pacific Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 4, pages 333-351, DOI: 10.11644/KIEP.EAER.2019.23.4.366.
- Júlio Lobão, 2019, "Seasonal anomalies in the market for American depository receipts," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 241-265.
- Mahdi Sadeghi Shahdani & Hossein Mohseni, 2019, "Exchange Rate Volatility Spillovers to Iran Capital Market," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 1, pages 77-96.
- Hesameddin Ghasemi & Abbas Arabmazar, 2019, "Assessing Resilience Index of Monetary and Financial Sector of Iran’s Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 3, pages 23-48.
- Yuhong Xu & Zhenlin Yang, 2019, "Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 5-2019, Jan.
- Martijn van Hasselt & Christopher Bollinger & Jeremy Bray, 2019, "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 19-13, Oct.
- Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
- Oana Mădălina POPESCU, 2019, "Investor Sentiment on the Stock Market using Artificial Neural Networks," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 20, issue 5, pages 508-518, December.
- Federico Belotti & Giuseppe Ilardi & Andrea Piano Mortari, 2019, "Estimation of Stochastic Frontier Panel Data Models with Spatial Inefficiency," CEIS Research Paper, Tor Vergata University, CEIS, number 459, May, revised 30 May 2019.
- Kris Boudt & Dries Cornilly & Tim Verdonck, 2019, "Nearest Comoment Estimation With Unobserved Factors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/970, Apr.
- Samaresh Bardhan & Rajesh Sharma & Vivekananda Mukherjee, 2019, "Threshold Effect of Bank-specific Determinants of Non-performing Assets: An Application in Indian Banking," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 1-34, April, DOI: 10.1177/0972652719831546.
- Rishabh Goswami & Farah Hussain & Manish Kumar, 2019, "Banking Efficiency Determinants in India: A Two-stage Analysis," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 13, issue 4, pages 361-380, November, DOI: 10.1177/0301574219868373.
- Lorenza Rossi & Emilio Zanetti Chini, 2019, "Temporal Disaggregation of Business Dynamics: New Evidence for U.S. Economy," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 188, Jun.
- Doina Burcau, 2019, "The Market for Pre-University Educational Services - Public and Private Services," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 8, issue 1, pages 39-48, April.
- Rahul Mukherjee & Tirthankar Dasgupta, 2019, "Randomization-based causal inference from possibly unbalanced split-plot designs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9711678, Oct.
- Bertille Antoine & Pascal Lavergne, 2019, "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp19-02, Apr.
- Ali Bendob & Naima Bentouir, 2019, "Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study of Nifty50 options index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 11, pages 79-95, January.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Factor-Driven Two-Regime Regression," Working Paper Series, Institute of Economic Research, Seoul National University, number no128, Jul.
- Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019, "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 71, issue 2, pages 275-306, April, DOI: 10.1007/s10463-017-0642-9.
- Thomas Zimmermann, 2019, "Einsatzmöglichkeiten von Small Area-Verfahren bei Kohortenschätzungen im Zensus 2021
[Applicablity of small area estimation methods for demographic cohorts in the Census 2021]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 13, issue 2, pages 157-177, September, DOI: 10.1007/s11943-019-00243-x. - W. Hölzl & S. Kaniovski & Y. Kaniovski, 2019, "Exploring the dynamics of business survey data using Markov models," Computational Management Science, Springer, volume 16, issue 4, pages 621-649, October, DOI: 10.1007/s10287-019-00354-4.
- Giulia Livieri & Maria Elvira Mancino & Stefano Marmi, 2019, "Asymptotic results for the Fourier estimator of the integrated quarticity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 471-502, December, DOI: 10.1007/s10203-019-00259-6.
- Elisa Alòs & Maria Elvira Mancino & Tai-Ho Wang, 2019, "Volatility and volatility-linked derivatives: estimation, modeling, and pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 321-349, December, DOI: 10.1007/s10203-019-00271-w.
- Kevin Laubis & Marcel Konstantinov & Viliam Simko & Alexander Gröschel & Christof Weinhardt, 2019, "Enabling crowdsensing-based road condition monitoring service by intermediary," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 1, pages 125-140, March, DOI: 10.1007/s12525-018-0292-7.
- Efthymios G. Tsionas & Kien C. Tran & Panayotis G. Michaelides, 2019, "Bayesian inference in threshold stochastic frontier models," Empirical Economics, Springer, volume 56, issue 2, pages 399-422, February, DOI: 10.1007/s00181-017-1364-9.
- A. Phiri, 2019, "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, volume 56, issue 5, pages 1515-1547, May, DOI: 10.1007/s00181-017-1397-0.
- Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko, 2019, "Measuring expected time to default under stress conditions for corporate loans," Empirical Economics, Springer, volume 57, issue 1, pages 31-52, July, DOI: 10.1007/s00181-018-1435-6.
- Qing Wang & Dan Zhao, 2019, "Penalization methods with group-wise sparsity: econometric applications to eBay Motors online auctions," Empirical Economics, Springer, volume 57, issue 2, pages 683-704, August, DOI: 10.1007/s00181-018-1460-5.
- Anthony N. Rezitis, 2019, "Investigating price transmission in the Finnish dairy sector: an asymmetric NARDL approach," Empirical Economics, Springer, volume 57, issue 3, pages 861-900, September, DOI: 10.1007/s00181-018-1482-z.
- Marina Faďoš & Mária Bohdalová, 2019, "Unemployment gender inequality: evidence from the 27 European Union countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 3, pages 349-371, September, DOI: 10.1007/s40822-018-0107-3.
- Pål Børing, 2019, "The relationship between firm productivity, firm size and CSR objectives for innovations," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 9, issue 3, pages 269-297, September, DOI: 10.1007/s40821-019-00123-y.
- Ole Martin & Mathias Vetter, 2019, "Laws of large numbers for Hayashi–Yoshida-type functionals," Finance and Stochastics, Springer, volume 23, issue 3, pages 451-500, July, DOI: 10.1007/s00780-019-00390-7.
- Paolo Pigato, 2019, "Extreme at-the-money skew in a local volatility model," Finance and Stochastics, Springer, volume 23, issue 4, pages 827-859, October, DOI: 10.1007/s00780-019-00406-2.
- Jamaladeen Abubakar & Ibrahim Nurudeen, 2019, "Economic Growth in India, Is It a Jobless Growth? An Empirical Examination Using Okun’s Law," The Indian Journal of Labour Economics, Springer;The Indian Society of Labour Economics (ISLE), volume 62, issue 2, pages 307-317, June, DOI: 10.1007/s41027-019-00165-w.
- Somasree Poddar & Ishita Mukhopadhyay, 2019, "Gender Wage Gap: Some Recent Evidences from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 1, pages 121-151, March, DOI: 10.1007/s40953-018-0124-9.
- Muneer Shaik & S. Maheswaran, 2019, "Robust Volatility Estimation with and Without the Drift Parameter," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 1, pages 57-91, March, DOI: 10.1007/s40953-018-0129-4.
- Balasubramaniam Meghanadh & Lagesh Aravalath & Bhupesh Joshi & Raghunathan Sathiamoorthy & Manish Kumar, 2019, "Imputation of Missing Values in the Fundamental Data: Using MICE Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 3, pages 459-475, September, DOI: 10.1007/s40953-018-0142-7.
- Cristian Barra & Giovanna Bimonte & Luigi Senatore, 2019, "Cooperation, diffusion of technology and environmental protection: a new index," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 4, pages 1913-1940, July, DOI: 10.1007/s11135-019-00848-y.
- Anup Srivastava, 2019, "Improving the measures of real earnings management," Review of Accounting Studies, Springer, volume 24, issue 4, pages 1277-1316, December, DOI: 10.1007/s11142-019-09505-z.
- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2019, "Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 81, issue 1, pages 12-45, September, DOI: 10.1007/s13571-018-0181-2.
- Tae-Hwy Lee & Aman Ullah & He Wang, 2019, "The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 81, issue 1, pages 201-233, September, DOI: 10.1007/s13571-019-00189-8.
- Yaguo Deng & Helena Veiga & Michael P. Wiper, 2019, "Efficiency evaluation of hotel chains: a Spanish case study," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 2, pages 115-139, June, DOI: 10.1007/s13209-019-0188-6.
- Lisa Crosato & Luigi Grossi, 2019, "Correcting outliers in GARCH models: a weighted forward approach," Statistical Papers, Springer, volume 60, issue 6, pages 1939-1970, December, DOI: 10.1007/s00362-017-0903-y.
- Emre Aylar & Stephan Smeekes & Joakim Westerlund, 2019, "Lag truncation and the local asymptotic distribution of the ADF test for a unit root," Statistical Papers, Springer, volume 60, issue 6, pages 2109-2118, December, DOI: 10.1007/s00362-017-0911-y.
- Larysa Cherchyk & Mykola Shershun & Nina Khumarova & Taras Mykytyn & Artur Cherchyk, 2019, "Assessment of forest enterprises' performance: integrating economic security and ecological impact," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 4, pages 1784-1797, June, DOI: 10.9770/jesi.2019.6.4(17).
- Rachida Ouysse, 2019, "Constrained principal components estimation of large approximate factor models," Discussion Papers, School of Economics, The University of New South Wales, number 2017-12a, Dec.
- Arpita Chatterjee & James Morley & Aarti Singh, 2019, "Full Information Estimation of Household Income Risk and Consumption Insurance," Discussion Papers, School of Economics, The University of New South Wales, number 2019-07, Jul.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers, School of Economics, The University of New South Wales, number 2019-08, Aug.
- Asai, Manabu & Chang, Chia-Lin & McAleer, Michael & Pauwels, Laurent, 2019, "Asymptotic Theory for Rotated Multivariate GARCH Models," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2019-03, Mar.
- Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2019, "Moment Redundancy Test with Application to Efficiency-Improving Copulas," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2019-05, Mar.
- Katharina Dengler, 2019, "Effectiveness of sequences of classroom training for welfare recipients: what works best in West Germany?," Applied Economics, Taylor & Francis Journals, volume 51, issue 1, pages 1-46, January, DOI: 10.1080/00036846.2018.1489110.
- Parvaneh Shahnoori & Glenn P. Jenkins, 2019, "The value of online banking to small and medium-sized enterprises: evidence from firms operating in the uae free trade zones," Applied Economics, Taylor & Francis Journals, volume 51, issue 37, pages 4046-4055, August, DOI: 10.1080/00036846.2019.1588948.
- Stanislav Anatolyev & Nikolay Gospodinov, 2019, "Multivariate Return Decomposition: Theory and Implications," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 5, pages 487-508, May, DOI: 10.1080/07474938.2017.1348677.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019, "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 7, pages 733-762, August, DOI: 10.1080/07474938.2017.1397835.
- Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019, "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 624-641, September, DOI: 10.1080/02692171.2018.1516741.
- Rashid Javed & Mazhar Mughal, 2019, "Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making," Journal of Development Studies, Taylor & Francis Journals, volume 55, issue 12, pages 2526-2548, December, DOI: 10.1080/00220388.2018.1516871.
- Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019, "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 526, pages 831-843, April, DOI: 10.1080/01621459.2018.1448827.
- Robert F. Engle & Olivier Ledoit & Michael Wolf, 2019, "Large Dynamic Covariance Matrices," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 363-375, April, DOI: 10.1080/07350015.2017.1345683.
- Markus Frölich & Martin Huber, 2019, "Including Covariates in the Regression Discontinuity Design," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 736-748, October, DOI: 10.1080/07350015.2017.1421544.
- Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
- Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019, "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 9, pages 1473-1489, September, DOI: 10.1080/14697688.2019.1622290.
- Olcay Yucel Culha & Okan Eren & Ferya Ogunc, 2019, "Import demand function for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 19, issue 1, pages 9-19.
- Elbert Dijkgraaf & Raymond Gradus, 2019, "More bottle banks only imply a small increase in recycling of glass in the Netherlands," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-088/V, Dec.
- Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-030.
- Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 94a7c921-f27f-43a0-82f4-4.
- Victor Aguirregabiria & Mathieu Marcoux, 2019, "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers, University of Toronto, Department of Economics, number tecipa-646, Sep.
- Sonia Bhalotra & Damian Clarke, 2019, "Twin Birth and Maternal Condition," The Review of Economics and Statistics, MIT Press, volume 101, issue 5, pages 853-864, December.
- Mauro Caselli & Babak Somekh, 2019, "Access to Banking and the Role of Inequality and the Financial Crisis," DEM Working Papers, Department of Economics and Management, number 2019/9.
- Antoine, Bertille & Lavergne, Pascal, 2019, "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1004, Apr, revised May 2021.
- Christopher F Baum & Arthur Lewbel, 2019, "Advice on using heteroskedasticity-based identification," Stata Journal, StataCorp LLC, volume 19, issue 4, pages 757-767, December, DOI: 10.1177/1536867X19893614.
- Ruoyao Shi & Cheng Chou, 2019, "What Time Use Surveys Can (And Cannot) Tell Us about Labor Supply," Working Papers, University of California at Riverside, Department of Economics, number 201912, Jan.
- Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019, "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-02, Aug.
- Mansur, Alfan, 2019, "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 53, issue 2, pages 139-152, DOI: http://dx.doi.org/10.17576/JEM-2019.
- Malinda Coa Ravelo & Ernesto Ponsot Balaguer, 2019, "Alternative link functions in binomial response models," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 44, issue 48, pages 9-35, july-dece.
- Enrico De Monte & Anne-Laure Levet, 2019, "Productivity Dynamics in French Woodworking Industries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-45.
- Gabriel Victorio Montes Rojas, 2019, "Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados
[An evaluation of pass-through in Argentina using multivariate quantile impulse response functions]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 36, issue 73, pages 145-189, july-dece. - Mohammad Ghaderi & Milosz Kadzinsky, 2019, "Accounting for structural patterns in construction of value functions: a convex optimization approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1634, Jan.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019, "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1689, Dec.
- Daniela Bragoli & Camilla Ferretti & Piero Ganugi & Luigi Grossi & Giancarlo Ianulardo, 2019, "Does The Past Count? Sovereign Debt During The Classical Gold Standard Through The Lenses Of Mover Stayer And Markov Chain Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 127, issue 4, pages 407-432.
- Carlo Drago & Roberto Ricciuti, 2019, "Bootstrapping the Gini Index of the Network Degree: An Application for Italian Corporate Governance," Working Papers, University of Verona, Department of Economics, number 05/2019, Jun.
- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019, "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers, University of Verona, Department of Economics, number 15/2019, Oct.
- Ajide Folorunsho M., 2019, "Institutional Quality, Economic Misery and Crime Rate in Nigeria," Economics and Business, Sciendo, volume 33, issue 1, pages 170-182, January, DOI: 10.2478/eb-2019-0012.
- Ehikioya Benjamin Ighodalo, 2019, "The impact of exchange rate volatility on the Nigerian economic growth: An empirical investigation," Journal of Economics and Management, Sciendo, volume 37, issue 3, pages 45-68, September, DOI: 10.22367/jem.2019.37.03.
- Zyga Jacek, 2019, "Data Selection as the Basis for Better Value Modelling," Real Estate Management and Valuation, Sciendo, volume 27, issue 1, pages 25-34, March, DOI: 10.2478/remav-2019-0003.
- Barańska Anna, 2019, "Linear and Nonlinear Weighing of Property Features," Real Estate Management and Valuation, Sciendo, volume 27, issue 1, pages 59-68, March, DOI: 10.2478/remav-2019-0006.
- Adamczyk Tomasz & Bieda Agnieszka & Parzych Piotr, 2019, "Principles and Criteria for using Statistical Parametric Models and Conditional Models for Valuation of Multi-Component Real Estate," Real Estate Management and Valuation, Sciendo, volume 27, issue 2, pages 33-43, June, DOI: 10.2478/remav-2019-0013.
- Siniak Nikolai & Źróbek Sabina & Nikolaiev Vsevolod & Shavrov Sergey, 2019, "Building Information Modeling for Housing Renovation - Example for Ukraine," Real Estate Management and Valuation, Sciendo, volume 27, issue 2, pages 97-107, June, DOI: 10.2478/remav-2019-0018.
- C. Gouriéroux & A. Monfort & J.‐M. Zakoïan, 2019, "Consistent Pseudo‐Maximum Likelihood Estimators and Groups of Transformations," Econometrica, Econometric Society, volume 87, issue 1, pages 327-345, January, DOI: 10.3982/ECTA14727.
- Patrick Kline & Christopher R. Walters, 2019, "On Heckits, LATE, and Numerical Equivalence," Econometrica, Econometric Society, volume 87, issue 2, pages 677-696, March, DOI: 10.3982/ECTA15444.
- Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 325-346, April, DOI: 10.1002/jae.2678.
- Sebastian Kripfganz & Claudia Schwarz, 2019, "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 4, pages 526-546, June, DOI: 10.1002/jae.2681.
- Ali Jadidzadeh & Apostolos Serletis, 2019, "The Demand for Assets and Optimal Monetary Aggregation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 4, pages 929-952, June, DOI: 10.1111/jmcb.12550.
- Cristina Fuentes‐Albero, 2019, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 6, pages 1581-1621, September, DOI: 10.1111/jmcb.12554.
- Eduard Sariev & Guido Germano, 2019, "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 404-427, July, DOI: 10.1002/rfe.1049.
- Zezethu Zandile & Andrew Phiri, 2019, "Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-27, March, DOI: 10.1142/S2194565919500040.
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019, "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers, Department of Economics, University of York, number 19/03, Mar.
- Adam Golinski & Peter Spencer, 2019, "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers, Department of Economics, University of York, number 19/05, May.
- Kreutzmann, Ann-Kristin & Marek, Philipp & Salvati, Nicola & Schmid, Timo, 2019, "Estimating regional wealth in Germany: How different are East and West really?," Discussion Papers, Deutsche Bundesbank, number 35/2019.
- Bataille, Marc & Bodnar, Olivia & Steinmetz, Alexander & Thorwarth, Susanne, 2019, "Screening instruments for monitoring market power: The return on withholding capacity index (RWC)," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 311.
- Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019, "Replication studies in economics—How many and which papers are chosen for replication, and why?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 48, issue 1, pages 62-83, DOI: 10.1016/j.respol.2018.07.019.
- Furukawa, Chishio, 2019, "Publication Bias under Aggregation Frictions: Theory, Evidence, and a New Correction Method," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 194798.
- Kurnaz, Musab & Soytas, Mehmet A., 2019, "Intergenerational Income Mobility and Income Taxation," GLO Discussion Paper Series, Global Labor Organization (GLO), number 409.
- Bolgorian, Meysam, 2019, "Can a cusp catastrophe model describe the effect of sanctions on exchange rates?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-2.
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019, "Bootstrap methods for inference in the Parks model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-39.
- Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019, "Persistent zeros: The extensive margin of trade," Kiel Working Papers, Kiel Institute for the World Economy, number 2139.
- Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Constrained Kelly portfolios under alpha-stable laws," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-004.
- Olivier Ledoit & Michael Wolf, 2019, "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers, Department of Economics - University of Zurich, number 323, May, revised Feb 2020.
- Olivier Ledoit & Michael Wolf, 2019, "Shrinkage estimation of large covariance matrices: keep it simple, statistician?," ECON - Working Papers, Department of Economics - University of Zurich, number 327, Jul, revised Jun 2021.
- Zhao Zhao & Olivier Ledoit & Hui Jiang, 2019, "Risk reduction and efficiency increase in large portfolios: leverage and shrinkage," ECON - Working Papers, Department of Economics - University of Zurich, number 328, Jul, revised Jan 2020.
- Olivier Ledoit & Michael Wolf, 2019, "Quadratic shrinkage for large covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 335, Nov, revised Dec 2020.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "The analysis of marked and weighted empirical processes of estimated residuals," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-06, Apr.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-15, Sep.
- Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.
- Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
- Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019, "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-23, Dec.
- Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/047, Aug.
- Ibrahim D. Raheem & Simplice A. Asongu & Sara le Roux, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/047, Jan.
- Antonio F. Galvao & Alexandre Poirier, 2019, "Quantile Regression Random Effects," Annals of Economics and Statistics, GENES, issue 134, pages 109-148, DOI: 10.15609/annaeconstat2009.134.0109.
- Pedro Albarran & Manuel Arellano, 2019, "GMM Estimation from Incomplete and Rotating Panels," Annals of Economics and Statistics, GENES, issue 134, pages 5-42, DOI: 10.15609/annaeconstat2009.134.0005.
- Isaiah Andrews & Maximilian Kasy, 2019, "Identification of and Correction for Publication Bias," American Economic Review, American Economic Association, volume 109, issue 8, pages 2766-2794, August.
- Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/047, Aug.
- Ahundjanov, Behzod B. & Akhundjanov, Sherzod B., , "Gibrat's Law for CO2 Emissions," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291112, DOI: 10.22004/ag.econ.291112.
- Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, , "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 300082, DOI: 10.22004/ag.econ.300082.
- Femenia, Fabienne, None, "A Meta-Analysis of the Price and Income Elasticities of Food Demand," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 68, issue 2, DOI: 10.22004/ag.econ.319809.
- Femenia, Fabienne, 2019, "A meta-analysis of the price and income elasticities of food demand," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 287544, DOI: 10.22004/ag.econ.287544.
- Phiri, Andrew, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 15, issue 3, DOI: 10.22004/ag.econ.301158.
- Ewen Gallic & Gauthier Vermandel, 2019, "Weather Shocks," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1915, May.
- Mastromarco, Camilla & Simar, Leopold & Wilson, Paul, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019023, Jan.
- Ержан И.С. // Yerzhan I.S., 2019, "Апробация альтернативных методов оценки инфляционных ожиданий в Казахстане. // Approbation of alternative methods for assessing inflation expectations in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2-3, pages 4-15.
- Bruce E. Hansen & Seojeong Lee, 2019, "Asymptotic Theory for Clustered Samples," Papers, arXiv.org, number 1902.01497, Feb.
- Simone Manganelli, 2019, "Deciding with Judgment," Papers, arXiv.org, number 1903.06980, Mar.
- Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019, "The Informativeness of Estimation Moments," Papers, arXiv.org, number 1907.02101, Jul, revised Jan 2020.
- Kyungsub Lee & Byoung Ki Seo, 2019, "Marked Hawkes process modeling of price dynamics and volatility estimation," Papers, arXiv.org, number 1907.12025, Jul.
- Bryan S. Graham & Fengshi Niu & James L. Powell, 2019, "Kernel Density Estimation for Undirected Dyadic Data," Papers, arXiv.org, number 1907.13630, Jul.
- Kyungsub Lee & Byoung Ki Seo, 2019, "Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data," Papers, arXiv.org, number 1908.05089, Aug.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers, arXiv.org, number 1908.07821, Aug, revised May 2020.
- Martin Weidner & Thomas Zylkin, 2019, "Bias and Consistency in Three-way Gravity Models," Papers, arXiv.org, number 1909.01327, Sep, revised Jun 2021.
- Christian Francq & Jean-Michel Zakoian, 2019, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers, arXiv.org, number 1909.04661, Sep.
- Bruno Ferman, 2019, "Matching Estimators with Few Treated and Many Control Observations," Papers, arXiv.org, number 1909.05093, Sep, revised Mar 2021.
- Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers, arXiv.org, number 1910.01044, Oct.
- Arthur Charpentier & Emmanuel Flachaire, 2019, "Pareto models for risk management," Papers, arXiv.org, number 1912.11736, Dec.
- Ioan-Bogdan ROBU & Ionut Viorel HERGHILIGIU & Bogdan BUDEANU & Sorin CHIRU, 2019, "Assessing Comparability of Accounting Information Using Panel Data Analysis," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 17, issue 155, pages 441-441.
- Kabir Dasgupta & Brenden J. Mason, 2019, "The Effect of Interest Rate Caps on Bankruptcy: Synthetic Control Evidence from Recent Payday Lending Bans," Working Papers, Auckland University of Technology, Department of Economics, number 2019-04, Feb.
- Josip Arneric & Mladen Mateljan, 2019, "The Analysis Of Interdependencies Between Capital Market And Cryptocurrency Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 2, pages 449-465, december.
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019, "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers, Institute for Fiscal Studies, number 09/19, Feb, DOI: 10.1920/wp.cem.2019.0919.
- George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019, "Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 02-2019, Jun, revised Jun 2019.
- George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019, "Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 03-2019, Jun, revised Jun 2019.
- Vladimir Nusinov & Ievgeniia Mishchuk & Yaroslav Izmaylov, 2019, "Development Of The Stereometric Method To The Analysis Of Economic Categories And Processes And Its Application In Security And Taxation," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 4, DOI: 10.30525/2256-0742/2019-5-4-160-170.
- Serkan CANKAYA & Cengiz GUCVER, 2019, "Determinants of Derivative Product Usage in Financial Risk Management of Firms Registered on Borsa Istanbul Manufacturing Industry Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 13, issue 2, pages 185-213.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019, "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers, Banco de España, number 1947, Dec.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019, "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1234, Oct.
- Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 625, Oct.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2019, "Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model," Economic Inquiry, Western Economic Association International, volume 57, issue 3, pages 1302-1323, July, DOI: 10.1111/ecin.12791.
- Jo Thori Lind, 2019, "Spurious weather effects," Journal of Regional Science, Wiley Blackwell, volume 59, issue 2, pages 322-354, March, DOI: 10.1111/jors.12417.
- Daniel Buncic, 2019, "Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 3, pages 667-685, June, DOI: 10.1111/obes.12264.
- Parvaneh Shahnoori & Glenn P. Jenkins, 2019, "Valuation of the Quality Attributes of Online Banking Services by Small and Medium Enterprises Engaged in International Trade," South African Journal of Economics, Economic Society of South Africa, volume 87, issue 1, pages 65-81, March, DOI: 10.1111/saje.12213.
- Taras Bodnar & Stepan Mazur & Nestor Parolya, 2019, "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 46, issue 2, pages 636-660, June, DOI: 10.1111/sjos.12383.
- AAlessio Reghezza & Jonathan Williams & Philip Molyneux, 2019, "Mitigating misleading implications for policy: Treatment of outliers in a difference-indifferences framework," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 19014, May.
- Arthur Lewbel & Lars Nesheim, 2019, "Sparse demand systems: corners and complements," Boston College Working Papers in Economics, Boston College Department of Economics, number 1005, Nov.
- Shakeeb Khan & Denis Nekipelov, 2019, "On Uniform Inference in Nonlinear Models with Endogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 986, Sep.
- Otrok Christopher & Pourpourides Panayiotis M., 2019, "On the cyclicality of real wages and wage differentials," The B.E. Journal of Macroeconomics, De Gruyter, volume 19, issue 1, pages 1-18, January, DOI: 10.1515/bejm-2017-0047.
- Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019, "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-33, January, DOI: 10.1515/jem-2017-0015.
- Demos Antonis & Kyriakopoulou Dimitra, 2019, "Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," Journal of Time Series Econometrics, De Gruyter, volume 11, issue 1, pages 1-20, January, DOI: 10.1515/jtse-2018-0010.
- Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L., 2019, "Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)," Journal of Time Series Econometrics, De Gruyter, volume 11, issue 2, pages 1-34, July, DOI: 10.1515/jtse-2017-0016.
- Kurosaki Tetsuo & Kim Young Shin, 2019, "Foster-Hart optimization for currency portfolios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-15, April, DOI: 10.1515/snde-2017-0119.
- Yang Lixiong, 2019, "Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-18, April, DOI: 10.1515/snde-2017-0059.
- Franke Reiner, 2019, "An elementary business cycle mechanism: learning from Harrod and Kaldor," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 5, pages 1-18, December, DOI: 10.1515/snde-2017-0106.
- Olimpia NEAGU, 2019, "Digital Divide Gap Convergence Across European Union: The Role Of Urbanisation," Contemporary Economy Journal, Constantin Brancoveanu University, volume 4, issue 1, pages 43-48.
- Spasova, Tsvetana, 2019, "Regional Income Distribution in the European Union: A Parametric Approach," Working papers, Faculty of Business and Economics - University of Basel, number 2019/18.
- Ben Jann, 2019, "Influence functions for linear regression (with an application to regression adjustment)," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 32, Mar, revised 30 Mar 2019.
- Linton, O. & Xiao, Z., 2019, "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1907, Jan.
- Koo, B. & La Vecchia, D. & Linton, O., 2019, "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1916, Feb.
- Ma, S. & Linton, O. & Gao, J., 2019, "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1933, Mar.
- Guo, B. & Newbery, D. & Gissey, G., 2019, "The Impact of Unilateral Carbon Taxes on Cross-Border Electricity Trading," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1951, Jun.
- Li, Z. M. & Laeven, R. J. A. & Vellekoop, M. H., 2019, "Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1952, Jun.
Printed from https://ideas.repec.org/j/C13-14.html