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

2025

• Bikramjit Das & Vicky Fasen-Hartmann, 2025, "Measuring risk contagion in financial networks with CoVaR," Finance and Stochastics, Springer, volume 29, issue 3, pages 707-755, July, DOI: 10.1007/s00780-025-00564-6.
• Nnanna P. Azu & Aburime Ehimare & Hassan P. Abdullahi, 2025, "ICT and trade competitiveness in West Africa: the mediating role of revealed comparative advantage in the non-alcoholic beverage sector," Future Business Journal, Springer, volume 11, issue 1, pages 1-14, December, DOI: 10.1186/s43093-025-00535-5.
• Mesias Alfeus & Justin Harvey & Phuthehang Maphatsoe, 2025, "Improving realised volatility forecast for emerging markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 299-342, March, DOI: 10.1007/s12197-024-09701-x.
• Midhunlal Mullakkal & Paul Jose Palathingal, 2025, "Exploring entrepreneurial intentions of indians: integrating descriptive and injunctive norms within the theory of planned behaviour using GEM data," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, volume 15, issue 1, pages 1-11, December, DOI: 10.1007/s40497-025-00463-2.
• Lekharani Gohain & Amit K. Biswas, 2025, "The Drivers of India’s Agricultural Trade: A Study Based on Major Crops," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 1, pages 159-174, March, DOI: 10.1007/s40953-024-00418-6.
• Bilge Cıpe & Baki Ozsolak & Dilek Usanmaz, 2025, "Impact of technology on ecological footprint: an analysis in ASEAN countries with PVAR approach," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 6, pages 5449-5468, December, DOI: 10.1007/s11135-025-02207-6.
• Tryson Yangailo, 2025, "The role of transformational leadership and process management in enhancing productivity," SN Business & Economics, Springer, volume 5, issue 8, pages 1-18, August, DOI: 10.1007/s43546-025-00863-2.
• María Rubio-Misas, 2025, "Efficiency and Productivity in the Insurance Industry Using Frontier Methodologies," Springer Books, Springer, in: Georges Dionne, "Handbook of Insurance", DOI: 10.1007/978-3-031-69561-2_17.
• Håvard Hungnes, 2025, "A novel multivariate composite estimator for the Labour Force Survey," Discussion Papers, Statistics Norway, Research Department, number 1022, Apr.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2025, "Are input-output coefficients really fixed?," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 753-776, February, DOI: 10.1080/00036846.2024.2305622.
• Weining Wang & Jeffrey M. Wooldridge & Mengshan Xu & Cuicui Lu & Chaowen Zheng, 2025, "Using generalized estimating equations to estimate nonlinear models with spatial data," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 2, pages 214-242, February, DOI: 10.1080/07474938.2024.2405487.
• Caio Almeida & Ricardo Masini & Paul Schneider, 2025, "Constrained Polynomial Likelihood," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 2, pages 482-493, April, DOI: 10.1080/07350015.2024.2394587.
• Okan Akarsu, 2025, "Total factor productivity and spillover effects: Frontier and Laggard firms dynamics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 25, issue 3.
• Okan Akarsu, 2025, "Total Factor Productivity and Spillover Effects:Frontier and Laggard Firms’ Dynamics"," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2511.
• Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2025, "Score-driven time-varying parameter models with splinebased densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-011/III, Feb.
• Jan Magnus & Andrey L. Vasnev, 2025, "More information, less precision: meta-analysis through random effects," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-048/III, Aug.
• Masako Ikefuji & Jan R. Magnus & Zhehao Wang, 2025, "The role of news and social pressure in shaping U.S. public opinion on climate change," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-065/III, Nov.
• Gordon Anderson, 2025, "Mean Location and Gini-like Inequality measures for Multivariate Ordinal Variates: Examining the Progress of Health Outcomes in Pre Covid United Kingdom," Working Papers, University of Toronto, Department of Economics, number tecipa-804, Sep.
• Abel Brodeur & Hasin Yousaf, 2025, "On the Economic Consequences of Mass Shootings," The Review of Economics and Statistics, MIT Press, volume 107, issue 1, pages 109-124, January, DOI: 10.1162/rest_a_01241.
• Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025, "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1607, Jan.
• Bonhomme, Stéphane & Jochmans, Koen & Weidner, Martin, 2025, "A Neyman-Orthogonalization Approach to The Incidental Parameter Problem," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1614, Jan.
• Priyanka Asnani & Alexander Chudik & Braden Strackman, 2025, "xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels," Stata Journal, StataCorp LLC, volume 25, issue 1, pages 136-150, March, DOI: 10.1177/1536867X251322965.
• Alyssa H. Carlson & Wei Zhao, 2025, "Heckman sample-selection estimators under heteroskedasticity," Stata Journal, StataCorp LLC, volume 25, issue 1, pages 212-236, March, DOI: 10.1177/1536867X251322971.
• Costanza Naguib, 2025, "Does single-blind review encourage or discourage p-hacking?," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2504, Apr.
• Tae-Hwy Lee & Ekaterina Seregina, 2025, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers, University of California at Riverside, Department of Economics, number 202507, May.
• Jungbin Hwang & Yixiao Sun, 2025, "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers, University of Connecticut, Department of Economics, number 2025-01, Jan.
• Zhonghui Zhang & Chihwa Kao & Jungbin Hwang, 2025, "High-Dimensional Weighted K-Means with Serial Dependence," Working papers, University of Connecticut, Department of Economics, number 2025-09, Aug.
• Luisa Bisaglia & Margherita Gerolimetto & Margherita Palomba, 2025, "A new Combined Bootstrap Method for Long-Memory Time Series," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 19.
• Boujelbène Thouraya & Jedidia Khoutem Ben, 2025, "Inflation, Inflation Uncertainty and Economic Growth in Tunisia: Nonlinear Modelling Framework," Naše gospodarstvo/Our economy, Sciendo, volume 71, issue 2, pages 44-57, DOI: 10.2478/ngoe-2025-0011.
• Buiga Anuța & Popa Mirela, 2025, "Determinants of Rent Prices: An Analysis of European Cities," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 70, issue 1, pages 51-66, DOI: 10.2478/subboec-2025-0003.
• Udo Emmanuel Samuel & Chiyem Iyadi Rollins & Abner Ishaku Prince & Ifeanyi Onyemere & Okoh Johnson Ifeanyi & Ajudua Emmanuel Ifeanyi, 2025, "Exploring the Energy Consumption and Carbon Emissions Nexus in Nigeria," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 35, issue 3, pages 92-121, DOI: 10.2478/sues-2025-0014.
• Yuki Murakami, 2025, "Time-Varying Volatility in Emerging Market Business Cycles," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2514, Jun.
• Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.
• Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2025, "Adapting to Misspecification," Econometrica, Econometric Society, volume 93, issue 6, pages 1981-2005, November, DOI: 10.3982/ECTA21991.
• Maximilian Rücker & Michael Vogt & Oliver Linton & Christopher Walsh, 2025, "Estimation and inference in high‐dimensional panel data models with interactive fixed effects," Quantitative Economics, Econometric Society, volume 16, issue 4, pages 1457-1509, November, DOI: 10.3982/QE2308.
• Nagengast, Arne J. & Rios-Avila, Fernando & Yotov, Yoto, 2025, "The European single market and intra-EU trade: An assessment with heterogeneity-robust difference-in-differences methods," Discussion Papers, Deutsche Bundesbank, number 26/2025.
• Tauheed, Tahira & Tauseef, Tahira, 2025, "A Univariate based NAIRU Estimation in the Context of Data Constrained Developing Countries," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 323970.
• Muris, Chris & Wacker, Konstantin M., 2025, "Estimating interaction effects with panel data," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1583.
• Heilemann, Ullrich & Schuhr, Roland, 2025, ""Economic Discomfort" in Germany 1951 to 2021: Results and policy implications," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 183.
• Heilemann, Ullrich & Schuhr, Roland, 2025, ""From here on it got rough..." – Misery Indices and German Federal Governments 1951 to 2024," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 184.
• Kemper, Jan & Rostam-Afschar, Davud, 2025, "Inference for batched adaptive experiments," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 25-070.
• Gianluca De Nard & Damjan Kostovic, 2025, "Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios," ECON - Working Papers, Department of Economics - University of Zurich, number 470, May, revised Nov 2025.
• Guido W. Imbens & Yiqing Xu, 2025, "Comparing Experimental and Nonexperimental Methods: What Lessons Have We Learned Four Decades after LaLonde (1986)?," Journal of Economic Perspectives, American Economic Association, volume 39, issue 4, pages 173-202, Fall, DOI: 10.1257/jep.20251440.
• Montes Rojas Gabriel & Galvao Antonio, 2025, "Multivariate quantile regression," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4821, Dec.
• Yavuz GÜL & Serpil ALTINIRMAK, 2025, "Predicting Financial Failure: Empirical Evidence from Publicly – Quoted Firms in Developed and Developing Countries," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 107-126, DOI: https://doi.org/10.30784/epfad.1595.
• Emre Kurnaz & Ümit Seyfettinoğlu, 2025, "Exports and Tourism Demand: Evidence of a Strong Link Disrupted by Pandemic Restrictions," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 655-676, DOI: 10.30784/epfad.1646278.
• Daraio, Cinzia & Fall, François Seck & Simar, Léopold & Vanhems, Anne, 2025, "Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025019, Oct.
• Mastromarco, Camilla & Simar, Léopold, 2025, "Nonparametric Spatial Frontier Models for Productivity Analysis: Evidence from EU Regions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025020, Nov.
• Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2025, "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025003, Jan, DOI: https://doi.org/10.1093/ectj/utae02.
• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2025, "Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025004, Jan, DOI: https://doi.org/10.1016/j.ejor.2024.
• Luiz Claudio de Carvalho Mauro & Sergio Jurandyr Machado & Mathias Schneid Tessmann & Luiz Augusto Ferreira Magalhaes, 2025, "Do State-Controlled Banks Pay More or Less Taxes? Evidence For Brazil," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 24, issue 2, pages 233-253, June.
• Byunghoon Kang & Seojeong Lee & Juha Song, 2025, "Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification," Papers, arXiv.org, number 2501.09540, Jan.
• David M. Kaplan & Xin Liu, 2025, "Confidence intervals for intentionally biased estimators," Papers, arXiv.org, number 2502.00450, Feb.
• Emanuele Bacchiocchi & Toru Kitagawa, 2025, "Locally- but not Globally-identified SVARs," Papers, arXiv.org, number 2504.01441, Apr, revised Mar 2026.
• Simon Freyaldenhoven & Christian Hansen, 2025, "(Visualizing) Plausible Treatment Effect Paths," Papers, arXiv.org, number 2505.12014, May.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2025, "Analysis of Multiple Long-Run Relations in Panel Data Models," Papers, arXiv.org, number 2506.02135, Jun, revised Sep 2025.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," Papers, arXiv.org, number 2506.21987, Jun.
• Sebastian Calonico & Sebastian Galiani, 2025, "Beyond Bonferroni: Hierarchical Multiple Testing in Empirical Research," Papers, arXiv.org, number 2507.19610, Jul.
• Antonio F. Galvao & Gabriel Montes-Rojas, 2025, "Multivariate quantile regression," Papers, arXiv.org, number 2508.15749, Aug, revised Dec 2025.
• Stefano Nasini & Rabia Nessah & Bertrand Wigniolle, 2025, "Learning Paths to Multi-Sector Equilibrium: Belief Dynamics Under Uncertain Returns to Scale," Papers, arXiv.org, number 2512.07013, Dec.
• Jan Kemper & Davud Rostam-Afschar, 2025, "Inference for Batched Adaptive Experiments," Papers, arXiv.org, number 2512.10156, Dec.
• Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025, "A neyman-orthogonalization approach to the incidental parameter problem," CeMMAP working papers, Institute for Fiscal Studies, number 05/25, Jan, DOI: 10.47004/wp.cem.2025.0525.
• David Sarasa Flores, 2025, "Europa | Buy Guns or Buy Roses?: Multiplicadores fiscales del gasto en defensa de la UE
  [Europe | Buy Guns or Buy Roses?: EU Defence Spending Fiscal Multipliers]," Working Papers, BBVA Bank, Economic Research Department, number 25/06, Jun.
• Alfonso Ugarte, 2025, "Global | locproj y lpgraph: Comandos de Stata para estimar proyecciones locales
  [Global | locproj and lpgraph: Stata commands to estimate Local Projections]," Working Papers, BBVA Bank, Economic Research Department, number 25/09, Jul.
• Tatjana Dahlhaus & Thibaut Duprey & Craig Johnston, 2025, "Estimating the impacts on GDP of natural disasters in Canada," Staff Analytical Notes, Bank of Canada, number 2025-5, Feb, DOI: 10.34989/san-2025-5.
• Emiliano Basco & Diego Elías & Luciana Pastore & Maximiliano Gómez Aguirre, 2025, "Soybean Yield Prediction in Argentina Using Climate Data," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 2025117, May.
• Jéssica Guedes & Diego Torres & Paulino Sánchez-Escribano & José Boyano, 2025, "Incertidumbre en el mercado de bonos: una propuesta para identificar sus narrativas con GDELT," Occasional Papers, Banco de España, number 2505, Mar, DOI: https://doi.org/10.53479/39440.
• Marco Bottone & Maria Cristina Casciano & Enrico Fabrizi & Salvatore Filiberti & Andrea Neri & Mariagrazia Rinaldi, 2025, "Integrating survey and administrative data to estimate firms' turnover in unplanned domains: evidence from the Invind survey," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 995, Dec.
• Matilde Faralli & Francesco Ruggiero, 2025, "The Rise of Climate Risks: Evidence from Firms' Expected Default Frequencies," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 62, Jul.
• Nicol Valeria Rodríguez-Rodríguez & Hernán Dario Perdomo-Sánchez, 2025, "Entre fundamentales y especulación: análisis del mercado de vivienda en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1317, Jun, DOI: 10.32468/be.1317.
• Md. Monzur Hossain & Ankur Sarkar, 2025, "Bimstec’S Incipient Competitive Advantage And Trade Specialisation In Raw Sugar," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 244, pages 57-86, January –.
• Elena Bortolato & Laura Ventura, 2025, "Box Confidence Depth: Simulation-Based Inference with Hyper-Rectangles," Working Papers, Barcelona School of Economics, number 1518, Oct.
• Emiliano Basco & Diego Elías & Maximiliano Gómez Aguirre & Luciana Pastore, 2025, "Soybean yield prediction in Argentina using climate data," BIS Working Papers, Bank for International Settlements, number 1278, Jul.
• Ivanna Strilok & Rostislav Tsybko, 2025, "Assessing the effectiveness of internal communications of the enterprise," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 1, pages 137-150, DOI: 10.53920/ES-2025-1-10.
• NEMTOC Teodora-Cristiana, 2025, "Generalized Random Forest For Predictive Modeling And Causal Inference: A Comparative Study With Traditonal Approaches," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 1, pages 111-124, August, DOI: 10.56043/reveco-2025-0009.
• Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2025, "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Working Papers, University of Macau, Faculty of Business Administration, number 202524, Mar.
• Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun, revised Mar 2026.
• Tom Doan, 2025, "LOGSKEWGEDDENSITY: RATS procedure to compute log density of skew-GED distribution," Statistical Software Components, Boston College Department of Economics, number RTS00258, revised .
• Tom Doan, 2025, "LOGSKEWGEDGARCH: RATS procedure to compute the log density of skew-GED distribution for use with GARCH," Statistical Software Components, Boston College Department of Economics, number RTS00259, revised .
• Juan Castellanos, 2025, "Local Projections vs. VARs for structural parameter estimation," Bank of England working papers, Bank of England, number 1116, Feb.
• Gillen Ben, 2025, "A Moment-Based Representation for Heteroskedasticity Robust Standard Errors," Journal of Econometric Methods, De Gruyter, volume 14, issue 2, pages 49-57, DOI: 10.1515/jem-2024-0023.
• Bégin Jean-François & Boudreault Mathieu, 2025, "A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 147-175, DOI: 10.1515/snde-2023-0028.
• Shankar Sriram, 2025, "A Regression-based Method for Estimating Generalised Entropy and Atkinson Inequality Indices and their Standard Errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 3, pages 317-322, DOI: 10.1515/snde-2024-0021.
• Ben-Abdellatif Malek & Ben-Ameur Hatem & Chérif Rim & Fakhfakh Tarek, 2025, "Quasi-Maximum Likelihood for Estimating Structural Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 437-446, DOI: 10.1515/snde-2023-0052.
• Wei Lili & Zhang Chunli, 2025, "Dynamic Panel Threshold Spatial Durbin Model with an Application to the Relationship between Financial Development and Green Growth," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 787-804, DOI: 10.1515/snde-2023-0033.
• F. Marta L. Di Lascio & Selene Perazzini, 2025, "PanelTM: an R package for two- and three-way dynamic panel threshold regression model," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS113, May.
• Chudik, A. & Pesaran, M. H. & Smith, R. P., 2025, "Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2538, Jun.
• Augusto Cerqua & Samuel Nocito & Gabriele Pinto, 2025, "Pay Incentives to Run for Local Governments," CESifo Working Paper Series, CESifo, number 11778.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2025, "Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio," CESifo Working Paper Series, CESifo, number 11927.
• Maximilian Langer & Joshua Hassib & Lars P. Feld & Daniel Nientiedt, 2025, "Evaluating the Effects of the German Debt Brake: A Synthetic Control Approach," CESifo Working Paper Series, CESifo, number 11933.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2025, "Travel Shocks to the Chinese Economy: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12142.
• Zhimin Chen & Bryan T. Kelly & Semyon Malamud, 2025, "Limits To (Machine) Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-106, Dec.
• Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet, 2025, "Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-66, Jul.
• Lucien Chaffa & Martin Trépanier & Thierry Warin, 2025, "Beyond PPML: Exploring Machine Learning Alternatives for Gravity Model Estimation in International Trade," CIRANO Working Papers, CIRANO, number 2025s-14, May.
• Carlos Castro-Iragorri & Manuel Parra-Diaz, 2025, "Stability focused end to end frameworks for risk budgeting portfolios," Documentos de Trabajo, Universidad del Rosario, number 21367, Mar.
• Aracely Sánchez-Serna & Alba-Rocío Carvajal-Sandoval & Elmer-Adrian Camacho-Zabala & Milton-Januario Rueda-Varon, 2025, "Cálculo de pérdidas crediticias esperadas en escenarios de incertidumbre para el sector real
  [Calculation of Expected Credit Losses in Uncertain Scenarios for the Real Sector]," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-26, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Rrukaj, Ritvana & Steen, Frode, 2025, "Asymmetric Cost Pass-Through in Gasoline Markets: Do Station Size, -Location and -Service Level Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 20876, Dec.
• Zaka Ratsimalahelo, 2025, "Re examining confidence intervals for ratios of parameters," Working Papers, CRESE, number 2025-04, Apr.
• Arne Nagengast & Fernando Rios-Avila & Yoto Yotov, 2025, "The European Single Market and Intra-EU Trade: An Assessment with Heterogeneity-Robust Difference-in-Differences Methods," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 2025003, Jan.
• Ohyun Kwon & Jangsu Yoon & Yoto Yotov, 2025, "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 202512, Apr.
• Handziuk, Yurii, 2025, "Asset Demand Systems via Data Augmentation: Competition and Differentiation in Asset Management," HEC Research Papers Series, HEC Paris, number 1541, Jan, DOI: 10.2139/ssrn.5024001.
• Corral, Paul & Henderson, Heath & Segovia, Sandra, 2025, "Poverty mapping in the age of machine learning," Journal of Development Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jdeveco.2024.103377.
• Campos-Martins, Susana & Amado, Cristina, 2025, "Modelling dynamic interdependence in nonstationary variances with an application to carbon markets," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105062.
• Wang, Nianling & Wang, Qianchao & Li, Yong, 2025, "Estimation and forecast of carbon emission market volatility based on model averaging method," Economic Modelling, Elsevier, volume 143, issue C, DOI: 10.1016/j.econmod.2024.106976.
• Wang, Zhenxin & Wang, Shaoping & Yan, Yayi & Xia, Yingcun, 2025, "Examining Chinese volume–volatility nexus: A regime-switching perspective," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106983.
• Kornelius, Alexandre & Divino, Jose Angelo, 2025, "Renewable energy shocks and business cycle dynamics in Brazil," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107181.
• Apeti, Ablam Estel & Bambe, Bao We Wal & Edoh, Eyah Denise & Ly, Alpha, 2025, "Wealth inequality and carbon inequality," Ecological Economics, Elsevier, volume 227, issue C, DOI: 10.1016/j.ecolecon.2024.108406.
• Younker, James, 2025, "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112137.
• Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025, "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112297.
• Kim, Bora & Lee, Myoung-jae, 2025, "Overlap-weighted difference-in-differences: A simple way to overcome poor propensity score overlap," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112301.
• Valizadeh, Pourya & Issar, Akash & Bryant, Henry, 2025, "Heterogeneous effects of economic cycles across the income distribution: A common factor model approach," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112302.
• Kang, Yao & Zhang, Yuqing & Wang, Shuhui & Zhao, Zhiwen, 2025, "A new class of Z-valued INAR(1) models with application to mutual fund flows," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112339.
• Yang, Jingjing & Vogelsang, Timothy J., 2025, "A bias reduced long run variance estimator with a new first-order kernel," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112340.
• Bian, Yulin & Su, Liangjun, 2025, "A note on factor models with latent group structures," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112357.
• Kao, Chihwa & Liu, Long & Sun, Rui, 2025, "A bias-corrected fixed effects estimator for the dynamic panel data model with exogenous variables," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112426.
• Deng, Yuhao & Zhang, Tao & Peng, Xiang & Liu, Qinqing, 2025, "Improved two-period difference-in-differences by targeted estimation," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112600.
• Xia, Siyuan & Qian, Junhui, 2025, "Monotonicity in estimating multiple structural breaks," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112707.
• Brunner, Daniel & Heiss, Florian & Romahn, André & Weiser, Constantin, 2025, "Simulation error and numerical instability in estimating random coefficient logit demand models," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2025.105953.
• Li, Zhonghua & Luo, Lan & Wang, Jingshen & Feng, Long, 2025, "Efficient quantile covariate adjusted response adaptive experiments," Journal of Econometrics, Elsevier, volume 249, issue PA, DOI: 10.1016/j.jeconom.2024.105857.
• Budanova, Sofya, 2025, "Penalized estimation of finite mixture models," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105958.
• Ding, Yi & Engle, Robert & Li, Yingying & Zheng, Xinghua, 2025, "Multiplicative factor model for volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105959.
• Pittau, Maria Grazia & Conti, Pier Luigi & Zelli, Roberto, 2025, "Inference for deprivation profiles in a binary setting," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106000.
• Kaddoura, Yousef, 2025, "Estimating coefficient-by-coefficient breaks in panel data models," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106005.
• Chen, Jia & Li, Degui & Li, Yu-Ning & Linton, Oliver, 2025, "Estimating time-varying networks for high-dimensional time series," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105941.
• Brown, Nicholas L. & Butts, Kyle, 2025, "Dynamic treatment effect estimation with interactive fixed effects and short panels," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106013.
• Su, Liangjun & Wang, Fa, 2025, "Inference for large dimensional factor models under general missing data patterns," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106022.
• Li, Dong & Qiao, Xinghao & Wang, Zihan, 2025, "Factor-guided estimation of large covariance matrix function with conditional functional sparsity," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106070.
• Artemova, Mariia, 2025, "An order-invariant score-driven dynamic factor model," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106073.
• Lin, Yingqian & Tu, Yundong, 2025, "Identification and inference for semiparametric single index transformation models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106084.
• Shimizu, Yuya, 2025, "Nonparametric regression under cluster sampling," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106102.
• Cho, Jin Seo & Phillips, Peter C.B., 2025, "GMM estimation with Brownian kernels applied to income inequality measurement," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106110.
• Liu, Laura & Poirier, Alexandre & Shiu, Ji-Liang, 2025, "Identification and estimation of partial effects in nonlinear semiparametric panel models," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105860.
• de Jong, Robert M. & Wagner, Martin, 2025, "Panel cointegrating polynomial regression analysis and an illustration with the environmental kuznets curve," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 135-165, DOI: 10.1016/j.ecosta.2022.03.005.
• Albonico, Alice & Ascari, Guido & Haque, Qazi, 2025, "Monetary policy in the euro area: Active or passive?," European Economic Review, Elsevier, volume 177, issue C, DOI: 10.1016/j.euroecorev.2025.105050.
• Baum, Christopher F. & García-Suaza, Andrés & Henry, Miguel & Otero, Jesús, 2025, "Drivers of COVID-19 in U.S. counties: A wave-level analysis," Economics & Human Biology, Elsevier, volume 58, issue C, DOI: 10.1016/j.ehb.2025.101511.
• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2025, "Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies," European Journal of Operational Research, Elsevier, volume 323, issue 3, pages 907-917, DOI: 10.1016/j.ejor.2024.12.025.
• Shi, Fangquan & Shu, Lianjie & Gu, Xinhua, 2025, "A robust latent factor model for high-dimensional portfolio selection," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101623.
• Bégin, Jean-François & Gómez, Fabio & Ignatieva, Katja & Li, Han, 2025, "The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108296.
• Oglend, Atle & Kleppe, Tore Selland, 2025, "Storage scarcity and oil price uncertainty," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108393.
• Liu, Tie-Ying, 2025, "Do industrial robots optimize the energy structure? Evidence from fossil energy consumption," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108638.
• Saif-Alyousfi, Abdulazeez Y.H., 2025, "Energy shocks and stock market returns under COVID-19: New insights from the United States," Energy, Elsevier, volume 316, issue C, DOI: 10.1016/j.energy.2025.134546.
• Escobar-Anel, Marcos & Hou, Yangyang & Stentoft, Lars, 2025, "The shifted GARCH model with affine variance: Applications in pricing," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106371.
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025, "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101369.
• Shakhgildyan, Ksenia, 2025, "Nonparametric identification and estimation of the generalized second-price auction," Games and Economic Behavior, Elsevier, volume 150, issue C, pages 480-500, DOI: 10.1016/j.geb.2025.02.005.
• Mi, Michelle Xuan & Masih, Rumi, 2025, "How resilient are PE/VC returns to real shocks?," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101206.
• Asimit, Vali & Badescu, Alexandru & Chen, Ziwei & Zhou, Feng, 2025, "Efficient and proper generalised linear models with power link functions," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 91-118, DOI: 10.1016/j.insmatheco.2025.02.005.

2024

• Markus Brueckner & Hasin Yousaf, 2024, "Identifying Economic Causes of Mass Shootings," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2024-703, Dec.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "Monetary Policy in the Euro Area: Active or Passive?," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2024-02 Classification-E3, May.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024, "On Binscatter," American Economic Review, American Economic Association, volume 114, issue 5, pages 1488-1514, May, DOI: 10.1257/aer.20221576.
• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024, "Event Studies with a Continuous Treatment," AEA Papers and Proceedings, American Economic Association, volume 114, pages 601-605, May, DOI: 10.1257/pandp.20241047.
• Clément de Chaisemartin & Xavier D'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," AEA Papers and Proceedings, American Economic Association, volume 114, pages 610-613, May, DOI: 10.1257/pandp.20241049.
• Liyang Sun & Eli Ben-Michael & Avi Feller, 2024, "Temporal Aggregation for the Synthetic Control Method," AEA Papers and Proceedings, American Economic Association, volume 114, pages 614-617, May, DOI: 10.1257/pandp.20241050.
• Elena Derby & Connor Dowd & Jacob Mortenson, 2024, "Constructing Confidence Intervals for BIFSG Disparity Estimates," AEA Papers and Proceedings, American Economic Association, volume 114, pages 638-643, May, DOI: 10.1257/pandp.20241035.
• Majah-Leah Ravago & Michael R. M. Abrigo & Patrizia Benedicto & Nastasha Brigitte Kuan & J. Kathleen Magadia & Charlotte Marjorie Relos & James Roumasset, 2024, "Spikes in Power Prices: Unravelling Grid Congestion," Department of Economics, Ateneo de Manila University, Working Paper Series, Department of Economics, Ateneo de Manila University, number 202401, Mar.
• Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2024, "Analysis And Forecast Of The Employees In The Public And Private Health Systems In Romania," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, volume 0, issue 1, pages 113-138, May.
• Elena D. Vaisman & Tatyana Yu. Zheleznova, 2024, "Assessment of Turbulence in the Industrial Environment of the Russian Machine-Building Complex," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 159-179, DOI: https://doi.org/10.15826/vestnik.20.
• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2024, "Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024009, Feb.
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024, "Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024010, Mar.
• Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2024, "Inference in the nonparametric stochastic frontier model," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024013, Apr, DOI: https://doi.org/10.1080/07474938.20.
• Daraio, Cinzia & Simar, Léopold, 2024, "Approximations and inference for envelopment estimators of production frontiers," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024026, Jul, DOI: https://doi.org/10.1007/s11123-024-.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024006, May, DOI: https://doi.org/10.1017/jwe.2024.3.
• Alfredo Martin Navarro, 2024, "Genética y economía: estudios y perspectivas," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 70, pages 1-19, January-D.
• Itzel Coquis Rioja & Mario Iván Contreras Valdez, 2024, "Estudio de causalidad sobre problemas de inclusión financiera con técnicas de ciencia de datos: el caso de México," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 1, pages 246-271, June, DOI: https://doi.org/10.36105/theanahuac.
• John Lourenze Poquiz, 2024, "Measuring the value of free digital goods," Working Papers, The Productivity Institute, number 044, Apr.
• Michael P. Keane & Timothy Neal, 2024, "A Practical Guide to Weak Instruments," Annual Review of Economics, Annual Reviews, volume 16, issue 1, pages 185-212, August, DOI: 10.1146/annurev-economics-092123-11.
• Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2024, "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Papers, arXiv.org, number 2401.05784, Jan, revised Jan 2024.
• Liyang Sun & Eli Ben-Michael & Avi Feller, 2024, "Temporal Aggregation for the Synthetic Control Method," Papers, arXiv.org, number 2401.12084, Jan, revised Apr 2024.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers, arXiv.org, number 2402.01951, Feb, revised Aug 2024.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Papers, arXiv.org, number 2402.05030, Feb, revised Nov 2024.
• Benedikt M. Potscher, 2024, "Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion," Papers, arXiv.org, number 2406.03971, Jun.
• Tiantian Mao & Gilles Stupfler & Fan Yang, 2024, "Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks," Papers, arXiv.org, number 2411.07212, Nov.
• St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024, "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers, arXiv.org, number 2412.10304, Dec, revised Feb 2026.
• Ata Assaf & Khaled Mokni & Luis Alberiko Gil-Alana, 2024, "Long Memory and Change in Persistence in the Rare Earth Market Index," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-7, DOI: 2024/07/09.
• Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2024, "Adapting to misspecification," CeMMAP working papers, Institute for Fiscal Studies, number 18/24, Oct, DOI: 10.47004/wp.cem.2024.1824.
• Daniela Bobeva & Nedyalko Nestorov & Atanas Pavlov & Simeon Stoilov, 2024, "Evaluation of the Economic Impact of a Country`s Accession to the Schengen Area – the Case of Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 139-163.
• Diego Caprara & Luigi Infante & Maurizio Magnani & Lucia Modugno & Andrea Neri, 2024, "Linking macro- and microdata to produce distributional accounts for non-financial corporations," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 846, Apr.
• Giacomo Sbrana & Andrea Silvestrini, 2024, "The structural Theta method and its predictive performance in the M4-Competition," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1457, Jun.
• Pınar Karadayı Ataş, 2024, "A Novel Hybrid Regression Model for Banking Loss Estimation," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 91-105, June, DOI: https://doi.org/10.33399/biibfad.13.
• Milda Norkute & Joakim Westerlund, 2024, "A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 4, pages 794-810, August, DOI: 10.1111/obes.12614.
• Valeria Jemio Hurtado & Laura Rubin de Celis, 2024, "Estimación de un indicador de presiones sobre Reservas Internacionales en un contexto de tensiones geopolíticas mundiales: Un enfoque de Correlación Condicional Dinámica y Control Sintético," Revista de Análisis del BCB, Banco Central de Bolivia, volume 40, issue 1, pages 54-78, January -.
• Shuping Shi & Jun Yu & Chen Zhang, 2024, "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers, University of Macau, Faculty of Business Administration, number 202416, Aug.
• Christopher F Baum & Andrés Garcia-Suaza & Miguel Henry & Jesús Otero, 2024, "Drivers of COVID-19 in U.S. counties: A wave-level analysis," Boston College Working Papers in Economics, Boston College Department of Economics, number 1067, Apr, revised 01 Jun 2025.
• Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024, "Has the Phillips curve flattened?," French Stata Users' Group Meetings 2024, Stata Users Group, number 22, Jun.
• Natalya Presman & Tanya Suhoy, 2024, "How have government housing programs affected developers' bids in Israel Land Authority land tenders?," Bank of Israel Working Papers, Bank of Israel, number 2024.08, Sep.
• Bernardo Fanfani & Filippo Passerini, 2024, "Do Alternative Work Arrangements Substitute Standard Employment? Evidence from Worker-Level Data," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1190, Feb.
• González-Coya Emilio & Perron Pierre, 2024, "Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 29-48, January, DOI: 10.1515/jem-2023-0007.
• Mehrabani Ali & Parsaeian Shahnaz & Ullah Aman, 2024, "Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability," Journal of Econometric Methods, De Gruyter, volume 13, issue 2, pages 251-279, DOI: 10.1515/jem-2023-0036.
• Yang Lixiong, 2024, "High dimensional threshold model with a time-varying threshold based on Fourier approximation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 1, pages 83-117, February, DOI: 10.1515/snde-2021-0047.
• Hwu Shih-Tang & Kim Chang-Jin, 2024, "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 177-199, April, DOI: 10.1515/snde-2022-0055.
• Xiao Difa & Wang Lu & Wu Jianhong, 2024, "Estimation and testing of the factor-augmented panel regression models with missing data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 4, pages 583-604, DOI: 10.1515/snde-2022-0042.
• Zhou Ruichao & Wang Lu & Wu Jianhong, 2024, "Determination of the Number of Breaks in High-Dimensional Factor Models via Cross-Validation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 739-750, DOI: 10.1515/snde-2022-0037.
• F. Marta L. Di Lascio & Selene Perazzini, 2024, "A three-way dynamic panel threshold regression model for change point detection in bioimpedance data," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS104, Apr.
• Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024, "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2427, May.
• Bello, S. & Onolemhemhen, R., 2024, "Does carbon pricing policy influence carbon emission intensity? New Evidence from Canadian Provinces," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2445, Jul.
• Linton, O. B. & Rücker, M. & Vogt, M. & Walsh, C., 2024, "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2467, Nov.
• Yadav, Anil & McHale, John & Harold, Jason & O'Neill, Stephen, 2024, "Estimating effects of staggered intervention with count and binary outcomes: a simulation study," Research Technical Papers, Central Bank of Ireland, number 4/RT/24, Jul.