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

• 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, DOI: 10.7892/boris.130362.
• 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.
• Zakipour-Saber, Shayan, 2019, "State-dependent Monetary Policy Regimes," Research Technical Papers, Central Bank of Ireland, number 4/RT/19, Apr.
• Gilbert V. Nartea & Hengyu Bai & Ji Wu, 2019, "Investor Sentiment and the Economic Policy Uncertainty Premium," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/14, Nov.
• Cristina Blanco-Perez & Abel Brodeur, 2019, "Publication Bias and Editorial Statement on Negative Findings," Working Papers, Canadian Centre for Health Economics, number 190001, Aug.
• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt86c7x315, May.
• 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.
• M. Hashem Pesaran & Cynthia Fan Yang, 2019, "Estimation and inference in spatial models with dominant units," CESifo Working Paper Series, CESifo, number 7563.
• Domenico Delli Gatti & Jakob Grazzini, 2019, "Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models," CESifo Working Paper Series, CESifo, number 7894.
• Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2019, "Partisan Bias in Inflation Expectations," CESifo Working Paper Series, CESifo, number 7904.
• Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2019, "Partisan Bias in Inflation Expectations," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 311.
• 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.
• Mario Gabriel Rangel Vargas & Juan Camilo Pinza Córdoba & Juan Pablo Fajardo Perdomo & Jeferson Yomar Velasco Delgado, 2019, "Principales Determinantes de las Importaciones en Colombia. 2000 – 2016," Revista Tendencias, Universidad de Narino, volume 20, issue 1, pages 130-157, DOI: 10.22267/rtend.192001.111.
• Linde, Jesper & LASEEN, PER & Ratto, Marco, 2019, "Identification Versus Misspecification in New Keynesian Monetary Policy Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13492, Jan.
• Canova, Fabio & Matthes, Christian, 2019, "Dealing with misspecification in structural macroeconometric models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13511, Feb.
• Patacchini, Eleonora & Rainone, Edoardo, 2019, "Treatment Effects with Heterogeneous Externalities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13781, Jun.
• Aguirregabiria, Victor & Marcoux, Mathieu, 2019, "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14007, Sep.
• Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14201, Dec.
• Phillips, Garry David Alan & Wang, Dandan, 2019, "Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 28322, Apr.
• 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.
• Fries, Sébastien & Zakoian, Jean-Michel, 2019, "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, volume 35, issue 6, pages 1234-1270, December.
• 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.
• Edebiri S. EGHAREVBA & Friday O. OVENSERI-OGBOMO, 2019, "The challenges of researching corporate power: The case of Shell Petroleum Development Company in Nigeria (SPDC)," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 181-192, June.
• 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.
• 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 2170R Publication Status:, Mar, revised Dec 2020.
• Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019, "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2208, Oct.
• Igor Kheifets & Peter C.B. Phillips, 2019, "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2210, Nov.
• Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019, "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2211, Dec.
• Стефан Симеонов & Теодор Тодоров & Даниел Николаев, 2019, "Развитие На Честотния Анализ На Променливостта В Модел За Прогнозиране Тренда На Финансовите Пазари И Сравнителна Емпирична Оценка С Техническия Анализ," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 37-70.
• Natascha Hainbach & Christoph Halbmeier & Timo Schmid & Carsten Schröder, 2019, "A Practical Guide for the Computation of Domain-Level Estimates with the Socio-Economic Panel (and Other Household Surveys)," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1055.
• Michel Dietsch & Henri Fraisse & Mathias Lé & Sandrine Lecarpentier, 2019, "Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-12.
• Marcel, Bräutigam & Marie, Kratz, 2019, "Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(p, q) processes," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1909, Jun.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Botelho, Vasco & Da Silva, António Dias, 2019, "Employment growth and GDP in the euro area," Economic Bulletin Boxes, European Central Bank, volume 2.
• Yassin Eltahir & Fethi Klabi & Osama Azmi Sallam & Hussien Omer Osman, 2019, "Interrelations in Saudi Stocks Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 91-97.
• 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.
• Gill, David & Prowse, Victoria, 2019, "Measuring costly effort using the slider task," Journal of Behavioral and Experimental Finance, Elsevier, volume 21, issue C, pages 1-9, DOI: 10.1016/j.jbef.2018.11.003.
• Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus, 2019, "LASSO-type penalization in the framework of generalized additive models for location, scale and shape," Computational Statistics & Data Analysis, Elsevier, volume 140, issue C, pages 59-73, DOI: 10.1016/j.csda.2019.06.005.
• Amaya, Diego & Boudreault, Mathieu & McLeish, Don L., 2019, "Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 297-313, DOI: 10.1016/j.jedc.2018.11.005.
• Plachel, Lukas, 2019, "A unified model for regularized and robust portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, volume 109, issue C, DOI: 10.1016/j.jedc.2019.103779.
• 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.
• Franke, Reiner & Westerhoff, Frank, 2019, "Different compositions of aggregate sentiment and their impact on macroeconomic stability," Economic Modelling, Elsevier, volume 76, issue C, pages 117-127, DOI: 10.1016/j.econmod.2018.07.022.
• 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.
• Serletis, Apostolos & Xu, Libo, 2019, "The demand for banking and shadow banking services," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 132-146, DOI: 10.1016/j.najef.2018.12.009.
• Zorgati, Imen & Lakhal, Faten & Zaabi, Elmoez, 2019, "Financial contagion in the subprime crisis context: A copula approach," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 269-282, DOI: 10.1016/j.najef.2018.11.014.
• Lin, Woon Leong & Law, Siong Hook & Ho, Jo Ann & Sambasivan, Murali, 2019, "The causality direction of the corporate social responsibility – Corporate financial performance Nexus: Application of Panel Vector Autoregression approach," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 401-418, DOI: 10.1016/j.najef.2019.03.004.
• Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019, "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101023.
• Bauer, Dietmar, 2019, "Periodic and seasonal (co-)integration in the state space framework," Economics Letters, Elsevier, volume 174, issue C, pages 165-168, DOI: 10.1016/j.econlet.2018.11.018.
• Kapar, Burcu & Olmo, Jose, 2019, "An analysis of price discovery between Bitcoin futures and spot markets," Economics Letters, Elsevier, volume 174, issue C, pages 62-64, DOI: 10.1016/j.econlet.2018.10.031.
• Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019, "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, volume 174, issue C, pages 65-69, DOI: 10.1016/j.econlet.2018.10.014.
• Clarke, Damian, 2019, "A convenient omitted variable bias formula for treatment effect models," Economics Letters, Elsevier, volume 174, issue C, pages 84-88, DOI: 10.1016/j.econlet.2018.10.035.
• Chen, Mingjing & Yan, Jingzhou, 2019, "Unbiased CCE estimator for Interactive Fixed Effects panels," Economics Letters, Elsevier, volume 175, issue C, pages 1-4, DOI: 10.1016/j.econlet.2018.11.029.
• Chudik, Alexander & Pesaran, M. Hashem, 2019, "Mean group estimation in presence of weakly cross-correlated estimators," Economics Letters, Elsevier, volume 175, issue C, pages 101-105, DOI: 10.1016/j.econlet.2018.12.036.
• De Vos, Ignace & Westerlund, Joakim, 2019, "On CCE estimation of factor-augmented models when regressors are not linear in the factors," Economics Letters, Elsevier, volume 178, issue C, pages 5-7, DOI: 10.1016/j.econlet.2019.02.001.
• Zhang, Yuanqing & Feng, Shuhui & Jin, Fei, 2019, "QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity," Economics Letters, Elsevier, volume 180, issue C, pages 1-5, DOI: 10.1016/j.econlet.2019.03.034.
• Hajargasht, Gholamreza & Prasada Rao, D.S. & Valadkhani, Abbas, 2019, "Reliability of basic heading PPPs," Economics Letters, Elsevier, volume 180, issue C, pages 102-107, DOI: 10.1016/j.econlet.2019.02.023.
• Choi, Chi-Young & Chudik, Alexander, 2019, "Estimating impulse response functions when the shock series is observed," Economics Letters, Elsevier, volume 180, issue C, pages 71-75, DOI: 10.1016/j.econlet.2019.04.017.
• Abe, Naohito & Rao, D.S. Prasada, 2019, "Multilateral Sato–Vartia index for international comparisons of prices and real expenditures," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108535.
• Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019, "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 101-119, DOI: 10.1016/j.jeconom.2018.09.007.
• Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping, 2019, "Semiparametric estimation of the bid–ask spread in extended roll models," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 160-178, DOI: 10.1016/j.jeconom.2018.09.010.
• Figueroa-López, José E. & Mancini, Cecilia, 2019, "Optimum thresholding using mean and conditional mean squared error," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 179-210, DOI: 10.1016/j.jeconom.2018.09.011.
• Dai, Chaoxing & Lu, Kun & Xiu, Dacheng, 2019, "Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 43-79, DOI: 10.1016/j.jeconom.2018.09.005.
• Fan, Jianqing & Wang, Weichen & Zhong, Yiqiao, 2019, "Robust covariance estimation for approximate factor models," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 5-22, DOI: 10.1016/j.jeconom.2018.09.003.
• Jacod, Jean & Li, Yingying & Zheng, Xinghua, 2019, "Estimating the integrated volatility with tick observations," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 80-100, DOI: 10.1016/j.jeconom.2018.09.006.
• Huang, Liquan & Khalil, Umair & Yıldız, Neşe, 2019, "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 346-366, DOI: 10.1016/j.jeconom.2017.10.009.
• Kim, Donggyu & Fan, Jianqing, 2019, "Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 395-417, DOI: 10.1016/j.jeconom.2018.10.003.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2019, "Asymptotic properties of the maximum likelihood estimator in regime switching econometric models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 442-467, DOI: 10.1016/j.jeconom.2018.09.019.
• Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019, "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 507-534, DOI: 10.1016/j.jeconom.2018.10.006.
• Sun, Yutec & Ishihara, Masakazu, 2019, "A computationally efficient fixed point approach to dynamic structural demand estimation," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 563-584, DOI: 10.1016/j.jeconom.2018.09.021.
• Jin, Fei & Lee, Lung-fei, 2019, "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 585-612, DOI: 10.1016/j.jeconom.2018.07.007.
• Fulop, Andras & Li, Junye, 2019, "Bayesian estimation of dynamic asset pricing models with informative observations," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 114-138, DOI: 10.1016/j.jeconom.2018.11.014.
• Müller, Ulrich K. & Wang, Yulong, 2019, "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 18-34, DOI: 10.1016/j.jeconom.2018.11.016.
• Fan, Jianqing & Kim, Donggyu, 2019, "Structured volatility matrix estimation for non-synchronized high-frequency financial data," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 61-78, DOI: 10.1016/j.jeconom.2018.12.019.
• Bibinger, Markus & Neely, Christopher & Winkelmann, Lars, 2019, "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 158-184, DOI: 10.1016/j.jeconom.2019.01.001.
• Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019, "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 208-237, DOI: 10.1016/j.jeconom.2019.01.002.
• Yang, Nian & Chen, Nan & Wan, Xiangwei, 2019, "A new delta expansion for multivariate diffusions via the Itô-Taylor expansion," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 256-288, DOI: 10.1016/j.jeconom.2019.01.003.
• Clinet, Simon & Potiron, Yoann, 2019, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 289-337, DOI: 10.1016/j.jeconom.2019.01.004.
• Cerovecki, Clément & Francq, Christian & Hörmann, Siegfried & Zakoïan, Jean-Michel, 2019, "Functional GARCH models: The quasi-likelihood approach and its applications," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 353-375, DOI: 10.1016/j.jeconom.2019.01.006.
• Dellaportas, Petros & Tsionas, Mike G., 2019, "Importance sampling from posterior distributions using copula-like approximations," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 45-57, DOI: 10.1016/j.jeconom.2018.11.004.
• Lu, Ye & Park, Joon Y., 2019, "Estimation of longrun variance of continuous time stochastic process using discrete sample," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 236-267, DOI: 10.1016/j.jeconom.2018.04.006.
• Hansen, Bruce E. & Lee, Seojeong, 2019, "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 268-290, DOI: 10.1016/j.jeconom.2019.02.001.
• Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019, "Robust inference for threshold regression models," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 291-309, DOI: 10.1016/j.jeconom.2019.01.008.
• Wooldridge, Jeffrey M., 2019, "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 137-150, DOI: 10.1016/j.jeconom.2018.12.010.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2019, "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 176-205, DOI: 10.1016/j.jeconom.2018.12.013.
• Andrews, Isaiah, 2019, "On the structure of IV estimands," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 294-307, DOI: 10.1016/j.jeconom.2018.12.017.
• Liao, Yuan & Simoni, Anna, 2019, "Bayesian inference for partially identified smooth convex models," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 338-360, DOI: 10.1016/j.jeconom.2019.03.001.
• Kutlu, Levent & Tran, Kien C. & Tsionas, Mike G., 2019, "A time-varying true individual effects model with endogenous regressors," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 539-559, DOI: 10.1016/j.jeconom.2019.01.014.
• Bollerslev, Tim & Meddahi, Nour & Nyawa, Serge, 2019, "High-dimensional multivariate realized volatility estimation," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 116-136, DOI: 10.1016/j.jeconom.2019.04.023.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2019, "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 137-154, DOI: 10.1016/j.jeconom.2019.04.024.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019, "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 155-176, DOI: 10.1016/j.jeconom.2019.04.025.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2019, "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 241-271, DOI: 10.1016/j.jeconom.2019.04.029.
• Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019, "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2019.04.037.
• Okui, Ryo & Yanagi, Takahide, 2019, "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 451-475, DOI: 10.1016/j.jeconom.2019.04.036.
• Chen, Heng & Fan, Yanqin, 2019, "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 476-502, DOI: 10.1016/j.jeconom.2019.05.015.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 503-521, DOI: 10.1016/j.jeconom.2019.06.001.
• Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019, "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 584-606, DOI: 10.1016/j.jeconom.2019.05.016.
• Frazier, David T. & Oka, Tatsushi & Zhu, Dan, 2019, "Indirect inference with a non-smooth criterion function," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 623-645, DOI: 10.1016/j.jeconom.2019.06.003.
• Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi, 2019, "Quantile-regression-based clustering for panel data," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 54-67, DOI: 10.1016/j.jeconom.2019.04.005.
• Giesecke, K. & Schwenkler, G., 2019, "Simulated likelihood estimators for discretely observed jump–diffusions," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 297-320, DOI: 10.1016/j.jeconom.2019.01.015.
• Fiorentini, Gabriele & Sentana, Enrique, 2019, "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 321-358, DOI: 10.1016/j.jeconom.2019.05.017.
• Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019, "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 359-397, DOI: 10.1016/j.jeconom.2019.05.019.
• Pakel, Cavit, 2019, "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 459-492, DOI: 10.1016/j.jeconom.2019.05.020.
• Linton, Oliver & Xiao, Zhijie, 2019, "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 608-631, DOI: 10.1016/j.jeconom.2019.01.016.
• DiCiccio, Cyrus J. & Romano, Joseph P. & Wolf, Michael, 2019, "Improving weighted least squares inference," Econometrics and Statistics, Elsevier, volume 10, issue C, pages 96-119, DOI: 10.1016/j.ecosta.2018.06.005.
• Norkutė, Milda & Westerlund, Joakim, 2019, "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, volume 11, issue C, pages 83-104, DOI: 10.1016/j.ecosta.2018.09.003.
• Leippold, Markus & Yang, Hanlin, 2019, "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 25-41, DOI: 10.1016/j.ecosta.2019.07.001.
• Ghysels, Eric & Qian, Hang, 2019, "Estimating MIDAS regressions via OLS with polynomial parameter profiling," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 1-16, DOI: 10.1016/j.ecosta.2018.02.001.
• Funke, Benedikt & Hirukawa, Masayuki, 2019, "Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 156-170, DOI: 10.1016/j.ecosta.2017.07.006.
• Gourieroux, Christian & Jasiak, Joann, 2019, "Robust analysis of the martingale hypothesis," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 17-41, DOI: 10.1016/j.ecosta.2018.07.001.
• Al-Sadoon, Majid M., 2019, "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 42-61, DOI: 10.1016/j.ecosta.2017.08.003.
• Gaggero, Alberto A. & Ogrzewalla, Lukas & Bubalo, Branko, 2019, "Pricing of the long-distance bus service in Europe: The case of Flixbus," Economics of Transportation, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.ecotra.2019.100120.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2019, "Identification versus misspecification in New Keynesian monetary policy models," European Economic Review, Elsevier, volume 113, issue C, pages 225-246, DOI: 10.1016/j.euroecorev.2018.12.010.
• González-Astudillo, Manuel, 2019, "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, volume 120, issue C, DOI: 10.1016/j.euroecorev.2019.103301.
• Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L., 2019, "On the robustness of the principal volatility components," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 201-219, DOI: 10.1016/j.jempfin.2019.03.006.
• Díaz-Hernández, Adán & Constantinou, Nick, 2019, "A multiple regime extension to the Heston–Nandi GARCH(1,1) model," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2019.05.004.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, volume 77, issue C, pages 93-104, DOI: 10.1016/j.eneco.2018.06.016.
• Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan, 2019, "Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model," Energy Economics, Elsevier, volume 78, issue C, pages 129-142, DOI: 10.1016/j.eneco.2018.10.038.
• Müller, Gernot & Seibert, Armin, 2019, "Bayesian estimation of stable CARMA spot models for electricity prices," Energy Economics, Elsevier, volume 78, issue C, pages 267-277, DOI: 10.1016/j.eneco.2018.10.016.
• Latini, Luca & Piccirilli, Marco & Vargiolu, Tiziano, 2019, "Mean-reverting no-arbitrage additive models for forward curves in energy markets," Energy Economics, Elsevier, volume 79, issue C, pages 157-170, DOI: 10.1016/j.eneco.2018.03.001.
• Chai, Jian & Du, Mengfan & Liang, Ting & Sun, Xiaojie Christine & Yu, Ji & Zhang, Zhe George, 2019, "Coal consumption in China: How to bend down the curve?," Energy Economics, Elsevier, volume 80, issue C, pages 38-47, DOI: 10.1016/j.eneco.2018.12.016.
• Chen, Zhenni & Du, Huibin & Li, Jianglong & Southworth, Frank & Ma, Shoufeng, 2019, "Achieving low-carbon urban passenger transport in China: Insights from the heterogeneous rebound effect," Energy Economics, Elsevier, volume 81, issue C, pages 1029-1041, DOI: 10.1016/j.eneco.2019.06.009.
• Bataille, Marc & Bodnar, Olivia & Steinmetz, Alexander & Thorwarth, Susanne, 2019, "Screening instruments for monitoring market power — The Return on Withholding Capacity Index (RWC)," Energy Economics, Elsevier, volume 81, issue C, pages 227-237, DOI: 10.1016/j.eneco.2019.03.011.
• Knaut, Andreas & Paschmann, Martin, 2019, "Price volatility in commodity markets with restricted participation," Energy Economics, Elsevier, volume 81, issue C, pages 37-51, DOI: 10.1016/j.eneco.2019.03.004.
• Haider, Salman & Danish, Mohd Shadab & Sharma, Ruchi, 2019, "Assessing energy efficiency of Indian paper industry and influencing factors: A slack-based firm-level analysis," Energy Economics, Elsevier, volume 81, issue C, pages 454-464, DOI: 10.1016/j.eneco.2019.04.027.
• Bernstein, David H. & Parmeter, Christopher F., 2019, "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, volume 82, issue C, pages 4-15, DOI: 10.1016/j.eneco.2017.12.024.
• Qiao, Hui & Chen, Siyu & Dong, Xiucheng & Dong, Kangyin, 2019, "Has China's coal consumption actually reached its peak? National and regional analysis considering cross-sectional dependence and heterogeneity," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104509.
• Akalpler, Ergin & Hove, Simbarashe, 2019, "Carbon emissions, energy use, real GDP per capita and trade matrix in the Indian economy-an ARDL approach," Energy, Elsevier, volume 168, issue C, pages 1081-1093, DOI: 10.1016/j.energy.2018.12.012.
• Dehghan Shabani, Zahra & Shahnazi, Rouhollah, 2019, "Energy consumption, carbon dioxide emissions, information and communications technology, and gross domestic product in Iranian economic sectors: A panel causality analysis," Energy, Elsevier, volume 169, issue C, pages 1064-1078, DOI: 10.1016/j.energy.2018.11.062.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2019, "Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility," Finance Research Letters, Elsevier, volume 28, issue C, pages 74-81, DOI: 10.1016/j.frl.2018.04.006.
• Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei William, 2019, "A note of techniques that mitigate floating-point errors in PIN estimation," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.017.