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

2024

• 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.
• Fadi Fawaz & Masha Rahnamamoghadam, 2024, "A Refinement of the Relationship Between Central Bank Independence, Inflation, and Income Inequality in Developing Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 1, pages 117-131.
• Christina Anderl & Guglielmo Maria Caporale, 2024, "Global Food Prices and Inflation," CESifo Working Paper Series, CESifo, number 10992.
• Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024, "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series, CESifo, number 11082.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-08, Jan.
• Joshua Nielsen & Didier Sornette & Maziar Raissi, 2024, "Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-33, May.
• M. Pittau & P. Conti & R. Zelli, 2024, "Inference for deprivation profiles in a binary setting," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202405.
• Andrea Margarita Bele√±o Hern√°ndez & Carlos Daniel Casas Bautista, 2024, "Evaluaci√≥n del impacto de los subsidios a la demanda de energ√≠a el√©ctrica sobre el consumo de electricidad de los hogares vulnerables. An√°lisis de alternativas al esquema," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21153, Jun.
• David Arboleda C√°rcamo, 2024, "Fitting a Curve to the Pre-Trends," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21199, Sep.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024, "Has the Phillips Curve Flattened?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18846, Feb.
• Zaka Ratsimalahelo, 2024, "Re examining confidence intervals for ratios of parameters," Working Papers, CRESE, number 2024-20, Dec.
• Michail Tsagris, 2024, "Constrained Least Squares Simplicial-Simplicial Regression," Working Papers, University of Crete, Department of Economics, number 2402, Mar.
• Yao Luo, 2024, "A Modified Likelihood Approach for Models with Parameter-Dependent Support," Annals of Economics and Finance, Society for AEF, volume 25, issue 2, pages 675-703, November.
• Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024, "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, volume 40, issue 1, pages 98-161, February.
• Shi, Ruoyao, 2024, "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, volume 40, issue 3, pages 652-687, June.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, volume 19, issue 1, pages 64-91, February.
• Qiying Wang & Peter C. B. Phillips, 2024, "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2337R1, Jun.
• Zhishui Hu & Nan Liu & Peter C. B. Phillips & Qiying Wang, 2024, "Self-weighted Estimation for Local Unit Root Regression with Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2400, Apr.
• Yixiao Sun & Peter C. B. Phillips & Igor L. Kheifets, 2024, "Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2410, Oct.
• Jin Seo Cho & Peter C. B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2411, Oct.
• Andrea Colciago & Marco Membretti, 2024, "Barriers to Entry and the Labor Market," Working Papers, DNB, number 813, Jul.
• Meyer, Justus & Teppa, Federica, 2024, "Consumers' payment preferences and banking digitalisation in the euro area," Working Paper Series, European Central Bank, number 2915, Mar.
• Adler Haymans Manurung & Nera Marinda Machdar & Jadongan Sijabat & Amran Manurung, 2024, "The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 1, pages 233-241, January.
• Nigar Huseynli, 2024, "CO2 Emission and Research and Development Relationship for Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 219-223, January.
• Zamzagul Sultanova & Galimzhan A. Pazilov & Lyailya Baibulekova & Gulzhakhan Kassymbekova & Gulnar Lukhmanova & Gulmira Issayeva & Kundyz Myrzabekkyzy, 2024, "Comparative Analysis of the Volatility Structures of the Stock Prices of Energy Companies Traded on the Kazakhstan Stock Exchange and International Gold and Oil Prices," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 21-30, January.
• Ainur Yergazievna Yesbolova & Tolkyn Abdulova & Murat Nurgabylov & Sapargul Yessenbekova & Svetlana Turalina & Gulnara Baytaeva & Kundyz Myrzabekkyzy, 2024, "Analysis of the Effect of Renewable Energy Consumption and Industrial Production on CO2 Emissions in Turkic Republics by Panel Data Analysis Method," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 480-487, January.
• Janter Napitupulu & Suwarno Suwarno & Catra Indra Cahyadi & Sukarwoto Sukarwoto, 2024, "Evaluation and Modeling of Green Energy Consumption in North Sumatra, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 570-578, January.
• Aizhan Ibyzhanova & Zamzagul Sultanova & Zhanna T. Aliyeva & Karlygash Tastanbekova & Saken Ualikhanovich Abdibekov & Bagila Mustafayeva & Kundyz Myrzabekkyzy, 2024, "The Effect of Energy Production and Foreign Trade on the Economic Growth of Turkic Republics: A Study Using Panel Data Analysis Method," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 126-134, March.
• Yousif Osman, 2024, "Implications of Energy Consumption by Sector on Carbon Emissions in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 311-318, March.
• Saken Ualikhanovich Abdibekov & Yelena Evgenevna Gridneva & Gulnar Shaimardanovna Kaliakparova & Nazigul Amankeldikyzy Amankeldi & Gulmira Amangeldiyevna Perneyeva & Bauyrzhan Susaruly Kulbay & Kundyz, 2024, "The Relationship between Energy Consumption, Agricultural and Industrial Production, and Economic Growth: ARDL Border Value Approach in the Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 79-86, May.
• Gulmira Issayeva & Elmira Y. Zhussipova & Galimzhan A. Pazilov, 2024, "Examining the Environmental Kuznets Curve Hypothesis in Energy, Agriculture, and Industry Sectors: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 1-11, July.
• Baltaim Sabenova & Lyazat Talimova & Meruert Kanabekova & Dilyara S. Zhakipbekova & Gulnara Seitova & Gulbana Erzhigitovna Maulenkulova & Artur Bolganbayev, 2024, "The Relationship between the Return of Energy Companies Listed on the Kazakhstan Stock Exchange and the Exchange Rate, KASE Index, and Gold Return: ARDL Bounds Value Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 131-140, September.
• Adhitya Nugraha & Hermanto Siregar & Idqan Fahmi & Zenal Asikin & Dikky Indrawan & Harianto Harianto & Salis Aprilian, 2024, "Identification of Factors Affecting Net Zero Emission Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 203-210, September.
• Zwakele Dlamini & Ntokozo Nzimande & Mduduzi Biyase & Hlalefang Khobai & Mathias Manguzvane & Sanele Gumede, 2024, "Carbon Emissions and Growth: The Role of Trade and Urbanization in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 605-614, September.
• Aina B. Aidarova & Aissulu Nurmambekovna Ramashova & Karlygash Baisholanova & Galiya Jaxybekova & Aliy Imanbayev & Indira Kenzhebekova & Dinmukhamed Kelesbayev, 2024, "Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 24-31, November.
• Murat Nurgabylov & Symbat Nakhipbekova & Raikhan Tazhibayeva & Saule Kaltayeva & Lesbek Taizhanov & Vilena Seitova & Gulbana Erzhigitovna Maulenkulova, 2024, "Analysis of the Contribution of Energy, Industry, Agriculture and Food Production to Improving the Quality of Life of Citizens in Turkic States with Efficiency and Super Efficiency Analysis Methods," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 312-321, November.
• Aina B. Aidarova & Gulzada Mukhamediyeva & Aizhan A. Yessentayeva & Guliya Utemissova & Karlygash Tastanbekova & Bagila Mustafayeva & Kundyz Myrzabekkyzy, 2024, "Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 344-352, November.
• Ahmad Al-Harbi & Moid U. Ahmad, 2024, "Can Oil Prices Volatility Explain Economic Growth?," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 614-620, November.
• van der Weide, Roy & Blankespoor, Brian & Elbers, Chris & Lanjouw, Peter, 2024, "How accurate is a poverty map based on remote sensing data? An application to Malawi," Journal of Development Economics, Elsevier, volume 171, issue C, DOI: 10.1016/j.jdeveco.2024.103352.
• Kristensen, Dennis & Lee, Young Jun & Mele, Antonio, 2024, "Closed-form approximations of moments and densities of continuous–time Markov models," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104948.
• Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024, "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106726.
• Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco, 2024, "The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102020.
• Otsu, Taisuke & Sunada, Keita, 2024, "On large market asymptotics for spatial price competition models," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111468.
• Lin, Yingqian & Tu, Yundong, 2024, "Functional coefficient cointegration models with Box–Cox transformation," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111472.
• Bennedsen, Mikkel, 2024, "Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111730.
• Li, Donglin & Wang, Wenyue & Ren, Yanyan, 2024, "Quantile estimation of heterogenous panel quantile model with group structure," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111798.
• Krippner, Leo, 2024, "Specifying and estimating vector autoregressions using their eigensystem representation," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111811.
• Forneron, Jean-Jacques, 2024, "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105552.
• Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan, 2024, "Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105575.
• Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024, "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105577.
• Blevins, Jason R. & Kim, Minhae, 2024, "Nested Pseudo likelihood estimation of continuous-time dynamic discrete games," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105576.
• Phillips, Peter C.B. & Kheifets, Igor L., 2024, "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105622.
• Casini, Alessandro, 2024, "The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105625.
• Centorrino, Samuele & Parmeter, Christopher F., 2024, "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105641.
• Chang, Jinyuan & Hu, Qiao & Liu, Cheng & Tang, Cheng Yong, 2024, "Optimal covariance matrix estimation for high-dimensional noise in high-frequency data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.06.010.
• Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2024, "An autocovariance-based learning framework for high-dimensional functional time series," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.01.007.
• Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui, 2024, "Mining the factor zoo: Estimation of latent factor models with sufficient proxies," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.08.013.
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024, "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.02.015.
• Wei, Waverly & Zhou, Yuqing & Zheng, Zeyu & Wang, Jingshen, 2024, "Inference on the best policies with many covariates," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.06.013.
• Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2024, "Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.105650.
• Liao, Moyu, 2024, "Identification of a rational inattention discrete choice model," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105670.
• Startz, Richard & Steigerwald, Douglas G., 2024, "The variance of regression coefficients when the population is finite," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105681.
• Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024, "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105693.
• Windmeijer, Frank, 2024, "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.03.007.
• Khan, Shakeeb & Nekipelov, Denis, 2024, "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.07.016.
• Graham, Bryan S. & Niu, Fengshi & Powell, James L., 2024, "Kernel density estimation for undirected dyadic data," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2022.06.011.
• Kolokotrones, Thomas & Stock, James H. & Walker, Christopher D., 2024, "Is Newey–West optimal among first-order kernels?," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2022.12.013.
• Yu, Lu & Gu, Jiaying & Volgushev, Stanislav, 2024, "Spectral clustering with variance information for group structure estimation in panel data," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105709.
• Schwartz, Jacob & Song, Kyungchul, 2024, "The law of large numbers for large stable matchings," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105742.
• Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024, "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105748.
• Urga, Giovanni & Wang, Fa, 2024, "Estimation and inference for high dimensional factor model with regime switching," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105752.
• Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2024, "Extreme expectile estimation for short-tailed data," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105770.
• Casini, Alessandro & Perron, Pierre, 2024, "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105794.
• Casini, Alessandro & Perron, Pierre, 2024, "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105811.
• Liu, Yukun & Qin, Jing, 2024, "Tuning-parameter-free propensity score matching approach for causal inference under shape restriction," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105829.
• Cheng, Tingting & Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2024, "GMM estimation for high-dimensional panel data models," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105853.
• Boswijk, H. Peter & Laeven, Roger J.A. & Vladimirov, Evgenii, 2024, "Estimating option pricing models using a characteristic function-based linear state space representation," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105864.
• Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos, 2024, "Estimation of continuous-time linear DSGE models from discrete-time measurements," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105871.
• Shi, Shuping & Yu, Jun & Zhang, Chen, 2024, "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105872.
• Hong, Han & Ju, Gaosheng & Li, Qi & Yan, Karen X., 2024, "Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105883.
• Li, Haiqi & Zhou, Jin & Hong, Yongmiao, 2024, "Estimating and testing for smooth structural changes in moment condition models," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105896.
• Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024, "GLS under monotone heteroskedasticity," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105899.
• Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024, "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 15-35, DOI: 10.1016/j.ecosta.2021.08.006.
• Antoine, Bertille & Renault, Eric, 2024, "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 36-59, DOI: 10.1016/j.ecosta.2021.10.010.
• Coqueret, Guillaume & Deguest, Romain, 2024, "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, volume 318, issue 2, pages 686-700, DOI: 10.1016/j.ejor.2024.05.044.
• Ignatieva, Katja & Wong, Patrick, 2024, "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101519.
• Genc, Talat S., 2024, "Energy Transition and the role of new natural gas turbines for power production: The case of GT11N2 M generators," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107412.
• Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024, "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107612.
• Bouzouita, Anis & Kooli, Imen, 2024, "Evaluating the performance of Tunisian higher Institutes of Technological Studies (ISETs) using a stochastic frontier analysis," Evaluation and Program Planning, Elsevier, volume 107, issue C, DOI: 10.1016/j.evalprogplan.2024.102480.
• Lu, Cheng & Ndiaye, Papa Momar & Simaan, Majeed, 2024, "Improved estimation of the correlation matrix using reinforcement learning and text-based networks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103572.
• Li, Bogui & Chen, Hao, 2024, "Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104819.
• Liu, Bingqi & Pang, Tianxiao & Cheng, Siang, 2024, "Estimation for generalized linear cointegration regression models through composite quantile regression approach," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105567.
• Escobar-Anel, Marcos & Stentoft, Lars & Ye, Xize, 2024, "Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106053.
• Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024, "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jinteco.2024.103919.
• Steinmetz, Julia & Jentsch, Carsten, 2024, "Bootstrap consistency for the Mack bootstrap," Insurance: Mathematics and Economics, Elsevier, volume 115, issue C, pages 83-121, DOI: 10.1016/j.insmatheco.2024.01.001.
• Huang, Zhenzhen & Wei, Pengyu & Weng, Chengguo, 2024, "Tail mean-variance portfolio selection with estimation risk," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 218-234, DOI: 10.1016/j.insmatheco.2024.03.001.
• Ungolo, Francesco & van den Heuvel, Edwin R., 2024, "A Dirichlet process mixture regression model for the analysis of competing risk events," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 95-113, DOI: 10.1016/j.insmatheco.2024.02.004.
• Anderl, Christina & Caporale, Guglielmo Maria, 2024, "Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100500.
• Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2024, "GMM weighting matrices in cross-sectional asset pricing tests," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107123.
• Zhou, Fujin & Oostendorp, Remco, 2024, "Big distortions, small efficiency loss: Measuring resource misallocation with complementary distortions in Vietnam," Journal of Economic Behavior & Organization, Elsevier, volume 219, issue C, pages 244-261, DOI: 10.1016/j.jebo.2024.01.008.
• Neal, Timothy, 2024, "Estimating the effectiveness of forest protection using regression discontinuity," Journal of Environmental Economics and Management, Elsevier, volume 127, issue C, DOI: 10.1016/j.jeem.2024.103021.
• Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024, "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103945.
• Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2024, "Getting the right tail right: Modeling tails of health expenditure distributions," Journal of Health Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.jhealeco.2024.102912.
• Pagliari, Maria Sole & Ahmed Hannan, Swarnali, 2024, "The volatility of capital flows in emerging markets: Measures and determinants," Journal of International Money and Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jimonfin.2024.103095.
• Laudagé, Christian & Aichinger, Florian & Desmettre, Sascha, 2024, "A comparative study of factor models for different periods of the electricity spot price market," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100435.
• Cochard, François & Flage, Alexandre, 2024, "Sharing losses in dictator and ultimatum games: A meta-analysis," Journal of Economic Psychology, Elsevier, volume 102, issue C, DOI: 10.1016/j.joep.2024.102713.
• Liao, Cunfei & Ma, Tian, 2024, "From fundamental signals to stock volatility: A machine learning approach," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102283.
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2024, "Extrapolation and option-implied kurtosis in volatility forecasting," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102286.
• Van Tran, Quang & Kukal, Jaromir, 2024, "Renyi entropy based design of heavy tailed distribution for return of financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 637, issue C, DOI: 10.1016/j.physa.2024.129531.
• Hou, Zhezhi & Kumbhakar, Subal C. & Zhao, Shunan, 2024, "Productivity and efficiency: Do we need a bridge?," International Journal of Production Economics, Elsevier, volume 274, issue C, DOI: 10.1016/j.ijpe.2024.109287.
• Bao, Yong, 2024, "Estimating spatial autoregressions under heteroskedasticity without searching for instruments," Regional Science and Urban Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.regsciurbeco.2024.104011.
• Wang, Jianqiu & Wu, Ke & Pan, Jiening, 2024, "On the conditional performance of the IVOL anomaly," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 337-350, DOI: 10.1016/j.iref.2023.07.032.
• Musa, Hussam & Krištofík, Peter & Medzihorský, Juraj & Klieštik, Tomáš, 2024, "The development of firm size distribution – Evidence from four Central European countries," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 98-110, DOI: 10.1016/j.iref.2023.12.003.
• Colak, Yasemin & Erden, Lutfi & Ozkan, Ibrahim, 2024, "Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103514.
• Jiang, Lihan & He, Yiyao & Jiang, Haiwei, 2024, "Impacts of digital-technology adoption on workers: A simple model and evidence from China," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103618.
• Just, Małgorzata & Echaust, Krzysztof, 2024, "Cryptocurrencies against stock market risk: New insights into hedging effectiveness," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102134.
• Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024, "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2023.102204.
• Leites, Martín & Rivero, Analía & Salas, Gonzalo, 2024, "The positionality of goods and the positional concern’s origin," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 109, issue C, DOI: 10.1016/j.socec.2024.102184.
• Gómez-Zapata, Jonathan Daniel & Del Barrio-Tellado, María José & Espinosa-Casero, Fátima & Herrero-Prieto, Luis César, 2024, "I like participatory museums but, how much? Embedding demand-side value in assessing strategies," Socio-Economic Planning Sciences, Elsevier, volume 96, issue C, DOI: 10.1016/j.seps.2024.102111.
• Berger, Michael & Six, Eva & Czypionka, Thomas, 2024, "Policy implications of heterogeneous demand reactions to changes in cost-sharing: Patient-level evidence from Austria," Social Science & Medicine, Elsevier, volume 340, issue C, DOI: 10.1016/j.socscimed.2023.116488.
• Ghodsi, Mahdi & Stehrer, Robert & Barišić, Antea, 2024, "Assessing the impact of new technologies on wages and labour income shares," Technological Forecasting and Social Change, Elsevier, volume 209, issue C, DOI: 10.1016/j.techfore.2024.123782.
• Mandys, Filip & Taneja, Shivani, 2024, "Demand for green and fossil fuel automobiles," Transportation Research Part A: Policy and Practice, Elsevier, volume 190, issue C, DOI: 10.1016/j.tra.2024.104284.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-34, May.
• Yunho Cho & James Morley & Aarti Singh, 2024, "Insurance Effects of Tax-and-Transfer Progressivity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-52, Aug, revised Oct 2025.
• Leo Krippner, 2024, "Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-71, Dec.
• Otsu, Taisuke & Sunada, Keita, 2024, "On large market asymptotics for spatial price competition models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120588, Jan.
• Berger, Michael & Six, Eva & Czypionka, Thomas, 2024, "Policy implications of heterogeneous demand reactions to changes in cost-sharing: patient-level evidence from Austria," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121162, Jan.
• Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024, "GLS under monotone heteroskedasticity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125941, Dec.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2024-01.
• Pompi Chetia & Smruti Ranjan Behera, 2024, "Do firms’ performance act as a catalyst of innovation: empirical evidence from innovative Indian manufacturing firms," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 17, issue 2, pages 108-139, July, DOI: 10.1108/IGDR-07-2023-0091.
• Rashid Javed & Mazhar Mughal, 2024, "Improved drinking water, healthier children? Evidence from Pakistan," International Journal of Social Economics, Emerald Group Publishing Limited, volume 52, issue 3, pages 375-389, June, DOI: 10.1108/IJSE-09-2023-0739.
• Reza Hesarzadeh, 2024, "US sanctions, workforce dynamics, and corporate entrepreneurship: evidence from Iran," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 18, issue 2, pages 422-440, December, DOI: 10.1108/IMEFM-07-2024-0337.
• Nnanna P. Azu & Dambo Hussaini & Kate O. Chima & Hassan P. Abdullahi, 2024, "Digital dynamics: exploring ICT's role in revolutionising Nigeria's trade sectors," Journal of Electronic Business & Digital Economics, Emerald Group Publishing Limited, volume 4, issue 1, pages 167-182, December, DOI: 10.1108/JEBDE-08-2024-0022.
• Pearl Seyram Kumah & Joseph Antwi Baafi, 2024, "Spillover effects among cryptocurrencies in a pandemic: a time frequency approach," Journal of Electronic Business & Digital Economics, Emerald Group Publishing Limited, volume 4, issue 1, pages 151-166, November, DOI: 10.1108/JEBDE-08-2024-0027.
• Salah Eddine Kartobi & Moulay Abdeljamil Aba Oubida & Zineb Elhachimi, 2024, "Asymmetric impact of the COVID-19 on the Moroccan stock exchange," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 17, issue 1, pages 64-82, October, DOI: 10.1108/RBF-03-2024-0078.
• Saheed Bello & Rita Onolemhemhen, 2024, "How does carbon pricing policy influence carbon emission intensity? New evidence from Canadian Provinces," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2412, Jul.
• Jiri Kukacka & Erik Zila, 2024, "Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/22, May, revised May 2024.
• Priyanka Asnani & Alexander Chudik & Braden Strackman, 2024, "Xtpb: The Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogeneous Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 429, Aug, DOI: 10.24149/gwp429.
• Cisil Sarisoy & Bas J. M. Werker, 2024, "Linear Factor Models and the Estimation of Expected Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-014, Mar, DOI: 10.17016/FEDS.2024.014.
• Celso Brunetti & Matthew Carl & Jacob Gerszten & Chiara Scotti & Chaehee Shin, 2024, "Interconnectedness in the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-066, Aug, DOI: 10.17016/FEDS.2024.066.
• Mohammad R. Jahan-Parvar & Yuriy Kitsul & Jamil Rahman & Beth Anne Wilson, 2024, "Foreign economic policy uncertainty and U.S. equity returns," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1401, Dec, DOI: 10.17016/IFDP.2024.1401.
• Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A Simple Diagnostic for Time-Series and Panel-Data Regressions," Staff Reports, Federal Reserve Bank of New York, number 1132, Oct, DOI: 10.59576/sr.1132.
• Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A New Jackknife Variance Estimator for Time-Series and Panel Regressions," Staff Reports, Federal Reserve Bank of New York, number 1133, Oct, DOI: 10.59576/sr.1133.
• Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024, "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_05.rdf.
• Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2024, "Women’s Relative Earning Power and Fertility: Evidence from Climate Shocks in Rural Madagascar," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_14.rdf.
• Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024, "Extreme expectile estimation for short-tailed data," Post-Print, HAL, number hal-04672516, DOI: 10.1016/j.jeconom.2024.105770.
• Clément de Chaisemartin & Xavier d'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," Post-Print, HAL, number hal-04888940, Jan.
• Clément de Chaisemartin & Xavier d'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," Sciences Po Economics Publications (main), HAL, number hal-04888940, Jan.
• Rashid Javed & Mazhar Mughal, 2024, "Improved Drinking Water, Healthier Children? Evidence from Pakistan," Working Papers, HAL, number hal-04517870, Mar.
• Fotso, Chris Toumping & Sibbertsen, Philipp, 2024, "Block Whittle Estimation of Time Varying Stochastic Regression Models with Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-730, Nov.
• Rrukaj, Ritvana & Steen, Frode, 2024, "Asymmetric cost transmission and market power in retail gasoline markets," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 8/2024, May.
• Sommervoll, Dag Einar & Holden, Stein T., 2024, "Dominated choices in Risk and Time Elicitation," CLTS Working Papers, Norwegian University of Life Sciences, Centre for Land Tenure Studies, number 1/24, Jul.
• Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024, "The Method of Moments for Multivariate Random Sums," Working Papers, Örebro University, School of Business, number 2024:6, Jun.
• Yaroslav Dmyshko, 2024, "Risk-Based Approach to Internal Audit Planning in the Bank," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 100-105, June, DOI: 10.33146/2307-9878-2024-2(104)-100-.
• Vogelsang, Timothy J. & Wagner, Martin, 2024, "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 53, Apr.
• Veldhuis, Sebastian & Wagner, Martin, 2024, "Integrated Modiï¬ ed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 54, May.
• Mahir Binici & Samuele Centorrino & Serhan Cevik & Gyowon Gwon, 2024, "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 2, pages 237-290, April.
• Rares-Petru MIHALACHE, 2024, "The impact of macroeconomic factors and Covid-19 on the Bucharest Stock Exchange Trading Index," Romanian Journal of Economics, Institute of National Economy, volume 58, issue 1(67), pages 58-74, June.
• Najam, Rafiuddin & Patrinos, Harry Anthony & Kattan, Raja Bentaouet, 2024, "The Mis-Education of Women in Afghanistan: From Wage Premiums to Economic Losses," IZA Discussion Papers, IZA Network @ LISER, number 17279, Sep.
• Fanfani, Bernardo & Passerini, Filippo, 2024, "Are Alternative Work Arrangements a Substitute for Standard Employment? Evidence from Worker-Level Data," IZA Discussion Papers, IZA Network @ LISER, number 17399, Oct.
• Zongwu Cai & Hongwei Mei & Rui Wang, 2024, "Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202405, Feb, revised Feb 2024.
• Shahnaz Parsaeian, 2024, "Stein-like Common Correlated Effects Estimation Under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202409, Aug.