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

2023

• Bibigul Izatullayeva & Gulzhanat Tayauova & Gulnara Sadykova & Madina Toktibayeva & Altynbek Kenzhaliyev, 2023, "A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 395-402, January.
• Faisal Irsan Pasaribu & Catra Indra Cahyadi & Restu Mujiono & Suwarno Suwarno, 2023, "Analysis of the Effect of Economic, Population, and Energy Growth, as well as the Influence on Sustainable Energy Development in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 510-517, January.
• Baltaim Sabenova & Indira Baubekova & Gulmira Issayeva & Zarema Bigeldiyeva & Artur Bolganbayev, 2023, "Comparative Analysis of Volatility Structures of Stock Index and Energy Company Returns in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 200-206, March.
• Zhazira Taibek & Indira Kozhamkulova & Almas Kuralbayev & Bagdat K. Spanova & Kundyz Myrzabekkyzy, 2023, "Analysis of the Effect of Oil and Energy Production on Health and Education Expenditures in Kazakhstan with Autoregressive Distributed Lag Method," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 215-221, March.
• Tanattrin Bunnag, 2023, "Analyzing Short-run and Long-run Causality Relationship among CO2 Emission, Energy Consumption, GDP, Square of GDP, and Foreign Direct Investment in Environmental Kuznets Curve for Thailand," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 341-348, March.
• Elmira Y. Zhussipova & Serikbay Saduakasuly Ydyrys & Ulmeken Makhanbetova & Gulzhanat Tayauova & Zhansulu Pirmanova, 2023, "The Relationship between the Highest Prices and Trading Volume in the Share Indices of Energy and Oil Companies in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 28-35, May.
• Gaukhar Niyetalina & Elmira Balapanova & Almas Kuralbayev & Gulnar Lukhmanova & Artur Bolganbayev, 2023, "The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 9-15, July.
• Tazhikul Mashirova & Karlygash Tastanbekova & Murat Nurgabylov & Gulnar Lukhmanova & Kundyz Myrzabekkyzy, 2023, "Analysis of the Relationship between the Highest Price and the Trading Volume of the Energy Company Shares in Kazakhstan with Frequency Domain Causality Method," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 22-27, July.
• Catra Indra Cahyadi & Suwarno Suwarno & Aminah Asmara Dewi & Musri Kona & Muhammad Arif & Muhammad Caesar Akbar, 2023, "Solar Prediction Strategy for Managing Virtual Power Stations," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 503-512, July.
• Aina B. Aidarova & Gulshat Abdimutalipovna Zhadigerova & Ainur Abilkassym & Lyailya Abdybayevna Baibulekova & Dina B. Balabekova & Saule A. Ilasheva, 2023, "Analysis of the Relationship between Energy Consumption, Foreign Direct Investment, and Labor Force Participation by Vector Error Correction Model: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 108-114, September.
• Saule Bekzhanova & Gulzhanat Tayauova & Serik Akhanov & Gulnar B. Tuleshova & Artur Bolganbayev & Gulnara M. Moldogaziyeva, 2023, "The Relationship between Gold and Oil Prices and the Stock Market Returns of Kazakh Energy Companies: Comparison of the pre-COVID-19 and post-COVID-19 Periods," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 8-14, September.
• Saken Ualikhanovich Abdibekov & Bauyrzhan Susaruly Kulbay & Yelena Evgenevna Gridneva & Gulnar Shaimardanovna Kaliakparova & Tolendi Aripbaevich Ashimbayev & Gulmira Amangeldiyevna Perneyeva, 2023, "The Relationship between the Share of Renewable Energy in Total Energy Consumption and Economic Growth: Kazakhstan and Turkiye Comparision," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 24-30, September.
• Gulmira Issayeva & Zhanar Dyussembekova & Aina B. Aidarova & Adelina B. Makhatova & Gulnar Lukhmanova & Dariya Absemetova & Artur Bolganbayev, 2023, "The Relationship between Renewable Energy Consumption, CO2 Emissions, Economic Growth, and Industrial Production Index: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 1-7, November.
• Gulbakhram Sartbayeva & Elmira Balapanova & Darkhan Kozhanovich Mamytkanov & Lyazat Talimova & Gulnar Lukhmanova & Kundyz Myrzabekkyzy, 2023, "The Relationship between Energy Consumption (Renewable Energy), Economic Growth and Agro-Industrial Complex in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 227-233, November.
• Salim Bagadeem, 2023, "Oil Volatility and Economic Growth: Evidences from Top Oil Trading Countries," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 381-387, November.
• Leila Taleb Marandi Aziz & Reza Moghaddasi & Nematollah Moosavi, 2023, "On the Asymmetry of the Nexus between Governance and Environmental Pollution," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 475-481, November.
• Zhanar Dyussembekova & Aina B. Aidarova & Elmira Balapanova & Dilmina Kuatova & Gaukhar Zh. Seitkhamzina & Artur Bolganbayev, 2023, "The Effect of Freight and Passenger Transportation and Energy Production on Economic Growth in the Framework of Macro-Economic Indicators: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 74-80, November.
• Gautam, Sanghmitra, 2023, "Quantifying welfare effects in the presence of externalities: An ex-ante evaluation of sanitation interventions," Journal of Development Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jdeveco.2023.103083.
• Amin, Sakib Bin & Taghizadeh-Hesary, Farhad, 2023, "Tourism, sustainability, and the economy in Bangladesh: The innovation connection amidst Covid-19," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 153-167, DOI: 10.1016/j.eap.2023.06.018.
• Zhang, Jinyu & Zhang, Qiaosen & Li, Yong & Wang, Qianchao, 2023, "Sequential Bayesian inference for agent-based models with application to the Chinese business cycle," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106381.
• Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023, "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106419.
• Liu, Wei & Garrett, Ian, 2023, "Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106483.
• Dessy, Sylvain & Gninafon, Horace & Tiberti, Luca & Tiberti, Marco, 2023, "Free compulsory education can mitigate COVID-19 disruptions’ adverse effects on child schooling," Economics of Education Review, Elsevier, volume 97, issue C, DOI: 10.1016/j.econedurev.2023.102480.
• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023, "Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101838.
• Li, Boyan & Diao, Xundi, 2023, "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101882.
• Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023, "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101939.
• Zhang, Xiaoge & Chen, Maolong, 2023, "Indirect inference approach to estimating dynamic panel data models with irregular spacing," Economics Letters, Elsevier, volume 226, issue C, DOI: 10.1016/j.econlet.2023.111069.
• Chen, Xingyi & Li, Haiqi & Zhang, Jing, 2023, "Complete subset averaging approach for high-dimensional generalized linear models," Economics Letters, Elsevier, volume 226, issue C, DOI: 10.1016/j.econlet.2023.111084.
• Lee, Sungwon, 2023, "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, volume 226, issue C, DOI: 10.1016/j.econlet.2023.111085.
• Wagner, Martin, 2023, "Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111186.
• Matsumura, Yuri & Otani, Suguru, 2023, "Resolving the conflict on conduct parameter estimation in homogeneous goods markets between Bresnahan (1982) and Perloff and Shen (2012)," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111193.
• Ardakani, Omid M., 2023, "Capturing information in extreme events," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111301.
• Zhou, Ruichao & Wu, Jianhong, 2023, "Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111350.
• Chen, Qiang & Yan, Guanpeng, 2023, "On the two algorithms for estimating interactive fixed effects models in Bai (2009)," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111395.
• Rabovič, Renata & Čížek, Pavel, 2023, "Estimation of spatial sample selection models: A partial maximum likelihood approach," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 214-243, DOI: 10.1016/j.jeconom.2021.10.011.
• Rossi, Francesca & Robinson, Peter M., 2023, "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 244-269, DOI: 10.1016/j.jeconom.2022.01.010.
• Kheifets, Igor L. & Phillips, Peter C.B., 2023, "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 300-319, DOI: 10.1016/j.jeconom.2021.07.002.
• Dellaportas, Petros & Titsias, Michalis K. & Petrova, Katerina & Plataniotis, Anastasios, 2023, "Scalable inference for a full multivariate stochastic volatility model," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 501-520, DOI: 10.1016/j.jeconom.2021.09.013.
• Bai, Yuehao, 2023, "Why randomize? Minimax optimality under permutation invariance," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 565-575, DOI: 10.1016/j.jeconom.2021.10.009.
• Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023, "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 155-183, DOI: 10.1016/j.jeconom.2022.02.002.
• Duan, Jiangtao & Bai, Jushan & Han, Xu, 2023, "Quasi-maximum likelihood estimation of break point in high-dimensional factor models," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 209-236, DOI: 10.1016/j.jeconom.2021.12.011.
• Higgins, Ayden & Martellosio, Federico, 2023, "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 66-87, DOI: 10.1016/j.jeconom.2021.11.017.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023, "Quasi score-driven models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2021.12.005.
• Hwang, Jungbin & Valdés, Gonzalo, 2023, "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 327-352, DOI: 10.1016/j.jeconom.2021.12.007.
• Centorrino, Samuele & Pérez-Urdiales, María, 2023, "Maximum likelihood estimation of stochastic frontier models with endogeneity," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 82-105, DOI: 10.1016/j.jeconom.2021.09.019.
• Shi, Zhentao & Huang, Jingyi, 2023, "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 512-535, DOI: 10.1016/j.jeconom.2021.04.009.
• Antoine, Bertille & Lavergne, Pascal, 2023, "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 1-24, DOI: 10.1016/j.jeconom.2022.01.011.
• Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2023, "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 235, issue 1, pages 166-179, DOI: 10.1016/j.jeconom.2022.03.001.
• Bao, Yong & Yu, Xuewen, 2023, "Indirect inference estimation of dynamic panel data models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1027-1053, DOI: 10.1016/j.jeconom.2022.09.003.
• Pellatt, Daniel F. & Sun, Yixiao, 2023, "Asymptotic F test in regressions with observations collected at high frequency over long span," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1281-1309, DOI: 10.1016/j.jeconom.2022.10.007.
• Chen, Song Xi & Guo, Bin & Qiu, Yumou, 2023, "Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1337-1354, DOI: 10.1016/j.jeconom.2022.10.008.
• Ergemen, Yunus Emre, 2023, "Parametric estimation of long memory in factor models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1483-1499, DOI: 10.1016/j.jeconom.2022.11.005.
• Mayer, Alexander & Wied, Dominik, 2023, "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1500-1521, DOI: 10.1016/j.jeconom.2023.01.003.
• Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023, "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1747-1769, DOI: 10.1016/j.jeconom.2022.12.011.
• Rossi, Francesca & Lieberman, Offer, 2023, "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1770-1798, DOI: 10.1016/j.jeconom.2022.11.010.
• Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023, "Social threshold regression," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2057-2081, DOI: 10.1016/j.jeconom.2023.02.010.
• Kuersteiner, Guido M. & Prucha, Ingmar R. & Zeng, Ying, 2023, "Efficient peer effects estimators with group effects," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2155-2194, DOI: 10.1016/j.jeconom.2023.02.013.
• Casini, Alessandro, 2023, "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 372-392, DOI: 10.1016/j.jeconom.2022.05.001.
• Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing, 2023, "Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 454-469, DOI: 10.1016/j.jeconom.2022.05.003.
• Candelaria, Luis E. & Ura, Takuya, 2023, "Identification and inference of network formation games with misclassified links," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 862-891, DOI: 10.1016/j.jeconom.2022.07.007.
• MacKinnon, James G., 2023, "Using large samples in econometrics," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 922-926, DOI: 10.1016/j.jeconom.2022.05.005.
• Li, Dong & Tao, Yuxin & Yang, Yaxing & Zhang, Rongmao, 2023, "Maximum likelihood estimation for α-stable double autoregressive models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.011.
• Anatolyev, Stanislav & Sølvsten, Mikkel, 2023, "Testing many restrictions under heteroskedasticity," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.03.011.
• Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D., 2023, "Inference and forecasting for continuous-time integer-valued trawl processes," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105476.
• Vazquez-Bare, Gonzalo, 2023, "Identification and estimation of spillover effects in randomized experiments," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2021.10.014.
• Aknouche, Abdelhakim & Francq, Christian, 2023, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.002.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.12.004.
• Chen, Bin & Maung, Kenwin, 2023, "Time-varying forecast combination for high-dimensional data," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.01.024.
• Kojevnikov, Denis & Song, Kyungchul, 2023, "Some impossibility results for inference with cluster dependence with large clusters," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105524.
• Chen, Jiafeng & Ritzwoller, David M., 2023, "Semiparametric estimation of long-term treatment effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105545.
• Kiviet, Jan F., 2023, "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, volume 25, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2021.12.008.
• Hirukawa, Masayuki, 2023, "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 36-61, DOI: 10.1016/j.ecosta.2021.12.001.
• Tran, Kien C. & Tsionas, Mike G. & Prokhorov, Artem B., 2023, "Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models," European Journal of Operational Research, Elsevier, volume 304, issue 3, pages 1189-1199, DOI: 10.1016/j.ejor.2022.04.039.
• Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
• Qiao, W. & Bu, D. & Gibberd, A. & Liao, Y. & Wen, T. & Li, E., 2023, "When “time varying” volatility meets “transaction cost” in portfolio selection," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 220-237, DOI: 10.1016/j.jempfin.2023.06.006.
• Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023, "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 251-271, DOI: 10.1016/j.jempfin.2023.07.003.
• Leong, Minhao & Kwok, Simon, 2023, "The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101420.
• Badunenko, Oleg & Galeotti, Marzio & Hunt, Lester C., 2023, "Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106644.
• V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023, "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106669.
• Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed, 2023, "Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106801.
• Bernstein, David H. & Parmeter, Christopher F. & Tsionas, Mike G., 2023, "On the performance of the United States nuclear power sector: A Bayesian approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106884.
• Thakur, Jagruti & Hesamzadeh, Mohammad Reza & Date, Paresh & Bunn, Derek, 2023, "Pricing and hedging wind power prediction risk with binary option contracts," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106960.
• Weng, Chunfei & Huang, Jingong & Greenwood-Nimmo, Matthew, 2023, "The effect of clean energy investment on CO2 emissions: Insights from a Spatial Durbin Model," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107000.
• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023, "Unveiling the diversification capabilities of carbon markets in NFT portfolios," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104632.
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023, "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100771.
• Bladt, Martin & Yslas, Jorge, 2023, "Robust claim frequency modeling through phase-type mixture-of-experts regression," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 1-22, DOI: 10.1016/j.insmatheco.2023.02.008.
• Chen, Yu & Ma, Mengyuan & Sun, Hongfang, 2023, "Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 142-162, DOI: 10.1016/j.insmatheco.2023.04.001.
• Mao, Tiantian & Stupfler, Gilles & Yang, Fan, 2023, "Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 173-192, DOI: 10.1016/j.insmatheco.2023.05.001.
• Gao, Suhao & Yu, Zhen, 2023, "Parametric expectile regression and its application for premium calculation," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 242-256, DOI: 10.1016/j.insmatheco.2023.05.004.
• Xiong, Tingting, 2023, "The effect of technological intensity on international trade," International Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.inteco.2023.100456.
• Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023, "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 570-586, DOI: 10.1016/j.ijforecast.2022.01.003.
• Higo, Masahiro, 2023, "What caused the downward trend in Japan’s labor share?," Japan and the World Economy, Elsevier, volume 67, issue C, DOI: 10.1016/j.japwor.2023.101206.
• Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023, "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106745.
• Fe, Hao, 2023, "Social networks and consumer behavior: Evidence from Yelp," Journal of Economic Behavior & Organization, Elsevier, volume 209, issue C, pages 1-14, DOI: 10.1016/j.jebo.2023.02.009.
• Zila, Eric & Kukacka, Jiri, 2023, "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 366-391, DOI: 10.1016/j.jebo.2023.05.040.
• Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023, "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103707.
• Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan, 2023, "Do the rich gamble in the stock market? Low risk anomalies and wealthy households," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103715.
• Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023, "Macro-financial spillovers," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102824.
• Djogbenou, Antoine & Inan, Emre & Jasiak, Joann, 2023, "Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102946.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2023, "Exploring volatility of crude oil intraday return curves: A functional GARCH-X model," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100361.
• Marenzi, Anna & Rizzi, Dino & Zanette, Michele & Zantomio, Francesca, 2023, "Regional institutional quality and territorial equity in LTC provision," The Journal of the Economics of Ageing, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeoa.2023.100477.
• Butts, Kyle, 2023, "JUE Insight: Difference-in-differences with geocoded microdata," Journal of Urban Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jue.2022.103493.
• Cerqua, Augusto & Zampollo, Federico, 2023, "Deeds or words? The local influence of anti-immigrant parties on foreigners’ flows," European Journal of Political Economy, Elsevier, volume 77, issue C, DOI: 10.1016/j.ejpoleco.2022.102275.
• De Silva, Dakshina G. & Hubbard, Timothy P. & Schiller, Anita R. & Tsionas, Mike G., 2023, "Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 278-294, DOI: 10.1016/j.qref.2023.01.010.
• Emery, Thomas & Mélon, Lela & Spruk, Rok, 2023, "Does e-procurement matter for economic growth? Subnational evidence from Australia," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 318-334, DOI: 10.1016/j.qref.2022.09.005.
• Zhang, Wenwen & Cao, Shuo & Zhang, Xuan & Qu, Xuefeng, 2023, "COVID-19 and stock market performance: Evidence from the RCEP countries," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 717-735, DOI: 10.1016/j.iref.2022.10.013.
• Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023, "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 364-379, DOI: 10.1016/j.iref.2023.03.009.
• Pattnaik, Debidutta & Hassan, M. Kabir & DSouza, Arun & Ashraf, Ali, 2023, "Investment in gold: A bibliometric review and agenda for future research," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101854.
• Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-14, Feb.
• Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023, "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-18, Mar.
• Yunho Cho & James Morley & Aarti Singh, 2023, "Did Marginal Propensities to Consume Change with the Housing Boom and Bust?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-32, Jul.
• Otsu, Taisuke & Pesendorfer, Martin, 2023, "Equilibrium multiplicity in dynamic games: testing and estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113588, Jan.
• Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2023, "An autocovariance-based learning framework for high-dimensional functional time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117910, Feb.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2023, "When are devaluations more contractionary? A quantile VAR estimation for Argentina," Chapters, Edward Elgar Publishing, chapter 8, in: Fernando Toledo & Louis-Philippe Rochon, "Monetary Policy Challenges in Latin America".
• Reiner Franke, 2023, "Pure Harrodian dynamics: heterogeneous expectations and the loss of three established propositions," Review of Keynesian Economics, Edward Elgar Publishing, volume 11, issue 3, pages 290-327, July.
• Kun Ho Kim & Hira L. Koul & Jiwoong Kim, 2023, "A Specification Test Based on Convolution-Type Distribution Function Estimates for Non-Linear Autoregressive Processes," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A006.
• Yingqian Lin & Yundong Tu, 2023, "Transformation Models with Cointegrated and Deterministically Trending Regressors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A007.
• Javier Hidalgo & Heejun Lee & Jungyoon Lee & Myung Hwan Seo, 2023, "Minimax Risk in Estimating Kink Threshold and Testing Continuity," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A008.
• Yixiao Sun, 2023, "Some Extensions of AsymptoticFandtTheory in Nonstationary Regressions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A011.
• Ying Zhou & Hsein Kew & Jiti Gao, 2023, "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A012.
• Namhyun Kim & Patrick Wongsa-art & Ian J. Bateman, 2023, "A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B013.
• Cheng Hsiao & Qiankun Zhou, 2023, "Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals?," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B015.
• Marko Kureljusic & Jonas Metz, 2023, "The applicability of machine learning algorithms in accounts receivables management," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 24, issue 4, pages 769-786, February, DOI: 10.1108/JAAR-05-2022-0116.
• Cyrus A. Ramezani & James J. Ahern, 2023, "Business cycles, stock market wealth, and gambling at the racetracks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 2, pages 455-470, July, DOI: 10.1108/JES-03-2023-0120.
• Dimitrios Panagiotou & Konstantinos Karamanis, 2023, "Testing for monotonicity, linearity and symmetry between trading volume and price returns in the futures markets of agricultural commodities: a discussion on the financial implications," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 996-1020, October, DOI: 10.1108/SEF-03-2023-0138.
• Pietro Alessandrini & Òscar Jordà & Fabrizio Venditti, 2023, "Decomposing the Monetary Policy Multiplier," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-14, May, DOI: 10.24148/wp2023-14.
• Hitesh Doshi & Hyung Joo Kim & Sang Byung Seo, 2023, "Options on Interbank Rates and Implied Disaster Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-054r1, Aug, revised 14 Aug 2025, DOI: 10.17016/FEDS.2023.054r1.
• Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023, "Sparse Trend Estimation," Staff Reports, Federal Reserve Bank of New York, number 1049, Feb.
• Artur R. Sharafutdinov, 2023, "Estimation of Uncertainty: Revisions of Russian GDP on History
  [Оценивание Неопределенности: Пересмотры Ввп России На Истории]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 28-38, January.
• Yuliya L. Maslennikova & Alla E. Brom, 2023, "Assessing the Efficiency of Pilot Production in Industry
  [К Вопросу Об Оценке Эффективности Опытного Производства В Промышленности]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 14-20, March.
• Artur R. Sharafutdinov, 2023, "Output Gap in Russian Economy: Estimate Based on the IMF’s Multivariate Filter
  [Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
• Artur R. Sharafutdinov, 2023, "Оценивание Неопределенности: Пересмотры Ввп России На Истории," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 28-38, January.
• Yuliya L. Maslennikova & Alla E. Brom, 2023, "К Вопросу Об Оценке Эффективности Опытного Производства В Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 14-20, March.
• Artur R. Sharafutdinov, 2023, "Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
• F. Blasques & Christian Francq & Sébastien Laurent, 2023, "Quasi score-driven models," Post-Print, HAL, number hal-04069143, May, DOI: 10.1016/j.jeconom.2021.12.005.
• Antoine Bertille & Pascal Lavergne, 2023, "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print, HAL, number hal-04141433, Jul, DOI: 10.1016/j.jeconom.2022.01.011.
• Laifa Assala & Hadouga Hassiba, 2023, "Using Microsoft Power BI for sales forecasting as a data mining technique," Post-Print, HAL, number hal-04183450, Jun.
• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print, HAL, number hal-04325655, Dec, DOI: 10.1016/j.jeconom.2022.12.004.
• Thibault Laurent & Paula Margaretic & Christine Thomas-Agnan, 2023, "Generalizing Impact Computations for the Autoregressive Spatial Interaction Model," Post-Print, HAL, number hal-04355089, Oct, DOI: 10.1111/gean.12358.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2023, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009," Working Papers, HAL, number hal-01463115, Sep, DOI: 10.1111/sjpe.12038.
• Mazhar Mughal & Rashid Javed & Thierry Lorey, 2023, "Female Early Marriage and Son Preference in Pakistan," Working Papers, HAL, number hal-04097640, May.
• Fanny Landaud & Eric Maurin, 2023, "Tracking When Ranking Matters," Working Papers, HAL, number hal-04322956, Dec, DOI: 10.2139/ssrn.4653190.
• Sommervoll, Dag Einar & Holden, Stein T. & Tilahun, Mesfin, 2023, "Intertemporal Choice Lists and Maximal Likelihood Estimation of Discount Rates," CLTS Working Papers, Norwegian University of Life Sciences, Centre for Land Tenure Studies, number 9/23, Dec.
• TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023, "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2023-04, Nov.
• Wagner, Martin, 2023, "Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 44, Jan.
• Karina Valencia Serpel & Fernando Cruz Aranda & Francisco Ortiz Arango, 2023, "Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 2, pages 1-20, Abril - J.
• Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-002 Classification-C, Feb.
• Yoosoon Chang & Steven Durlauf & Seunghee Lee & Joon Park, 2023, "A Trajectories-Based Approach to Measuring Intergenerational Mobility," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-004 Classification-C, Mar.
• Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2024, "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-005 Classification-1, Jul.
• Manuela Alcañiz & Marc Estévez & Miguel Santolino, 2023, ""Unveiling the underlying severity of multiple pandemic indicators"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202312, Oct, revised Oct 2023.
• Manuela Alcañiz & Marc Estévez & Miguel Santolino, 2023, ""Risk of hospitalization of diagnosed COVID-19 cases during the pandemic: a time-series analsys to unveil short- and long-run dynamics"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202313, Oct, revised Oct 2023.
• Utku Altunoz, 2023, "Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-1, pages 615-643, June, DOI: 10.26650/ISTJECON2023-1021393.
• Burak Darici & Ahmet Aydin & Fatih Ayhan & Merve Altaylar, 2023, "Macroeconomic Determinants of Tourism Demand Toward Emerging Markets," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-2, pages 837-864, December, DOI: 10.26650/ISTJECON2023-1296548.
• Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023, "Synthetic Difference-in-Differences Estimation," IZA Discussion Papers, IZA Network @ LISER, number 15907, Jan.
• Brodeur, Abel & Carrell, Scott E. & Figlio, David N. & Lusher, Lester, 2023, "Unpacking P-Hacking and Publication Bias," IZA Discussion Papers, IZA Network @ LISER, number 16369, Aug.
• Dong, Hao & Millimet, Daniel L., 2023, "Embrace the Noise: It Is OK to Ignore Measurement Error in a Covariate, Sometimes," IZA Discussion Papers, IZA Network @ LISER, number 16508, Oct.
• Kachour Maher & Bakouch Hassan S. & Mohammadi Zohreh, 2023, "A New INAR(1) Model for ℤ-Valued Time Series Using the Relative Binomial Thinning Operator," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 2, pages 125-152, April, DOI: 10.1515/jbnst-2022-0059.
• Shahnaz Parsaeian, 2023, "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202308, Aug.
• Yuying Sun & Shaoxin Hong & Zongwu Cai, 2023, "Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202309, Sep, revised Sep 2023.
• Muneer Shaik & Mohd Ziaur Rehman, 2023, "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 231-246, March, DOI: 10.1007/s10690-022-09393-5.
• Gert Bijnens & Shyngys Karimov & Jozef Konings, 2023, "Does Automatic Wage Indexation Destroy Jobs? A Machine Learning Approach," De Economist, Springer, volume 171, issue 1, pages 85-117, March, DOI: 10.1007/s10645-023-09418-y.
• Yuki Takara & Shingo Takagi, 2023, "An empirical approach to measure unobserved cultural relations using music trade data," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 47, issue 2, pages 205-245, June, DOI: 10.1007/s10824-022-09455-6.
• Wentao Yang & Min Deng & Jianbo Tang & Liang Luo, 2023, "Geographically weighted regression with the integration of machine learning for spatial prediction," Journal of Geographical Systems, Springer, volume 25, issue 2, pages 213-236, April, DOI: 10.1007/s10109-022-00387-5.
• Hideyuki Mizobuchi & Valentin Zelenyuk, 2023, "A generalized flexible functional form for α-returns to scale," Journal of Productivity Analysis, Springer, volume 59, issue 3, pages 217-224, June, DOI: 10.1007/s11123-023-00658-3.
• Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi-Maria Zekente, 2023, "Sentimental Shocks and House Prices," The Journal of Real Estate Finance and Economics, Springer, volume 67, issue 4, pages 627-655, November, DOI: 10.1007/s11146-021-09871-z.
• Vitor Melo & Elijah Neilson, 2023, "Introducing an index of rent seeking: a synthetic matching approach," Public Choice, Springer, volume 197, issue 3, pages 471-487, December, DOI: 10.1007/s11127-023-01083-8.
• Adam N. Smith & Jim E. Griffin, 2023, "Shrinkage priors for high-dimensional demand estimation," Quantitative Marketing and Economics (QME), Springer, volume 21, issue 1, pages 95-146, March, DOI: 10.1007/s11129-022-09260-7.
• Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023, "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 323-356, July, DOI: 10.1007/s11156-023-01147-2.
• Sungjun Cho & Liu Liu, 2023, "Correcting estimation bias in regime switching dynamic term structure models," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1093-1127, October, DOI: 10.1007/s11156-023-01182-z.
• Milda Norkute & Joakim Westerlund, 2023, "A factor-augmented new Keynesian Phillips curve for the European Union countries," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 111, Jan.
• Panky Tri Febiyansah, 2023, "Exchange Rate Responses and Volatility Spillover Effects during the COVID-19 Pandemic in Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 69, pages 87-97, December.
• Kazumitsu Nawata & Masako Ii & Ryuki Kassai, 2023, "Over- and Under-Provision of Diabetes Screening: Making More Efficient Use of Healthcare Resources," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 19, issue 1, pages 1-36, March.
• Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023, "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/23.
• Anna Matuszyk, 2023, "Comparison of different approaches using Random Forest for imbalanced credit data," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 4, pages 419-436.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2023".
• Yoosoon Chang & Steven N. Durlauf & Seunghee Lee & Joon Y. Park, 2023, "A Trajectories-Based Approach to Measuring Intergenerational Mobility," NBER Working Papers, National Bureau of Economic Research, Inc, number 31020, Mar.
• Martin Karlsson & Yulong Wang & Nicolas R. Ziebarth, 2023, "Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31444, Jul.
• Yael Hochberg & Ali Kakhbod & Peiyao Li & Kunal Sachdeva, 2023, "Inventor Gender and Patent Undercitation: Evidence from Causal Text Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 31592, Aug.
• Christopher Conlon & Jeff Gortmaker, 2023, "Incorporating Micro Data into Differentiated Products Demand Estimation with PyBLP," NBER Working Papers, National Bureau of Economic Research, Inc, number 31605, Aug.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 31787, Oct.
• Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
• Luis Alberiko Gil-Alana, 2023, "Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2022, Nov.
• Nguyen Viet Cuong, 2023, "Spatial Patterns of Piped Water and Sanitation in Rural Vietnam: An Application of Small Area Estimation," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 776-810, December.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2023, "Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 73-105.
• H Malloch & R Philip & S Satchell, 2023, "Estimation with Errors in Variables via the Characteristic Function," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 616-650.
• Francesca Lilla, 2023, "Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 678-713.
• Stan Hurn & Kenneth Lindsay & Lina Xu, 2023, "A Comparative Study of Likelihood Approximations for Univariate Diffusions," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 852-879.
• Anne Lundgaard, 2023, "A Joint Model for the Term Structure of Interest Rates and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1196-1227.
• Philip Nadler & Alessio Sancetta, 2023, "Empirical Asset Pricing with Functional Factors," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1258-1281.
• Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig, 2023, "Maximum-Likelihood Estimation Using the Zig-Zag Algorithm," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1346-1375.
• Meng Tian & Liuren Wu & Zhiguo He, 2023, "Limits of Arbitrage and Primary Risk-Taking in Derivative Securities," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 405-439.
• Peter Carr & Liuren Wu, 2023, "Decomposing Long Bond Returns: A Decentralized Theory," Review of Finance, European Finance Association, volume 27, issue 3, pages 997-1026.
• Kazi Arif Uz Zaman, 2023, "Financing the SDGs: How Bangladesh May Reshape Its Strategies in the Post-COVID Era?," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 35, issue 1, pages 51-84, February, DOI: 10.1057/s41287-022-00556-8.
• Augusto Delgado, 2023, "Altitude and Distance Relationships with the Multidimensional Poverty Index: The case of Peru," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 46, issue 91, pages 1-21.
• Xu Cheng & Frank Schorfheide & Peng Shao, 2023, "Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 23-016, Sep.
• Syeda Um Ul Baneen, 2023, "Federal Tax Revenue Forecasting of Pakistan: Alternative Approaches," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2023:12.
• Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2023, "Stock market correlation and geographical distance: does the degree of economic integration matter?," MPRA Paper, University Library of Munich, Germany, number 116476.
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• Arnold, Rob, 2023, "Uniform Confidence/Certainty Estimation," MPRA Paper, University Library of Munich, Germany, number 118234, Aug.
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