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

2019

• 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.
• PRAO Yao Séraphin, 2019, "Non-linear finance–growth nexus in WAEMU Countries : Evidence from Quantile Regression," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 3, pages 1-4.
• 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, Paradigm, 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, Paradigm, 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.
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• 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.
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• 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.
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• 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.
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• 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, DOI: 10.7892/boris.130362.
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• 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.
• Zakipour-Saber, Shayan, 2019, "State-dependent Monetary Policy Regimes," Research Technical Papers, Central Bank of Ireland, number 4/RT/19, Apr.
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• Cristina Blanco-Perez & Abel Brodeur, 2019, "Publication Bias and Editorial Statement on Negative Findings," Working Papers, Canadian Centre for Health Economics, number 190001, Aug.
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• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt86c7x315, May.
• Vanesa D’Elia & Gustavo Ferro, 2019, "Empirical Efficiency Measurement in Higher Education: An Overview," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 708, Dec.
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• Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2019, "Partisan Bias in Inflation Expectations," CESifo Working Paper Series, CESifo, number 7904.
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• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
• Aurélien Poissonnier, 2019, "Iterative solutions for structural gravity models in panels," International Economics, CEPII research center, issue 157, pages 55-67.
• Drew Fudenberg & David K Levine, 2019, "Learning in Games and the Interpretation of Natural Experiments," Levine's Working Paper Archive, David K. Levine, number 786969000000001509, Nov.
• Carolina Echeverri Durán & Diana Marcela Restrepo & Leonardo Fabio Morales, 2019, "Medios de transporte sostenibles y mercado de bienes residenciales. Un análisis para Medellín (Sustainable transport and housing market. An analysis for Medellin city)," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 83, issue 4, pages 145-183.
• Carolina Echeverri Durán & Diana Marcela Restrepo & Leonardo Fabio Morales, 2019, "Medios de transporte sostenibles y mercado de bienes residenciales. Un análisis para Medellín (Sustainable transport and housing market. An analysis for Medellin city)," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 83, issue 4, pages 145-183.
• José Manuel Leguizamón Tiusabá, 2019, "Estímulos tributarios y hotelería en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 13, issue 1, pages 177-198.
• Hector Galindo Silva; Nibene Habib Somé; Guy Tchuente & Nibene Habib Som� & Guy Tchuente, 2019, "Does Obamacare Care? A Fuzzy Difference-in-discontinuities Approach," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-47.
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• Francq, Christian & Thieu, Le Quyen, 2019, "Qml Inference For Volatility Models With Covariates," Econometric Theory, Cambridge University Press, volume 35, issue 1, pages 37-72, February.
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• Faye, Benoît & Le Fur, Eric, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Journal of Wine Economics, Cambridge University Press, volume 14, issue 2, pages 182-207, May.
• Orobosa Abraham IHENSEKHIEN & John Gbubemi MAYUKU, 2019, "Government expenditures in Nigeria: Re-examination of Wagner’s law," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 143-158, June.
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• Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019, "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2170, Mar.
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• Poppy Dyasi & Andrew Phiri, 2019, "A Sectoral Approach to the Electricity-growth Nexus in the Eastern Cape Province of South Africa," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 269-276.
• Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2019, "Alternative Estimators For The Fdi Gravity Model: An Application To German Outward Fdi," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1907, Sep.
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• Kassi, Diby François & Sun, Gang & Ding, Ning & Rathnayake, Dilesha Nawadali & Assamoi, Guy Roland, 2019, "Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries," Economic Analysis and Policy, Elsevier, volume 62, issue C, pages 357-372, DOI: 10.1016/j.eap.2018.09.013.
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• Ye, Qianting & Liang, Huajie & Lin, Kuan-Pin & Long, Zhihe, 2019, "Hierarchically spatial autoregressive and moving average error model," Economic Modelling, Elsevier, volume 76, issue C, pages 14-30, DOI: 10.1016/j.econmod.2018.06.022.
• Rezitis, Anthony N. & Tsionas, Mike, 2019, "Modeling asymmetric price transmission in the European food market," Economic Modelling, Elsevier, volume 76, issue C, pages 216-230, DOI: 10.1016/j.econmod.2018.08.004.
• Racicot, François-Éric & Théoret, Raymond, 2019, "Hedge fund return higher moments over the business cycle," Economic Modelling, Elsevier, volume 78, issue C, pages 73-97, DOI: 10.1016/j.econmod.2018.08.016.
• López-Marmolejo, Arnoldo & Ventosa-Santaulària, Daniel, 2019, "Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials," Economic Modelling, Elsevier, volume 80, issue C, pages 158-170, DOI: 10.1016/j.econmod.2018.11.004.
• Peng, Wei & Zeng, Yufeng, 2019, "Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models," Economic Modelling, Elsevier, volume 80, issue C, pages 392-399, DOI: 10.1016/j.econmod.2018.11.023.
• Fasolo, Angelo Marsiglia, 2019, "Monetary policy volatility shocks in Brazil," Economic Modelling, Elsevier, volume 81, issue C, pages 348-360, DOI: 10.1016/j.econmod.2019.06.012.