Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General

2021

• Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021, "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 451-467, DOI: 10.1016/j.jeconom.2020.07.010.
• Ding, Yi & Li, Yingying & Zheng, Xinghua, 2021, "High dimensional minimum variance portfolio estimation under statistical factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 502-515, DOI: 10.1016/j.jeconom.2020.07.013.
• Hong, Han & Li, Huiyu & Li, Jessie, 2021, "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 56-72, DOI: 10.1016/j.jeconom.2020.07.026.
• Frazier, David T. & Koo, Bonsoo, 2021, "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 1-27, DOI: 10.1016/j.jeconom.2020.08.004.
• Hidalgo, Javier & Schafgans, Marcia, 2021, "Inference without smoothing for large panels with cross-sectional and temporal dependence," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 125-160, DOI: 10.1016/j.jeconom.2020.10.003.
• Guay, François & Schwenkler, Gustavo, 2021, "Efficient estimation and filtering for multivariate jump–diffusions," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2020.09.004.
• Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021, "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 53-72, DOI: 10.1016/j.jeconom.2020.09.002.
• Bai, Jushan & Li, Kunpeng, 2021, "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 134-160, DOI: 10.1016/j.jeconom.2020.12.002.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
• Casini, Alessandro & Perron, Pierre, 2021, "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 3-21, DOI: 10.1016/j.jeconom.2020.05.020.
• Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021, "Inference after estimation of breaks," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 39-59, DOI: 10.1016/j.jeconom.2020.07.036.
• Antoine, Bertille & Dovonon, Prosper, 2021, "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 330-344, DOI: 10.1016/j.jeconom.2020.03.027.
• Lok, Thomas M. & Tabri, Rami V., 2021, "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 371-393, DOI: 10.1016/j.jeconom.2019.08.016.
• Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021, "Recursive estimation in large panel data models: Theory and practice," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 439-465, DOI: 10.1016/j.jeconom.2020.07.055.
• Ferman, Bruno, 2021, "Matching estimators with few treated and many control observations," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 295-307, DOI: 10.1016/j.jeconom.2021.07.005.
• Čížek, Pavel & Koo, Chao Hui, 2021, "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, volume 19, issue C, pages 58-96, DOI: 10.1016/j.ecosta.2020.04.005.
• Funke, Benedikt & Hirukawa, Masayuki, 2021, "Bias correction for local linear regression estimation using asymmetric kernels via the skewing method," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 109-130, DOI: 10.1016/j.ecosta.2020.01.004.
• Kovacs, Agnes & Rondinelli, Concetta & Trucchi, Serena, 2021, "Permanent versus transitory income shocks over the business cycle," European Economic Review, Elsevier, volume 139, issue C, DOI: 10.1016/j.euroecorev.2021.103873.
• Li, Chuhui & Cheng, Wenli & Shi, Hui, 2021, "Early marriage and maternal health care utilisation: Evidence from sub-Saharan Africa," Economics & Human Biology, Elsevier, volume 43, issue C, DOI: 10.1016/j.ehb.2021.101054.
• Ladokhin, Sergiy & Borovkova, Svetlana, 2021, "Three-factor commodity forward curve model and its joint P and Q dynamics," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105418.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105006.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021, "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105118.
• Bohlmann, J.A. & Inglesi-Lotz, R., 2021, "Examining the determinants of electricity demand by South African households per income level," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111901.
• Fuertes, Ana-Maria & Robles, Maria-Dolores, 2021, "Bank credit risk events and peers' equity value," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101668.
• González-Sánchez, Mariano, 2021, "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101510.
• Weidner, Martin & Zylkin, Thomas, 2021, "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.jinteco.2021.103513.
• Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021, "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 30-58, DOI: 10.1016/j.insmatheco.2021.04.007.
• Tzougas, George & Pignatelli di Cerchiara, Alice, 2021, "The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 602-625, DOI: 10.1016/j.insmatheco.2021.10.001.
• Kulinskaya, Elena & Gitsels, Lisanne Andra & Bakbergenuly, Ilyas & Wright, Nigel R., 2021, "Dynamic hazards modelling for predictive longevity risk assessment," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 222-231, DOI: 10.1016/j.insmatheco.2020.11.001.
• Portugal, Luís & Pantelous, Athanasios A. & Verrall, Richard, 2021, "Univariate and multivariate claims reserving with Generalized Link Ratios," Insurance: Mathematics and Economics, Elsevier, volume 97, issue C, pages 57-67, DOI: 10.1016/j.insmatheco.2020.11.011.
• Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021, "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101340.
• Griffin, Jim & Oberoi, Jaideep & Oduro, Samuel D., 2021, "Estimating the probability of informed trading: A Bayesian approach," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106045.
• Brassil, Anthony & Nodari, Gabriela, 2021, "A Density-Based estimator of core/periphery network structures," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106072.
• Kircher, Felix & Rösch, Daniel, 2021, "A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106281.
• Kukacka, Jiri & Kristoufek, Ladislav, 2021, "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 324-356, DOI: 10.1016/j.jebo.2021.10.007.
• Galletta, Simona & Mazzù, Sebastiano & Scannella, Enzo, 2021, "Risk committee complexity and liquidity risk in the European banking industry," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 691-703, DOI: 10.1016/j.jebo.2021.10.033.
• Gospodinov, Nikolay & Robotti, Cesare, 2021, "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 292-324, DOI: 10.1016/j.jfineco.2020.12.001.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2021, "Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1017-1037, DOI: 10.1016/j.jfineco.2021.05.003.
• Berg, Tobias & Reisinger, Markus & Streitz, Daniel, 2021, "Spillover effects in empirical corporate finance," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1109-1127, DOI: 10.1016/j.jfineco.2021.04.039.
• Zhang, Ren & Martínez-García, Enrique & Wynne, Mark A. & Grossman, Valerie, 2021, "Ties that bind: Estimating the natural rate of interest for small open economies," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2020.102315.
• Rossi, Lorenza & Zanetti Chini, Emilio, 2021, "Temporal disaggregation of business dynamics: New evidence for U.S. economy," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103337.
• Panagiotou, Dimitrios, 2021, "Asymmetric price responses of the US pork retail prices to farm and wholesale price shocks: A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00185.
• Boucekkine, R. & Laksaci, M. & Touati-Tliba, M., 2021, "Long-run stability of money demand and monetary policy: The case of Algeria," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00217.
• Zorgati, Imen & Garfatta, Riadh, 2021, "Spatial financial contagion during the COVID-19 outbreak: Local correlation approach," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00223.
• Acheampong, Alex O. & Dzator, Janet & Savage, David A., 2021, "Renewable energy, CO2 emissions and economic growth in sub-Saharan Africa: Does institutional quality matter?," Journal of Policy Modeling, Elsevier, volume 43, issue 5, pages 1070-1093, DOI: 10.1016/j.jpolmod.2021.03.011.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2021, "Energy commodities and advanced stock markets: A post-crisis approach," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101887.
• Li, Jiaman & Dong, Xiucheng & Jiang, Qingzhe & Dong, Kangyin & Liu, Guixian, 2021, "Natural gas trade network of countries and regions along the belt and road: Where to go in the future?," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101981.
• Aldieri, Luigi & Kotsemir, Maxim & Paolo Vinci, Concetto, 2021, "Environmental innovations and productivity: Empirical evidence from Russian regions," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2019.101444.
• Den Haan, Wouter J. & Drechsel, Thomas, 2021, "Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 258-277, DOI: 10.1016/j.jmoneco.2020.01.005.
• Tsafack, Georges & Li, Yifei & Beliaeva, Natalia, 2021, "Too-big-to-fail: The value of government guarantee," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101313.
• Diaz, Juan & Duarte, Diogo & Galindo, Hamilton & Montecinos, Alexis & Truffa, Santiago, 2021, "The importance of large shocks to return predictability," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101518.
• Khraief, Naceur & Shahbaz, Muhammad & Mahalik, Mantu Kumar & Bhattacharya, Mita, 2021, "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 563, issue C, DOI: 10.1016/j.physa.2020.125423.
• Kumbhakar, Subal C. & Tsionas, Mike G., 2021, "Dissections of input and output efficiency: A generalized stochastic frontier model," International Journal of Production Economics, Elsevier, volume 232, issue C, DOI: 10.1016/j.ijpe.2020.107940.
• Tsionas, Mike G., 2021, "Bayesian forecasting with the structural damped trend model," International Journal of Production Economics, Elsevier, volume 234, issue C, DOI: 10.1016/j.ijpe.2021.108046.
• de Meza, David & Reito, Francesco & Reyniers, Diane, 2021, "Too much trade: The hidden problem of adverse selection," Journal of Public Economics, Elsevier, volume 204, issue C, DOI: 10.1016/j.jpubeco.2021.104551.
• Chaffai, Mohamed, 2021, "Discernible differences in the building façades, but not in the productivity numbers: A comparison between domestic and foreign banks in North Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 344-357, DOI: 10.1016/j.qref.2021.03.005.
• Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021, "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 289-318, DOI: 10.1016/j.iref.2020.12.004.
• Su, Fei, 2021, "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101312.
• Cochard, François & Le Gallo, Julie & Georgantzis, Nikolaos & Tisserand, Jean-Christian, 2021, "Social preferences across different populations: Meta-analyses on the ultimatum game and dictator game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 90, issue C, DOI: 10.1016/j.socec.2020.101613.
• Mati, Sagiru, 2021, "Do as your neighbours do? Assessing the impact of lockdown and reopening on the active COVID-19 cases in Nigeria," Social Science & Medicine, Elsevier, volume 270, issue C, DOI: 10.1016/j.socscimed.2020.113645.
• Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021, "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, volume 170, issue C, DOI: 10.1016/j.techfore.2021.120884.
• Adams, Samuel & Akobeng, Eric, 2021, "ICT, governance and inequality in Africa," Telecommunications Policy, Elsevier, volume 45, issue 10, DOI: 10.1016/j.telpol.2021.102198.
• Maurice Bailey & John Kendall, 2021, "Difference-in-Differences with Staggered Treatment Timing," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 64, issue 3, pages 69-102.
• Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021, "Oil and fiscal policy regimes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-10, Jan.
• Hidalgo, Javier & Schafgans, Marcia, 2021, "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107426, Jul.
• De Meza, David & Reito, Francesco & Reyniers, Diane J., 2021, "Too much trade: the hidden problem of adverse selection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112574, Dec.
• Hon Chung Hui, 2021, "The long-run effects of geopolitical risk on foreign exchange markets: evidence from some ASEAN countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 6, pages 1543-1564, January, DOI: 10.1108/IJOEM-08-2020-1001.
• Laila Mohamed Alshawadfy Aladwey, 2021, "The effect of equity ownership structure on non-conditional conservatism: an empirical study based on listed companies in Egypt," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 19, issue 5, pages 742-771, May, DOI: 10.1108/JFRA-04-2020-0104.
• Rexford Abaidoo & Elvis Kwame Agyapong, 2021, "Banking industry stability and investment dynamics," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 30, issue 2, pages 215-239, November, DOI: 10.1108/JFRC-06-2021-0049.
• Rachida El Mehdi & Christian M. Hafner, 2021, "Panel Stochastic Frontier Analysis with Dependent Error Terms," International Econometric Review (IER), Economic Research Association, volume 13, issue 2, pages 24-40, June.
• Jean-François Verne, 2021, "Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate," International Econometric Review (IER), Economic Research Association, volume 13, issue 3, pages 71-88, September.
• Zoumpoulidis Vassilios, 2021, "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 321-343.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021, "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 11, issue 1, pages 3-14.
• Ilona Urych, 2021, "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 830-840.
• Joanna Kowalik, 2021, "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1055-1068.
• Tomasz Lukaszewski, 2021, "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1081-1093.
• Dorota Zebrowska-Suchodolska & Andrzej Karpio & Krzysztof Kompa, 2021, "COVID-19 Pandemic: Stock Markets Situation in European Ex-Communist Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 1106-1128.
• Lech E. Gruszecki & Alina Betlej & Bartosz Jozwik & Andrzej Pietrzak, 2021, "Influence of Religious Faith on Economic Growth and the Environment," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 699-715.
• Wieslawa Gryncewicz & Monika Sitarska-Buba, 2021, "Leading Research by Institutions and Authors: A Modern Research Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 1012-1026.
• Wieslawa Gryncewicz & Monika Sitarska-Buba, 2021, "Data Science in Decision-Making Processes: A Scientometric Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 1061-1074.
• Joanna Holub-Iwan, 2021, "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 623-643.
• Katarzyna Puszko, 2021, "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 644-663.
• Katarzyna Puszko, 2021, "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 664-676.
• Adam Rudzewicz & Anna Strychalska-Rudzewicz, 2021, "The Influence of Brand Trust on Consumer Loyalty," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 454-470.
• Susan Athey & Katy Ann Bergstrom & Vitor Hadad & Julian C. Jamison & Berk Özler & Luca Parisotto & Julius Dohbit Sama, 2021, "Shared Decision-Making: Can Improved Counseling Increase Willingness to Pay for Modern Contraceptives?," Discussion Papers, University of Exeter, Department of Economics, number 2105, Sep.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 1, pages 52-79, June.
• Oleg Badunenko & Marzio Galeotti & Lester C. Hunt, 2021, "Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a Stochastic Environmental Kuznets Frontier," Working Papers, Fondazione Eni Enrico Mattei, number 2021.28, Nov.
• John M. Abowd & Joelle Hillary Abramowitz & Margaret Catherine Levenstein & Kristin McCue & Dhiren Patki & Trivellore Raghunathan & Ann Michelle Rodgers & Matthew D. Shapiro & Nada Wasi & Dawn Zinsser, 2021, "Finding Needles in Haystacks: Multiple-Imputation Record Linkage Using Machine Learning," Working Papers, Federal Reserve Bank of Boston, number 22-11, Oct, DOI: 10.29412/res.wp.2022.11.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021, "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 409, May, revised 08 Nov 2023, DOI: 10.24149/gwp409r2.
• Joshua Bernstein & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2021, "Countercyclical Fluctuations in Uncertainty are Endogenous," Working Papers, Federal Reserve Bank of Dallas, number 2109, Jul, DOI: 10.24149/wp2109.
• Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin A. Malin & Andrew Staib, 2021, "Star Wars at Central Banks," Staff Report, Federal Reserve Bank of Minneapolis, number 620, Feb, DOI: 10.21034/sr.620.
• Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin A. Malin & Andrew Staib, 2021, "Online Appendix: Star Wars at Central Banks," Staff Report, Federal Reserve Bank of Minneapolis, number 621, Feb, DOI: 10.21034/sr.621.
• Adam Gorajek & Benjamin A. Malin, 2021, "Comment on "Star Wars: The Empirics Strike Back"," Staff Report, Federal Reserve Bank of Minneapolis, number 629, Nov, DOI: 10.21034/sr.629.
• Adam Gorajek & Benjamin A. Malin, 2021, "Online Appendix for: Comment on "Star Wars: The Empirics Strike Back"," Staff Report, Federal Reserve Bank of Minneapolis, number 630, Nov, DOI: 10.21034/sr.630.
• Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021, "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," Staff Reports, Federal Reserve Bank of New York, number 993, Dec.
• Alejandro Arrieta & Ariadna García-Prado & Juan Pablo Sarmiento & Carmen Paz Castro, 2021, "Identifying Early Adopters of COVID-19 Vaccines in Latin America," Working Papers, Florida International University, Department of Economics, number 2120, Sep.
• Filippo Gusella & Giorgio Ricchiuti, 2021, "State Space Model to Detect Cycles in Heterogeneous Agents Models," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2021_10.rdf.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-27, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-29, April.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-29, May.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-28, June.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-27, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-28, September.
• Polbin Andrey & Fokin Nikita, 2021, "Employment in Russia in 2020: a Controversial Recovery
  [Занятость В России В 2020 Г.: Противоречивое Восстановление]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Polbin Andrey & Fokin Nikita, 2021, "Занятость В России В 2020 Г.: Противоречивое Восстановление," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021, "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, volume 9, issue 2, pages 1-32, April.
• Michael Creel, 2021, "Inference Using Simulated Neural Moments," Econometrics, MDPI, volume 9, issue 4, pages 1-15, September.
• Hira Aftab & A. B. M. Rabiul Alam Beg, 2021, "Does Time Varying Risk Premia Exist in the International Bond Market? An Empirical Evidence from Australian and French Bond Market," IJFS, MDPI, volume 9, issue 1, pages 1-13, January.
• Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2021, "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," JRFM, MDPI, volume 14, issue 3, pages 1-19, February.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers, Business School - Economics, University of Glasgow, number 2021_19, Nov.
• Christian Schluter, 2021, "On Zipf’s law and the bias of Zipf regressions," Post-Print, HAL, number hal-02880544, Aug, DOI: 10.1007/s00181-020-01879-3.
• Francois Cochard & Julie Le Gallo & Nikolaos Georgantzis & Jean-Christian Tisserand, 2021, "Social preferences across different populations: Meta-analyses on the ultimatum game and dictator game," Post-Print, HAL, number hal-02974685, Feb, DOI: 10.1016/j.socec.2020.101613.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Post-Print, HAL, number hal-03103717, Jan, DOI: 10.1007/978-3-030-54252-8_9.
• Arthur Charpentier & Emmanuel Flachaire, 2021, "Pareto Models for Risk Management," Post-Print, HAL, number hal-03186680, Jan, DOI: 10.1007/978-3-030-54252-8_14.
• Balázs Egert, 2021, "Investment in OECD Countries: a Primer," Post-Print, HAL, number hal-03252923, DOI: 10.1057/s41294-021-00146-3.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print, HAL, number hal-03504122, Jul.
• Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia, 2021, "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Post-Print, HAL, number hal-03528880, Feb, DOI: 10.1016/j.jeconom.2020.04.015.
• Raouf Boucekkine & Mohammed Laksaci & Mohamed Touati-Tliba, 2021, "Long-run stability of money demand and monetary policy: The case of Algeria," Post-Print, HAL, number hal-03545424, Nov, DOI: 10.1016/j.jeca.2021.e00217.
• José da Fonseca & Yannick Malevergne, 2021, "A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy," Post-Print, HAL, number halshs-03590382, Jul, DOI: 10.1016/j.jedc.2021.104137.
• Rashid Javed & Mazhar Mughal, 2021, "Changing Patterns of Son Preference and Fertility in Pakistan," Working Papers, HAL, number hal-03502510, Dec.
• Raouf Boucekkine & Mohammed Laksaci & Mohamed Touati-Tliba, 2021, "Long-run stability of money demand and monetary policy: the case of Algeria," Working Papers, HAL, number halshs-03120699, Jan.
• Kaddoura, Yousef & Westerlund, Joakim, 2021, "Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed," Working Papers, Lund University, Department of Economics, number 2021:15, Nov.
• Bodnar, Olha & Bodnar, Taras, 2021, "Objective Bayesian meta-analysis based on generalized multivariate random effects model," Working Papers, Örebro University, School of Business, number 2021:5, May.
• Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021, "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers, Örebro University, School of Business, number 2021:13, Jun.
• Garen Avanesian & Marina Borovskaya & Sakshi Mishra & Marina Masych & Tatiana Fedosova & Valeria Egorova, 2021, "Economic Inequality in the Access to Remote Learning Assets Amongst Youth in BRICS Countries: What Can We Learn from Pre-COVID-19 Data?," HSE Economic Journal, National Research University Higher School of Economics, volume 25, issue 3, pages 359-378.
• Asgeir Danielsson, 2021, "Wages and prices of foreign goods in the inflationary process in Iceland," Economics, Department of Economics, Central bank of Iceland, number wp87, Sep.
• Stefano NASINI & Rabia NESSAH, 2021, "Endogenous Learning in Multi-Sector Economies," Working Papers, IESEG School of Management, number 2021-EQM-08, Oct, revised Oct 2023.
• Martin Weidner & Thomas Zylkin, 2021, "Bias and consistency in three-way gravity models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/21, Mar.
• Christian Bucio Pacheco & Luis Villanueva & Raúl de Jesús Gutiérrez, 2021, "Dependence in the Banking Sector of the United States and Mexico: A Copula Approach," 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 16, issue TNEA, pages 1-23, Septiembr.
• Andreea-Oana ENACHE, 2021, "Economic and social approaches in external relations," Romanian Journal of Economics, Institute of National Economy, volume 53, issue 2(62), pages 123-135, December.
• Bergolo, Marcelo & Burdin, Gabriel & Burone, Santiago & De Rosa, Mauricio & Giaccobasso, Matias & Leites, Martin, 2021, "Dissecting Inequality-Averse Preferences," IZA Discussion Papers, IZA Network @ LISER, number 14828, Nov.
• Ruan Weihua & Hou Qian, 2021, "Determining the Number of Factors in Static Approximate Factor Models Using Discrete Fourier Transforms and Pseudo-Eigenvalues," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 1, pages 71-117, February, DOI: 10.1515/jbnst-2019-0056.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202103, Jan, revised Jan 2021.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202107, Jan.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202117, Aug, revised Aug 2021.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202207, Jan.
• Jessica Pesantez-Narvaez & Montserrat Guillen & Manuela Alcañiz, 2021, "A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 281-309, January, DOI: 10.1007/s10614-020-10059-5.
• Zhan Gao & Zhentao Shi, 2021, "Implementing Convex Optimization in R: Two Econometric Examples," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 4, pages 1127-1135, December, DOI: 10.1007/s10614-020-09995-z.
• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2021, "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 309-352, September, DOI: 10.1007/s11408-020-00376-y.
• Andrew Phiri & Lutho Mbekeni, 2021, "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, volume 18, issue 4, pages 825-846, October, DOI: 10.1007/s10368-021-00498-2.
• Jonathan Daniel Gómez-Zapata & Luis César Herrero-Prieto & Beatriz Rodríguez-Prado, 2021, "Does music soothe the soul? Evaluating the impact of a music education programme in Medellin, Colombia," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 45, issue 1, pages 63-104, March, DOI: 10.1007/s10824-020-09387-z.
• Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2021, "Partisan bias in inflation expectations," Public Choice, Springer, volume 186, issue 3, pages 513-536, March, DOI: 10.1007/s11127-019-00741-0.
• Juan Sebastian Cubillos-Rocha & Juliana Gamboa-Arbelaez & Luis Fernando Melo-Velandia & Sara Restrepo-Tamayo & Maria Jose Roa-Garcia & Mauricio Villamizar-Villegas, 2021, "Effects of interest rate caps on credit access," Journal of Regulatory Economics, Springer, volume 60, issue 2, pages 117-139, December, DOI: 10.1007/s11149-021-09437-0.
• Lidong Zhang & Yanmei Sun & Ziping Du & Xiangbo Meng, 2021, "Uncertain strike lookback options pricing with floating interest rate," Review of Derivatives Research, Springer, volume 24, issue 1, pages 79-94, April, DOI: 10.1007/s11147-020-09170-4.
• Sonnan Chen & Yuchi Gu, 2021, "Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1357-1397, May, DOI: 10.1007/s11156-020-00925-6.
• Abootaleb Shirvani & Stoyan V. Stoyanov & Frank J. Fabozzi & Svetlozar T. Rachev, 2021, "Equity premium puzzle or faulty economic modelling?," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1329-1342, May, DOI: 10.1007/s11156-020-00928-3.
• Wakuo Saito & Teruo Nakatsuma, 2021, "The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2021-011, May.
• Wakuo Saito & Teruo Nakatsuma, 2021, "Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right?," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2021-019, Sep.
• Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 90, May.
• Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021, "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 91, Jul.
• Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021, "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/21.
• Ilse Rubbrecht & Emmanuel Dhyne & Cédric Duprez, 2021, "Economic importance of the Belgian maritime and inland ports Report 2019," Working Paper Research, National Bank of Belgium, number 400, May.
• Arkadiusz Kuświk & Łukasz Mach & Łukasz Mikołajczyk & Marian Drymluch, 2021, "The influence of characteristics of estate developer’s apartments on the chance of selling them," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 2, pages 167-190.
• Ariel Pakes & Jack R. Porter & Mark Shepard & Sophie Calder-Wang, 2021, "Unobserved Heterogeneity, State Dependence, and Health Plan Choices," NBER Working Papers, National Bureau of Economic Research, Inc, number 29025, Jul.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Demand Estimation with Infrequent Purchases and Small Market Sizes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29530, Dec.
• B. Douglas Bernheim & Daniel Björkegren & Jeffrey Naecker & Michael Pollmann, 2021, "Causal Inference from Hypothetical Evaluations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29616, Dec.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Xintong Li & Fatemeh Mokhtarzadeh & G. Cornelis van Kooten, 2021, "A Gravity Model of Softwood Lumber Trade: An Application to the Canada-U.S. Trade Dispute," Journal of Forest Economics, now publishers, volume 36, issue 4, pages 351-381, October, DOI: 10.1561/112.00000534.
• Mehtap Akgüç & Cécile Welter-Médée, 2021, "Linking Migration Reasons and Origins to Labour Market Outcomes: Recent Evidence from Europe," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 524-525, pages 103-118, DOI: https://doi.org/10.24187/ecostat.20.
• Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin Malin & Andrew Staib, 2021, "Star Wars at Central Banks," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2021/01, Feb.
• Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2021, "Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly
  [Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-frequency Data]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 2, pages 236-257.
• Adam Goliński & Peter Spencer, 2021, "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem
  [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 960-984.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021, "Price Discovery in a Continuous-Time Setting
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 985-1008.
• Federico A Bugni & Jackson Bunting, 2021, "On the Iterated Estimation of Dynamic Discrete Choice Games
  [Pseudo maximum likelihood estimation of structural models involving fixed-point problems]," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 3, pages 1031-1073.
• Xudong An & Yongheng Deng & Stuart A Gabriel, 2021, "Default Option Exercise over the Financial Crisis and beyond
  [Predatory lending and the subprime crisis]," Review of Finance, European Finance Association, volume 25, issue 1, pages 153-187.
• Anthony Neuberger & Richard Payne & Stijn Van Nieuwerburgh, 2021, "The Skewness of the Stock Market over Long Horizons
  [Does realized skewness predict the cross-section of equity returns?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1572-1616.
• Yasemin Colak & Lutfi Erden, 2021, "Exchange rate pass-through: an analysis of a panel quantile regression," Economics and Business Letters, Oviedo University Press, volume 10, issue 2, pages 148-156.
• Dalina-Maria Andrei, 2021, "Determinants of the New Companies Formation in E.U Member Countries. An Autoregressive ARDL Model Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 48-57, December.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Rico Belda, Paz & Cabrer-Borrás, Bernardí, 2021, "La importancia de los factores internos y externos en el éxito empresarial || The importance of internal and external factors in business success," 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 32, issue 1, pages 241-256, December, DOI: https://doi.org/10.46661/revmetodos.
• Burbano Vallejo, Edy Lorena & Castro Aristizabal, Geovanny & Castillo Caicedo, Maribel, 2021, "What determines own-account work in Colombia? Some empirical evidence for the years 2010 and 2013 || ¿Qué determina el trabajo por cuenta propia en Colombia? Una evidencia empírica para los años 2010 y 2013," 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 32, issue 1, pages 274-299, December, DOI: https://doi.org/10.46661/revmetodos.
• Alejandro Izaguirre, 2021, "Estimation of Spatial Lag Model Under Random Missing Data in the Dependent Variable. Two Stage Estimator with Imputation," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 1-19.
• Jesús Mur, 2021, "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 41-55.