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

• 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.
• Thomas-Agnan, Christine & Margaretic, Paula & Laurent, Thibault, 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.
• Trzcińska Kamila, 2022, "An Analysis of Household Income in Poland and Slovakia Based on Selected Income Models," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 1, pages 287-301, June, DOI: 10.2478/foli-2022-0014.
• 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.
• Lee Changro, 2022, "Training and Interpreting Machine Learning Models: Application in Property Tax Assessment," Real Estate Management and Valuation, Sciendo, volume 30, issue 1, pages 13-22, March, DOI: 10.2478/remav-2022-0002.
• 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.
• Merfeld, Joshua D. & Newhouse, David & Weber, Michael & Lahiri, Partha, 2022, "Combining Survey and Geospatial Data Can Significantly Improve Gender-Disaggregated Estimates of Labor Market Outcomes," Policy Research Working Paper Series, The World Bank, number 10077, Jun.
• 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.
• Martijn van Hasselt & Christopher R. Bollinger & Jeremy W. Bray, 2022, "A Bayesian approach to account for misclassification in prevalence and trend estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 351-367, March, DOI: 10.1002/jae.2879.
• 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.
• Hidehiko Ichimura & Whitney K. Newey, 2022, "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, volume 13, issue 1, pages 29-61, January, DOI: 10.3982/QE826.
• Filippo Gusella, 2022, "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 02n03, pages 1-22, March, DOI: 10.1142/S0219525922400021.
• 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.
• Guotai Chi & Ying Zhou & Long Shen & Jian Xiong & Hongjia Yan, 2022, "Effect Of The Company Relationship Network On Default Prediction: Evidence From Chinese Listed Companies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 06, pages 1-22, September, DOI: 10.1142/S021902492250025X.
• Marenzi, A.; & Rizzi, D.; & Zanette, M.; & Zantomio, F.;, 2022, "Regional Institutional Quality and Territorial Equity in LTC Provision," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 22/27, Oct.
• Javed, Rashid & Mughal, Mazhar, 2022, "Changing Patterns of Son Preference and Fertility in Pakistan," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 248643.
• Brodeur, Abel & Yousaf, Hasin, 2022, "On the Economic Consequences of Mass Shootings," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1133.
• Brodeur, Abel & Cook, Nikolai M. & Hartley, Jonathan S. & Heyes, Anthony, 2022, "Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1147.
• Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022, "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell us about p-Hacking and Publication Bias in Online Experiments," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1157.
• Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022, "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell us about p-Hacking and Publication Bias in Online Experiments," I4R Discussion Paper Series, The Institute for Replication (I4R), number 8.
• Böhl, Gregor, 2022, "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 177.
• Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022, "Option characteristics as cross-sectional predictors," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 37.
• Fourberg, Niklas & Marques-Magalhaes, Katrin & Wiewiorra, Lukas, 2022, "They are among us: Pricing behavior of algorithms in the field," WIK Working Papers, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH, Bad Honnef, number 6.
• Olivier Ledoit & Michael Wolf, 2022, "Markowitz portfolios under transaction costs," ECON - Working Papers, Department of Economics - University of Zurich, number 420, Oct, revised Sep 2024.
• Kristoffer Pons Bertelsen, 2022, "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-05, Jan.
• Yunus Emre Ergemen, 2022, "Parametric Estimation of Long Memory in Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-10, Jun.
• Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022, "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-12, Dec.
• David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022, "Valid t-Ratio Inference for IV," American Economic Review, American Economic Association, volume 112, issue 10, pages 3260-3290, October, DOI: 10.1257/aer.20211063.
• Yuehao Bai, 2022, "Optimality of Matched-Pair Designs in Randomized Controlled Trials," American Economic Review, American Economic Association, volume 112, issue 12, pages 3911-3940, December, DOI: 10.1257/aer.20201856.
• Drew Fudenberg & David K. Levine, 2022, "Learning in Games and the Interpretation of Natural Experiments," American Economic Journal: Microeconomics, American Economic Association, volume 14, issue 3, pages 353-377, August, DOI: 10.1257/mic.20200106.
• Isaiah Andrews & Dillon Bowen & Toru Kitagawa & Adam McCloskey, 2022, "Inference for Losers," AEA Papers and Proceedings, American Economic Association, volume 112, pages 635-642, May, DOI: 10.1257/pandp.20221065.
• Jean C. Kouam & Simplice A. Asongu & Bin J. Meh & Robert Nantchouang & Fri L. Asanga & Denis Foretia, 2022, "Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/048, Jan.
• Barış Aksoy, 2022, "İçeriden Öğrenenlerin Ticaretine Maruz Kalan Şirketlere Ait Hisse Senedi Getirilerinin K-En Yakın Komşu Algoritması İle Tahmin Edilmesi: ABD Borsaları Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 61-80, DOI: 10.30784/epfad.1161781.
• Larisa V. Vazhenina & Elena R. Magaril & Igor A. Mayburov, 2022, "Comprehensive Assessment of Resource Efficiency of Russian Gas Industry Companies," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 21, issue 3, pages 454-485, DOI: http://dx.doi.org/10.15826/vestnik..
• Sergei G. Belev & Evgenii O. Matveev & Nikita S. Moguchev, 2022, "Estimation of Profit Taxation Effect on Russian Companies’ Investments," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 8, issue 2, pages 127-139, DOI: https://doi.org/10.15826/jtr.2022.8.
• Daraio, Cinzia & Simar, Léopold, 2022, "Approximations and Inference for Nonparametric Production Frontiers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022017, May.
• 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.
• Corradin, Alexandre & Denuit, Michel & Detyniecki, Marcin & Grari, Vincent & Sammarco, Matteo & Trufin, Julien, 2022, "Joint modeling of claim frequencies and behavioral signals in motor insurance," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022004, Jan, DOI: https://doi.org/10.1017/asb.2021.24.
• Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022, "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022003, May.
• Abel Brodeur & Nikolai Cook & Carina Neisser, 2022, "P-Hacking, Data Type and Data-Sharing Policy," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 200, Sep.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2022, "When Are Devaluations More Contractionary? A Quantile Var Estimation For Argentina," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2022-71, Jun.
• Lanier, Joshua & Large, Jeremy & Quah, John, 2022, "Estimating Very Large Demand Systems," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2023-01, Jun.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2022, "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 185, Oct.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2022, "Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 200, Dec.
• Benedikt M. Potscher & David Preinerstorfer, 2022, "A Modern Gauss-Markov Theorem? Really?," Papers, arXiv.org, number 2203.01425, Mar, revised Oct 2023.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2022, "On Robust Inference in Time Series Regression," Papers, arXiv.org, number 2203.04080, Mar, revised May 2024.
• 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.
• Giovanni Urga & Fa Wang, 2022, "Estimation and Inference for High Dimensional Factor Model with Regime Switching," Papers, arXiv.org, number 2205.12126, May, revised Apr 2023.
• Dimitris Korobilis, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers, arXiv.org, number 2206.06892, Jun.
• Maximilian Ruecker & Michael Vogt & Oliver Linton & Christopher Walsh, 2022, "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Papers, arXiv.org, number 2206.12152, Jun, revised Aug 2025.
• Mario P. Rothfelder & Otilia Boldea, 2022, "Testing for a Threshold in Models with Endogenous Regressors," Papers, arXiv.org, number 2207.10076, Jul.
• Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers, arXiv.org, number 2208.00972, Aug.
• Sheyu Li & Valentyn Litvin & Charles F. Manski, 2022, "Partial Identification of Personalized Treatment Response with Trial-reported Analyses of Binary Subgroups," Papers, arXiv.org, number 2208.03381, Aug, revised Sep 2022.
• Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022, "Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation," Papers, arXiv.org, number 2208.03632, Aug, revised Nov 2024.
• Tae-Hwy Lee & Ekaterina Seregina, 2022, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers, arXiv.org, number 2209.01697, Sep, revised Sep 2023.
• H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022, "Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation," Papers, arXiv.org, number 2210.06217, Oct.
• Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022, "GLS under Monotone Heteroskedasticity," Papers, arXiv.org, number 2210.13843, Oct, revised Jan 2024.
• Chris Muris & Konstantin Wacker, 2022, "Estimating interaction effects with panel data," Papers, arXiv.org, number 2211.01557, Nov, revised Mar 2025.
• Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022, "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers, arXiv.org, number 2211.06707, Nov, revised Jan 2023.
• Nathan Kettlewell & Peter Siminski, 2022, "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," Papers, arXiv.org, number 2212.04043, Dec.
• Bayu Adi Nugroho, 2022, "Asia-Pacific Islamic Stocks and Gold - A Markov-switching Copula Estimation," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 1, pages 1-6, DOI: 2022/06/16.
• 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.
• James Younker, 2022, "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers, Bank of Canada, number 2022-19, Sep, DOI: 10.34989/sdp-2022-19.
• Elyse Sullivan, 2022, "Examining recent revisions to CPI-common," Staff Analytical Notes, Bank of Canada, number 2022-15, Oct, DOI: 10.34989/san-2022-15.
• Lazar Čolić & Ivana Prica, 2022, "Uloga Regulacionog Stanja Na Ponašanje Potrošača (The Role Of The Regulatory State On Consumer Behavior)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 45, pages 1-13, June.
• Oleg Kryzhanovsky & Alexander Zykov, 2022, "DEMUR: A Regional Semi-Structural Model of the Ural Macroregion," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 4, pages 52-85, December.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 84, issue 3, pages 740-764, July, DOI: 10.1111/rssb.12484.
• Joakim Westerlund & Milda Norkutė & Ovidijus Stauskas, 2022, "The factor analytical approach in trending near unit root panels," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 3, pages 501-508, May, DOI: 10.1111/jtsa.12624.
• Simon Jurkatis, 2022, "Why you should not use the LSV herding measure," Bank of England working papers, Bank of England, number 959, Jan.
• Mike G. Tsionas, 2022, "Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models," Working Papers, Bank of Greece, number 294, Feb, DOI: 10.52903/wp2021294.
• Emanuele Bacchiocchi & Toru Kitagawa, 2022, "Locally- but not Globally-identified SVARs," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1171, May.
• Gregor Boehl, 2022, "Ensemble MCMC Sampling for DSGE Models," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_355, Jun.
• Miren Azkarate-Askasua & Miguel Zerecero, 2022, "Correcting Small Sample Bias in Linear Models With Many Covariates," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_376, Nov.
• Schochet Peter Z., 2022, "Estimating complier average causal effects for clustered RCTs when the treatment affects the service population," Journal of Causal Inference, De Gruyter, volume 10, issue 1, pages 300-334, January, DOI: 10.1515/jci-2022-0033.
• 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.
• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 107-140, July, DOI: 10.1515/jtse-2022-0002.
• 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.
• Montes-Rojas Gabriel, 2022, "Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 199-225, July, DOI: 10.1515/jtse-2021-0002.
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• Wali Aya Rumbia & Abd Azis Muthalib & Pasrun Adam & Asrul Jabani & Yuwanda Purnamasari Pasrun & Dzulfikri Azis Muthalib, 2022, "The Effect of Crude Oil Prices and Internet on Economic Growth in Timor Leste," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 275-280.
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• Li, Li & Tu, Yundong, 2022, "The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110306.
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• Byrne, David P. & Imai, Susumu & Jain, Neelam & Sarafidis, Vasilis, 2022, "Instrument-free identification and estimation of differentiated products models using cost data," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 278-301, DOI: 10.1016/j.jeconom.2021.12.006.
• Wang, Fa, 2022, "Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 180-200, DOI: 10.1016/j.jeconom.2020.11.002.
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• Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022, "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 55-79, DOI: 10.1016/j.jeconom.2021.05.003.
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