My JEL codes
Follow this JEL code
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
This topic is covered by the following reading lists:
2023
- David E. Allen & Michael McAleer, 2023. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-26, March.
- Simion, Ștefania & Sulka, Tomasz, 2023. "Multidimensional cognitive ability, intermediate channels, and financial outcomes," DICE Discussion Papers 401, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Mughal, Mazhar & Javed, Rashid & Lorey, Thierry, 2023.
"Female Early Marriage and Son Preference in Pakistan,"
GLO Discussion Paper Series
1279, Global Labor Organization (GLO).
- Mughal, Mazhar & Javed, Rashid & Lorey, Thierry, 2023. "Female Early Marriage and Son Preference in Pakistan," EconStor Preprints 270888, ZBW - Leibniz Information Centre for Economics.
- Mughal, Mazhar & Javed, Rashid & Lorey, Thierry, 2023.
"Female Early Marriage and Son Preference in Pakistan,"
EconStor Preprints
270888, ZBW - Leibniz Information Centre for Economics.
- Mughal, Mazhar & Javed, Rashid & Lorey, Thierry, 2023. "Female Early Marriage and Son Preference in Pakistan," GLO Discussion Paper Series 1279, Global Labor Organization (GLO).
- Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.
- David R. Bell & Olivier Ledoit & Michael Wolf, 2023. "A novel estimator of earth's curvature (allowing for inference as well)," ECON - Working Papers 431, Department of Economics - University of Zurich.
- Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023.
"Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models,"
Monash Econometrics and Business Statistics Working Papers
2/23, Monash University, Department of Econometrics and Business Statistics.
- Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers 2301.06631, arXiv.org.
- Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023.
"Synthetic Difference-in-Differences Estimation,"
IZA Discussion Papers
15907, Institute of Labor Economics (IZA).
- Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens, 2023. "Synthetic Difference In Differences Estimation," Papers 2301.11859, arXiv.org, revised Feb 2023.
- Gao, Z. & Pesaran, M. H., 2022.
"Identification and Estimation of Categorical Random Coeficient Models,"
Cambridge Working Papers in Economics
2228, Faculty of Economics, University of Cambridge.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Zehra Ilknur Yilmaz & Ramazan SARI & Aysen Sivrikaya & Fahman Fathurrahman, 2023. "Rebound Effect of Residential Space Heating - The Case of Ankara," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-6.
- 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
2211.06707, arXiv.org, revised Jan 2023.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," BEMPS - Bozen Economics & Management Paper Series BEMPS99, Faculty of Economics and Management at the Free University of Bozen.
- Shuping Shi & Peter C.B. Phillips, 2023.
"Diagnosing housing fever with an econometric thermometer,"
Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 159-186, February.
- Shuping Shi & Peter C B Phillips, 2020. "Diagnosing housing fever with an econometric thermometer," CAMA Working Papers 2020-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Shuping Shi & Peter C.B. Phillips, 2020. "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.
- Kaiji Chen & Haoyu Gao & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2023.
"Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data,"
Journal of Finance, American Finance Association, vol. 78(2), pages 1147-1204, April.
- Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020. "Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," FRB Atlanta Working Paper 2020-16, Federal Reserve Bank of Atlanta.
- Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020. "Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," NBER Working Papers 27763, National Bureau of Economic Research, Inc.
- Hilde C. Bjornland & Yoosoon Chang, 2023.
"Oil and the Stock Market Revisited: A Mixed Functional VAR Approach,"
CAEPR Working Papers
2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A mixed functional VAR approach," Working Papers No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Liu-Evans Gareth, 2023. "Improving the Estimation and Predictions of Small Time Series Models," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 1-26, January.
- Asai Manabu & So Mike K. P., 2023. "Realized BEKK-CAW Models," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 49-77, January.
- 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
2211.06707, arXiv.org, revised Jan 2023.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," BEMPS - Bozen Economics & Management Paper Series BEMPS99, Faculty of Economics and Management at the Free University of Bozen.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
- Houssein Ballouk & Salma Mefteh-Wali & Ghada Tabbah & Sami Ben Jabeur, 2023. "Institutional Investors and Public Authority Ownership Impact on Green Bonds Issue: Evidence from France," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 51-73.
- Surender Kumar & Paramjit Author-Department of Economics, Delhi School of Economics, 2023. "Does Financial Inclusion Enhance Tax Revenue: Indian Experience," Working papers 335, Centre for Development Economics, Delhi School of Economics.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2023. "Regional Productivity Network in the EU," CESifo Working Paper Series 10404, CESifo.
- Aisha Fayomi & Yannis Pantazis & Michail Tsagris & Andrew Wood, 2023. "Cauchy Robust Principal Component Analysis with Applications to High-Dimensional Data Sets," Working Papers 2304, University of Crete, Department of Economics.
- Michail Tsagris & Omar Alzeley, 2023. "Circular and Spherical Projected Cauchy Distributions," Working Papers 2305, University of Crete, Department of Economics.
- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023.
"Continuously Updated Indirect Inference In Heteroskedastic Spatial Models,"
Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.
- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.
- Justus Meyer & Federica Teppa, 2023. "Euro area consumers' payment behaviour and banking digitalisation," Working Papers 772, DNB.
- Louise Ella Desquith, 2023. "Impact of climate change beliefs on farm households’ adaptation behaviors: the case of Ivory Coast," EconomiX Working Papers 2023-5, University of Paris Nanterre, EconomiX.
- Manganelli, Simone, 2023. "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series 2786, European Central Bank.
- Bibigul Izatullayeva & Gulzhanat Tayauova & Gulnara Sadykova & Madina Toktibayeva & Altynbek Kenzhaliyev, 2023. "A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 395-402, January.
- Faisal Irsan Pasaribu & Catra Indra Cahyadi & Restu Mujiono & Suwarno Suwarno, 2023. "Analysis of the Effect of Economic, Population, and Energy Growth, as well as the Influence on Sustainable Energy Development in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 510-517, January.
- Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023. "Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Li, Boyan & Diao, Xundi, 2023. "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
- Zhang, Xiaoge & Chen, Maolong, 2023. "Indirect inference approach to estimating dynamic panel data models with irregular spacing," Economics Letters, Elsevier, vol. 226(C).
- Chen, Xingyi & Li, Haiqi & Zhang, Jing, 2023. "Complete subset averaging approach for high-dimensional generalized linear models," Economics Letters, Elsevier, vol. 226(C).
- Lee, Sungwon, 2023. "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, vol. 226(C).
- Rabovič, Renata & Čížek, Pavel, 2023. "Estimation of spatial sample selection models: A partial maximum likelihood approach," Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
- Rossi, Francesca & Robinson, Peter M., 2023. "Higher-order least squares inference for spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 244-269.
- Kheifets, Igor L. & Phillips, Peter C.B., 2023.
"Fully modified least squares cointegrating parameter estimation in multicointegrated systems,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 300-319.
- Igor L. Kheifets & Peter C. B. Phillips, 2021. "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers 2108.03486, arXiv.org.
- Dellaportas, Petros & Titsias, Michalis K. & Petrova, Katerina & Plataniotis, Anastasios, 2023. "Scalable inference for a full multivariate stochastic volatility model," Journal of Econometrics, Elsevier, vol. 232(2), pages 501-520.
- Bai, Yuehao, 2023. "Why randomize? Minimax optimality under permutation invariance," Journal of Econometrics, Elsevier, vol. 232(2), pages 565-575.
- Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023.
"High-dimensional VARs with common factors,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
- Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020. "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers 2252, Cowles Foundation for Research in Economics, Yale University.
- Duan, Jiangtao & Bai, Jushan & Han, Xu, 2023.
"Quasi-maximum likelihood estimation of break point in high-dimensional factor models,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 209-236.
- Jiangtao Duan & Jushan Bai & Xu Han, 2021. "Quasi-maximum likelihood estimation of break point in high-dimensional factor models," Papers 2102.12666, arXiv.org, revised Mar 2021.
- Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
- Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023. "Quasi score-driven models," Journal of Econometrics, Elsevier, vol. 234(1), pages 251-275.
- Hwang, Jungbin & Valdés, Gonzalo, 2023. "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, vol. 234(1), pages 327-352.
- Centorrino, Samuele & Pérez-Urdiales, María, 2023.
"Maximum likelihood estimation of stochastic frontier models with endogeneity,"
Journal of Econometrics, Elsevier, vol. 234(1), pages 82-105.
- Centorrino, Samuele & Perez Urdiales, Maria, 2021. "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 312072, Agricultural Economics Society - AES.
- Shi, Zhentao & Huang, Jingyi, 2023. "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, vol. 234(2), pages 512-535.
- Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
- Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2023. "Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 235(1), pages 166-179.
- Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
- Tran, Kien C. & Tsionas, Mike G. & Prokhorov, Artem B., 2023. "Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1189-1199.
- Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023. "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 342-366.
- Badunenko, Oleg & Galeotti, Marzio & Hunt, Lester C., 2023. "Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)," Energy Economics, Elsevier, vol. 121(C).
- V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023. "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, vol. 121(C).
- Chen, Ding & Guo, Biao & Zhou, Guofu, 2023. "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, vol. 63(C).
- Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023. "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Fe, Hao, 2023. "Social networks and consumer behavior: Evidence from Yelp," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 1-14.
- Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023.
"Macro-financial spillovers,"
Journal of International Money and Finance, Elsevier, vol. 133(C).
- John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
- Butts, Kyle, 2023. "JUE Insight: Difference-in-differences with geocoded microdata," Journal of Urban Economics, Elsevier, vol. 133(C).
- Cerqua, Augusto & Zampollo, Federico, 2023. "Deeds or words? The local influence of anti-immigrant parties on foreigners’ flows," European Journal of Political Economy, Elsevier, vol. 77(C).
- De Silva, Dakshina G. & Hubbard, Timothy P. & Schiller, Anita R. & Tsionas, Mike G., 2023. "Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 278-294.
- Zhang, Wenwen & Cao, Shuo & Zhang, Xuan & Qu, Xuefeng, 2023. "COVID-19 and stock market performance: Evidence from the RCEP countries," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 717-735.
- Pattnaik, Debidutta & Hassan, M. Kabir & DSouza, Arun & Ashraf, Ali, 2023. "Investment in gold: A bibliometric review and agenda for future research," Research in International Business and Finance, Elsevier, vol. 64(C).
- Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers 2023-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023.
"Oil and the Stock Market Revisited: A mixed functional VAR approach,"
Working Papers
No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjornland & Yoosoon Chang, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers 2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Taisuke Otsu & Martin Pesendorfer, 2021.
"Equilibrium multiplicity in dynamic games: testing and estimation,"
STICERD - Econometrics Paper Series
618, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Otsu, Taisuke & Pesendorfer, Martin, 2023. "Equilibrium multiplicity in dynamic games: testing and estimation," LSE Research Online Documents on Economics 113588, London School of Economics and Political Science, LSE Library.
- Kun Ho Kim & Hira L. Koul & Jiwoong Kim, 2023. "A Specification Test Based on Convolution-Type Distribution Function Estimates for Non-Linear Autoregressive Processes," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 187-206, Emerald Group Publishing Limited.
- Yingqian Lin & Yundong Tu, 2023. "Transformation Models with Cointegrated and Deterministically Trending Regressors," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 207-232, Emerald Group Publishing Limited.
- Javier Hidalgo & Heejun Lee & Jungyoon Lee & Myung Hwan Seo, 2023. "Minimax Risk in Estimating Kink Threshold and Testing Continuity," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 233-259, Emerald Group Publishing Limited.
- Yixiao Sun, 2023. "Some Extensions of AsymptoticFandtTheory in Nonstationary Regressions," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 319-347, Emerald Group Publishing Limited.
- Ying Zhou & Hsein Kew & Jiti Gao, 2023. "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 349-365, Emerald Group Publishing Limited.
- Namhyun Kim & Patrick Wongsa-art & Ian J. Bateman, 2023. "A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 291-317, Emerald Group Publishing Limited.
- Cheng Hsiao & Qiankun Zhou, 2023. "Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals?," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 353-384, Emerald Group Publishing Limited.
- Pietro Alessandrini & Òscar Jordà & Fabrizio Venditti, 2023. "Decomposing the Monetary Policy Multiplier," Working Paper Series 2023-14, Federal Reserve Bank of San Francisco.
- Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023. "Sparse Trend Estimation," Staff Reports 1049, Federal Reserve Bank of New York.
- Artur R. Sharafutdinov, 2023. "Estimation of Uncertainty: Revisions of Russian GDP on History [Оценивание Неопределенности: Пересмотры Ввп России На Истории]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 28-38, January.
- Yuliya L. Maslennikova & Alla E. Brom, 2023. "Assessing the Efficiency of Pilot Production in Industry [К Вопросу Об Оценке Эффективности Опытного Производства В Промышленности]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 14-20, March.
- Artur R. Sharafutdinov, 2023. "Output Gap in Russian Economy: Estimate Based on the IMF’s Multivariate Filter [Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
- Artur R. Sharafutdinov, 2023. "Оценивание Неопределенности: Пересмотры Ввп России На Истории," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 28-38, January.
- Yuliya L. Maslennikova & Alla E. Brom, 2023. "К Вопросу Об Оценке Эффективности Опытного Производства В Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 14-20, March.
- Artur R. Sharafutdinov, 2023. "Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
- Wagner, Martin, 2023. "Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions," IHS Working Paper Series 44, Institute for Advanced Studies.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023.
"Oil and the Stock Market Revisited: A mixed functional VAR approach,"
Working Papers
No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Yoosoon Chang, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers 2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens, 2023.
"Synthetic Difference In Differences Estimation,"
Papers
2301.11859, arXiv.org, revised Feb 2023.
- Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023. "Synthetic Difference-in-Differences Estimation," IZA Discussion Papers 15907, Institute of Labor Economics (IZA).
- Muneer Shaik & Mohd Ziaur Rehman, 2023. "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 231-246, March.
- Gert Bijnens & Shyngys Karimov & Jozef Konings, 2023. "Does Automatic Wage Indexation Destroy Jobs? A Machine Learning Approach," De Economist, Springer, vol. 171(1), pages 85-117, March.
- Yuki Takara & Shingo Takagi, 2023. "An empirical approach to measure unobserved cultural relations using music trade data," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(2), pages 205-245, June.
- Wentao Yang & Min Deng & Jianbo Tang & Liang Luo, 2023. "Geographically weighted regression with the integration of machine learning for spatial prediction," Journal of Geographical Systems, Springer, vol. 25(2), pages 213-236, April.
- Hideyuki Mizobuchi & Valentin Zelenyuk, 2023. "A generalized flexible functional form for α-returns to scale," Journal of Productivity Analysis, Springer, vol. 59(3), pages 217-224, June.
- Adam N. Smith & Jim E. Griffin, 2023. "Shrinkage priors for high-dimensional demand estimation," Quantitative Marketing and Economics (QME), Springer, vol. 21(1), pages 95-146, March.
- Milda Norkute & Joakim Westerlund, 2023. "A factor-augmented new Keynesian Phillips curve for the European Union countries," Bank of Lithuania Working Paper Series 111, Bank of Lithuania.
- Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023.
"Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models,"
Papers
2301.06631, arXiv.org.
- Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Monash Econometrics and Business Statistics Working Papers 2/23, Monash University, Department of Econometrics and Business Statistics.
- Yoosoon Chang & Steven N. Durlauf & Seunghee Lee & Joon Y. Park, 2023. "A Trajectories-Based Approach to Measuring Intergenerational Mobility," NBER Working Papers 31020, National Bureau of Economic Research, Inc.
- Zhao Zhao & Olivier Ledoit & Hui Jiang, 2023. "Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix [Approaching Mean–Variance Efficiency for Large Portfolios]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 21(1), pages 73-105.
- Kazi Arif Uz Zaman, 2023. "Financing the SDGs: How Bangladesh May Reshape Its Strategies in the Post-COVID Era?," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 51-84, February.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2023. "Stock market correlation and geographical distance: does the degree of economic integration matter?," MPRA Paper 116476, University Library of Munich, Germany.
- Sproule, Robert & Gosselin, Gabriel, 2023. "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper 117001, University Library of Munich, Germany.
- Kazuhiro Hiraki & George Skiadopoulos, 2023. "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers 946, Queen Mary University of London, School of Economics and Finance.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed, 2023. "Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers," Working Papers 23-3, HEC Montreal, Canada Research Chair in Risk Management.
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- 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 corrient," 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, vol. 33(1), pages 134-153, June.
- 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 di," 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, vol. 33(1), pages 14-28, June.
- 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, vol. 33(1), pages 386-407, June.
- Martin Eling & Kwangmin Jung, 2022. "Heterogeneity in cyber loss severity and its impact on cyber risk measurement," Risk Management, Palgrave Macmillan, vol. 24(4), pages 273-297, December.
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2203.04080, arXiv.org.
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- Istvan Fekete, 2022. "Supporting decision-making with the tools of risk management," Public Finance Quarterly, State Audit Office of Hungary, vol. 67(5), pages 28-47.
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"A Modern Gauss-Markov Theorem? Really?,"
MPRA Paper
112607, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112185, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2022. "A Modern Gauss-Markov Theorem? Really?," Papers 2203.01425, arXiv.org, revised Dec 2022.
- Aknouche, Abdelhakim & Scotto, Manuel, 2022. "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper 112475, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022.
"A Modern Gauss-Markov Theorem? Really?,"
MPRA Paper
112185, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112607, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2022. "A Modern Gauss-Markov Theorem? Really?," Papers 2203.01425, arXiv.org, revised Dec 2022.
- Vîntu, Denis, 2022. "An Optimizing IS-LM Model Specification with Inflation Targeting. Microeconomic Evidence for Price Adjustment," MPRA Paper 112805, University Library of Munich, Germany, revised Dec 2021.
- Vîntu, Denis, 2022. "The Relationship between Inflation, Interest Rate, Unemployment and Economic Growth," MPRA Paper 112931, University Library of Munich, Germany, revised Feb 2022.
- Bakari, Sayef & El Weriemmi, Malek, 2022.
"Causality between Domestic Investment and Economic Growth in Arab Countries,"
MPRA Paper
113079, University Library of Munich, Germany.
- Bakari, Sayef & El Weriemmi, Malek, 2022. "Causality between Domestic Investment and Economic Growth in Arab Countries," MPRA Paper 113077, University Library of Munich, Germany.
- Vîntu, Denis, 2022. "An application: Pension systems and transitions," MPRA Paper 113128, University Library of Munich, Germany, revised May 2022.
- Giovanni Urga & Fa Wang, 2022.
"Estimation and Inference for High Dimensional Factor Model with Regime Switching,"
Papers
2205.12126, arXiv.org, revised Apr 2023.
- Urga, Giovanni & Wang, Fa, 2022. "Estimation and inference for high dimensional factor model with regime switching," MPRA Paper 113172, University Library of Munich, Germany.
- Kanninen, Ohto & Böckerman, Petri & Suoniemi, Ilpo, 2022. "Income–well-being gradient in sickness and health," MPRA Paper 113269, University Library of Munich, Germany.
- Allen, David, 2022. "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper 113610, University Library of Munich, Germany.
- 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 113783, University Library of Munich, Germany, revised 2022.
- 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
22/048, European Xtramile Centre of African Studies (EXCAS).
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- 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. 22/048, African Governance and Development Institute..
- Yang, Bill Huajian, 2022. "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper 114188, University Library of Munich, Germany, revised 18 Jul 2022.
- Bakari, Sayef, 2022. "Relationship among Domestic Investment, Exports and Economic Growth: Evidence form the Case of Greece," MPRA Paper 114418, University Library of Munich, Germany.
- Lucke, Bernd, 2022. "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper 115373, University Library of Munich, Germany.
- Osti, Davide, 2022. "Returns to scale with a Cobb-Douglas production function for four small Northern Italian firms," MPRA Paper 116351, University Library of Munich, Germany.
- Blankmeyer, Eric, 2022. "A bias test for heteroscedastic linear least squares regression," MPRA Paper 116605, University Library of Munich, Germany.
- Urga, Giovanni & Wang, Fa, 2022. "Estimation and Inference for High Dimensional Factor Model with Regime Switching," MPRA Paper 117012, University Library of Munich, Germany, revised 10 Apr 2023.
- José R. Maria & Paulo Júlio, 2022. "Comparing estimated structural models of different complexities: What do we learn?," Working Papers w202205, Banco de Portugal, Economics and Research Department.
- James G. MacKinnon, 2022. "Using Large Samples in Econometrics," Working Paper 1482, Economics Department, Queen's University.
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- Dimitris Korobilis & Kenichi Shimizu, 2022.
"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
- Karymshakov, Kamalbek & Azhgaliyeva, Dina & Mishra, Ranjeeta & Aseinov, Dastan, 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 1332, Asian Development Bank Institute.
- Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed, 2022. "Determinants and real effects of joint hedging: An empirical analysis of the US petroleum industry," Working Papers 22-4, HEC Montreal, Canada Research Chair in Risk Management.
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"A Generalized Poisson-Pseudo Maximum Likelihood Estimator,"
CESifo Working Paper Series
10145, CESifo.
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- Hosein, Roger & Satnarine-Singh, Nirvana & Saridakis, George, 2022. "The Spillover Effect of Exports: An Analysis of Caribbean SIDs," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 75(1), pages 1-28.
- Ozekhome, Hassan O., 2022. "Tax and Foreign Direct Investment in Nigeria: A Dynamic Estimation Approach," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(2), pages 115-124, June.
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- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022.
"Weak Identification of Long Memory with Implications for Inference,"
Cowles Foundation Discussion Papers
2334, Cowles Foundation for Research in Economics, Yale University.
- Li, Jia & Phillips, Peter C. B. & Shi, Shuping & Yu, Jun, 2022. "Weak Identification of Long Memory with Implications for Inference," Economics and Statistics Working Papers 8-2022, Singapore Management University, School of Economics.
- 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, vol. 0(1), pages 160-175, April.
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- Alessandro Casini, 2022. "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," CEIS Research Paper 539, Tor Vergata University, CEIS.
- Giampaolo Arachi & Debora Assisi & Berardino Cesi & Michele G. Giuranno & Felice Russo, 2022. "Inter-municipal Cooperation in Public Procurement," CEIS Research Paper 548, Tor Vergata University, CEIS, revised 19 Dec 2022.
- Marcelo Soares Bandeira de Mello Filho & 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’accu," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 33.
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- 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, vol. 3(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, vol. 3(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, vol. 72(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, vol. 69(1), pages 223-238, August.
- 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, vol. 45(1), pages 137-185, June.
- Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022.
"The common and specific components of inflation expectations across European countries,"
Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
- Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- 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, vol. 62(2), pages 487-511, February.
- Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2022. "Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach," Empirical Economics, Springer, vol. 62(3), pages 1345-1363, March.
- Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
- 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, vol. 62(6), pages 2739-2770, June.
- 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, vol. 63(4), pages 2173-2207, October.
- Levent Kutlu, 2022. "Spatial stochastic frontier model with endogenous weighting matrix," Empirical Economics, Springer, vol. 63(4), pages 1947-1968, October.
- David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
- 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, vol. 8(1), pages 1-56, December.
- Kenichi Kuromiya, 2022. "Econometric analysis of the employment of persons with disabilities in prefectural boards of education," International Journal of Economic Policy Studies, Springer, vol. 16(2), pages 423-441, August.
- Sanchita Daripa & Soumyananda Dinda, 2022. "Hurdles in Fuel Choice and Consumption in Rural India," India Studies in Business and Economics, in: Supravat Bagli & Gagari Chakrabarti & Prithviraj Guha (ed.), Persistent and Emerging Challenges to Development, chapter 0, pages 109-123, Springer.
- 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, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 599-616, Springer.
- 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), vol. 18(3), pages 261-288, November.
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- Wei Cheng, 2022. "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-23, December.
- Marius C. O. Amba & Julie Gallo, 2022.
"Specification and estimation of a periodic spatial panel autoregressive model,"
Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-34, December.
- Marius Amba & Julie Le Gallo, 2022. "Specification and estimation of a periodic spatial panel autoregressive model," Post-Print hal-03910243, HAL.
- Kien C. Tran & Mike G. Tsionas, 2022. "Instrumental Variables Estimation without Outside Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 489-506, September.
- J. M. C. Santos Silva & Silvana Tenreyro, 2022.
"The Log of Gravity at 15,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
- J.M.C. Santos Silva & Silvana Tenreyro, 2021. "The Log of Gravity At 15," School of Economics Discussion Papers 0121, School of Economics, University of Surrey.
- Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
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- 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, vol. 2(1), pages 1-32, January.
- Christian Manicaro, 2022. "The link between regional CDS spreads and equity returns: a multivariate GARCH approach," SN Business & Economics, Springer, vol. 2(2), pages 1-15, February.
- Vincenzo Adamo, 2022. "Cobb–Douglas production function: on the causal effects of factors and predictions," SN Business & Economics, Springer, vol. 2(7), pages 1-14, July.
- 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, vol. 2(9), pages 1-26, September.
- Yiannis Karavias, 2022. "Structural Breaks in Financial Panel Data," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 93, pages 2213-2228, Springer.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022.
"Stochastic Frontier Analysis: Foundations and Advances I,"
Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 8, pages 331-370,
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- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017. "Stochastic Frontier Analysis: Foundations and Advances," Working Papers 2017-10, University of Miami, Department of Economics.
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- Christopher F. Parmeter & Valentina Hartarska, 2022. "Performance of Microfinance Institutions: A Review," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 33, pages 1309-1337, Springer.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022.
"Stochastic Frontier Analysis: Foundations and Advances II,"
Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408,
Springer.
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- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017. "Stochastic Frontier Analysis: Foundations and Advances," Working Papers 2017-10, University of Miami, Department of Economics.
- Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018. "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series WP022018, School of Economics, University of Queensland, Australia.
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- Nuri Celik, 2022. "A New Approach to the Threshold Autoregressive Models," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 11(3), pages 1-1.
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"Approximations and Inference for Nonparametric Production Frontiers,"
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2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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"Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s),"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(2), pages 161-180, February.
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"A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors,"
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"Network Competition and Team Chemistry in the NBA,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 35-49, January.
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"Adaptive Inference in Heteroscedastic Fractional Time Series Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 50-65, January.
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"Asymptotic properties of the weighted-average least squares (WALS) estimator,"
EIEF Working Papers Series
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"Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation,"
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- Yicong Lin & Hanno Reuvers, 2022. "Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Tinbergen Institute Discussion Papers 22-092/III, Tinbergen Institute.
- Yicong Lin & Hanno Reuvers, 2022. "Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison," Tinbergen Institute Discussion Papers 22-093/III, Tinbergen Institute.
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- Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
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"Optimal forecast under structural breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
- Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
- Hao Hao & Bai Huang & Tae-Hwy Lee, 2022. "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers 202212, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Ekaterina Seregina, 2022.
"Combining Forecasts under Structural Breaks Using Graphical LASSO,"
Papers
2209.01697, arXiv.org.
- Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202213, University of California at Riverside, Department of Economics.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2022.
"Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals,"
Working Papers
200, Red Nacional de Investigadores en Economía (RedNIE).
- Constantino Hevia & Martín Sola & Ivan Petrella, 2022. "Bond risk premia, priced regime shifts, and macroeconomic fundamentals," Department of Economics Working Papers 2022_03, Universidad Torcuato Di Tella.
- 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, vol. 23(3), pages 23-42, October.
- Anna Marenzi & Dino Rizzi & Michele Zanette & Francesca Zantomio, 2022. "Regional Institutional Quality and Territorial Equity in LTC Provision," Working Papers 2022:15, Department of Economics, University of Venice "Ca' Foscari".
- 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," Izvestiya, Varna University of Economics, 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, vol. 26(1), pages 31-62, March.
- 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, vol. 26(2), pages 30-46, June.
- 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, vol. 26(3), pages 21-34, September.
- Trzcińska Kamila, 2022. "An Analysis of Household Income in Poland and Slovakia Based on Selected Income Models," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 287-301, June.
- Lee Changro, 2022. "Training and Interpreting Machine Learning Models: Application in Property Tax Assessment," Real Estate Management and Valuation, Sciendo, vol. 30(1), pages 13-22, March.
- Podwórna Monika, 2022. "The Aging of a Building Versus Its Life Cycle with Regards to Real Estate Appraisal," Real Estate Management and Valuation, Sciendo, vol. 30(2), pages 86-97, June.
- 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,"
IZA Discussion Papers
15390, Institute of Labor Economics (IZA).
- Merfeld,Joshua David & Newhouse,David Locke & Weber,Michael & Lahiri,Partha, 2022. "Combining Survey and Geospatial Data Can Significantly Improve Gender-DisaggregatedEstimates of Labor Market Outcomes," Policy Research Working Paper Series 10077, The World Bank.
- Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan & Heyes, Anthony, 2022.
"Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?,"
MetaArXiv
uxf39, Center for Open Science.
- 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 am0132, Laurier Centre for Economic Research and Policy Analysis.
- 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 1147, Global Labor Organization (GLO).
- Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan S. & Heyes, Anthony, 2022. "Do Pre-registration and Pre-analysis Plans Reduce P-Hacking and Publication Bias?," IZA Discussion Papers 15476, Institute of Labor Economics (IZA).
- Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022.
"We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell Us about Publication Bias and p-Hacking in Online Experiments,"
IZA Discussion Papers
15478, Institute of Labor Economics (IZA).
- 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 am0133, Laurier Centre for Economic Research and Policy Analysis.
- Brodeur, Abel & Cook, Nikolai & Heyes, Anthony, 2022. "We Need to Talk about Mechanical Turk: What 22,989 Hypothesis Tests Tell Us about Publication Bias and p-Hacking in Online Experiments," MetaArXiv a9vhr, Center for Open Science.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022.
"Locally Robust Semiparametric Estimation,"
Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers CWP31/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016. "Locally Robust Semiparametric Estimation," Papers 1608.00033, arXiv.org, revised Aug 2020.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018. "Locally robust semiparametric estimation," CeMMAP working papers CWP30/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
- 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., vol. 37(2), pages 351-367, March.
- van Hasselt, Martijn & Bollinger, Christopher & Bray, Jeremy, 2019. "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers 19-13, University of North Carolina at Greensboro, Department of Economics.
- Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022.
"Optimal forecast under structural breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
- 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., vol. 37(6), pages 1204-1229, September.
- M. Hashem Pesaran & Cynthia Fan Yang, 2020. "Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model," CESifo Working Paper Series 8695, CESifo.
- M. Hashem Pesaran & Cynthia Fan Yang, 2021. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers 2109.00321, arXiv.org, revised Jan 2022.
- Pesaran, M. H. & Yang, C. F., 2020. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics 20102, Faculty of Economics, University of Cambridge.
- Rashid Javed & Mazhar Mughal, 2022.
"Changing patterns of son preference and fertility in Pakistan,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 34(6), pages 1086-1109, August.
- Rashid Javed & Mazhar Mughal, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," Working Papers hal-03502510, HAL.
- Javed, Rashid & Mughal, Mazhar, 2022. "Changing Patterns of Son Preference and Fertility in Pakistan," EconStor Preprints 248643, ZBW - Leibniz Information Centre for Economics.
- Javed, Rashid & Mughal, Mazhar, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," GLO Discussion Paper Series 1005, Global Labor Organization (GLO).
- 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, vol. 54(6), pages 1637-1671, September.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan," Working Papers e120, Tokyo Center for Economic Research.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
- 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., vol. 25(02n03), pages 1-22, March.
- Filippo Gusella, 2022. "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics wp2022_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- 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., vol. 39(02), pages 45-73, September.
- 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., vol. 25(06), pages 1-22, September.
- 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 22/27, HEDG, c/o Department of Economics, University of York.
- Rashid Javed & Mazhar Mughal, 2022.
"Changing patterns of son preference and fertility in Pakistan,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 34(6), pages 1086-1109, August.
- Rashid Javed & Mazhar Mughal, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," Working Papers hal-03502510, HAL.
- Javed, Rashid & Mughal, Mazhar, 2022. "Changing Patterns of Son Preference and Fertility in Pakistan," EconStor Preprints 248643, ZBW - Leibniz Information Centre for Economics.
- Javed, Rashid & Mughal, Mazhar, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," GLO Discussion Paper Series 1005, Global Labor Organization (GLO).
- Brodeur, Abel & Yousaf, Hasin, 2022. "On the Economic Consequences of Mass Shootings," GLO Discussion Paper Series 1133, Global Labor Organization (GLO).
- Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan & Heyes, Anthony, 2022.
"Do Pre-Registration and Pre-analysis Plans Reduce p-Hacking and Publication Bias?,"
MetaArXiv
uxf39, Center for Open Science.
- 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 1147, Global Labor Organization (GLO).
- Brodeur, Abel & Cook, Nikolai & Hartley, Jonathan S. & Heyes, Anthony, 2022. "Do Pre-registration and Pre-analysis Plans Reduce P-Hacking and Publication Bias?," IZA Discussion Papers 15476, Institute of Labor Economics (IZA).
- 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 am0132, Laurier Centre for Economic Research and Policy Analysis.
- 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
8, The Institute for Replication (I4R).
- 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 1157, Global Labor Organization (GLO).
- 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
1157, Global Labor Organization (GLO).
- 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 8, The Institute for Replication (I4R).
- Böhl, Gregor, 2022. "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series 177, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022. "Option characteristics as cross-sectional predictors," LawFin Working Paper Series 37, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Fourberg, Niklas & Marques-Magalhaes, Katrin & Wiewiorra, Lukas, 2022. "They are among us: Pricing behavior of algorithms in the field," WIK Working Papers 6, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH, Bad Honnef.
- Olivier Ledoit & Michael Wolf, 2022. "Markowitz portfolios under transaction costs," ECON - Working Papers 420, Department of Economics - University of Zurich.
- Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
- Yunus Emre Ergemen, 2022. "Parametric Estimation of Long Memory in Factor Models," CREATES Research Papers 2022-10, Department of Economics and Business Economics, Aarhus University.
- Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022. "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers 2022-12, Department of Economics and Business Economics, Aarhus University.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022.
"Valid t-Ratio Inference for IV,"
American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2020. "Valid t-ratio Inference for IV," Papers 2010.05058, arXiv.org.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," Working Papers 2021-69, Princeton University. Economics Department..
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," NBER Working Papers 29124, National Bureau of Economic Research, Inc.
- Yuehao Bai, 2022. "Optimality of Matched-Pair Designs in Randomized Controlled Trials," American Economic Review, American Economic Association, vol. 112(12), pages 3911-3940, December.
- Drew Fudenberg & David K. Levine, 2022. "Learning in Games and the Interpretation of Natural Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 14(3), pages 353-377, August.
- Isaiah Andrews & Dillon Bowen & Toru Kitagawa & Adam McCloskey, 2022. "Inference for Losers," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 635-642, May.
- 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
22/048, European Xtramile Centre of African Studies (EXCAS).
- 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. 22/048, African Governance and Development Institute..
- 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 114063, University Library of Munich, Germany.
- 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, vol. 8(2), pages 127-139.
- Cinzia Daraio & Leopold Simar, 2022.
"Approximations and Inference for Nonparametric Production Frontiers,"
LEM Papers Series
2022/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daraio, Cinzia & Simar, Léopold, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LIDAM Discussion Papers ISBA 2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022. "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA 2022035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- 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 2022004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022. "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN 2022003, Université catholique de Louvain, Louvain Finance (LFIN).
- Brodeur, Abel & Cook, Nikolai & Neisser, Carina, 2022.
"P-Hacking, Data Type and Data-Sharing Policy,"
IZA Discussion Papers
15586, Institute of Labor Economics (IZA).
- Abel Brodeur & Nikolai Cook & Carina Neisser, 2022. "P-Hacking, Data Type and Data-Sharing Policy," ECONtribute Discussion Papers Series 200, University of Bonn and University of Cologne, Germany.
- Gabriel Montes-Rojas & Nicolás Bertholet, 2022.
"When are devaluations more contractionary? A Quantile VAR estimation for Argentina,"
Working Papers
185, Red Nacional de Investigadores en Economía (RedNIE).
- 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-BAIRES) 2022-71, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política (IIEP-BAIRES).
- Joshua Lanier & Jeremy Large & John Quah, 2022.
"Estimating very large demand systems,"
Economics Series Working Papers
998, University of Oxford, Department of Economics.
- Lanier, Joshua & Large, Jeremy & Quah, John, 2022. "Estimating Very Large Demand Systems," INET Oxford Working Papers 2023-01, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- 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-BAIRES)
2022-71, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política (IIEP-BAIRES).
- Gabriel Montes-Rojas & Nicolás Bertholet, 2022. "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers 185, Red Nacional de Investigadores en Economía (RedNIE).
- Constantino Hevia & Martín Sola & Ivan Petrella, 2022.
"Bond risk premia, priced regime shifts, and macroeconomic fundamentals,"
Department of Economics Working Papers
2022_03, Universidad Torcuato Di Tella.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2022. "Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals," Working Papers 200, Red Nacional de Investigadores en Economía (RedNIE).
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022.
"A Modern Gauss-Markov Theorem? Really?,"
MPRA Paper
112607, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2022. "A Modern Gauss-Markov Theorem? Really?," Papers 2203.01425, arXiv.org, revised Dec 2022.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112185, University Library of Munich, Germany.
- Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022.
"On Robust Inference in Time Series Regression,"
PIER Working Paper Archive
22-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022. "On Robust Inference in Time Series Regression," Papers 2203.04080, arXiv.org.
- Puentes, Esteban & Wang, Fan & Behrman, Jere R. & Cunha, Flavio & Hoddinott, John & Maluccio, John A. & Adair, Linda S. & Borja, Judith B. & Martorell, Reynaldo & Stein, Aryeh D., 2016.
"Early life height and weight production functions with endogenous energy and protein inputs,"
Economics & Human Biology, Elsevier, vol. 22(C), pages 65-81.
- 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 2204.02542, arXiv.org.
- Urga, Giovanni & Wang, Fa, 2022.
"Estimation and inference for high dimensional factor model with regime switching,"
MPRA Paper
113172, University Library of Munich, Germany.
- Giovanni Urga & Fa Wang, 2022. "Estimation and Inference for High Dimensional Factor Model with Regime Switching," Papers 2205.12126, arXiv.org, revised Apr 2023.
- Korobilis, Dimitris, 2022.
"A new algorithm for structural restrictions in Bayesian vector autoregressions,"
European Economic Review, Elsevier, vol. 148(C).
- Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Other publications TiSEM
40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021.
"A penalized two-pass regression to predict stock returns with time-varying risk premia,"
Swiss Finance Institute Research Paper Series
21-09, Swiss Finance Institute.
- Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
- Sheyu Li & Valentyn Litvin & Charles F. Manski, 2022.
"Partial Identification of Personalized Treatment Response with Trial-reported Analyses of Binary Subgroups,"
NBER Working Papers
30461, National Bureau of Economic Research, Inc.
- Sheyu Li & Valentyn Litvin & Charles F. Manski, 2022. "Partial Identification of Personalized Treatment Response with Trial-reported Analyses of Binary Subgroups," Papers 2208.03381, arXiv.org, revised Sep 2022.
- Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022.
"Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects,"
Monash Econometrics and Business Statistics Working Papers
13/22, Monash University, Department of Econometrics and Business Statistics.
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"Combining Forecasts under Structural Breaks Using Graphical LASSO,"
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"Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation,"
Tinbergen Institute Discussion Papers
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"GLS under monotone heteroskedasticity,"
STICERD - Econometrics Paper Series
625, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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"Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending,"
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"DEMUR: A Regional Semi-Structural Model of the Ural Macroregion,"
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"Regression Discontinuity Design with Potentially Many Covariates,"
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"A Generalized Poisson-Pseudo Maximum Likelihood Estimator,"
School of Economics Working Paper Series
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"Identification and Estimation of Categorical Random Coeficient Models,"
Cambridge Working Papers in Economics
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"Weak Identification of Long Memory with Implications for Inference,"
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2021
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"Inflation and Economic Growth in Kenya: An Empirical Examination,"
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"Inflation and Economic Growth in Kenya: An Empirical Examination,"
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"Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a Stochastic Environmental Kuznets Frontier,"
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"Predicting recessions with a frontier measure of output gap: an application to Italian economy,"
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"Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs,"
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"Estimating DSGE Models: Recent Advances and Future Challenges,"
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"Determination of Quebec's Quarterly Real GDP and Analysis of the Business Cycle, 1948–1980,"
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"Matching theory and evidence on Covid‐19 using a stochastic network SIR model,"
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"Permanent versus transitory income shocks over the business cycle,"
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"DEMUR: A Regional Semi-Structural Model of the Ural Macroregion,"
Russian Journal of Money and Finance, Bank of Russia, vol. 81(4), pages 52-85, December.
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"Estimating Demand with Multi-Homing in Two-Sided Markets,"
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"Shared Decision-Making: Can Improved Counseling Increase Willingness to Pay for Modern Contraceptives?,"
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"A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy,"
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"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
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"Too much trade: The hidden problem of adverse selection,"
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"Shared Decision-Making: Can Improved Counseling Increase Willingness to Pay for Modern Contraceptives?,"
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"On the applicability of dynamic factor models for forecasting real GDP growth in Armenia,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 28-46.
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"Finding Needles in Haystacks: Multiple-Imputation Record Linkage Using Machine Learning,"
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"Financial transaction taxes and the informational efficiency of financial markets: A structural estimation,"
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"Outliers in Semi-Parametric Estimation of Treatment Effects,"
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"Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model,"
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
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"On Zipf’s law and the bias of Zipf regressions,"
Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
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"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, vol. 90(C).
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"Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs,"
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"Pareto Models for Risk Management,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 355-387,
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"Investment in OECD Countries: a Primer,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(2), pages 200-223, June.
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"Bayesian Estimation and Comparison of Conditional Moment Models,"
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"Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit,"
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"Long-run stability of money demand and monetary policy: The case of Algeria,"
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"A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy,"
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"Changing patterns of son preference and fertility in Pakistan,"
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- Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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, vol. 16(TNEA), pages 1-23, Septiembr.
- Andreea-Oana ENACHE, 2021. "Economic and social approaches in external relations," Romanian Journal of Economics, Institute of National Economy, vol. 53(2(62)), pages 123-135, December.
- Marcelo Bérgolo & Gabriel Burdín & Santiago Burone & Mauricio de Rosa & Matías Giaccobasso & Martín Leites, 2020.
"Dissecting Inequality-Averse Preferences,"
Documentos de Trabajo (working papers)
20-19, Instituto de EconomÃa - IECON.
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- 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, vol. 241(1), pages 71-117, February.
- 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, vol. 241(1), pages 71-117, February.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202103, University of Kansas, Department of Economics, revised Jan 2021.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021.
"Efficient Combined Estimation under Structural Breaks,"
Working Papers
202101, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
- 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 202117, University of Kansas, Department of Economics, revised Aug 2021.
- Ying Fang & Ming Lin & Shengfang Tang & Zongwu Cai, 2021. "Testing Conditional Independence in Macroeconomic Policy Evaluation for Time Series Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202118, University of Kansas, Department of Economics, revised Sep 2021.
- Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022.
"Optimal forecast under structural breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
- 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, vol. 57(1), pages 281-309, January.
- Zhan Gao & Zhentao Shi, 2021.
"Implementing Convex Optimization in R: Two Econometric Examples,"
Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1127-1135, December.
- Zhan Gao & Zhentao Shi, 2018. "Implementing Convex Optimization in R: Two Econometric Examples," Papers 1806.10423, arXiv.org, revised Aug 2019.
- 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, vol. 35(3), pages 309-352, September.
- 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, vol. 18(4), pages 825-846, October.
- 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, vol. 45(1), pages 63-104, March.
- Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2021.
"Partisan bias in inflation expectations,"
Public Choice, Springer, vol. 186(3), pages 513-536, March.
- Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2019. "Partisan Bias in Inflation Expectations," ifo Working Paper Series 311, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Bachmann, Oliver & Gründler, Klaus & Potrafke, Niklas & Seiberlich, Ruben, 2019. "Partisan bias in inflation expectations," Munich Reprints in Economics 78249, University of Munich, Department of Economics.
- Oliver Bachmann & Klaus Gründler & Niklas Potrafke & Ruben Seiberlich, 2019. "Partisan Bias in Inflation Expectations," CESifo Working Paper Series 7904, CESifo.
- 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, vol. 60(2), pages 117-139, December.
- Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia & María José Roa-García & Juliana Gamboa-Arbeláez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2018. "Effects of Interest Rate Caps on Financial Inclusion," Borradores de Economia 1060, Banco de la Republica de Colombia.
- Lidong Zhang & Yanmei Sun & Ziping Du & Xiangbo Meng, 2021. "Uncertain strike lookback options pricing with floating interest rate," Review of Derivatives Research, Springer, vol. 24(1), pages 79-94, April.
- 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, vol. 56(4), pages 1357-1397, May.
- 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, vol. 56(4), pages 1329-1342, May.
- Wakuo Saito & Teruo Nakatsuma, 2021. "The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data," Keio-IES Discussion Paper Series 2021-011, Institute for Economics Studies, Keio University.
- Wakuo Saito & Teruo Nakatsuma, 2021. "Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right?," Keio-IES Discussion Paper Series 2021-019, Institute for Economics Studies, Keio University.
- Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022.
"Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors],"
The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
- Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, Osaka University.
- 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 90, Bank of Lithuania.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
- Joakim Westerlund & Milda Norkutė & Ovidijus Stauskas, 2022.
"The factor analytical approach in trending near unit root panels,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 501-508, May.
- Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021. "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series 91, Bank of Lithuania.
- 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 18/21, Monash University, Department of Econometrics and Business Statistics.
- Ilse Rubbrecht & Emmanuel Dhyne & Cédric Duprez, 2021. "Economic importance of the Belgian maritime and inland ports Report 2019," Working Paper Research 400, National Bank of Belgium.
- 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, vol. 52(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 29025, National Bureau of Economic Research, Inc.
- Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Incorporating Sales and Arrivals Information in Demand Estimation," NBER Working Papers 29530, National Bureau of Economic Research, Inc.
- B. Douglas Bernheim & Daniel Björkegren & Jeffrey Naecker & Michael Pollmann, 2021. "Causal Inference from Hypothetical Evaluations," NBER Working Papers 29616, National Bureau of Economic Research, Inc.
- Susana Campos-Martins & Cristina Amado, 2021. "Modelling Time-Varying Volatility Interactions," NIPE Working Papers 12/2021, NIPE - Universidade do Minho.
- 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, vol. 36(4), pages 351-381, October.
- 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.
- 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," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(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],"
The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(5), pages 960-984.
- Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
- Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021. "Price Discovery in a Continuous-Time Setting [Price Discovery and Common Factor Models]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(5), pages 985-1008.
- 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, vol. 25(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?]," Review of Financial Studies, Society for Financial Studies, vol. 34(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, vol. 10(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, vol. 0(2), pages 48-57, December.
- 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, vol. 32(1), pages 241-256, December.
- 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 ," 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, vol. 32(1), pages 274-299, December.
- Alejandro Izaguirre, 2021. "Estimation of Spatial Lag Model Under Random Missing Data inthe Dependent Variable. Two Stage Estimator with Imputation," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(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, vol. 44(87), pages 41-55.
- Krzysztof Waliszewski & Anna Warchlewska, 2021. "Comparative analysis of Poland and selected countries in terms of household financial behaviour during the COVID-19 pandemic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 16(3), pages 577-615, September.
- Muhammad Jamil & Hifsa Mobeen, 2021. "Mechanism of Volatility Spillover Between Stock, Currency, and Commodity Markets of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 60(1), pages 49-64.
- Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019.
"Persistent zeros: The extensive margin of trade,"
Kiel Working Papers
2139, Kiel Institute for the World Economy (IfW Kiel).
- Julian Hinz & Amrei Stammann & Joschka Wanner, 2021. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," CEPA Discussion Papers 36, Center for Economic Policy Analysis.
- Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
- Bakari, Sayef, 2021. "Are Domestic Investments in Spain a Source of Economic Growth?," MPRA Paper 105526, University Library of Munich, Germany.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
- Runganga, Raynold & Mhaka, Simbarashe, 2021. "Impact of Agricultural Production on Economic Growth in Zimbabwe," MPRA Paper 106988, University Library of Munich, Germany.
- Ballester, Coralio & Vorsatz, Marc & Ponti, Giovanni, 2021. "Uncovering seeds," MPRA Paper 107156, University Library of Munich, Germany.
- Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2021. "Capital inflows and economic growth nexus in Sub-Saharan Africa: evidence on the role of institutions," MPRA Paper 107392, University Library of Munich, Germany.
- Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle, 2021.
"Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors,"
Monash Econometrics and Business Statistics Working Papers
6/21, Monash University, Department of Econometrics and Business Statistics.
- Bodha Hannadige, Sium & Gao, Jiti & Silvapulle, Mervyn & Silvapulle, Param, 2021. "Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors," MPRA Paper 108669, University Library of Munich, Germany, revised 30 Apr 2021.
- Hao, Shiming, 2021. "True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes," MPRA Paper 108679, University Library of Munich, Germany.
- Gorbunov, Vladimir & Lvov, Alexander, 2021. "Анализ Малого И Среднего Предпринимательства: Построение Производственных Функций С Оценкой Эффективных Фондов [Analysis of small and medium business: The constructing production functions with est," MPRA Paper 109157, University Library of Munich, Germany, revised 14 Jul 2021.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021. "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper 109231, University Library of Munich, Germany.
- Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
- Kindop, Igor, 2021. "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper 109594, University Library of Munich, Germany, revised 04 Sep 2021.
- Badunenko, Oleg & Henderson, Daniel J., 2021. "Production Analysis with Asymmetric Noise," MPRA Paper 110888, University Library of Munich, Germany.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021. "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper 110954, University Library of Munich, Germany, revised 06 Dec 2021.
- Dimitris Korobilis & Kenichi Shimizu, 2022.
"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
- COULIBALY, Niénéyéri Mamadou, 2021. "Analysis of the Evolution of Income Disparities Among WAEMU Member Countries," MPRA Paper 111759, University Library of Munich, Germany.
- Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021.
"A method for evaluating the rank condition for CCE estimators,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
21/1013, Ghent University, Faculty of Economics and Business Administration.
- De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
- Morales-Oñate, Víctor & Morales-Oñate, Bolívar, 2021. "MTest: a bootstrap test for multicollinearity," MPRA Paper 112332, University Library of Munich, Germany.
- Vîntu, Denis, 2021. "Relația dintre inflație, rata dobânzii, șomaj și creșterea economică," MPRA Paper 112856, University Library of Munich, Germany, revised 30 Sep 2021.
- Osti, Davide, 2021. "Returns to scale with a Cobb-Douglas production function for a small italian mechanical firm," MPRA Paper 115629, University Library of Munich, Germany, revised 02 Dec 2022.
- Caio Almeida & Paul Schneider, 2021. "Constrained Polynomial Likelihood," Working Papers 2021-45, Princeton University. Economics Department..
- Abdeljalil Settar & Nadia Idrissi Fatmi & Mohammed Badaoui, 2021. "New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(1), pages 55-74, March.
- Zheng, Xuemei & Menezes, Flavio & Zheng, Xiaofeng & Wu, Chengkuan, 2022.
"An empirical assessment of the impact of subsidies on EV adoption in China: A difference-in-differences approach,"
Transportation Research Part A: Policy and Practice, Elsevier, vol. 162(C), pages 121-136.
- Xuemei Zheng & Flavio Menezes & Xiaofeng Zheng & Chengkuan Wu, 2021. "An Empirical Assessment of the Impact of Subsidies on EV adoption in China: A Difference-in-Differences Approach," Discussion Papers Series 645, School of Economics, University of Queensland, Australia.
- Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021.
"Inference in the Nonparametric Stochastic Frontier Model,"
LIDAM Discussion Papers ISBA
2021029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christopher F. Parameter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2021. "Inference in the Nonparametric Stochastic Frontier Model," CEPA Working Papers Series WP132021, School of Economics, University of Queensland, Australia.
- Adam Gorajek & Joel Bank & Andrew Staib & Benjamin Malin & Hamish Fitchett, 2021. "Star Wars at Central Banks," RBA Research Discussion Papers rdp2021-02, Reserve Bank of Australia.
- Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022.
"Complementarity and Macroeconomic Uncertainty,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 225-243, April.
- Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2021. "Code and data files for "Complementarity and Macroeconomic Uncertainty"," Computer Codes 21-53, Review of Economic Dynamics.
- Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
- Lee, Hojin, 2021. "A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 25(3), pages 310-336, September.
- Alawadhi, Ahmad & Burney, Nadeem A. & Gelan, Ayele & Al-Fulaij, Sheikha & Al-Musallam, Nadia & Awadh, Wafa, 2021. "The Effect of Conservation on Residential Fresh Water Consumption: Evidence from Kuwait," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(1), pages 47-82.
- Thrane, Christer & Uzagalieva, Ainura & Menezes, Antonio, 2021. "A Multivariate Logit for Propensity to Choose Package Tour over Independent Travel," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(3), pages 369-388.
- Madni, Ghulam Rasool & Shahzad, Khurram, 2021. "Evaluating the Spectacle of Social Exclusion in Pakistan," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 4(1), pages 33-51.
- Guillen, Montserrat & Cevolini, Alberto, 2021. "Using risk analytics to prevent accidents before they occur – the future of insurance," Journal of Financial Transformation, Capco Institute, vol. 54, pages 76-83.
- Aguilar, Lucila & Chirino, Álvaro, 2021. "Consecuencias de la ausencia del desayuno/merienda escolar: una evaluación de impacto," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 35, pages 95-133, May.
- Martínez, Óscar, 2021. "Rational Bubbles and the S&P 500. An empirical approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 35, pages 135-158, May.
- Emilian DOBRESCU, 2021. "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-38, December.
- Natalia Lubsanova, 2021. "Regions of the zone of influence of the Great Silk Road and the Tea Road: strategic directions for the development of economic potential," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 22(2), pages 102-112, December.
- Sascha Keil, 2021. "The challenging estimation of trade elasticities: Tackling the inconclusive Eurozone evidence," Departmental Working Papers of Economics - University 'Roma Tre' 0261, Department of Economics - University Roma Tre.
- Giovanni Carnazza & Nicola Caravaggio, 2021. "The Italian nominal interest rate conundrum: a problem of growth or public finance?," Departmental Working Papers of Economics - University 'Roma Tre' 0265, Department of Economics - University Roma Tre.
- De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021.
"A method for evaluating the rank condition for CCE estimators,"
MPRA Paper
112305, University Library of Munich, Germany, revised 09 Mar 2022.
- Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021. "A method for evaluating the rank condition for CCE estimators," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1013, Ghent University, Faculty of Economics and Business Administration.
- Subhasish Das & Amit K. Biswas, 2021. "Trade Mis-Invoicing Between India & USA: An Empirical Exercise," Foreign Trade Review, , vol. 56(1), pages 7-30, February.
- Cerqua, Augusto & Zampollo, Federico, 2021.
"Deeds or words? The local influence of anti-immigrant parties on foreigners’ flows in Italy,"
GLO Discussion Paper Series
876, Global Labor Organization (GLO).
- Augusto Cerqua & Federico Zampollo, 2021. "Deeds or words? The local influence of anti-immigrant parties on foreigners’ flows in Italy," Working Papers 6/21, Sapienza University of Rome, DISS.
- Najeh Bouchoucha & Sayef Bakari, 2021.
"The Impacts Of Domestic And Foreign Direct Investments On Economic Growth: Fresh Evidence From Tunisia,"
Journal of Smart Economic Growth, , vol. 6(1), pages 83-102, Mars.
- Bouchoucha, Najeh & Bakari, Sayef, 2019. "The Impacts of Domestic and Foreign Direct Investments on Economic Growth: Fresh Evidence from Tunisia," MPRA Paper 94816, University Library of Munich, Germany.
- Eduard Hromada, 2021. "Regression analysis of selected technical and economic parameters of the residential market in the Czech Republic," Proceedings of Business and Management Conferences 12713384, International Institute of Social and Economic Sciences.
- Bertille Antoine & Pascal Lavergne, 2019.
"Identification-Robust Nonparametric Inference in a Linear IV Model,"
Discussion Papers
dp19-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021.
"Regression Discontinuity Design with Potentially Many Covariates,"
Papers
2109.08351, arXiv.org, revised Mar 2022.
- Myung Hwan Seo & Yoichi Arai & Taisuke Otsu, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Working Paper Series no142, Institute of Economic Research, Seoul National University.
- Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022. "Regression discontinuity design with potentially many covariates," STICERD - Econometrics Paper Series 626, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Fernando Antonio Slaibe Postali & Maria Dolores M Diaz, Adriano Dutra Teixeira, Natalia Nunes Ferreira Batista, Rodrigo Moreno Serra, 2021. "Impact of primary care coverage on individual health: evidence from biomarkers in Brazil," Working Papers, Department of Economics 2021_01, University of São Paulo (FEA-USP).
- Maddalena Cavicchioli, 2021. "OLS Estimation of Markov switching VAR models: asymptotics and application to energy use," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(3), pages 431-449, September.
- Vera Jotanovic & Rita Laura D’Ecclesia, 2021. "The European gas market: new evidences," Annals of Operations Research, Springer, vol. 299(1), pages 963-999, April.
- Chang-Lin Mei & Feng Chen & Wen-Tao Wang & Peng-Cheng Yang & Si-Lian Shen, 2021. "Efficient estimation of heteroscedastic mixed geographically weighted regression models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(1), pages 185-206, February.
- Beatriz Pereira Almeida & Eduardo Gonçalves & André Suriane Silva & Raquel Coelho Reis, 2021. "Internalization of knowledge spillovers by regions: a measure based on self-citation patents," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 309-330, April.
- Vikram Ojha & JeongHoe Lee, 2021. "Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008–2009," Digital Finance, Springer, vol. 3(3), pages 249-271, December.
- Arthur Charpentier & Emmanuel Flachaire, 2021.
"Pareto Models for Risk Management,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 355-387,
Springer.
- Arthur Charpentier & Emmanuel Flachaire, 2019. "Pareto models for risk management," Working Papers hal-02423805, HAL.
- Arthur Charpentier & Emmanuel Flachaire, 2021. "Pareto Models for Risk Management," Post-Print hal-03186680, HAL.
- Arthur Charpentier & Emmanuel Flachaire, 2019. "Pareto models for risk management," Papers 1912.11736, arXiv.org.
- Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021.
"Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 229-264,
Springer.
- Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN 2021021, Université catholique de Louvain, Louvain Finance (LFIN).
- 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-03103717, HAL.
- Thomas Schulz & Markus Böhm & Heiko Gewald & Helmut Krcmar, 2021. "Smart mobility – an analysis of potential customers’ preference structures," Electronic Markets, Springer;IIM University of St. Gallen, vol. 31(1), pages 105-124, March.
- M. Hashem Pesaran, 2021.
"General diagnostic tests for cross-sectional dependence in panels,"
Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
- Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute of Labor Economics (IZA).
- M. Hashem Pesaran, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series 1229, CESifo.
- Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge.
- Laura Serlenga & Yongcheol Shin, 2021. "Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure," Empirical Economics, Springer, vol. 60(1), pages 365-390, January.
- Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021.
"A homogeneous approach to testing for Granger non-causality in heterogeneous panels,"
Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers 32/20, Monash University, Department of Econometrics and Business Statistics.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper 102992, University Library of Munich, Germany.
- Shasha Liu & Robin Sickles, 2021. "The agency problem revisited: a structural analysis of managerial productivity and CEO compensation in large US commercial banks," Empirical Economics, Springer, vol. 60(1), pages 391-418, January.
- Tim Kutzker & Florian Stark & Dominik Wied, 2021. "Testing for relevant dependence change in financial data: a CUSUM copula approach," Empirical Economics, Springer, vol. 60(4), pages 1875-1894, April.
- Christine Amsler & Alecos Papadopoulos & Peter Schmidt, 2021. "Evaluating the cdf of the Skew Normal distribution," Empirical Economics, Springer, vol. 60(6), pages 3171-3202, June.
- Artem Prokhorov & Kien C. Tran & Mike G. Tsionas, 2021. "Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors," Empirical Economics, Springer, vol. 60(6), pages 3043-3068, June.
- Jun Cai & Qu Feng & William C. Horrace & Guiying Laura Wu, 2021. "Wrong skewness and finite sample correction in the normal-half normal stochastic frontier model," Empirical Economics, Springer, vol. 60(6), pages 2837-2866, June.
- Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021.
"Predicting recessions with a frontier measure of output gap: an application to Italian economy,"
Empirical Economics, Springer, vol. 60(6), pages 2701-2740, June.
- Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2020. "Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy," CEPA Working Papers Series WP102020, School of Economics, University of Queensland, Australia.
- Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA 2021010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jiro Hodoshima, 2021. "Evaluation of performance of stock and real estate investment trust markets in Japan," Empirical Economics, Springer, vol. 61(1), pages 101-120, July.
- Raúl Bajo-Buenestado, 2021.
"Market prices, spatial distribution of consumers and firms’ optimal locations in a linear city,"
Empirical Economics, Springer, vol. 61(1), pages 443-467, July.
- Raúl Bajo Buenestado, 2019. "Market prices, spatial distribution of consumers and firms' optimal locations in a linear city," Faculty Working Papers 02/19, School of Economics and Business Administration, University of Navarra.
- Christian Schluter, 2021.
"On Zipf’s law and the bias of Zipf regressions,"
Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
- Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Post-Print hal-02880544, HAL.
- Osman Doğan & Süleyman Taşpınar & Anil K. Bera, 2021. "Bayesian estimation of stochastic tail index from high-frequency financial data," Empirical Economics, Springer, vol. 61(5), pages 2685-2711, November.
- Yun Feng & Xin Li, 2021. "Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model," Empirical Economics, Springer, vol. 61(6), pages 3213-3237, December.
- Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021.
"Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(3), pages 923-941, October.
- Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," SEEDS Working Papers 0521, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised May 2021.
- Xesús Pereira-López & Napoleón Guillermo Sánchez-Chóez & Melchor Fernández-Fernández, 2021. "Performance of bidimensional location quotients for constructing input–output tables," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 10(1), pages 1-16, December.
- Rim Abdmouleh & Maha Kalai, 2021. "Can a Cultural Variant Dedicated to Arab-Muslim Tourists Save the Tunisian Tourism Sector?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(4), pages 1652-1667, December.
- Yves Breitmoser, 2021. "An axiomatic foundation of conditional logit," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 245-261, July.
- M. Niaz Asadullah & Elisabetta De Cao & Fathema Zhura Khatoon & Zahra Siddique, 2021.
"Measuring gender attitudes using list experiments,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(2), pages 367-400, April.
- Asadullah, Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020. "Measuring Gender Attitudes Using List Experiments," IZA Discussion Papers 13653, Institute of Labor Economics (IZA).
- Asadullah, M Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020. "Measuring Gender Attitudes Using List Experiments," GLO Discussion Paper Series 658, Global Labor Organization (GLO).
- Asadullah, M. Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2021. "Measuring gender attitudes using list experiments," LSE Research Online Documents on Economics 106991, London School of Economics and Political Science, LSE Library.
- Ye Yang & Osman Doğan & Süleyman Taşpınar, 2021. "Fast estimation of matrix exponential spatial models," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-50, December.
- Avishek Bhandari & Bandi Kamaiah, 2021. "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 23-37, March.
- Yong Bao & Aman Ullah, 2021.
"Analytical Finite Sample Econometrics: From A. L. Nagar to Now,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 17-37, December.
- Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics-from A.L.Nagar to Now," Working Papers 202114, University of California at Riverside, Department of Economics, revised Oct 2021.
- Paul Rilstone, 2021. "Higher-Order Stochastic Expansions and Approximate Moments for Non-linear Models with Heterogeneous Observations," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 99-120, December.
- Akio Namba, 2021. "Bootstrapping the Stein-Rule Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 219-237, December.
- Giuseppe Luca & Jan R. Magnus, 2021.
"Weak Versus Strong Dominance of Shrinkage Estimators,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 239-266, December.
- Giuseppe De Luca & Jan R. Magnus, 2021. "Weak versus strong dominance of shrinkage estimators," Tinbergen Institute Discussion Papers 21-007/III, Tinbergen Institute.
- Subhash C. Sharma & Anil K. Bera, 2021. "Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 419-441, December.
- Marius C. O. Amba, 2021. "Simultaneous Equations with Three Way Error Components," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 583-596, September.
- Oscar Claveria, 2021. "Disagreement on expectations: firms versus consumers," SN Business & Economics, Springer, vol. 1(12), pages 1-23, December.
- Arsalan Ahmed & Qi Jian Hong & Hassan Tahir, 2021. "Analysis of Pakistan–China FTA by propensity score matching with difference in differences," SN Business & Economics, Springer, vol. 1(7), pages 1-29, July.
- Prabir Kumar Das, 2021. "Risk Modeling by Coherent Measure Using Family of Generalized Hyperbolic Distributions," Springer Books, in: Pooja Lakhanpal & Jaydeep Mukherjee & Biswajit Nag & Divya Tuteja (ed.), Trade, Investment and Economic Growth, chapter 0, pages 169-176, Springer.
- Christian M. Dahl & Emma M. Iglesias, 2021.
"Asymptotic normality of the MLE in the level-effect ARCH model,"
Statistical Papers, Springer, vol. 62(1), pages 117-135, February.
- Christian M. Dahl & Emma M. Iglesias, 2010. "Asymptotic normality of the QMLE in the level-effect ARCH model," CREATES Research Papers 2010-48, Department of Economics and Business Economics, Aarhus University.
- Monica Guling Wu & Hsinan Hsu & Janchung Wang, 2021. "Market Trends and Options Trading: Viewpoint, Probability and Implications," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(5), pages 1-5.
- Md. Mizanur Rahman & Deluar J. Moloy & Md. Sifat Ar Salan, 2021. "Evaluating the Approaches of Small Area Estimation Using Poverty Mapping Data," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(2), pages 1-1.
- Spyros Missiakoulis, 2021. "Interpreting Stochastic Frontier Model as Random Coefficient Model and Vice Versa," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(4), pages 1-2.
- Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021.
"Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(3), pages 923-941, October.
- Saptorshee Kanto Chakraborty & Massimiliano Mazzanti, 2021. "Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach," SEEDS Working Papers 0521, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised May 2021.
- Thomas von Brasch & Arvid Raknerud, 2021. "A two-stage pooled panel data estimator of demand elasticities," Discussion Papers 951, Statistics Norway, Research Department.
- Stefan Leknes & Sturla A. Løkken, 2021. "Flexible empirical Bayes estimation of local fertility schedules. reducing small area problems and preserving regional variation," Discussion Papers 953, Statistics Norway, Research Department.
- J. M. C. Santos Silva & Silvana Tenreyro, 2022.
"The Log of Gravity at 15,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
- J.M.C. Santos Silva & Silvana Tenreyro, 2021. "The Log of Gravity At 15," School of Economics Discussion Papers 0121, School of Economics, University of Surrey.
- Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
- Carmen van der Merwe & Martin de Wit, 2021. "An In-Depth Investigation into the Relationship Between Municipal Solid Waste Generation and Economic Growth in the City of Cape Town," Working Papers 07/2021, Stellenbosch University, Department of Economics, revised 2021.
- Andrey Polbin, 2021.
"Multivariate unobserved component model for an oil-exporting economy: the case of Russia,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(8), pages 681-685, May.
- Polbin, Andrey, 2020. "Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia," MPRA Paper 99381, University Library of Munich, Germany.
- Andrew Foote & Mark J. Kutzbach & Lars Vilhuber, 2021.
"Recalculating ... : How Uncertainty in Local Labour Market Definitions Affects Empirical Findings,"
Applied Economics, Taylor & Francis Journals, vol. 53(14), pages 1598-1612, March.
- Andrew Foote & Mark J. Kutzbach & Lars Vilhuber, 2017. "Recalculating... : How Uncertainty in Local Labor Market Definitions Affects Empirical Findings," Working Papers 17-49, Center for Economic Studies, U.S. Census Bureau.
- Cynthia Fan Yang, 2021.
"Common factors and spatial dependence: an application to US house prices,"
Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
- Yang, Cynthia Fan, 2017. "Common Factors and Spatial Dependence: An Application to US House Prices," MPRA Paper 89032, University Library of Munich, Germany, revised 20 Aug 2018.
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021.
"Nonparametric homogeneity pursuit in functional-coefficient models,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019. "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers 19/03, Department of Economics, University of York.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Gaussian Processes and Bayesian Moment Estimation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
- Jean-Pierre Florens & Anna Simoni, 2015. "Gaussian processes and Bayesian moment estimation," Working Papers 2015-09, Center for Research in Economics and Statistics.
- Jean-Pierre Florens & Anna Simoni, 2019. "Gaussian Processes and Bayesian Moment Estimation," Post-Print hal-02903252, HAL.
- Sédi-Anne Boukaka & Giulia Mancini & Giovanni Vecchi, 2021.
"Poverty and inequality in Francophone Africa, 1960s–2010s,"
Economic History of Developing Regions, Taylor & Francis Journals, vol. 36(1), pages 1-29, January.
- Sédi-Anne Boukaka & Giulia Mancini & Giovanni Vecchi, 2018. "Poverty and Inequality in Francophone Africa, 1960s-2010s," HHB Working Papers Series 16, The Historical Household Budgets Project.
- Sascha Keil, 2021. "The Challenging Estimation Of Trade Elasticities:Tackling The Inconclusive Eurozone Evidence," Chemnitz Economic Papers 042, Department of Economics, Chemnitz University of Technology, revised May 2021.
- Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin, 2021. "Robust Estimation of Probit Models with Endogeneity," Tinbergen Institute Discussion Papers 21-004/III, Tinbergen Institute.
- Giuseppe Luca & Jan R. Magnus, 2021.
"Weak Versus Strong Dominance of Shrinkage Estimators,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 239-266, December.
- Giuseppe De Luca & Jan R. Magnus, 2021. "Weak versus strong dominance of shrinkage estimators," Tinbergen Institute Discussion Papers 21-007/III, Tinbergen Institute.
- Bernard NGUEKENG & Jean-Baptiste Achille NSOE NKOULI & Iréné TIAKO & Augustin NGOMSI, 2021. "Les effets du capital humain sur l’intégration commerciale en Afrique subsaharienne," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 54, pages 101-116.
- Damian Clarke & Kathya Tapia-Schythe, 2021.
"Implementing the panel event study,"
Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
- Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
- Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
- Clarke, Damian & Schythe, Kathya Tapia, 2020. "Implementing the Panel Event Study," IZA Discussion Papers 13524, Institute of Labor Economics (IZA).
- Damian Clarke & Kathya Tapia-Schythe, 2021.
"Implementing the panel event study,"
Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
- Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
- Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
- Clarke, Damian & Schythe, Kathya Tapia, 2020. "Implementing the Panel Event Study," IZA Discussion Papers 13524, Institute of Labor Economics (IZA).
- Fuertes, Ana-Maria & Robles, Maria-Dolores, 2021.
"Bank credit risk events and peers' equity value,"
International Review of Financial Analysis, Elsevier, vol. 75(C).
- Ana-Maria Fuertes & Maria-Dolores Robles, 2021. "Bank Credit Risk Events and Peers’ Equity Value," Documentos de Trabajo del ICAE 2021-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021.
"Efficient Combined Estimation under Structural Breaks,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
202107, University of Kansas, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," Working Papers 202101, University of California at Riverside, Department of Economics.
- Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
- Yong Bao & Aman Ullah, 2021.
"Analytical Finite Sample Econometrics: From A. L. Nagar to Now,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 17-37, December.
- Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics-from A.L.Nagar to Now," Working Papers 202114, University of California at Riverside, Department of Economics, revised Oct 2021.
- Alfred Duncan, 2021. "Reverse mode differentiation for DSGE models," Studies in Economics 2108, School of Economics, University of Kent.
- Francis Bismans, 2021. "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA 2021-42, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Dylan Brewer & Alyssa Carlson, 2021.
"Addressing Sample Selection Bias for Machine Learning Methods,"
Working Papers
2114, Department of Economics, University of Missouri.
- Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
- Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2102, Department of Economics, University of Missouri.
- Dylan Brewer & Alyssa Carlson, 2021.
"Addressing Sample Selection Bias for Machine Learning Methods,"
Working Papers
2102, Department of Economics, University of Missouri.
- Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
- Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
- Alice Bartolini & Rosa Maria Di Biase & Lorenzo Fattorini & Sara Franceschi & Agnese Marcelli, 2021. "Design-based mapping of plant species presence, association and richness by nearest-neighbor interpolation," Department of Economics University of Siena 854, Department of Economics, University of Siena.
- Eliyathamby A Selvanathan & Kenneth W Clements & Saroja Selvanathan, 2021. "CES, DIVISIA and 400+ SIGMAS," Economics Discussion / Working Papers 21-16, The University of Western Australia, Department of Economics.
- Talknice Saungweme & Nicholas M. Odhiambo, 2021.
"Inflation and Economic Growth in Kenya: An Empirical Examination,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 25(3), pages 1-25, September.
- Talknice Saungweme & Nicholas M. Odhiambo, "undated". "Inflation and Economic Growth in Kenya: An Empirical Examination," Working Papers AESRIWP13, African Economic and Social Research Institute (AESRI).
- Saungweme, Talknice & Odhiambo, Nicholas M, 2021. "Inflation and economic growth in Kenya: An empirical examination," Working Papers 28344, University of South Africa, Department of Economics.
- Mª Dolores Garza-Gil & Manuel M. Varela-Lafuente & Marcos I. Pérez-Pérez, 2021. "The Blue Economy in the European Union: Valuation of Spanish Small-Scale Fishers’ Perceptions on Environmental and Socioeconomic Effects," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(4), pages 461-481, September.
- Akkal Fatima & Kadiri Nadia & Rabhi Abbes, 2021. "Asymptotic Normality of Conditional Density and Conditional Mode in the Functional Single Index Model," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(1), pages 1-24, March.
- Szymkowiak Marcin & Wilak Kamil, 2021. "Repeated weighting in mixed-mode censuses," Economics and Business Review, Sciendo, vol. 7(1), pages 26-46, March.
- Tetik Metin & Yıldırım Mustafa Ozan, 2021. "Distortionary effects of economic crises on policy coordination in Turkey: Threshold GMM approach," Economics and Business Review, Sciendo, vol. 7(3), pages 83-102, September.
- Lauraéus Theresa & Kaivo-oja Jari & Knudsen Mikkel S. & Kuokkanen Kimmo, 2021. "Market Structure analysis with Herfindahl-Hirchman Index and Lauraéus-Kaivo-Oja Indices in the Global Cobotics Markets," Economics and Culture, Sciendo, vol. 18(1), pages 70-81, June.
- Kimouche Bilal, 2021. "The Effect of Stock Market Listing on Real Earnings Management: Evidence From Algerian Companies," Naše gospodarstvo/Our economy, Sciendo, vol. 67(4), pages 96-107, December.
- Copiello Sergio & Cecchinato Filippo & Salih Mohammed Haj, 2021. "The Effect of Hybrid Attributes on Property Prices," Real Estate Management and Valuation, Sciendo, vol. 29(4), pages 36-52, December.
- Michał Lewandowski & Marcin Chlebus, 2021. "Predicting football outcomes from Spanish league using machine learning models," Working Papers 2021-22, Faculty of Economic Sciences, University of Warsaw.
- Dessy, Sylvain & Gninafon, Horace & Tiberti, Luca & Tiberti, Marco, 2021.
"COVID-19 and Children’s School Resilience: Evidence from Nigeria,"
2021 Conference, August 17-31, 2021, Virtual
315263, International Association of Agricultural Economists.
- Dessy,Sylvain Eloi & Gninafon,Horace Mahugnon Akim & Tiberti,Luca & Tiberti,Marco, 2021. "COVID-19 and Children’s School Resilience : Evidence from Nigeria," Policy Research Working Paper Series 9736, The World Bank.
- Dessy, Sylvain & Gninafon, Horace & Tiberti, Luca & Tiberti, Marco, 2021. "COVID-19 and Children's School Resilience: Evidence from Nigeria," GLO Discussion Paper Series 952, Global Labor Organization (GLO).
- 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
2105, University of Exeter, Department of Economics.
- Athey,Susan,Bergstrom,Katy Ann,Hadad,Vitor,Jamison,Julian C,Ozler,Berk,Parisotto,Luca,Sama,Julius Dohbit, 2021. "Shared Decision-Making : Can Improved Counseling Increase Willingness to Pay for Modern Contraceptives ?," Policy Research Working Paper Series 9777, The World Bank.
- Athey, Susan & Bergstrom, Katy & Hadad, Vitor & Jamison, Julian C. & Ozler, Berk & Parisotto, Luca & Sama, Julius Dohbit, 2021. "Shared Decision-Making: Can Improved Counseling Increase Willingness to Pay for Modern Contraceptives?," Research Papers 3987, Stanford University, Graduate School of Business.
- Michael Landesmann & Isilda Mara, 2021. "Interrelationships between Human Capital, Migration and Labour Markets in the Western Balkans: An Econometric Investigation," wiiw Working Papers 196, The Vienna Institute for International Economic Studies, wiiw.
- Kufenko, Vadim & Prettner, Klaus, 2021.
"Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators,"
Department of Economics Working Paper Series
316, WU Vienna University of Economics and Business.
- Vadim Kufenko & Klaus Prettner, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Papers wuwp316, Vienna University of Economics and Business, Department of Economics.
- Vadim Kufenko & Klaus Prettner, 2021.
"Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators,"
Department of Economics Working Papers
wuwp316, Vienna University of Economics and Business, Department of Economics.
- Kufenko, Vadim & Prettner, Klaus, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Paper Series 316, WU Vienna University of Economics and Business.
- Harald Oberhofer & Michael Pfaffermayr, 2021.
"Estimating the trade and welfare effects of Brexit: A panel data structural gravity model,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 338-375, February.
- Harald Oberhofer & Michael Pfaffermayr, 2017. "Estimating the Trade and Welfare Effects of Brexit. A Panel Data Structural Gravity Model," WIFO Working Papers 546, WIFO.
- Harald Oberhofer & Michael Pfaffermayr, 2018. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," Department of Economics Working Papers wuwp259, Vienna University of Economics and Business, Department of Economics.
- Harald Oberhofer & Michael Pfaffermayr, 2018. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," FIW Working Paper series 187, FIW.
- Oberhofer, Harald & Pfaffermayr, Michael, 2018. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," Department of Economics Working Paper Series 259, WU Vienna University of Economics and Business.
- Harald Oberhofer & Michael Pfaffermayr, 2017. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model," CESifo Working Paper Series 6828, CESifo.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021.
"Dynamic return and volatility spillovers among S&P 500, crude oil, and gold,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018. "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers 15-46, Eastern Mediterranean University, Department of Economics.
- Fabio Canova & Christian Matthes, 2021.
"Dealing with misspecification in structural macroeconometric models,"
Quantitative Economics, Econometric Society, vol. 12(2), pages 313-350, May.
- Canova, Fabio & Matthes, Christian, 2019. "Dealing with misspecification in structural macroeconometric models," CEPR Discussion Papers 13511, C.E.P.R. Discussion Papers.
- John B. Donaldson & Rajnish Mehra, 2021.
"Average crossing time: An alternative characterization of mean aversion and reversion,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 903-944, July.
- John B. Donaldson & Rajnish Mehra, 2019. "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers 25519, National Bureau of Economic Research, Inc.
- Victor Aguirregabiria & Mathieu Marcoux, 2021.
"Imposing equilibrium restrictions in the estimation of dynamic discrete games,"
Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
- Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers tecipa-646, University of Toronto, Department of Economics.
- Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," Cahiers de recherche 10-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Cahiers de recherche 2019-08, Universite de Montreal, Departement de sciences economiques.
- Aguirregabiria, Victor & Marcoux, Mathieu, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," CEPR Discussion Papers 14007, C.E.P.R. Discussion Papers.
- Xuexin WANG, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2021-11-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Rashid Javed & Mazhar Mughal, 2022.
"Changing patterns of son preference and fertility in Pakistan,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 34(6), pages 1086-1109, August.
- Rashid Javed & Mazhar Mughal, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," Working Papers hal-03502510, HAL.
- Javed, Rashid & Mughal, Mazhar, 2022. "Changing Patterns of Son Preference and Fertility in Pakistan," EconStor Preprints 248643, ZBW - Leibniz Information Centre for Economics.
- Javed, Rashid & Mughal, Mazhar, 2021. "Changing Patterns of Son Preference and Fertility in Pakistan," GLO Discussion Paper Series 1005, Global Labor Organization (GLO).
- Augusto Cerqua & Federico Zampollo, 2021.
"Deeds or words? The local influence of anti-immigrant parties on foreigners’ flows in Italy,"
Working Papers
6/21, Sapienza University of Rome, DISS.
- Cerqua, Augusto & Zampollo, Federico, 2021. "Deeds or words? The local influence of anti-immigrant parties on foreigners’ flows in Italy," GLO Discussion Paper Series 876, Global Labor Organization (GLO).
- Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2017.
"Immigration Policy and Remittance Behaviour,"
GLO Discussion Paper Series
94, Global Labor Organization (GLO).
- Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2021. "Immigration Policy and Remittance Behaviour," GLO Discussion Paper Series 94 [rev.], Global Labor Organization (GLO).
- Piracha, Matloob & Tani, Massimiliano & Tchuente, Guy, 2017. "Immigration Policy and Remittance Behaviour," IZA Discussion Papers 10927, Institute of Labor Economics (IZA).
- Dessy, Sylvain & Gninafon, Horace & Tiberti, Luca & Tiberti, Marco, 2021.
"COVID-19 and Children’s School Resilience: Evidence from Nigeria,"
2021 Conference, August 17-31, 2021, Virtual
315263, International Association of Agricultural Economists.
- Dessy, Sylvain & Gninafon, Horace & Tiberti, Luca & Tiberti, Marco, 2021. "COVID-19 and Children's School Resilience: Evidence from Nigeria," GLO Discussion Paper Series 952, Global Labor Organization (GLO).
- Dessy,Sylvain Eloi & Gninafon,Horace Mahugnon Akim & Tiberti,Luca & Tiberti,Marco, 2021. "COVID-19 and Children’s School Resilience : Evidence from Nigeria," Policy Research Working Paper Series 9736, The World Bank.
- Chen, Shi & Härdle, Wolfgang & Schienle, Melanie, 2021. "High-dimensional statistical learning techniques for time-varying limit order book networks," IRTG 1792 Discussion Papers 2021-015, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021. "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers 12/2021, Halle Institute for Economic Research (IWH).
- Caporina, Massimiliano & Costola, Michele, 2021. "Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test," SAFE Working Paper Series 324, Leibniz Institute for Financial Research SAFE.
2020
- Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020.
"The informativeness of estimation moments,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
- Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019. "The Informativeness of Estimation Moments," Papers 1907.02101, arXiv.org, revised Jan 2020.
- Bo E. Honore & Thomas H. Jørgensen & Aureo de Paula, 2020. "The Informativeness of Estimation Moments," Working Papers 2020-70, Princeton University. Economics Department..
- Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020. "The Informativeness of Estimation Moments," CeMMAP working papers CWP3/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ranjula Bali Swain & Supriya Garikipati & Fan Yang Wallentin, 2020.
"Does Foreign Aid Improve Gender Performance in Recipient Countries?,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 32(7), pages 1171-1193, October.
- Ranjula Bali Swain & Supriya Garikipati, 2018. "Does Foreign Aid Improve Gender Performance in Recipient Countries?," Working Papers 201811, University of Liverpool, Department of Economics.
- Sukjin Han, 2020.
"Nonparametric estimation of triangular simultaneous equations models under weak identification,"
Quantitative Economics, Econometric Society, vol. 11(1), pages 161-202, January.
- Sukjin Han, 2012. "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification," Department of Economics Working Papers 140414, The University of Texas at Austin, Department of Economics, revised Apr 2014.
- Candelaria, Luis E. & Ura, Takuya, 2020. "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS) 1258, University of Warwick, Department of Economics.
- Jan F. Kiviet, 2020.
"Causes Of Haze And Its Health Effects In Singapore: A Replication Study,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1367-1387, December.
- Kiviet, Jan, 2019. "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper 96950, University Library of Munich, Germany.
- Jan F. Kiviet, 2020. "Causes of haze and its health effects in Singapore: a replication study," Working Papers 10/2020, Stellenbosch University, Department of Economics.
- Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020. "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers 20/03, Department of Economics, University of York.
- Hamidreza Izadi, 2020. "An Investigation on the Share of Rural and Urban Households’ Expenditure as A Basis to Determine Economic Policies for Iran," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 23(2), pages 41-53, November.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017.
"Estimation of Heterogeneous Agent Models: A Likelihood Approach,"
CESifo Working Paper Series
6717, CESifo.
- Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
- Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020. "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers 62/2020, Deutsche Bundesbank.
- Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020.
"Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications,"
Journal of Banking & Finance, Elsevier, vol. 115(C).
- Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020. "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers 20-01, University of Cologne, Centre for Financial Research (CFR).
- Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2020. "Climate Shocks and Teenage Fertility," GLO Discussion Paper Series 490, Global Labor Organization (GLO).
- M. Niaz Asadullah & Elisabetta De Cao & Fathema Zhura Khatoon & Zahra Siddique, 2021.
"Measuring gender attitudes using list experiments,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(2), pages 367-400, April.
- Asadullah, Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020. "Measuring Gender Attitudes Using List Experiments," IZA Discussion Papers 13653, Institute of Labor Economics (IZA).
- Asadullah, M Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2020. "Measuring Gender Attitudes Using List Experiments," GLO Discussion Paper Series 658, Global Labor Organization (GLO).
- Asadullah, M. Niaz & De Cao, Elisabetta & Khatoon, Fathema Zhura & Siddique, Zahra, 2021. "Measuring gender attitudes using list experiments," LSE Research Online Documents on Economics 106991, London School of Economics and Political Science, LSE Library.
- Hector Galindo Silva; Nibene Habib Somé; Guy Tchuente & Nibene Habib Somé & Guy Tchuente, 2019.
"Does Obamacare Care? A Fuzzy Difference-in-discontinuities Approach,"
Vniversitas Económica
017211, Universidad Javeriana - Bogotá.
- Galindo-Silva, Hector & Somé, Nibene Habib & Tchuente, Guy, 2020. "Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach," GLO Discussion Paper Series 666, Global Labor Organization (GLO).
- Guy Tchuente & Hector Galindo-Silva & Nibene Habib Some, 2020. "Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach," National Institute of Economic and Social Research (NIESR) Discussion Papers 522, National Institute of Economic and Social Research.
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020.
"Bootstrap methods for inference in the Parks model,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2016. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 16/22, University of Canterbury, Department of Economics and Finance.
- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019. "Bootstrap methods for inference in the Parks model," Economics Discussion Papers 2019-39, Kiel Institute for the World Economy (IfW Kiel).
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, University of Canterbury, Department of Economics and Finance.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, University of Canterbury, Department of Economics and Finance.
- Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021.
"Factorisable Multitask Quantile Regression,"
Econometric Theory, Cambridge University Press, vol. 37(4), pages 794-816, August.
- Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan, 2016. "Factorisable Multi-Task Quantile Regression," SFB 649 Discussion Papers SFB649DP2016-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020. "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers 2020-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018.
"Using generalized estimating equations to estimate nonlinear models with spatial data,"
Papers
1810.05855, arXiv.org.
- Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020. "Using generalized estimating equations to estimate nonlinear models with spatial data," IRTG 1792 Discussion Papers 2020-017, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022.
"The common and specific components of inflation expectations across European countries,"
Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
- Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Lee, Jinkook, 2020. "Effects of Small Business Support Projects: Evidence from Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(1), pages 1-30.
- Otto, Sven & Breitung, Jörg, 2020. "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224533, Verein für Socialpolitik / German Economic Association.
- De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael, 2022.
"Large dynamic covariance matrices: Enhancements based on intraday data,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020. "Large dynamic covariance matrices: enhancements based on intraday data," ECON - Working Papers 356, Department of Economics - University of Zurich, revised Jan 2022.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017.
"Estimation of Heterogeneous Agent Models: A Likelihood Approach,"
CESifo Working Paper Series
6717, CESifo.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
- Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
- 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, vol. 40(1), pages 50-65, January.
- Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019. "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper 1390, Economics Department, Queen's University.
- Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2020. "Adaptive Inference in Heteroskedastic Fractional Time Series Models," CREATES Research Papers 2020-08, Department of Economics and Business Economics, Aarhus University.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2020.
"Uniform Inference after Pretesting for Exogeneity,"
MPRA Paper
99243, University Library of Munich, Germany.
- Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
- David Romer, 2020.
"In Praise of Confidence Intervals,"
AEA Papers and Proceedings, American Economic Association, vol. 110, pages 55-60, May.
- David Romer, 2020. "In Praise of Confidence Intervals," NBER Working Papers 26672, National Bureau of Economic Research, Inc.
- Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020. "A Proposed Specification Check for p-Hacking," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 66-69, May.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Jorge Eduardo Camusso & Ana Inés Navarro, 2020. "COVID-19, recession and fall in real wages in Argentina. Who will be most affected?," Asociación Argentina de Economía Política: Working Papers 4323, Asociación Argentina de Economía Política.
- Fernando Zarzosa Valdivia & Maximiliano Micheli, 2020. "The random forest path of real exchange rate misalignments. The Argentinean case," Asociación Argentina de Economía Política: Working Papers 4429, Asociación Argentina de Economía Política.
- Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020. "Identifying the Phillips Curve in Georgia," NBG Working Papers 01/2020, National Bank of Georgia.
- Lasha Arevadze & Tamta Sopromadze & Giorgi Tsutskiridze & Shalva Mkhatrishvili, 2020. "Identifying the Phillips Curve in Georgia," NBG Working Papers 012020, National Bank of Georgia.
- Obafèmi Philippe Koutchadé & Alain Carpentier & Fabienne Féménia, 2020.
"Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps,"
Working Papers SMART
20-09, INRAE UMR SMART.
- Koutchadé, Obafèmi Philippe & Carpentier, Alain & Féménia, Fabienne, 2020. "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers 307209, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Obafemi Philippe Koutchade & Alain Carpentier & Fabienne Femenia, 2020. "Crop choices in micro-econometric multi-crop models: modelling corners, kinks and jumps," Working Papers hal-02983249, HAL.
- Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020.
"Modeling Joint Lives within Families,"
Working Papers
halshs-02871927, HAL.
- Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," AMSE Working Papers 2021, Aix-Marseille School of Economics, France.
- Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Papers 2006.08446, arXiv.org.
- Léopold Simar & Valentin Zelenyuk, 2018.
"Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores,"
CEPA Working Papers Series
WP072018, School of Economics, University of Queensland, Australia.
- Simar, Leopold & Zelenyuk, Valentin, 2020. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Reprints ISBA 2020002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Leopold & Zelenyuk, Valentin, 2018. "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA 2018020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Fatma Tasdemir, 2020. "The Main Determinants of Capital Inflows in Emerging Market Economies: Does the Exchange Rate Regime Matter?," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 163-167, December.
- Орлов К.В. // Orlov K.V. & Жузбаев А.М. // Zhuzbayev A.M. & Мекенбаева К.Б. // Mekenbayeva K.B. & Самат М.Н. // Samat M.N. & Букенов А.Е. // Bukenov A.E. & Сейдахметов А.Н. // Seidakhmetov A.N., 2020. "Обзорная статья по Динамическим стохастическим моделям общего равновесия (DSGE) // Review on DSGE models," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 4, pages 4-40.
- Manski, Charles F. & Molinari, Francesca, 2021.
"Estimating the COVID-19 infection rate: Anatomy of an inference problem,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 181-192.
- Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," CeMMAP working papers CWP20/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers 2004.06178, arXiv.org.
- Charles F. Manski & Francesca Molinari, 2020. "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers 27023, National Bureau of Economic Research, Inc.
- Dimitris Korobilis, 2021.
"High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
- Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- Samuele Centorrino & Mar'ia P'erez-Urdiales, 2020.
"Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity,"
Papers
2004.12369, arXiv.org, revised Mar 2021.
- Centorrino, Samuele & Perez Urdiales, Maria, 2021. "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 312072, Agricultural Economics Society - AES.
- Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019.
"Persistent zeros: The extensive margin of trade,"
Kiel Working Papers
2139, Kiel Institute for the World Economy (IfW Kiel).
- Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
- Julian Hinz & Amrei Stammann & Joschka Wanner, 2021. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," CEPA Discussion Papers 36, Center for Economic Policy Analysis.
- Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020.
"Modeling Joint Lives within Families,"
AMSE Working Papers
2021, Aix-Marseille School of Economics, France.
- Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Papers 2006.08446, arXiv.org.
- Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Working Papers halshs-02871927, HAL.
- Cem Cakmaklı & Yasin Simsek, 2020.
"Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model,"
Working Paper series
20-23, Rimini Centre for Economic Analysis, revised Feb 2021.
- Cem Cakmakli & Yasin Simsek, 2020. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Papers 2007.02726, arXiv.org, revised Feb 2021.
- Cem Cakmakli & Yasin Simsek, 2021. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Koç University-TUSIAD Economic Research Forum Working Papers 2013, Koc University-TUSIAD Economic Research Forum.
- Tae-Hwy Lee & Ekaterina Seregina, 2020.
"Optimal Portfolio Using Factor Graphical Lasso,"
Working Papers
202025, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
- Tae-Hwy Lee & Ekaterina Seregina, 2020.
"Learning from Forecast Errors: A New Approach to Forecast Combination,"
Working Papers
202024, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers 2011.02077, arXiv.org, revised May 2021.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Oubeid Rahmouni, 2020. "The Impact of the Geographical Diversification of Saudi Exports: An Intensive and Extensive Margin Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(10), pages 1077-1087, October.
- Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020.
"Polynomial chaos expansion: Efficient evaluation and estimation of computational models,"
Working Papers
202, Bavarian Graduate Program in Economics (BGPE).
- Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020. "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Discussion Paper Series 341, Universitaet Augsburg, Institute for Economics.
- Dadgar, Yadollah & Taheri, Simin & Taee, Hassan, 2020. "Investigating the Labor and Capital Contributions and their Effective Factors in Iran (in Persian)," The Journal of Planning and Budgeting (فصلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 25(1), pages 3-28, May.
- Mile Bosnjak & Ivan Novak & Maja Basic, 2020. "The Demand Function For Merchandise Exports: The Case Of Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 29(1), pages 123-135, june.
- Anna Pereverzieva & Volodymyr Volkov, 2020. "Assessment And Forecasting Of Favourable Conditions For Social Entrepreneurship Development," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 6(3).
- Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020.
"Polynomial chaos expansion: Efficient evaluation and estimation of computational models,"
Discussion Paper Series
341, Universitaet Augsburg, Institute for Economics.
- Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020. "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Working Papers 202, Bavarian Graduate Program in Economics (BGPE).
- Rubén Ortuño & José M. Sánchez & Diego Álvarez & Miguel López & Fernando León, 2020. "Neurometrics applied to banknote and security features design," Occasional Papers 2008, Banco de España.
- Tetsuya Kaji & Elena Manresa & Guillaume Pouliot, 2020. "An Adversarial Approach to Structural Estimation," Working Papers 2020-144, Becker Friedman Institute for Research In Economics.
- Michel Dietsch & Henri Fraisse & Mathias Lé & Sandrine Lecarpentier, 2019.
"Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment,"
EconomiX Working Papers
2019-12, University of Paris Nanterre, EconomiX.
- Dietsch Michel & Fraisse Henri & Lé Mathias & Lecarpentier Sandrine, 2020. "Lower Bank Capital Requirements as a Policy Tool to Support Credit to SMEs: Evidence From a Policy Experiment?," Working papers 789, Banque de France.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019.
"From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts,"
Economics Working Papers
1689, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
- Michael Creel, 2020. "Inference Using Simulated Neural Moments," Working Papers 1182, Barcelona School of Economics.
- BRAILA Alexandru & TOACA Zinovia, 2020. "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 8-18, November.
- Hilde Christiane Bj�rnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020.
"Oil and Fiscal Policy Regimes,"
Working Papers
No 11/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021. "Oil and fiscal policy regimes," CAMA Working Papers 2021-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christopher F Baum & Miguel Henry, 2020.
"Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States,"
London Stata Conference 2020
05, Stata Users Group.
- Christopher F Baum & Miguel Henry, 2020. "Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States," Boston College Working Papers in Economics 1009, Boston College Department of Economics, revised 02 Oct 2020.
- Christopher F Baum & Miguel Henry, 2020.
"Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States,"
Boston College Working Papers in Economics
1009, Boston College Department of Economics, revised 02 Oct 2020.
- Christopher F Baum & Miguel Henry, 2020. "Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States," London Stata Conference 2020 05, Stata Users Group.
- Casini, Alessandro & Perron, Pierre, 2021.
"Continuous record Laplace-based inference about the break date in structural change models,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Alessandro Casini & Pierre Perron, 2020. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series WP2020-014, Boston University - Department of Economics.
- Casini, Alessandro & Perron, Pierre, 2022.
"Generalized Laplace Inference In Multiple Change-Points Models,"
Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2018. "Generalized Laplace Inference in Multiple Change-Points Models," Papers 1803.10871, arXiv.org, revised Jan 2021.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
- Igor Fedotenkov, 2020.
"A Review of More than One Hundred Pareto-Tail Index Estimators,"
Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
- Fedotenkov, Igor, 2018. "A review of more than one hundred Pareto-tail index estimators," MPRA Paper 90072, University Library of Munich, Germany.
- Chernomaz Kirill & Yoshimoto Hisayuki, 2020. "How Accurately Do Structural Asymmetric First-Price Auction Estimates Represent True Valuations?," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-19, January.
- Bera Anil K. & Doğan Osman & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
- Ben Jann, 2020. "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers 35, University of Bern, Department of Social Sciences, revised 31 Aug 2020.
- 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., vol. 37(6), pages 1204-1229, September.
- M. Hashem Pesaran & Cynthia Fan Yang, 2020. "Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model," CESifo Working Paper Series 8695, CESifo.
- Pesaran, M. H. & Yang, C. F., 2020. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics 20102, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Cynthia Fan Yang, 2021. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers 2109.00321, arXiv.org, revised Jan 2022.
- Rabovic, Renata & Cizek, Pavel, 2016.
"Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach,"
Other publications TiSEM
8a4b2e5d-6787-4685-8b9e-1, Tilburg University, School of Economics and Management.
- Rabovic, R. & Cizek, P., 2020. "Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach," Cambridge Working Papers in Economics 2012, Faculty of Economics, University of Cambridge.
- Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper 2016-013, Tilburg University, Center for Economic Research.
- Guo, B. & Newbery, D., 2020. "The Cost of Carbon Leakage: Britain’s Carbon Price Support and Cross-border Electricity Trade," Cambridge Working Papers in Economics 2014, Faculty of Economics, University of Cambridge.
- Li, Shaoran & Linton, Oliver, 2021.
"When will the Covid-19 pandemic peak?,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 130-157.
- Oliver Linton, 2020. "When will the Covid-19 pandemic peak?," CeMMAP working papers CWP11/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Li, S. & Linton, O., 2020. "When will the Covid-19 pandemic peak?," Cambridge Working Papers in Economics 2025, Faculty of Economics, University of Cambridge.
- Ala Avoyan & Robizon Khubulashvili & Giorgi Mekerishvili, 2020. "Call It a Day: History Dependent Stopping Behavior," CESifo Working Paper Series 8603, CESifo.
- 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., vol. 37(6), pages 1204-1229, September.
- Pesaran, M. H. & Yang, C. F., 2020. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics 20102, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Cynthia Fan Yang, 2021. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers 2109.00321, arXiv.org, revised Jan 2022.
- M. Hashem Pesaran & Cynthia Fan Yang, 2020. "Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model," CESifo Working Paper Series 8695, CESifo.
- Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020. "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series 20-110, Swiss Finance Institute.
- Michael Pfaffermayr, 2020. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, CEPII research center, issue 161, pages 188-198.
- David Neto, 2020. "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, CEPII research center, issue 163, pages 147-154.
- Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2022.
"Gaussian Rank Correlation and Regression,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 269-306,
Emerald Group Publishing Limited.
- Amengual, Dante & Tian, Zhanyuan, 2020. "Gaussian rank correlation and regression," CEPR Discussion Papers 14914, C.E.P.R. Discussion Papers.
- Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2020. "Gaussian Rank Correlation and Regression," Working Papers wp2020_2004, CEMFI.
- Alfredo Villca & Alejandro Torres & Carlos Esteban Posada & Hermilson Velásquez, 2020.
"Demanda de dinero en América Latina, 1996-2016: una aplicación de cointegración en datos de panel,"
Revista Desarrollo y Sociedad, Universidad de los Andes – Facultad de Economía – CEDE, vol. 85(6), June.
- Alfredo Villca & Alejandro Torres & Carlos Esteban Posada & Hermilson Velásquez, 2018. "Demanda de dinero en América Latina, 1996-2016: una aplicación de cointegración en datos de panel," Documentos de Trabajo CIEF 017008, Universidad EAFIT.
- Ganics, Gergely & Sekhposyan, Tatevik, 2020. "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers 14267, C.E.P.R. Discussion Papers.
- Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020.
"The informativeness of estimation moments,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
- Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019. "The Informativeness of Estimation Moments," Papers 1907.02101, arXiv.org, revised Jan 2020.
- De Paula, Áureo, 2020. "The Informativeness of Estimation Moments," CEPR Discussion Papers 14298, C.E.P.R. Discussion Papers.
- Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020. "The Informativeness of Estimation Moments," CeMMAP working papers CWP3/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bo E. Honore & Thomas H. Jørgensen & Aureo de Paula, 2020. "The Informativeness of Estimation Moments," Working Papers 2020-70, Princeton University. Economics Department..
- Lamarche, Carlos & Rettore, Enrico, 2020. "Quantiles of the Gain Distribution of an Early Child Intervention," CEPR Discussion Papers 14721, C.E.P.R. Discussion Papers.
- Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2022.
"Gaussian Rank Correlation and Regression,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 269-306,
Emerald Group Publishing Limited.
- Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2020. "Gaussian Rank Correlation and Regression," Working Papers wp2020_2004, CEMFI.
- Amengual, Dante & Tian, Zhanyuan, 2020. "Gaussian rank correlation and regression," CEPR Discussion Papers 14914, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021.
"Estimating DSGE Models: Recent Advances and Future Challenges,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 229-252, August.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers 27715, National Bureau of Economic Research, Inc.
- Guerron-Quintana, Pablo A., 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers 15164, C.E.P.R. Discussion Papers.
- Berg, Tobias & Streitz, Daniel, 2020. "Spillover Effects in Empirical Corporate Finance," CEPR Discussion Papers 15549, C.E.P.R. Discussion Papers.
- Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020.
"Identifying Latent Grouped Patterns In Cointegrated Panels,"
Econometric Theory, Cambridge University Press, vol. 36(3), pages 410-456, June.
- Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2018. "Identifying Latent Grouped Patterns in Cointegrated Panels," Economics and Statistics Working Papers 3-2019, Singapore Management University, School of Economics.
- Shuping Shi & Peter C.B. Phillips, 2023.
"Diagnosing housing fever with an econometric thermometer,"
Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 159-186, February.
- Shuping Shi & Peter C B Phillips, 2020. "Diagnosing housing fever with an econometric thermometer," CAMA Working Papers 2020-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Shuping Shi & Peter C.B. Phillips, 2020. "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.
- Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020. "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers 2251, Cowles Foundation for Research in Economics, Yale University.
- Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023.
"High-dimensional VARs with common factors,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
- Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020. "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers 2252, Cowles Foundation for Research in Economics, Yale University.
- Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022.
"Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors],"
The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
- 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 90, Bank of Lithuania.
- Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, Osaka University.
- Chouaib Jouf, 2020. "Asymmetric price transmission along the food marketing chain: A focus on the recent price war," EconomiX Working Papers 2020-1, University of Paris Nanterre, EconomiX.
- Jaime DE PABLO-VALENCIANO & Valentin TASSILE & Miguel Ángel GIACINTI-BATTISTUZZI & Juan MILÁN-GARCÍA, 2020. "Analysis Of Trade: Import Of Pears In India (2015-2018)," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 20(2), pages 97-108.
- Paolo Gelain & Simone Manganelli, 2020.
"Monetary Policy with Judgment,"
Working Papers
20-14, Federal Reserve Bank of Cleveland.
- Gelain, Paolo & Manganelli, Simone, 2020. "Monetary policy with judgment," Working Paper Series 2404, European Central Bank.
- Müller, Tobias & Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos, 2022.
"Disciplining expectations and the forward guidance puzzle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020. "Disciplining expectations and the forward guidance puzzle," Working Paper Series 2424, European Central Bank.
- Liu, Shasha & Sickles, Robin, 2020. "The Agency Problem Revisited: A Structural Analysis of Managerial Productivity and CEO Compensation in Large U.S. Commercial Banks," Working Papers 19-010, Rice University, Department of Economics.
- Liu, Shasha & Sickles, Robin, 2020. "The Agency Problem Revisited: A Structural Analysis of Managerial Productivity and CEO Compensation in Large U.S. Commercial Banks," Working Papers 20-001, Rice University, Department of Economics.
- Matteo Rossi & Gabriella Marcarelli & Antonella Ferraro & Antonio Lucadamo, 2020. "How do Calendar Anomalies Affect an Investment Choice? A Proposal of an Analytic Hierarchy Process Model," International Journal of Economics and Financial Issues, Econjournals, vol. 10(1), pages 244-249.
- Rim Ammar Lamouchi, 2020. "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 29-34.
- Yousef Abdel Jawad & Issam Ayyash, 2020. "Analyze the Loss of Electricity in Palestine Case Study: Ramallah and Al-Bireh Governorate," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 7-15.
- Zainuddin Saenong & Abd Azis Muthalib & Pasrun Adam & Wali Aya Rumbia & Heppi Millia & La Ode Saidi, 2020. "Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 95-100.
- Abdul Rahman, 2020. "Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 124-131.
- Frederico Uchôa & Cleiton Silva de Jesus & Leonardo Chaves Borges Cardoso, 2020. "Fuel Demand Elasticities in Brazil: A Panel Data Analysis with Instrumental Variables," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 450-457.
- Buyung Romadhoni & Akhmad Akhmad, 2020. "Household Electricity Demand in South Sulawesi, Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 229-233.
- Tanattrin Bunnag, 2020. "Causality Relationship between Electricity Consumption and Economic Growth in Indonesia and Thailand," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 266-271.
- Bothwell Nyoni & Andrew Phiri, 2020.
"Renewable Energy - Economic Growth Nexus in South Africa: Linear, Nonlinear or Non-existent?,"
International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 635-644.
- Bothwell Nyoni & Andrew Phiri, 2018. "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," Working Papers 1833, Department of Economics, Nelson Mandela University.
- Nyoni, Bothwell & Phiri, Andrew, 2018. "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," MPRA Paper 89761, University Library of Munich, Germany.
- Dmitry Kulikov & Nicolas Reigl, 2020. "Inflation expectations in Phillips Curves models for the euro area," Bank of Estonia Working Papers wp2019-8, Bank of Estonia, revised 29 Jan 2020.
- Jackman, Mahalia & Lorde, Troy & Naitram, Simon & Greenaway, Tori, 2020.
"Distance matters: the impact of physical and relative distance on pleasure tourists' length of stay in Barbados,"
Annals of Tourism Research, Elsevier, vol. 80(C).
- Jackman, Mahalia & Lorde, Troy & Naitram, Simon & Greenaway, Tori, 2019. "Distance Matters: The Impact of Physical and Relative Distance on Pleasure Tourists’ Length of Stay in Barbados," MPRA Paper 96613, University Library of Munich, Germany.
- Ma, Chaoqun & Mi, Xianhua & Cai, Zongwu, 2020. "Nonlinear and time-varying risk premia," China Economic Review, Elsevier, vol. 62(C).
- Kukacka, Jiri & Kristoufek, Ladislav, 2020. "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Bian, Zhicun & Liao, Yin & O’Neill, Michael & Shi, Jing & Zhang, Xueyong, 2020. "Large-scale minimum variance portfolio allocation using double regularization," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Ozcan, Burcu & Tzeremes, Panayiotis G. & Tzeremes, Nickolaos G., 2020. "Energy consumption, economic growth and environmental degradation in OECD countries," Economic Modelling, Elsevier, vol. 84(C), pages 203-213.
- Sanz-Córdoba, Patricia, 2020. "The role of infrastructure investment and factor productivity in international tax competition," Economic Modelling, Elsevier, vol. 85(C), pages 30-38.
- Walheer, Barnabé & Zhang, Linjia & Luo, Yingchan, 2020. "Bidirectional technological spillover in the Chinese star-rated hotel sector: An empirical investigation," Economic Modelling, Elsevier, vol. 86(C), pages 210-226.
- Arata, Linda & Fabrizi, Enrico & Sckokai, Paolo, 2020. "A worldwide analysis of trend in crop yields and yield variability: Evidence from FAO data," Economic Modelling, Elsevier, vol. 90(C), pages 190-208.
- Seong, Byeongchan, 2020. "Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models," Economic Modelling, Elsevier, vol. 91(C), pages 463-468.
- Albonico, Alice & Tirelli, Patrizio, 2020. "Financial crises and sudden stops: Was the European monetary union crisis different?," Economic Modelling, Elsevier, vol. 93(C), pages 13-26.
- Chen, Zhihong & Xia, Huizhu, 2020. "Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve," Economic Modelling, Elsevier, vol. 93(C), pages 595-604.
- Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020. "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Su, Xianfang, 2020. "Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
- Su, Zhi-fang & Ma, Xiao-xiang & Xiao, Wei & Chen, Mei-Yuan, 2020. "Marginal effects of public employment on unconditional distribution of wage income in China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Han, Hyojin, 2020. "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, vol. 186(C).
- Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2020.
"A mixed frequency approach for stock returns and valuation ratios,"
Economics Letters, Elsevier, vol. 187(C).
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2019. "A Mixed Frequency Approach for Stock Returns and Valuation Ratios," Discussion Paper Series 2019_08, Department of Economics, University of Macedonia, revised Nov 2019.
- Phillips, Keith R. & Teng, Judy S., 2020. "Months for benchmark dominance: A new accuracy measure for state employment data," Economics Letters, Elsevier, vol. 187(C).
- Hassler, Uwe & Hosseinkouchack, Mehdi, 2020. "Estimating the mean under strong persistence," Economics Letters, Elsevier, vol. 188(C).
- Tsionas, Mike G. & Assaf, A. George & Andrikopoulos, Athanasios, 2020. "Quantile stochastic frontier models with endogeneity," Economics Letters, Elsevier, vol. 188(C).
- Jin, Fei & Lee, Lung-fei & Yu, Jihai, 2020. "First difference estimation of spatial dynamic panel data models with fixed effects," Economics Letters, Elsevier, vol. 189(C).
- Lin, Yingqian & Tu, Yundong, 2020. "Sieve extremum estimation of a semiparametric transformation model," Economics Letters, Elsevier, vol. 189(C).
- Mehic, Adrian, 2020. "Half-panel jackknife estimation for dynamic panel models," Economics Letters, Elsevier, vol. 190(C).
- Wang, Wenjie, 2020.
"On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test,"
Economics Letters, Elsevier, vol. 191(C).
- Wang, Wenjie, 2020. "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper 99109, University Library of Munich, Germany.
- Li, Yifan, 2020. "Nearly unbiased estimation of sample skewness," Economics Letters, Elsevier, vol. 192(C).
- Kim, Doosoo, 2020. "An alternative two-step generalized method of moments estimator based on a reduced form model," Economics Letters, Elsevier, vol. 192(C).
- Chen, Maolong & Myers, Robert J. & Hu, Chaoran, 2020. "Estimating dynamic binary choice models using irregularly spaced panel data," Economics Letters, Elsevier, vol. 192(C).
- Fang, Ying & Tang, Shengfang & Cai, Zongwu & Lin, Ming, 2020. "An alternative test for conditional unconfoundedness using auxiliary variables," Economics Letters, Elsevier, vol. 194(C).
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"Sign restrictions in high-dimensional vector autoregressions,"
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"Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model,"
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"Does political orientation affect happiness? The case of South Korea,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 102-118.
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"Reinsurance demand and liquidity creation: A search for bicausality,"
Journal of Empirical Finance, Elsevier, vol. 66(C), pages 137-154.
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"Nonstationary panel models with latent group structures and cross-section dependence,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
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- Polbin, Andrey V. (Полбин, Андрей В.), 2020. "Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices [Оценка Траектории Темпов Трендового Роста Ввп России В Arx-Модели С Ценами На Нефть]," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 40-63, February.
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"Examining the determinants of electricity demand by South African households per income level,"
Energy Policy, Elsevier, vol. 148(PA).
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"Does the child support grant incentivise childbirth in South Africa?,"
Economic Analysis and Policy, Elsevier, vol. 73(C), pages 812-825.
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"Robust estimation with exponentially tilted Hellinger distance,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
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- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
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- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
- Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
- Bertille Antoine & Xiaolin Sun, 2022.
"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
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- Klaudia Jarno & £ukasz Smaga, 2020. "The use of the bootstrap method for the assessment of investment effectiveness and risk – the case of confidence intervals estimation for the Sharpe ratio and TailVaR," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(13), pages 40-50, June.
- Thomas Holgersson & Peter Karlsson & Andreas Stephan, 2020. "A risk perspective of estimating portfolio weights of the global minimum-variance portfolio," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 59-80, March.
- Qiang Liu & Shengxia Xu & Xiaoli Lu, 2020. "Imbalance measurement of regional economic quality development: evidence from China," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(2), pages 527-556, October.
- Miguel Puente-Ajovín & Arturo Ramos & Fernando Sanz-Gracia, 2020. "Is there a universal parametric city size distribution? Empirical evidence for 70 countries," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(3), pages 727-741, December.
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- MeiChi Huang, 2020. "A threshold unobserved components model of housing bubbles: timings and effectiveness of monetary policies," Empirical Economics, Springer, vol. 59(2), pages 887-908, August.
- Mathias Mandla Manguzvane & John Weirstrass Muteba Mwamba, 2020. "GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?," Empirical Economics, Springer, vol. 59(4), pages 1573-1604, October.
- Kannika Duangnate & James W. Mjelde, 2020. "Prequential forecasting in the presence of structure breaks in natural gas spot markets," Empirical Economics, Springer, vol. 59(5), pages 2363-2384, November.
- Murat Gündüz, 2020. "Healthcare expenditure and carbon footprint in the USA: evidence from hidden cointegration approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(5), pages 801-811, July.
- Maren Hein & Peter Kurz & Winfried J. Steiner, 2020. "Analyzing the capabilities of the HB logit model for choice-based conjoint analysis: a simulation study," Journal of Business Economics, Springer, vol. 90(1), pages 1-36, February.
- Christopher P. P. Shafuda & Utpal Kumar De, 2020. "Government expenditure on human capital and growth in Namibia: a time series analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-14, December.
- Danielle Kent, 2020. "Comparing alternative estimation methods of a public goods game," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 6(2), pages 156-167, December.
- Brian Albert Monroe, 2020. "The statistical power of individual-level risk preference estimation," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 6(2), pages 168-188, December.
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- Gabriel Frahm, 2020. "Statistical properties of estimators for the log-optimal portfolio," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(1), pages 1-32, August.
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- Richard S.J. Tol, 2020. "Tail Index," Economics Software Archive 0120, Department of Economics, University of Sussex Business School.
- Timothy Neal, 2020. "Institutions and the Effectiveness of Environmental Protection," Discussion Papers 2020-15, School of Economics, The University of New South Wales.
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"Instrument-free inference under confined regressor endogeneity; derivations and applications,"
MPRA Paper
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"Causes Of Haze And Its Health Effects In Singapore: A Replication Study,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1367-1387, December.
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- Jan F. Kiviet, 2020. "Causes of haze and its health effects in Singapore: a replication study," Working Papers 10/2020, Stellenbosch University, Department of Economics.
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"Norwegian export of farmed salmon − trade costs and market concentration,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(2), pages 145-149, January.
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"Maximum likelihood estimation of dynamic panel threshold models,"
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"The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 410-427, April.
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"Treatment Effects With Heterogeneous Externalities,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 826-838, October.
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"Bayesian regularized artificial neural networks for the estimation of the probability of default,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(2), pages 311-328, February.
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"Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
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"Sampling properties of the Bayesian posterior mean with an application to WALS estimation,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 299-317.
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"Empirical tail copulas for functional data,"
LIDAM Discussion Papers ISBA
2020004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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"Macro-financial spillovers,"
Journal of International Money and Finance, Elsevier, vol. 133(C).
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"Optimal Inflation and the Identification of the Phillips Curve,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
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- Michael McLeay & Silvana Tenreyro, 2018. "Optimal Inflation and the Identification of the Phillips Curve," Discussion Papers 1815, Centre for Macroeconomics (CFM).
- McLeay, Michael & Tenreyro, Silvana, 2018. "Optimal Inflation and the Identification of the Phillips Curve," CEPR Discussion Papers 12981, C.E.P.R. Discussion Papers.
- Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Working Papers 25892, National Bureau of Economic Research, Inc.
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"Learning from Forecast Errors: A New Approach to Forecast Combinations,"
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"Optimal Portfolio Using Factor Graphical Lasso,"
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- Jungbin Hwang & Gonzalo Valdés, 2020. "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers 2020-02, University of Connecticut, Department of Economics.
- Jungbin Hwang & Gonzalo Valdés, 2020. "Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence," Working papers 2020-03, University of Connecticut, Department of Economics, revised Aug 2020.
- Damian Clarke & Kathya Tapia-Schythe, 2021.
"Implementing the panel event study,"
Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
- Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
- Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
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- Enrico De Monte, 2020. "Entry, Exit and Productivity: Evidence from French Manufacturing Firms," Working Papers of BETA 2020-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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"Dissecting Inequality-Averse Preferences,"
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"Network constrained covariate coefficient and connection sign estimation,"
LIDAM Discussion Papers CORE
2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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"Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments,"
Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
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- Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
- Alice Albonico & Guido Ascari & Qazi Haque, 2020.
"The (ir)relevance of rule-of-thumb consumers for US business cycle fluctuations,"
CAMA Working Papers
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- Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers 20-26, The University of Western Australia, Department of Economics.
- Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers 453, University of Milano-Bicocca, Department of Economics, revised Oct 2022.
- José Luis Avila-Valdez & J.-Martin Castro-Manzano, 2020. "Measuring Common Goods: First Steps Toward Validation," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 128(4), pages 407-425.
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- Trzcińska Kamila, 2020. "Analysis of Household Income in Poland Based on the Zenga Distribution and Selected Income Inequality Measure," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 421-436, June.
- Doszyń Mariusz, 2020. "Econometric Support of a Mass Valuation Process," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 81-94, June.
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"South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?,"
Folia Oeconomica Stetinensia, Sciendo, vol. 20(2), pages 230-248, December.
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"A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa,"
Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(3), pages 59-76, September.
- Kavese, Kambale & Phiri, Andrew, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," MPRA Paper 86517, University Library of Munich, Germany.
- Kambale Kavese & Andrew Phiri, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," Working Papers 1819, Department of Economics, Nelson Mandela University.
- Ngozi E. Egbuna (PhD) & Maimuna John-Sowe & Dauda Mohammed (PhD) & Hissan Abubakari & Eric L. Sambolah & Kormay Adams, 2020. "Uncertainty And Economic Performance In The West African Monetary Zone (Wamz): A Fixed Effect Panel Threshold Approach," Working Papers 19, West African Monetary Institute.
- M. Hakan Eratalay & Evgenii V. Vladimirov, 2020.
"Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?,"
Economics of Transition and Institutional Change, John Wiley & Sons, vol. 28(4), pages 581-620, October.
- M. Hakan Eratalay & Evgenii Vladimirov, 2017. "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series 2017/01, European University at St. Petersburg, Department of Economics.
- M. Hakan Eratalay; Evgenii V. Vladimirov, 2018. "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 111, Faculty of Economics and Business Administration, University of Tartu (Estonia).
2019
- Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019.
"Estimation of Large Dimensional Conditional Factor Models in Finance,"
Swiss Finance Institute Research Paper Series
19-46, Swiss Finance Institute.
- Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "Estimation of large dimensional conditional factor models in finance," Working Papers unige:125031, University of Geneva, Geneva School of Economics and Management.
- Christian Richter & Sara El Asy, 2019. "Is Public Debt Always Harmful to Economic Growth," Working Papers 52, The German University in Cairo, Faculty of Management Technology.
- Sylvain Eloi Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019.
"Fertility Response to Climate Shocks,"
Working Papers PMMA
2019-06, PEP-PMMA.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," CERDI Working papers halshs-02053100, HAL.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," Working Papers halshs-02053100, HAL.
- Femenia, Fabienne, 2019.
"A Meta-Analysis of the Price and Income Elasticities of Food Demand,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 68(2), June.
- Fabienne Femenia, 2019. "A meta-analysis of the price and income elasticities of food demand," Working Papers SMART 19-03, INRAE UMR SMART.
- Fabienne Femenia, 2019. "A Meta-Analysis of the Price and Income Elasticities of Food Demand," Post-Print hal-02155778, HAL.
- Fabienne Femenia, 2019. "A meta-analysis of the price and income elasticities of food demand," Working Papers hal-02103880, HAL.
- Femenia, Fabienne, 2019. "A meta-analysis of the price and income elasticities of food demand," Working Papers 287544, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Rachidi Kotchoni & Marine Carrasco, 2019. "The Continuum-GMM Estimation: Theory and Application," Post-Print hal-02435760, HAL.
- Rashid Javed & Mazhar Mughal, 2019.
"Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making,"
Journal of Development Studies, Taylor & Francis Journals, vol. 55(12), pages 2526-2548, December.
- Javed, Rashid & Mughal, Mazhar, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," EconStor Preprints 179520, ZBW - Leibniz Information Centre for Economics.
- Rashid Javed & Mazhar Mughal, 2019. "Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making," Post-Print hal-02493917, HAL.
- Rashid Javed & Mazhar Mughal, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," Working papers of CATT hal-01810509, HAL.
- Rashid Javed & Mazhar Mughal, 2018. "Have a son, gain a voice: Son preference and female participation in household decision making," Working Papers hal-01810509, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Gaussian Processes and Bayesian Moment Estimation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
- Jean-Pierre Florens & Anna Simoni, 2015. "Gaussian processes and Bayesian moment estimation," Working Papers 2015-09, Center for Research in Economics and Statistics.
- Jean-Pierre Florens & Anna Simoni, 2019. "Gaussian Processes and Bayesian Moment Estimation," Post-Print hal-02903252, HAL.
- Liao, Yuan & Simoni, Anna, 2019.
"Bayesian inference for partially identified smooth convex models,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 338-360.
- Yuan Liao & Anna Simoni, 2019. "Bayesian inference for partially identified smooth convex models," Post-Print hal-03089881, HAL.
- Benoit Faye & Eric Le Fur, 2019. "On the Constancy of Hedonic Wine Price Coefficients over Time," Post-Print hal-03897365, HAL.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019.
"Aggregate fluctuations and the distribution of firm growth rates,"
Industrial and Corporate Change, Oxford University Press, vol. 28(3), pages 635-656.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2017. "Aggregate fluctuations and the distribution of firm growth rates," LEM Papers Series 2017/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," Post-Print halshs-02301721, HAL.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," PSE-Ecole d'économie de Paris (Postprint) halshs-02301721, HAL.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019.
"Fertility after The Drought: Theory and Evidence from Madagascar,"
Cahiers de recherche
1901, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Sylvain Dessy & Francesca Marchetta, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," Post-Print halshs-02315657, HAL.
- Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2019. "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy 300082, Italian Association of Agricultural and Applied Economics (AIEAA).
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019.
"Aggregate fluctuations and the distribution of firm growth rates,"
Industrial and Corporate Change, Oxford University Press, vol. 28(3), pages 635-656.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2017. "Aggregate fluctuations and the distribution of firm growth rates," LEM Papers Series 2017/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," PSE-Ecole d'économie de Paris (Postprint) halshs-02301721, HAL.
- Giulio Bottazzi & Le Li & Angelo Secchi, 2019. "Aggregate fluctuations and the distribution of firm growth rates," Post-Print halshs-02301721, HAL.
- Femenia, Fabienne, 2019.
"A Meta-Analysis of the Price and Income Elasticities of Food Demand,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 68(2), June.
- Fabienne Femenia, 2019. "A meta-analysis of the price and income elasticities of food demand," Working Papers SMART 19-03, INRAE UMR SMART.
- Fabienne Femenia, 2019. "A meta-analysis of the price and income elasticities of food demand," Working Papers hal-02103880, HAL.
- Fabienne Femenia, 2019. "A Meta-Analysis of the Price and Income Elasticities of Food Demand," Post-Print hal-02155778, HAL.
- Femenia, Fabienne, 2019. "A meta-analysis of the price and income elasticities of food demand," Working Papers 287544, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Arthur Charpentier & Emmanuel Flachaire, 2021.
"Pareto Models for Risk Management,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 355-387,
Springer.
- Arthur Charpentier & Emmanuel Flachaire, 2019. "Pareto models for risk management," Papers 1912.11736, arXiv.org.
- Arthur Charpentier & Emmanuel Flachaire, 2021. "Pareto Models for Risk Management," Post-Print hal-03186680, HAL.
- Arthur Charpentier & Emmanuel Flachaire, 2019. "Pareto models for risk management," Working Papers hal-02423805, HAL.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019.
"Fertility response to climate shocks,"
CERDI Working papers
halshs-02053100, HAL.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," Working Papers halshs-02053100, HAL.
- Sylvain Eloi Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility Response to Climate Shocks," Working Papers PMMA 2019-06, PEP-PMMA.
- Gallic, Ewen & Vermandel, Gauthier, 2020.
"Weather shocks,"
European Economic Review, Elsevier, vol. 124(C).
- Ewen Gallic & Gauthier Vermandel, 2019. "Weather Shocks," AMSE Working Papers 1915, Aix-Marseille School of Economics, France.
- Ewen Gallic & Gauthier Vermandel, 2019. "Weather Shocks," Working Papers halshs-02127846, HAL.
- Ewen Gallic & Gauthier Vermandel, 2020. "Weather Shocks," Post-Print hal-02498669, HAL.
- Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019. "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP) dp-660, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Mazur, Stepan & Otryakhin, Dmitry, 2019. "Linear Fractional Stable Motion with the RLFSM R Package," Working Papers 2019:9, Örebro University, School of Business.
- Valeria V. Lakshina, 2019. "Do Portfolio Investors Need To Consider The Asymmetry Of Returns On The Russian Stock Market?," HSE Working papers WP BRP 75/FE/2019, National Research University Higher School of Economics.
- Abe, Naohito & Rao, D.S. Prasada, 2019.
"Multilateral Sato–Vartia index for international comparisons of prices and real expenditures,"
Economics Letters, Elsevier, vol. 183(C), pages 1-1.
- Abe, Naohito & Rao, D.S.Prasada, 2019. "Multilateral Sato-Vartia Index for International Comparisons of Prices and Real Expenditures," RCESR Discussion Paper Series DP19-1, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Maya Asfarina & Ascarya & Irfan Syauqi Beik, 2019. "Classical And Contemporary Fiqh Approaches To Re-Estimating The Zakat Potential In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(2), pages 1-32.
- Nora Amelda Rizal & Mirta Kartika Damayanti, 2019. "Herding Behavior In The Indonesian Islamic Stock Market," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(3), pages 1-18.
- Nora Amelda Rizal & Mirta Kartika Damayanti, 2019. "Herding Behavior In The Indonesian Islamic Stock Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 5(3), pages 1-18.
- Nicky L. Grant & Richard J. Smith, 2019. "Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix," CeMMAP working papers CWP05/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022.
"Financial transaction taxes and the informational efficiency of financial markets: A structural estimation,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 1044-1072.
- Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015. "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers 1165, Society for Economic Dynamics.
- Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers CWP07/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," Staff Reports 993, Federal Reserve Bank of New York.
- Guarino, Antonio & Uthemann, Andreas, 2022. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," CEPR Discussion Papers 17238, C.E.P.R. Discussion Papers.
- Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019.
"Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap,"
NBER Working Papers
25593, National Bureau of Economic Research, Inc.
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers CWP09/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
- Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021.
"Nonlinear factor models for network and panel data,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
- Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arthur Lewbel & Lars Nesheim, 2019.
"Sparse demand systems: corners and complements,"
Boston College Working Papers in Economics
1005, Boston College Department of Economics.
- Arthur Lewbel & Lars Nesheim, 2019. "Sparse demand systems: corners and complements," CeMMAP working papers CWP45/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021.
"Inference after estimation of breaks,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 39-59.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference after estimation of breaks," CeMMAP working papers CWP51/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference after Estimation of Breaks," CeMMAP working papers CWP34/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019.
"Demand Analysis with Many Prices,"
NBER Working Papers
26424, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Rolando Einar Paz Rodriguez, 2019. "La función de emparejamiento agregada del mercado laboral chileno," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 34(1), pages 85-110, April.
- Andreea-Ionela PUIU, 2019. "The Econometric Analysis between Divorce Phenomenon and Economic-Social Variables in Romania," Romanian Journal of Economics, Institute of National Economy, vol. 48(1(57)), pages 104-119, June.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Stanley, T. D. & Doucouliagos, Chris, 2019. "Practical Significance, Meta-Analysis and the Credibility of Economics," IZA Discussion Papers 12458, Institute of Labor Economics (IZA).
- Cristina Blanco-Perez & Abel Brodeur, 2020.
"Publication Bias and Editorial Statement on Negative Findings,"
The Economic Journal, Royal Economic Society, vol. 130(629), pages 1226-1247.
- Brodeur, Abel & Blanco-Perez, Cristina, 2017. "Publication Bias and Editorial Statement on Negative Findings," MetaArXiv xq9nt, Center for Open Science.
- Blanco-Perez, Cristina & Brodeur, Abel, 2019. "Publication Bias and Editorial Statement on Negative Findings," IZA Discussion Papers 12493, Institute of Labor Economics (IZA).
- Cristina Blanco-Perez & Abel Brodeur, 2019. "Publication Bias and Editorial Statement on Negative Findings," Working Papers 1907E, University of Ottawa, Department of Economics.
- Cristina Blanco-Perez & Abel Brodeur, 2019. "Publication Bias and Editorial Statement on Negative Findings," Working Papers 190001, Canadian Centre for Health Economics.
- Colella, Fabrizio & Lalive, Rafael & Sakalli, Seyhun Orcan & Thoenig, Mathias, 2019. "Inference with Arbitrary Clustering," IZA Discussion Papers 12584, Institute of Labor Economics (IZA).
- Brodeur, Abel & Yousaf, Hasin, 2019. "The Economics of Mass Shootings," IZA Discussion Papers 12728, Institute of Labor Economics (IZA).
- Ija Trapeznikova, 2019. "Measuring income inequality," IZA World of Labor, Institute of Labor Economics (IZA), pages 462-462, July.
- Cristina Blanco-Perez & Abel Brodeur, 2019. "Transparency in empirical economic research," IZA World of Labor, Institute of Labor Economics (IZA), pages 467-467, November.
- Massomeh Hajilee & Chien-Ping Chen, 2019. "The Relationship Between Exchange Rate Volatility And Banking Sector Development: Time-Series Evidence From Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(2), pages 179-191, April-Jun.
- Abdur Rouf, 2019. "Comprehensive Evaluation of Flood Defense Projects and Productivity Potential Issues," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(4), pages 57-70, Fall.
- Lumengo Bonga-Bonga & Ntsakeseni Letitia Lebese, 2019.
"Rethinking The Current Inflation Target Range In South Africa,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(2), pages 13-27, April-Jun.
- Bonga-Bonga, Lumengo & Lebese, Ntsakeseni Letitia, 2016. "Rethinking the current inflation target range in South Africa," MPRA Paper 73912, University Library of Munich, Germany.
- Zeqin Liu & Zongwu Cai & Ying Fang & Ming Lin, 2019. "Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201904, University of Kansas, Department of Economics, revised Mar 2019.
- Shengfang Tang & Zongwu Cai & Ying Fang & Ming Lin, 2019. "Testing Unconfoundedness Assumption Using Auxiliary Variables," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201905, University of Kansas, Department of Economics, revised Mar 2019.
- Kedar nath Mukherjee, 2019. "Demystifying Yield Spread on Corporate Bonds Trades in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 253-284, June.
- Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta, 2019. "How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 343-366, January.
- Sturla Furunes Kvamsdal, 2019. "Indexing of Technical Change in Aggregated Data," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 901-920, March.
- Yongquan Cao & Grey Gordon, 2019.
"A Practical Approach to Testing Calibration Strategies,"
Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
- Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers 2016-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2018.
- Enrique Martínez-García, 2019.
"Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism,"
Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 419-454, June.
- Enrique Martinez-Garcia, 2017. "Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism," Globalization Institute Working Papers 321, Federal Reserve Bank of Dallas.
- George Halkos & Mike G. Tsionas, 2019. "Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 1005-1025, October.
- Carlos Castro-Iragorri, 2019. "Does the market model provide a good counterfactual for event studies in finance?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(1), pages 71-91, March.
- Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti, 2019. "Risk estimation for short-term financial data through pooling of stable fits," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(4), pages 447-470, December.
- Riadh Abed & Amna Zardoub, 2019. "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, vol. 16(4), pages 701-719, October.
- Christine Amsler & Peter Schmidt & Wen-Jen Tsay, 2019. "Evaluating the CDF of the distribution of the stochastic frontier composed error," Journal of Productivity Analysis, Springer, vol. 52(1), pages 29-35, December.
- Pavlos Almanidis & Mustafa U. Karakaplan & Levent Kutlu, 2019. "A dynamic stochastic frontier model with threshold effects: U.S. bank size and efficiency," Journal of Productivity Analysis, Springer, vol. 52(1), pages 69-84, December.
- Timothy Derdenger & Vineet Kumar, 2019. "Estimating dynamic discrete choice models with aggregate data: Properties of the inclusive value approximation," Quantitative Marketing and Economics (QME), Springer, vol. 17(4), pages 359-384, December.
- Takahiro Hoshino & Yuya Shimizu, 2019. "Doubly Robust-type Estimation of Population Moments and Parameters in Biased Sampling," Keio-IES Discussion Paper Series 2019-006, Institute for Economics Studies, Keio University.
- Olatunji Abdul Shobande & Ndubuisi Chidi Olunkwa, 2019. "Doing Business in Nigeria: Does Offensive and Defensive Interest Matters," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(1), pages 90-94, March.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"The analysis of marked and weighted empirical processes of estimated residuals,"
Economics Papers
2019-W03, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Discussion Papers 19-05, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," CREATES Research Papers 2019-06, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Series Working Papers 870, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
CREATES Research Papers
2019-15, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022.
"A doubly corrected robust variance estimator for linear GMM,"
Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
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Public Choice, Springer, vol. 186(3), pages 513-536, March.
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"A mixed frequency approach for stock returns and valuation ratios,"
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"Economic growth, environmental degradation and business cycles in Eswatini,"
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"A Sectoral Approach to the Electricity-growth Nexus in the Eastern Cape Province of South Africa,"
International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 269-276.
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Folia Oeconomica Stetinensia, Sciendo, vol. 20(2), pages 230-248, December.
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"Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s),"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(2), pages 161-180, February.
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"Imposing equilibrium restrictions in the estimation of dynamic discrete games,"
Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
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"Imposing equilibrium restrictions in the estimation of dynamic discrete games,"
Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
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"Optimal Inflation and the Identification of the Phillips Curve,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
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"Average crossing time: An alternative characterization of mean aversion and reversion,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 903-944, July.
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"Best linear approximations to set identified functions: with an application to the gender wage gap,"
CeMMAP working papers
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CeMMAP working papers
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"The analysis of marked and weighted empirical processes of estimated residuals,"
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"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
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"On the role of covariates in the synthetic control method,"
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"Aggregate fluctuations and the distribution of firm growth rates,"
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"Two-Step Estimation and Inference with Possibly Many Included Covariates,"
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"Consumer Search Costs and Preferences on the Internet,"
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"The analysis of marked and weighted empirical processes of estimated residuals,"
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- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Discussion Papers 19-05, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
CREATES Research Papers
2019-15, Department of Economics and Business Economics, Aarhus University.
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"Economic complexity and jobs: an empirical analysis,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 32(1), pages 25-52, January.
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"A Sectoral Approach to the Electricity-growth Nexus in the Eastern Cape Province of South Africa,"
International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 269-276.
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"Asymptotic Theory for Rotated Multivariate GARCH Models,"
Econometric Institute Research Papers
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"Moment redundancy test with application to efficiency-improving copulas,"
Economics Letters, Elsevier, vol. 171(C), pages 29-33.
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"Effectiveness of sequences of classroom training for welfare recipients: what works best in West Germany?,"
Applied Economics, Taylor & Francis Journals, vol. 51(1), pages 1-46, January.
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"The value of online banking to small and medium-sized enterprises: evidence from firms operating in the uae free trade zones,"
Applied Economics, Taylor & Francis Journals, vol. 51(37), pages 4046-4055, August.
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"Multivariate Return Decomposition: Theory and Implications,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 487-508, May.
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"Nonparametric localized bandwidth selection for Kernel density estimation,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
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"Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making,"
Journal of Development Studies, Taylor & Francis Journals, vol. 55(12), pages 2526-2548, December.
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"Speeding Up MCMC by Efficient Data Subsampling,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
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"Large Dynamic Covariance Matrices,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 363-375, April.
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"Including Covariates in the Regression Discontinuity Design,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 736-748, October.
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"On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(5), pages 843-858, May.
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"Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
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"Import demand function for Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(1), pages 9-19.
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- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
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"Imposing equilibrium restrictions in the estimation of dynamic discrete games,"
Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
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- Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers tecipa-646, University of Toronto, Department of Economics.
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- Sonia Bhalotra & Damian Clarke, 2019.
"Twin Birth and Maternal Condition,"
The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 853-864, December.
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"Access to Banking and the Role of Inequality and the Financial Crisis,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 21(4), pages 1373-1410, October.
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"Identification-Robust Nonparametric Inference in a Linear IV Model,"
Discussion Papers
dp19-02, Department of Economics, Simon Fraser University.
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"Advice on using heteroskedasticity-based identification,"
Stata Journal, StataCorp LP, vol. 19(4), pages 757-767, December.
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- Cheng Chou & Ruoyao Shi, 2019.
"What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply,"
Working Papers
202017, University of California at Riverside, Department of Economics, revised Jul 2020.
- Ruoyao Shi & Cheng Chou, 2019. "What Time Use Surveys Can (And Cannot) Tell Us about Labor Supply," Working Papers 201912, University of California at Riverside, Department of Economics.
- Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019. "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series 2019-02, School of Economics, University of East Anglia, Norwich, UK..
- Yassin Ibrahim Eltahir & Osama Azmi Sallam & Hussien Omer Osman & Fethi Klabi, 2019. "Volatility Interdependences In The Saudi Stocks Market," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 11(1), pages 81-88, April.
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"Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia,"
Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(2), pages 139-152.
- Mansur, Alfan, 2019. "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," MPRA Paper 97883, University Library of Munich, Germany, revised 02 Oct 2019.
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- Enrico De Monte & Anne-Laure Levet, 2019. "Productivity Dynamics in French Woodworking Industries," Working Papers of BETA 2019-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Gabriel Victorio Montes Rojas, 2019. "Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados [An evaluation of pass-through in Argentina using multivariate quantile impulse respons," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 36(73), pages 145-189, july-dece.
- Mohammad Ghaderi & Milosz Kadzinsky, 2019. "Accounting for structural patterns in construction of value functions: a convex optimization approach," Economics Working Papers 1634, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019.
"From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts,"
Working Papers
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- Carlo Drago & Roberto Ricciuti, 2019. "Bootstrapping the Gini Index of the Network Degree: An Application for Italian Corporate Governance," Working Papers 05/2019, University of Verona, Department of Economics.
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"Continuously Updated Indirect Inference In Heteroskedastic Spatial Models,"
Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.
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- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
- Ajide Folorunsho M., 2019. "Institutional Quality, Economic Misery and Crime Rate in Nigeria," Economics and Business, Sciendo, vol. 33(1), pages 170-182, January.
- Zyga Jacek, 2019. "Data Selection as the Basis for Better Value Modelling," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 25-34, March.
- Barańska Anna, 2019. "Linear and Nonlinear Weighing of Property Features," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 59-68, March.
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"Consistent Pseudo‐Maximum Likelihood Estimators and Groups of Transformations,"
Econometrica, Econometric Society, vol. 87(1), pages 327-345, January.
- Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," MPRA Paper 87834, University Library of Munich, Germany.
- Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers 2018-08, Center for Research in Economics and Statistics.
- Patrick Kline & Christopher R. Walters, 2019.
"On Heckits, LATE, and Numerical Equivalence,"
Econometrica, Econometric Society, vol. 87(2), pages 677-696, March.
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- Patrick Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," CESifo Working Paper Series 6994, CESifo.
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- Gabriele Fiorentini & Enrique Sentana, 2019.
"Dynamic specification tests for dynamic factor models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
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- Sebastian Kripfganz & Claudia Schwarz, 2019.
"Estimation of linear dynamic panel data models with time‐invariant regressors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
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"The Demand for Assets and Optimal Monetary Aggregation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 929-952, June.
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- Cristina Fuentes‐Albero, 2019.
"Financial Frictions, Financial Shocks, and Aggregate Volatility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1581-1621, September.
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- Cristina Fuentes-Albero, 2018. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2018-054, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Fuentes-Albero, 2014. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2014-84, Board of Governors of the Federal Reserve System (U.S.).
- Eduard Sariev & Guido Germano, 2019.
"An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default,"
Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 404-427, July.
- Sariev, Eduard & Germano, Guido, 2018. "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," LSE Research Online Documents on Economics 100211, London School of Economics and Political Science, LSE Library.
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"Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?,"
Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-27, March.
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- Zandile Zezethu & Andrew Phiri, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers 1823, Department of Economics, Nelson Mandela University.
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021.
"Nonparametric homogeneity pursuit in functional-coefficient models,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019. "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers 19/03, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021.
"Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence],"
The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(5), pages 960-984.
- Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
- Kreutzmann, Ann-Kristin & Marek, Philipp & Salvati, Nicola & Schmid, Timo, 2019. "Estimating regional wealth in Germany: How different are East and West really?," Discussion Papers 35/2019, Deutsche Bundesbank.
- Bataille, Marc & Bodnar, Olivia & Steinmetz, Alexander & Thorwarth, Susanne, 2019. "Screening instruments for monitoring market power: The return on withholding capacity index (RWC)," DICE Discussion Papers 311, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019.
"Replication studies in economics—How many and which papers are chosen for replication, and why?,"
Research Policy, Elsevier, vol. 48(1), pages 62-83.
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- Kurnaz, Musab & Soytas, Mehmet A., 2019. "Intergenerational Income Mobility and Income Taxation," GLO Discussion Paper Series 409, Global Labor Organization (GLO).
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- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2020.
"Bootstrap methods for inference in the Parks model,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-18.
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- Moundigbaye, Mantobaye & Messemer, Clarisse & Parks, Richard W. & Reed, W. Robert, 2019. "Bootstrap methods for inference in the Parks model," Economics Discussion Papers 2019-39, Kiel Institute for the World Economy (IfW Kiel).
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2018. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 18/13, University of Canterbury, Department of Economics and Finance.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017. "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics 17/09, University of Canterbury, Department of Economics and Finance.
- Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019.
"Persistent zeros: The extensive margin of trade,"
Kiel Working Papers
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"The analysis of marked and weighted empirical processes of estimated residuals,"
Economics Papers
2019-W03, Economics Group, Nuffield College, University of Oxford.
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"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
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"Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors,"
Energy Economics, Elsevier, vol. 96(C).
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"Fertility after The Drought: Theory and Evidence from Madagascar,"
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"A Meta-Analysis of the Price and Income Elasticities of Food Demand,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 68(2), June.
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"A Meta-Analysis of the Price and Income Elasticities of Food Demand,"
German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 68(2), June.
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"Predicting Recessions: A New Measure of Output Gap as Predictor,"
CEPA Working Papers Series
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Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
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"A doubly corrected robust variance estimator for linear GMM,"
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"Virtual Historical Simulation for estimating the conditional VaR of large portfolios,"
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"Capturing the power options smile by an additive two-factor model for overlapping futures prices,"
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"Pareto Models for Risk Management,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 355-387,
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"The effect of interest rate caps on bankruptcy: Synthetic control evidence from recent payday lending bans,"
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"Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap,"
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"Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure,"
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"From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts,"
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"Forecasting with instabilities: An application to DSGE models with financial frictions,"
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"Capturing the power options smile by an additive two-factor model for overlapping futures prices,"
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"Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model,"
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"Spurious weather effects,"
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"Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models,"
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"Valuation of the Quality Attributes of Online Banking Services by Small and Medium Enterprises Engaged in International Trade,"
South African Journal of Economics, Economic Society of South Africa, vol. 87(1), pages 65-81, March.
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"Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions,"
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"Disaggregated Short-Term Inflation Forecast (Stif) For Monetary Policy Decision In Sierra Leone,"
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"Sparse demand systems: corners and complements,"
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