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

2022

• Lily Y Liu, 2022, "Estimating Loss Given Default from CDS under Weak Identification
  [Estimation and Inference with Weak, Semi-Strong, and Strong Identification]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 310-344.
• Rong Jiang & Xueping Hu & Keming Yu, 2022, "Single-Index Expectile Models for Estimating Conditional Value at Risk and Expected Shortfall
  [Coherent Measures of Risk]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 345-366.
• Raj Agrawal & Uma Roy & Caroline Uhler, 2022, "Covariance Matrix Estimation under Total Positivity for Portfolio Selection
  [Monotone Comparative Statics under Uncertainty]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 367-389.
• Gianluca De Nard, 2022, "Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage
  [Eigenvalue Ratio Test for the Number of Factors]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 569-611.
• Qiang Liu & Zhi Liu, 2022, "Statistical Inference of Spot Correlation and Spot Market Beta under Infinite Variation Jumps
  [High Frequency Covariance Estimates with Noisy and Asynchronous Data]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 612-654.
• Alfred Galichon & Bernard Salanié, 2022, "Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 5, pages 2600-2629.
• Joshua Lanier & Jeremy Large & John Quah, 2022, "Estimating very large demand systems," Economics Series Working Papers, University of Oxford, Department of Economics, number 998, Jun.
• Guellil, Mohammed Seghir & Sari-Hassoun, Salah Eddine & Chica-Olmo, Jorge & Saraç, Mehmet, 2022, "What are the main factors driving behind the MENA countries current account deficit? A panel logit approach analysis
  [¿Cuáles son los principales factores que impulsan el déficit de cuenta corriente de los países MENA? Un análisis de enfoque de pa," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 33, issue 1, pages 134-153, June, DOI: https://doi.org/10.46661/revmetodos.
• Lagunas Puls, Sergio & Domínguez Estrada, José Francisco & Oropeza Tagle, Miguel Ángel, 2022, "Desempeño del número de empleos en tiempos de COVID-19 en dos estados mexicanos con distinta vocación económica
  [Performance of the number of jobs in times of COVID-19 in two Mexican states with different economic vocation]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 33, issue 1, pages 14-28, June, DOI: https://doi.org/10.46661/revmetodos.
• Delahoz-Domínguez, Enrique & Zuluaga-Ortiz, Rohemi & Periñan-Luna, Arantxa & Mendoza-Brand, Silvana, 2022, "Un enfoque de Seis Sigma para evaluar la calidad de la educación superior en Colombia
  [A Six Sigma Approach to Assessing the Quality of Higher Education in Colombia]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 33, issue 1, pages 386-407, June, DOI: https://doi.org/10.46661/revmetodos.
• Martin Eling & Kwangmin Jung, 2022, "Heterogeneity in cyber loss severity and its impact on cyber risk measurement," Risk Management, Palgrave Macmillan, volume 24, issue 4, pages 273-297, December, DOI: 10.1057/s41283-022-00095-w.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "On Robust Inference in Time Series Regression," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-012, Mar.
• Fekete, István, 2022, "Supporting Decision-Making with the Tools of Risk Management," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue Spec, pages 28-47, DOI: https://doi.org/10.35551/PFQ_2022_s.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2022, "A Modern Gauss-Markov Theorem? Really?," MPRA Paper, University Library of Munich, Germany, number 112185, Feb.
• Aknouche, Abdelhakim & Scotto, Manuel, 2022, "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper, University Library of Munich, Germany, number 112475, Mar.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2022, "A Modern Gauss-Markov Theorem? Really?," MPRA Paper, University Library of Munich, Germany, number 112607, Mar.
• Vîntu, Denis, 2022, "An Optimizing IS-LM Model Specification with Inflation Targeting. Microeconomic Evidence for Price Adjustment," MPRA Paper, University Library of Munich, Germany, number 112805, Mar, revised Dec 2021.
• Vîntu, Denis, 2022, "The Relationship between Inflation, Interest Rate, Unemployment and Economic Growth," MPRA Paper, University Library of Munich, Germany, number 112931, Mar, revised Feb 2022.
• Bakari, Sayef & El Weriemmi, Malek, 2022, "Causality between Domestic Investment and Economic Growth in Arab Countries," MPRA Paper, University Library of Munich, Germany, number 113077.
• Vîntu, Denis, 2022, "An application: Pension systems and transitions," MPRA Paper, University Library of Munich, Germany, number 113128, May, revised May 2022.
• Urga, Giovanni & Wang, Fa, 2022, "Estimation and inference for high dimensional factor model with regime switching," MPRA Paper, University Library of Munich, Germany, number 113172, May.
• Kanninen, Ohto & Böckerman, Petri & Suoniemi, Ilpo, 2022, "Income–well-being gradient in sickness and health," MPRA Paper, University Library of Munich, Germany, number 113269, Jun.
• Allen, David, 2022, "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper, University Library of Munich, Germany, number 113610, Jun.
• Bourioune, Tahar & Chiad, Faycal, 2022, "Estimation de l’IPC par les modèles non paramétriques : cas de l’Algérie
  [CPI estimation by non parametric models: case of Algeria]," MPRA Paper, University Library of Munich, Germany, number 113783, Jun, revised 2022.
• Kouam, Jean & Asongu, Simplice & Meh, Bin & Nantchouang, Robert & Asanga, Fri & Foretia, Denis, 2022, "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," MPRA Paper, University Library of Munich, Germany, number 114063, Jan.
• Yang, Bill Huajian, 2022, "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper, University Library of Munich, Germany, number 114188, Aug, revised 18 Jul 2022.
• Bakari, Sayef, 2022, "Relationship among Domestic Investment, Exports and Economic Growth: Evidence form the Case of Greece," MPRA Paper, University Library of Munich, Germany, number 114418.
• Lucke, Bernd, 2022, "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper, University Library of Munich, Germany, number 115373, Nov.
• Osti, Davide, 2022, "Returns to scale with a Cobb-Douglas production function for four small Northern Italian firms," MPRA Paper, University Library of Munich, Germany, number 116351, Feb.
• Blankmeyer, Eric, 2022, "A bias test for heteroscedastic linear least squares regression," MPRA Paper, University Library of Munich, Germany, number 116605.
• Urga, Giovanni & Wang, Fa, 2022, "Estimation and Inference for High Dimensional Factor Model with Regime Switching," MPRA Paper, University Library of Munich, Germany, number 117012, May, revised 10 Apr 2023.
• Lucke, Bernd, 2022, "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper, University Library of Munich, Germany, number 120662, Nov, revised 27 Mar 2024.
• Abugamea, Gaber, 2022, "Macreconomic variables effect on stock exchange market the case of palestine 2011 to 2020," MPRA Paper, University Library of Munich, Germany, number 127876, Jan.
• José R. Maria & Paulo Júlio, 2022, "Comparing estimated structural models of different complexities: What do we learn?," Working Papers, Banco de Portugal, Economics and Research Department, number w202205.
• James G. MacKinnon, 2022, "Using Large Samples in Econometrics," Working Paper, Economics Department, Queen's University, number 1482, Feb.
• Nicholas Brown & Kyle Butts, 2022, "A Unified Framework for Dynamic Treatment Effect Estimation in Interactive Fixed Effect Models," Working Paper, Economics Department, Queen's University, number 1495, Nov.
• Kamalbek Karymshakov & Dina Azhgaliyeva & Ranjeeta Mishra & Dastan Aseinov, 2022, "Evaluating COVID-19’s Impact on Firm Performance in the CAREC Region Using Night-Time Light Data: Azerbaijan, Georgia, Kazakhstan, and Mongolia," ADBI Working Papers, Asian Development Bank Institute, number 1332, Jul.
• Georges Dionne & Rayane El Hraiki & Mohamed Mnasri, 2022, "Determinants and real effects of joint hedging: An empirical analysis of the US petroleum industry," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-4, Aug.
• Ohyun Kwon & Jangsu Yoon & Yoto Yotov, 2022, "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2022-13, Dec.
• Roger Hosein & Nirvana Satnarine-Singh & George Saridakis, 2022, "The Spillover Effect of Exports: An Analysis of Caribbean SIDs," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 75, issue 1, pages 1-28.
• Hassan O. Ozekhome, 2022, "Tax and Foreign Direct Investment in Nigeria: A Dynamic Estimation Approach," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 47, issue 2, pages 115-124.
• Mahdokht Habibi & Zahra Afshari & Abbas Memarnezhad & Mehdi Taghavi, 2022, "Impact of the BDI Volatility, exchange Rate Movement and Global Economic Activity on Loaded Port Cargo in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 4, pages 77-100.
• Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2022, Jun.
• Hassan O. OZEKHOME, 2022, "Do Regulatory Quality, Government Effectiveness and Rule of Law Matter to Foreign Direct Investment in Nigeria?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 160-175, April.
• Alessandro Casini, 2022, "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," CEIS Research Paper, Tor Vergata University, CEIS, number 539, Apr, revised 11 Apr 2022.
• Giampaolo Arachi & Debora Assisi & Berardino Cesi & Michele G. Giuranno & Felice Russo, 2022, "Inter-municipal Cooperation in Public Procurement," CEIS Research Paper, Tor Vergata University, CEIS, number 548, Dec, revised 19 Dec 2022.
• Bandeira de Mello Filho, Marcelo Soares & Diogo Oliveira Santos, 2022, "Crisis and reconfiguration: economic and political changes in the Brazilian accumulation regime in the XXI century
  [Crise et reconfiguration : changements économiques et politiques du régime d’accumulation au Brésil au xxie siècle]," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 33, DOI: https://doi.org/10.4000/regulation..
• Yılmaz Onur Ari & Adamu Jibir & Aisha Adamu Hassan, 2022, "The Impact of Trade Openness and FDI on Nigeria’s Economic Growth: Revisiting the Unsettled Debate," Review of Market Integration, India Development Foundation, volume 14, issue 2-3, pages 133-163, August, DOI: 10.1177/09749292221135326.
• Yan Jiang & Yaping Xu & Shengsheng Li, 2022, "How Does Monetary Policy Uncertainty Influence Firms’ Dynamic Adjustment of Capital Structure," SAGE Open, , volume 12, issue 1, pages 21582440211, January, DOI: 10.1177/21582440211068506.
• Zdravka Aljinoviæ & Tea Šestanoviæ & Blanka Škrabiæ Periæ, 2022, "A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 7-8, pages 603-621, July.
• Luis Miguel Galindo & Paulina Reyes & Karina Caballero, 2022, "Escenarios de mitigacion para Mexico a 2050: algunos hechos estilizados," Sobre México. Revista de Economía, Sobre México. Temas en economía, volume 3, issue 6, pages 155-208.
• Luis Miguel Galindo & Paulina Reyes & Fernando Gonzalez, 2022, "Escenarios para la transicion energetica a una economia carbono neutral en America Latina y el Caribe: algunos hechos estilizados," Sobre México. Revista de Economía, Sobre México. Temas en economía, volume 3, issue 6, pages 5-39.
• Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
• Giuseppe Arbia & Paolo Berta & Carrie B. Dolan, 2022, "Locational error in the estimation of regional discrete choice models using distance as a regressor," The Annals of Regional Science, Springer;Western Regional Science Association, volume 69, issue 1, pages 223-238, August, DOI: 10.1007/s00168-022-01116-y.
• Giacomo Toscano & Maria Cristina Recchioni, 2022, "Bias-optimal vol-of-vol estimation: the role of window overlapping," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 137-185, June, DOI: 10.1007/s10203-021-00349-4.
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022, "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, volume 62, issue 2, pages 553-580, February, DOI: 10.1007/s00181-021-02027-1.
• Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022, "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, volume 62, issue 2, pages 487-511, February, DOI: 10.1007/s00181-021-02040-4.
• Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2022, "Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach," Empirical Economics, Springer, volume 62, issue 3, pages 1345-1363, March, DOI: 10.1007/s00181-021-02060-0.
• Manuel González-Astudillo & John M. Roberts, 2022, "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, volume 62, issue 5, pages 2417-2460, May, DOI: 10.1007/s00181-021-02105-4.
• Rabeya Khatoon & Md Emran Hasan & Md Wahid Ferdous Ibon & Shahidul Islam & Jeenat Mehareen & Rubaiya Murshed & Md Nahid Ferdous Pabon & Md. Jillur Rahman & Musharrat Shabnam Shuchi, 2022, "Aggregation, asymmetry, and common factors for Bangladesh’s exchange rate–trade balance relation," Empirical Economics, Springer, volume 62, issue 6, pages 2739-2770, June, DOI: 10.1007/s00181-021-02127-y.
• Fernando Núñez & Ángel Arcos-Vargas & Carlos Usabiaga & Pablo Álvarez-de-Toledo, 2022, "On directors’ compensation: a multilevel analysis of Spanish listed companies," Empirical Economics, Springer, volume 63, issue 4, pages 2173-2207, October, DOI: 10.1007/s00181-021-02183-4.
• Levent Kutlu, 2022, "Spatial stochastic frontier model with endogenous weighting matrix," Empirical Economics, Springer, volume 63, issue 4, pages 1947-1968, October, DOI: 10.1007/s00181-021-02189-y.
• David Powell, 2022, "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, volume 63, issue 5, pages 2675-2691, November, DOI: 10.1007/s00181-022-02216-6.
• François-Éric Racicot & Raymond Théoret, 2022, "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-021-00316-3.
• Kenichi Kuromiya, 2022, "Econometric analysis of the employment of persons with disabilities in prefectural boards of education," International Journal of Economic Policy Studies, Springer, volume 16, issue 2, pages 423-441, August, DOI: 10.1007/s42495-022-00088-3.
• Sanchita Daripa & Soumyananda Dinda, 2022, "Hurdles in Fuel Choice and Consumption in Rural India," India Studies in Business and Economics, Springer, chapter 0, in: Supravat Bagli & Gagari Chakrabarti & Prithviraj Guha, "Persistent and Emerging Challenges to Development", DOI: 10.1007/978-981-16-4181-7_6.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_30.
• Mario Fortin & Marcelin Joanis & Philippe Kabore & Luc Savard, 2022, "Determination of Quebec's Quarterly Real GDP and Analysis of the Business Cycle, 1948–1980," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 3, pages 261-288, November, DOI: 10.1007/s41549-022-00077-7.
• Wei Cheng, 2022, "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-23, December, DOI: 10.1007/s43071-022-00022-x.
• Marius C. O. Amba & Julie Gallo, 2022, "Specification and estimation of a periodic spatial panel autoregressive model," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-34, December, DOI: 10.1007/s43071-022-00028-5.
• Kien C. Tran & Mike G. Tsionas, 2022, "Instrumental Variables Estimation without Outside Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 3, pages 489-506, September, DOI: 10.1007/s40953-022-00300-3.
• J. M. C. Santos Silva & Silvana Tenreyro, 2022, "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 3, pages 423-437, September, DOI: 10.1007/s10258-021-00203-w.
• Clovis Wendji Miamo & Elvis Dze Achuo, 2022, "Can the resource curse be avoided? An empirical examination of the nexus between crude oil price and economic growth," SN Business & Economics, Springer, volume 2, issue 1, pages 1-23, January, DOI: 10.1007/s43546-021-00179-x.
• Ákos Münnich & Emese Vargáné Karsai & Jenő Nagy, 2022, "A real-time network-based approach for analysing best–worst data types," SN Business & Economics, Springer, volume 2, issue 1, pages 1-24, January, DOI: 10.1007/s43546-021-00181-3.
• Aloys Leo Prinz, 2022, "The concentration of power in the market for contemporary art: an empirical analysis of ArtReview’s “Power 100”," SN Business & Economics, Springer, volume 2, issue 1, pages 1-32, January, DOI: 10.1007/s43546-021-00182-2.
• Christian Manicaro, 2022, "The link between regional CDS spreads and equity returns: a multivariate GARCH approach," SN Business & Economics, Springer, volume 2, issue 2, pages 1-15, February, DOI: 10.1007/s43546-021-00197-9.
• Vincenzo Adamo, 2022, "Cobb–Douglas production function: on the causal effects of factors and predictions," SN Business & Economics, Springer, volume 2, issue 7, pages 1-14, July, DOI: 10.1007/s43546-022-00244-z.
• Belén del-Río & Ana Fernández-Sainz & Itziar Martinez de Alegria, 2022, "Assessing the energy trilemma through the diversity of the energy mix: the case of India," SN Business & Economics, Springer, volume 2, issue 9, pages 1-26, September, DOI: 10.1007/s43546-022-00300-8.
• Yiannis Karavias, 2022, "Structural Breaks in Financial Panel Data," Springer Books, Springer, chapter 93, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_95.
• Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022, "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, Springer, chapter 9, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_11.
• Christopher F. Parmeter & Valentina Hartarska, 2022, "Performance of Microfinance Institutions: A Review," Springer Books, Springer, chapter 33, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_33.
• Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022, "Stochastic Frontier Analysis: Foundations and Advances I," Springer Books, Springer, chapter 8, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_9.
• Martha Angelica Leon Alvarado & M. Beatriz Mota Aragon, 2022, "Pension Funds in Emerging Markets: A Projection of Mexican Pension Assets," Springer Books, Springer, in: José Antonio Núñez Mora & M. Beatriz Mota Aragón, "Data Analytics Applications in Emerging Markets", DOI: 10.1007/978-981-19-4695-0_6.
• Yu-Min Lian & Jian-Chi Yang & Ko-Liang Kuo, 2022, "The Impact of Market Factors and News Sentiments on Silver Futures ETFs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 2, pages 1-2.
• Nuri Celik, 2022, "A New Approach to the Threshold Autoregressive Models," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 3, pages 1-1.
• Cinzia Daraio & Leopold Simar, 2022, "Approximations and Inference for Nonparametric Production Frontiers," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/14, May.
• Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2022, "Identifying the elasticity of substitution between capital and labour. A pooled GMM panel estimator," Discussion Papers, Statistics Norway, Research Department, number 976, Mar.
• Michael Keane & Timothy Neal, 2021, "A Practical Guide to Weak Instruments," Discussion Papers, School of Economics, The University of New South Wales, number 2021-05c, Sep.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2022, "Nonparametric estimation of additive models with errors-in-variables," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 10, pages 1164-1204, November, DOI: 10.1080/07474938.2022.2127076.
• David De Villiers & Andrew Phiri, 2022, "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 31, issue 2, pages 161-180, February, DOI: 10.1080/09638199.2021.1964581.
• Artūras Juodis & Vasilis Sarafidis, 2022, "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 1-15, January, DOI: 10.1080/07350015.2020.1766469.
• William C. Horrace & Hyunseok Jung & Shane Sanders, 2022, "Network Competition and Team Chemistry in the NBA," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 35-49, January, DOI: 10.1080/07350015.2020.1773273.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022, "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 50-65, January, DOI: 10.1080/07350015.2020.1773275.
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022, "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-022/III, Feb.
• H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022, "Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-000/III, Nov.
• Yicong Lin & Hanno Reuvers, 2022, "Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-092/III, Dec.
• Yicong Lin & Hanno Reuvers, 2022, "Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-093/III, Dec.
• Rothfelder, Mario P. & Boldea, Otilia, 2022, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 674deead-8826-450a-8f56-f.
• Gordon John Anderson, 2022, "On Focused, Fit-For-Purpose Inequality Measurement," Working Papers, University of Toronto, Department of Economics, number tecipa-719, Feb.
• Laurent, Thibault & Margaretic, Paula & Thomas-Agnan, Christine, 2022, "Generalizing impact computations for the autoregressive spatial interaction model," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1357, Sep, revised Feb 2023.
• Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202201, Jan.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202208, Feb.
• Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202211, Jun.
• Hao Hao & Bai Huang & Tae-Hwy Lee, 2022, "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers, University of California at Riverside, Department of Economics, number 202212, Jul.
• Tae-Hwy Lee & Ekaterina Seregina, 2022, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers, University of California at Riverside, Department of Economics, number 202213, Sep.
• Justin Dang & Aman Ullah, 2022, "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers, University of California at Riverside, Department of Economics, number 202303, Jun, revised Mar 2023.
• Constantino Hevia & Martín Sola & Ivan Petrella, 2022, "Bond risk premia, priced regime shifts, and macroeconomic fundamentals," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_03, Sep.
• Baneng Naape & Ndzalama C. Mathebula, 2022, "How do petrol prices respond to variations in crude oil and the exchange rate? Evidence from South Africa," Journal of New Economy, Ural State University of Economics, volume 23, issue 3, pages 23-42, October, DOI: 10.29141/2658-5081-2022-23-3-2.
• Anna Marenzi & Dino Rizzi & Michele Zanette & Francesca Zantomio, 2022, "Regional Institutional Quality and Territorial Equity in LTC Provision," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2022:15.
• Babatunde A. OKUNEYE & Oluwatosin O. OGUNYOMI-OLUYOMI, 2022, "The Role of Digitalization in the Airline Industry Performance AMID COVID-19: Evidence from Emirate Airline Balanced Scorecard Performence," Business & Management Compass, University of Economics Varna, issue 1-2, pages 365-379.
• Hamri Mohamed Mehdi & Mekki Sanaà Dounya & Rabhi Abbes & Kadiri Nadia, 2022, "Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 1, pages 31-62, March, DOI: 10.15611/eada.2022.1.03.
• Bouabsa Wahiba, 2022, "Unform in Bandwith of the Conditional Distribution Function with Functional Explanatory Variable: The Case of Spatial Data with the K Nearest Neighbour Method," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 2, pages 30-46, June, DOI: 10.15611/eada.2022.2.03.
• Hamri Mohamed Mehdi & Dib Abdassamad & Rabhi Abbes, 2022, "Asymptotic Properties of the Estimator of the Conditional Distribution for Associated Functional Data," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 3, pages 21-34, September, DOI: 10.15611/eada.2022.3.02.
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• Rodina Olga & Savchenko Tetyana & Velychko Oleksandr & Lebedenko Tetyana & Novichkova Tamara, 2022, "Assessment of Attractiveness Intermediaries in the Formation of Logistic Connections of the Poultry Enterprises," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 44, issue 1, pages 84-94, March, DOI: 10.15544/mts.2022.09.
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• Podwórna Monika, 2022, "The Aging of a Building Versus Its Life Cycle with Regards to Real Estate Appraisal," Real Estate Management and Valuation, Sciendo, volume 30, issue 2, pages 84-95, June, DOI: 10.2478/remav-2022-0016.
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• Van Der Weide,Roy & Blankespoor,Brian & Elbers,Chris T.M. & Lanjouw,Peter F., 2022, "How Accurate Is a Poverty Map Based on Remote Sensing Data ? An Application to Malawi," Policy Research Working Paper Series, The World Bank, number 10171, Sep.
• Abel Brodeur, Nikolai M. Cook, Jonathan S. Hartley, Anthony Heyes, 2022, "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number am0132, Aug.
• Abel Brodeur, Nikolai M. Cook, Anthony Heyes, 2022, "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell Us about Publication Bias and p-Hacking in Online Experiments," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number am0133, Aug.
• Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022, "Breaking Ties: Regression Discontinuity Design Meets Market Design," Econometrica, Econometric Society, volume 90, issue 1, pages 117-151, January, DOI: 10.3982/ECTA17125.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022, "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, volume 90, issue 4, pages 1501-1535, July, DOI: 10.3982/ECTA16294.
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• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 965-987, August, DOI: 10.1002/jae.2908.
• M. Hashem Pesaran & Cynthia Fan Yang, 2022, "Matching theory and evidence on Covid‐19 using a stochastic network SIR model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 6, pages 1204-1229, September, DOI: 10.1002/jae.2904.
• Rashid Javed & Mazhar Mughal, 2022, "Changing patterns of son preference and fertility in Pakistan," Journal of International Development, John Wiley & Sons, Ltd., volume 34, issue 6, pages 1086-1109, August, DOI: 10.1002/jid.3618.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 6, pages 1637-1671, September, DOI: 10.1111/jmcb.12908.
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• Jong Woo Kang & Dorothea M. Ramizo, 2022, "Nexus of Technology Adoption, E-commerce, and Global Value Chains: The Case of Asia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 02, pages 45-73, September, DOI: 10.1142/S0116110522500147.
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• Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022, "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022035, Nov.
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• Esteban Puentes & Fan Wang & Jere R. Behrman & Fl'avio Cunha & John Hoddinott & John A. Maluccio & Linda S. Adair & Judith B. Borja & Reynaldo Martorell & Aryeh D. Stein, 2022, "Early life height and weight production functions with endogenous energy and protein inputs," Papers, arXiv.org, number 2204.02542, Apr.
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• Lachezar Borisov, 2022, "Consumer Confidence And Real Economic Growth In The Eurozone," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 3, DOI: 10.30525/2256-0742/2022-8-3-7-13.
• Olga Shevchenko & Oleg Shevchuk & Bohdan Polovynko, 2022, "Regulation Of Dynamic Processes In The Indicators Of Disproportions Of Ukrainian Regions: Operational And Logistic Approach," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 5, DOI: 10.30525/2256-0742/2022-8-5-198-208.
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• Erard Brian, 2022, "Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A New and More Versatile Approach," Journal of Econometric Methods, De Gruyter, volume 11, issue 1, pages 35-53, January, DOI: 10.1515/jem-2021-0004.
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• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Estimating SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 141-174, July, DOI: 10.1515/jtse-2021-0022.
• Asai Manabu & McAleer Michael, 2022, "Multivariate Hyper-Rotated GARCH-BEKK," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 175-198, July, DOI: 10.1515/jtse-2021-0006.