Research classified by Journal of Economic Literature (JEL) codes

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

2026

• Shahid Bashir & Aleena Joby & Farhana Wani & Mudaser Ahad Bhat & Tosib Alam, 2026, "Shrinking Sizes, Swelling Prices: Evaluating the Ripple Effects of Inflation and Shrinkflation on Economic Growth Using Dynamic Panel Framework," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 18, issue 1, pages 29-50, January, DOI: 10.1177/09749101251335099.
• Bjarne Sæther & Anne Neumann, 2026, "Fat Tails in German Natural Gas Prices?," The Energy Journal, , volume 47, issue 1, pages 243-260, January, DOI: 10.1177/01956574251371648.
• Zhenya Liu & Nawazish Mirza & Rongyu You & Yaosong Zhan, 2026, "Understanding the complexity of futures markets investing in China: evidence from deep learning techniques," Annals of Operations Research, Springer, volume 357, issue 1, pages 409-440, February, DOI: 10.1007/s10479-024-06277-x.
• Michael Pfaffermayr, 2026, "Bias-corrected cluster-robust standard errors for fixed effects PPML estimators of gravity panel models with autocorrelated disturbances," Empirical Economics, Springer, volume 70, issue 2, pages 1-28, February, DOI: 10.1007/s00181-026-02888-4.
• Ainara Rodríguez-Sánchez & Hairui Zhang & Marc J. K. De Ceuster & Jan Annaert, 2026, "Estimating ultra long-term interest rates with raise regression," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-23, December, DOI: 10.1007/s12197-025-09749-3.
• Eze Afamefuna A. & Usman Philip F. & Ukwueze Ezebuilo R., 2026, "Public Health Expenditure and Maternal Mortality Rate in Sub-Saharan African Countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 36, issue 1, pages 91-111, DOI: 10.2478/sues-2026-0004.
• Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
• Kemper, Jan & Rostam-Afschar, Davud, 2026, "Earning While Learning: How to Run Batched Bandit Experiments," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1717.
• Simar, Léopold & Wilson, Paul, 2026, "Nonparametric Models of Production: Efficiency Estimation and Statistical Inference," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026002, Feb.
• Asimit, Vali & Chen, Ziwei & Lassance, Nathan, 2026, "Distribution-free shrinkage of high-dimensional mean vector," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2026001, Feb.
• Sergey Ivashchenko, 2026, "Structural seasonality," Bank of Russia Working Paper Series, Bank of Russia, number wps160, Jan.
• Arne J. Nagengast & Fernando Rios‐Avila & Yoto V. Yotov, 2026, "The European single market and intra‐EU trade: an assessment with heterogeneity‐robust difference‐in‐differences methods," Economica, London School of Economics and Political Science, volume 93, issue 369, pages 298-331, January, DOI: 10.1111/ecca.70018.
• Guo Yan & Zou Guchu & Wu Jianhong, 2026, "Factor Modeling for High-Dimensional Interval-Valued Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 63-72, DOI: 10.1515/snde-2024-0019.
• Peter A. Zadrozny, 2026, "Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models," CESifo Working Paper Series, CESifo, number 12380.
• Daniel Velásquez-Gaviria & Jean-Michel Zakoïan, 2026, "Noncausal AR processes driven by causal GARCH volatility," Working Papers, Center for Research in Economics and Statistics, number 2026-02, Jan.
• Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2026, "The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 49336, Feb.
• Ohyun Kwon & Arne Nagengast & Jangsu Yoon & Yoto Yotov, 2026, "From Imposition to Lifting: Estimating the Effects of Sanctions Over Their Lifecycle," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 202606, Feb.
• Cai, Zhengzheng & Han, Xiaoyi & Zhuo, Jianchao, 2026, "Estimation of high order simultaneous equations spatial autoregressive model: An efficient Bayesian approach," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112741.
• Ivanov, Maxim, 2026, "Mean bounds and existence: Calibration approach via inverse hazard rates," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112785.
• Juodis, Artūras & Reese, Simon, 2026, "Five lessons for applied researchers from twenty years of common correlated effects estimation," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106120.
• Chen, Bin & Han, Yuefeng & Yu, Qiyang, 2026, "Estimation and inference for CP tensor factor models," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106167.
• Menzel, Konrad, 2026, "Strategic network formation with many agents," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106174.
• Liu, Jizhou, 2026, "Inference for two-stage experiments under covariate-adaptive randomization," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106189.
• Li, Yu-Ning & Chen, Jia & Linton, Oliver, 2026, "Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2022.12.005.
• Li, Z. Merrick & Linton, Oliver, 2026, "Robust estimation of integrated and spot volatility," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2023.105614.
• Chudik, Alexander & Pesaran, M. Hashem & Smith, Ron P., 2026, "Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 1-25, DOI: 10.1016/j.ecosta.2023.11.001.
• Escobar-Anel, Marcos & Pan, Kaize & Stentoft, Lars, 2026, "A mean reverting affine GARCH model for commodities," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109075.
• Campos-Martins, Susana & Amado, Cristina, 2026, "Modelling time-varying volatility interactions," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105098.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Nasini, Stefano & Nessah, Rabia & Wigniolle, Bertrand, 2026, "Learning paths to multi-sector equilibrium: Belief dynamics under uncertain returns to scale," Journal of Mathematical Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.jmateco.2025.103212.
• Sun, Quan & Huang, Minjie, 2026, "Firm-level evidence on AI-driven output expansion and productivity in China," Socio-Economic Planning Sciences, Elsevier, volume 103, issue C, DOI: 10.1016/j.seps.2025.102389.
• Narimen Rdhaounia & Malek Elweriemmi & Mohamed Kouni, 2026, "The Complex Trilogy of Shadow Economy, Inflation, and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 69, issue 1, pages 28-55.
• Narimen Rdhaounia & Malek Elweriemmi & Mohamed Kouni, 2026, "The Complex Trilogy of Shadow Economy, Inflation, and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2026/03, Jan.
• Beckmannshagen Mattis & König Johannes & Retter Isabella & Schluter Christian & Schröder Carsten & Tchokni Yogam, 2026, "Dealing with Censored Earnings in Register Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 246, issue 1-2, pages 5-34, DOI: 10.1515/jbnst-2024-0037.
• Jiyuan Zhang & Shirong Zhao & Guangshun Qiao, 2026, "Fintech and bank efficiency: a robust nonparametric approach for Chinese commercial banks," Journal of Productivity Analysis, Springer, volume 65, issue 1, pages 1-21, March, DOI: 10.1007/s11123-025-00788-w.
• Giovanni Bonaccolto & Massimiliano Caporin & Syed Jawad Hussain Shahzad, 2026, "(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-021..
• López, Axsell, 2026, "Determinantes de la eficiencia técnica relativa en proyectos de inversión financiados por el BCIE: Evidencia basada en DEA y modelo de variables censuradas
  [Determinants of relative technical efficiency in CABEI-financed investment projects: Evide," MPRA Paper, University Library of Munich, Germany, number 127812, Jan.

2025

• Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025, "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107374.
• Manganelli, Simone, 2025, "Statistical decision functions with judgment," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105940.
• Ke, Qiulin & Zhu, Bing & White, Michael & Chi, Bin, 2025, "Transactions tax change during the pandemic: A study of the UK housing market," Journal of Housing Economics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jhe.2025.102088.
• Cho, Yunho & Kim, Jiseob & Kim, Julie, 2025, "Why old-age poverty matters: Evidence from consumption responses to income shocks," Journal of Macroeconomics, Elsevier, volume 86, issue C, DOI: 10.1016/j.jmacro.2025.103718.
• Alessandri, Piergiorgio & Jordà, Òscar & Venditti, Fabrizio, 2025, "Decomposing the monetary policy multiplier," Journal of Monetary Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jmoneco.2025.103783.
• Neto, David, 2025, "Buy when there’s blood in the streets: How geopolitical adverse events can push defense stock returns to the extreme," European Journal of Political Economy, Elsevier, volume 90, issue PB, DOI: 10.1016/j.ejpoleco.2025.102771.
• Ledoit, Olivier & Wolf, Michael, 2025, "Markowitz portfolios under transaction costs," The Quarterly Review of Economics and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.qref.2025.101962.
• Börner, Christoph J. & Hoffmann, Ingo & Kürzinger, Lars M. & Schmitz, Tim, 2025, "On the return distributions of a basket of cryptocurrencies and subsequent implications," Research in Economics, Elsevier, volume 79, issue 1, DOI: 10.1016/j.rie.2025.101028.
• Ndembe, Elvis, 2025, "Precision scheduled railroading, demurrage, and shipper adjustments," Research in Transportation Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.retrec.2025.101522.
• Jantadej, Kulaya & Kotcharin, Suntichai, 2025, "Navigating liquidity in turbulent waters: The impact of global supply chain pressures on maritime working capital management strategies," Research in Transportation Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.retrec.2025.101581.
• Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin & Obalade, Adefemi, 2025, "Does the tail of finance wag the dog of the real economy? Dynamic connectedness of the stock market and business confidence," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103856.
• Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102806.
• Li, Haiqi & Zhang, Jing & Zheng, Chaowen, 2025, "Functional-coefficient quantile cointegrating regression with stationary covariates," Statistics & Probability Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.spl.2024.110344.
• Thomas B. Marvell, 2025, "A Test for Endogeneity in Regressions," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 3, pages 1-44.
• Thomas B. Marvell, 2025, "A Test for Endogeneity in Regressions," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2025/05, May.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2025, "An information-theoretic asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126155, Jan.
• José Ignacio Azuela Flores, 2025, "La importancia de la asistencia temprana en la participación cultural," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 107, issue 01, pages 118-137.
• Haonan Zhou & Chao Liang, 2025, "Geopolitical risk and gold price bubbles," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 24, issue 3, pages 353-374, March, DOI: 10.1108/RAF-09-2024-0369.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2025, "Analysis of Multiple Long-Run Relations in Panel Data Models," Working Papers, Federal Reserve Bank of Dallas, number 2523, Jun, revised 29 Sep 2025, DOI: 10.24149/wp2523r2.
• Alexander Chudik & Cameron M. Ellis & Johannes G. Jaspersen, 2025, "Lags, Leave-Outs and Fixed Effects," Working Papers, Federal Reserve Bank of Dallas, number 2536, Sep, DOI: 10.24149/wp2536.
• Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
• Simon Freyaldenhoven & Christian Hansen, 2025, "(Visualizing) Plausible Treatment Effect Paths," Working Papers, Federal Reserve Bank of Philadelphia, number 25-27, Sep, DOI: 10.21799/frbp.wp.2025.27.
• Aristide Merlin Ngono & Emmanuel Bruno Ongo Nkoa & Marc‐hubert Depret, 2025, "Résilience de la croissance économique en contexte pandémique des pays d'Afrique subsaharienne: Une explication par les mesures de lutte contre la COVID‐19," Post-Print, HAL, number hal-05284918, Sep, DOI: 10.1111/1467-8268.70028.
• Aristide Merlin Ngono & Bruno Emmanuel Ongo Nkoa & Marc-Hubert Depret & Cho Emmanuel Asafor, 2025, "Economic resilience in Central Africa in the face of COVID-19: corruption, a hindrance or a key factor?," Post-Print, HAL, number hal-05285105, Sep, DOI: 10.1186/s12913-025-13163-0.
• Ezzeddine Boussoura & Rhouma Drine & Abderrahmane Jahmane, 2025, "Quand le chercheur devient entrepreneur : étude des déterminants de la valorisation de la recherche scientifique," Post-Print, HAL, number hal-05346301, Sep, DOI: 10.3917/inno.pr2.0196.
• Andersson, Jonas & Karlis, Dimitris, 2025, "Maximum Likelihood Estimation of the Vector AutoRegressive To Anything (VARTA) model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/25, Dec.
• Ilves, Maiki, 2025, "Estimation with probability edited survey data under nonresponse," Working Papers, Örebro University, School of Business, number 2025:3, Feb.
• Muhinyuza, Stanislas & Karlsson, Peter & Sahamkhadam, Maziar, 2025, "Beta regression: Shrinkage-Liu type Estimator with Application," Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics, number 6/2025, Dec.
• Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025, "A neyman-orthogonalization approach to the incidental parameter problem," IFS Working Papers, Institute for Fiscal Studies, number WCWP05/25, Jan.
• David Conaly Martínez Vázquez & Marissa Martínez Preece & Francisco J. Reyes Zárate, 2025, "Efecto macroeconómico en la morosidad de créditos al consumo y su impacto en la rentabilidad bancaria en México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-21, Abril - J.
• Yoosoon Chang & Ye Lu & Joon Park, 2025, "Understanding Regressions with Observations Collected at High Frequency over Long Span," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-001, Jan.
• van Praag, Bernard M. S. & Hop, J. Peter & Greene, William H., 2025, "Estimation of Linear Models from Coarsened Observations: A Method of Moments Approach," IZA Discussion Papers, IZA Network @ LISER, number 17610, Jan.
• Slichter, David & Tran, Nhan, 2025, "Do Better Journals Publish Better Estimates?," IZA Discussion Papers, IZA Network @ LISER, number 17960, Jun.
• Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025, "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202507, Mar.
• Xiyuan Liu & Zongwu Cai & Liangjun Su, 2025, "Time-varying Factor-augmented Forecasting Models with Variable Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202515, Sep, revised Sep 2025.
• Nien-Lin Liu & Ryoichi Suzuki, 2025, "An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1571-1616, December, DOI: 10.1007/s10690-024-09498-z.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2025, "Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 2, pages 1083-1146, February, DOI: 10.1007/s10614-024-10772-5.
• Sang-Heon Lee, 2025, "An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2965-2990, May, DOI: 10.1007/s10614-024-10653-x.
• Alejandro Steven Fonseca-Zendejas & Carmen Borrego-Salcido & Francisco Venegas-Martínez, 2025, "An Estimated DSGE Model Under the New Keynesian Framework for Mexico," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1297-1320, August, DOI: 10.1007/s10614-024-10742-x.
• Moayad Al Rasasi & Hussain Alramadan, 2025, "The Asymmetric Effects of Global Food Prices on Domestic Prices in Saudi Arabia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 31, issue 1, pages 1-13, May, DOI: 10.1007/s11294-025-09929-1.
• Kien C. Tran & Panayotis G. Michaelides, 2025, "A class of generalized autoregressive score panel stochastic frontier models," Journal of Productivity Analysis, Springer, volume 64, issue 3, pages 235-253, December, DOI: 10.1007/s11123-024-00748-w.
• Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi Maria Zekente, 2025, "Housing Affordability, Tourism Activity and Income Inequality: Friends or Foes?," Open Economies Review, Springer, volume 36, issue 4, pages 1255-1280, September, DOI: 10.1007/s11079-024-09793-2.
• Ging-Ginq Pan & Yung-Ming Shiu & Tu-Cheng Wu, 2025, "Time-varying predictability of TAIEX volatility," Review of Derivatives Research, Springer, volume 28, issue 2, pages 1-28, July, DOI: 10.1007/s11147-025-09212-9.
• David Kang & Seojeong Lee & Juha Song, 2025, "Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification," Working Papers, Lancaster University Management School, Economics Department, number 423283930.
• Sidharth J, 2025, "Assessing Market Liquidity Amidst Crisis: Evidence from Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2025-283, Jun.
• Badi H. Baltagi & Qu Feng & Wei Wang, 2025, "Nonstationary Heterogeneous Panels with Multiple Structural Changes," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 265, Mar.
• Paul L. E. Grieco & Charles Murry & Joris Pinkse & Stephan Sagl, 2025, "Optimal Estimation of Discrete Choice Demand Models with Consumer and Product Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 33397, Jan.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," NBER Working Papers, National Bureau of Economic Research, Inc, number 34014, Jul.
• Sebastian Calónico & Sebastian Galiani, 2025, "Beyond Bonferroni: Hierarchical Multiple Testing in Empirical Research," NBER Working Papers, National Bureau of Economic Research, Inc, number 34050, Jul.
• Hadi Elzayn & Jacob Goldin & Cameron Guage & Daniel E. Ho & Claire Morton, 2025, "Monotone Ecological Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 34285, Sep.
• Ana Vujovic, 2025, "News article analysis using Naive Bayes classifier," Working Papers Bulletin, National Bank of Serbia, number 27, Mar.
• Richard T Baillie & Francis X Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2025, "On robust inference in time-series regression," The Econometrics Journal, Royal Economic Society, volume 28, issue 2, pages 131-173.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025, "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 1, pages 499-547.
• Ovidijus Stauskas & Genaro Sucarrat, 2025, "Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 142-153.
• Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve, 2025, "Efficient Estimation in Extreme Value Regression Models of Hedge Funds Tail risks," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-018..
• Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2025, "Continuous-Time Fama-MacBeth Regressions," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3542-3579.
• Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025, "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 760-802.
• Liuren Wu & Yuzhao Zhang, 2025, "Common Pricing of Decentralized Risk: A Linear Option Pricing Model," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1822-1867.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-013, Jun.
• Xu Cheng & Frank Schorfheide & Peng Shao, 2025, "Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-014, Jun.
• Raputsoane, Leroi, 2025, "Global mineral companies size and corporate governance," MPRA Paper, University Library of Munich, Germany, number 123203, Jan.
• Raputsoane, Leroi, 2025, "Global mineral companies attributes and corporate governance," MPRA Paper, University Library of Munich, Germany, number 123205, Jan.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025, "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper, University Library of Munich, Germany, number 123741.
• Bonga-Bonga, Lumengo & Nyambayo, Kudznai & Mpofu, Delani, 2025, "Foreign exchange intervention and exchange rate exposure: evidence from South Africa and Japan," MPRA Paper, University Library of Munich, Germany, number 123763, Feb.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2025, "A beta prime ARMA model for positive time series," MPRA Paper, University Library of Munich, Germany, number 123873, Feb.
• John Michael, Riveros-Gavilanes, 2025, "Metodología estándar de vectores autoregresivos (VAR) y de corrección del error (VEC)
  [Standard methodology of vector autoregression (VAR) and error correction (VEC)]," MPRA Paper, University Library of Munich, Germany, number 124015, Mar.
• Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025, "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper, University Library of Munich, Germany, number 124689, May.
• Pál, Tibor & Storti, Giuseppe, 2025, "Estimating the R-Star in the US: A Score-Driven State-Space Model with Time-Varying Volatility Persistence," MPRA Paper, University Library of Munich, Germany, number 125338, Jul.
• Lee, David, 2025, "Robust Parameter Estimation for Financial Data Simulation," MPRA Paper, University Library of Munich, Germany, number 125703, Aug.
• Frank, Luis, 2025, "Nowcasting del PIB argentino a través de un modelo de corrección de errores flexible
  [Nowcasting Argentine's GDP through a flexible error correction model]," MPRA Paper, University Library of Munich, Germany, number 126543, Oct.
• Bell, Peter, 2025, "Comment on Raputsoane’s Analysis of Regional Differences in Governance of Mining Companies," MPRA Paper, University Library of Munich, Germany, number 126880, Nov.
• Aknouche, Abdelhakim & Bentarzi, Mohamed, 2025, "Efficient two-stage estimation of cyclical ARCH models," MPRA Paper, University Library of Munich, Germany, number 127417, Dec.
• Brian König & Gabriela Dováĺová & Ján Košta, 2025, "Receiving Assistance in Material Need versus Active Participation in the Labour market: Who Will Win?," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 1, pages 1-30, DOI: 10.18267/j.polek.1451.
• José R. Maria & Paulo Júlio, 2025, "Covid and War shocks," Working Papers, Banco de Portugal, Economics and Research Department, number w202526.
• Stelios Arvanitis, 2025, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Working Paper, Economics Department, Queen's University, number 1532, Feb.
• Bogdan DIMA & Lucian Liviu ALBU & Ştefana Maria DIMA & Roxana IOAN & Anca SARAOLU IONAŞCUŢI & Marian Ilie SIMINICA, 2025, "Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-22, April.
• Lucian Liviu ALBU & Ada Cristina ALBU, 2025, "Estimating the correlation between natality and economic growth," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 250701, Jul.
• Osman Doğan & Ye Yang & Süleyman Taşpınar, 2025, "Integrated modified harmonic mean method for spatial panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 109, issue 4, pages 689-719, December, DOI: 10.1007/s10182-024-00521-2.
• Erindi Allaj & Maria Elvira Mancino & Simona Sanfelici, 2025, "Identifying the number of latent factors of stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 571-602, June, DOI: 10.1007/s10203-024-00479-5.
• Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2025, "Stochastic differential equations death rates models: the Portuguese case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1197-1217, December, DOI: 10.1007/s10203-023-00414-0.
• Kyu Park & Michael Sherris, 2025, "Actuarial modelling of Australian population retirement risks: an Australian functional disability and health state model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1397-1437, December, DOI: 10.1007/s10203-023-00418-w.
• Yan Peng & Jiao Geng, 2025, "How does information consumption pilot policy affect climate-friendly technological innovation? Evidence from China," Economics of Governance, Springer, volume 26, issue 4, pages 591-623, December, DOI: 10.1007/s10101-025-00340-4.
• Lixiong Yang & Mingjian Ren & Jianming Bai, 2025, "Threshold mixed data sampling logit model with an application to forecasting US bank failures," Empirical Economics, Springer, volume 68, issue 1, pages 433-477, January, DOI: 10.1007/s00181-024-02639-3.
• Cheng Hsiao, 2025, "A selective review of panel approaches to construct counterfactuals," Empirical Economics, Springer, volume 69, issue 5, pages 2589-2608, November, DOI: 10.1007/s00181-025-02738-9.
• Ming-Yu Deng & Levent Kutlu, 2025, "Spatial stochastic frontier model with stochastic weighting matrix," Empirical Economics, Springer, volume 69, issue 5, pages 2783-2815, November, DOI: 10.1007/s00181-025-02815-z.
• Montasser Ghachem & Oguz Ersan, 2025, "Estimation of the probability of informed trading models via an expectation-conditional maximization algorithm," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-37, December, DOI: 10.1186/s40854-024-00729-w.
• Bikramjit Das & Vicky Fasen-Hartmann, 2025, "Measuring risk contagion in financial networks with CoVaR," Finance and Stochastics, Springer, volume 29, issue 3, pages 707-755, July, DOI: 10.1007/s00780-025-00564-6.
• Nnanna P. Azu & Aburime Ehimare & Hassan P. Abdullahi, 2025, "ICT and trade competitiveness in West Africa: the mediating role of revealed comparative advantage in the non-alcoholic beverage sector," Future Business Journal, Springer, volume 11, issue 1, pages 1-14, December, DOI: 10.1186/s43093-025-00535-5.
• Mesias Alfeus & Justin Harvey & Phuthehang Maphatsoe, 2025, "Improving realised volatility forecast for emerging markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 299-342, March, DOI: 10.1007/s12197-024-09701-x.
• Midhunlal Mullakkal & Paul Jose Palathingal, 2025, "Exploring entrepreneurial intentions of indians: integrating descriptive and injunctive norms within the theory of planned behaviour using GEM data," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, volume 15, issue 1, pages 1-11, December, DOI: 10.1007/s40497-025-00463-2.
• Lekharani Gohain & Amit K. Biswas, 2025, "The Drivers of India’s Agricultural Trade: A Study Based on Major Crops," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 1, pages 159-174, March, DOI: 10.1007/s40953-024-00418-6.
• Bilge Cıpe & Baki Ozsolak & Dilek Usanmaz, 2025, "Impact of technology on ecological footprint: an analysis in ASEAN countries with PVAR approach," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 6, pages 5449-5468, December, DOI: 10.1007/s11135-025-02207-6.
• Tryson Yangailo, 2025, "The role of transformational leadership and process management in enhancing productivity," SN Business & Economics, Springer, volume 5, issue 8, pages 1-18, August, DOI: 10.1007/s43546-025-00863-2.
• María Rubio-Misas, 2025, "Efficiency and Productivity in the Insurance Industry Using Frontier Methodologies," Springer Books, Springer, in: Georges Dionne, "Handbook of Insurance", DOI: 10.1007/978-3-031-69561-2_17.
• Håvard Hungnes, 2025, "A novel multivariate composite estimator for the Labour Force Survey," Discussion Papers, Statistics Norway, Research Department, number 1022, Apr.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2025, "Are input-output coefficients really fixed?," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 753-776, February, DOI: 10.1080/00036846.2024.2305622.
• Weining Wang & Jeffrey M. Wooldridge & Mengshan Xu & Cuicui Lu & Chaowen Zheng, 2025, "Using generalized estimating equations to estimate nonlinear models with spatial data," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 2, pages 214-242, February, DOI: 10.1080/07474938.2024.2405487.
• Caio Almeida & Ricardo Masini & Paul Schneider, 2025, "Constrained Polynomial Likelihood," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 2, pages 482-493, April, DOI: 10.1080/07350015.2024.2394587.
• Okan Akarsu, 2025, "Total factor productivity and spillover effects: Frontier and Laggard firms dynamics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 25, issue 3.
• Okan Akarsu, 2025, "Total Factor Productivity and Spillover Effects:Frontier and Laggard Firms’ Dynamics"," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2511.
• Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2025, "Score-driven time-varying parameter models with splinebased densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-011/III, Feb.
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• Gordon Anderson, 2025, "Mean Location and Gini-like Inequality measures for Multivariate Ordinal Variates: Examining the Progress of Health Outcomes in Pre Covid United Kingdom," Working Papers, University of Toronto, Department of Economics, number tecipa-804, Sep.
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• Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025, "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1607, Jan.
• Jochmans, Koen & Bonhomme, Stéphane & Weidner, Martin, 2025, "A Neyman-Orthogonalization Approach to The Incidental Parameter Problem," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1614, Jan.
• Priyanka Asnani & Alexander Chudik & Braden Strackman, 2025, "xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels," Stata Journal, StataCorp LLC, volume 25, issue 1, pages 136-150, March, DOI: 10.1177/1536867X251322965.
• Alyssa H. Carlson & Wei Zhao, 2025, "Heckman sample-selection estimators under heteroskedasticity," Stata Journal, StataCorp LLC, volume 25, issue 1, pages 212-236, March, DOI: 10.1177/1536867X251322971.
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• Buiga Anuța & Popa Mirela, 2025, "Determinants of Rent Prices: An Analysis of European Cities," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 70, issue 1, pages 51-66, DOI: 10.2478/subboec-2025-0003.
• Udo Emmanuel Samuel & Chiyem Iyadi Rollins & Abner Ishaku Prince & Ifeanyi Onyemere & Okoh Johnson Ifeanyi & Ajudua Emmanuel Ifeanyi, 2025, "Exploring the Energy Consumption and Carbon Emissions Nexus in Nigeria," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 35, issue 3, pages 92-121, DOI: 10.2478/sues-2025-0014.
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• Tauheed, Tahira & Tauseef, Tahira, 2025, "A Univariate based NAIRU Estimation in the Context of Data Constrained Developing Countries," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 323970.
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• Gianluca De Nard & Damjan Kostovic, 2025, "Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios," ECON - Working Papers, Department of Economics - University of Zurich, number 470, May, revised Nov 2025.
• Guido W. Imbens & Yiqing Xu, 2025, "Comparing Experimental and Nonexperimental Methods: What Lessons Have We Learned Four Decades after LaLonde (1986)?," Journal of Economic Perspectives, American Economic Association, volume 39, issue 4, pages 173-202, Fall, DOI: 10.1257/jep.20251440.
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• Daraio, Cinzia & Fall, François Seck & Simar, Léopold & Vanhems, Anne, 2025, "Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025019, Oct.
• Mastromarco, Camilla & Simar, Léopold, 2025, "Nonparametric Spatial Frontier Models for Productivity Analysis: Evidence from EU Regions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025020, Nov.
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• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2025, "Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025004, Jan, DOI: https://doi.org/10.1016/j.ejor.2024.
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• Alfonso Ugarte, 2025, "Global | locproj y lpgraph: Comandos de Stata para estimar proyecciones locales
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• Emiliano Basco & Diego Elías & Luciana Pastore & Maximiliano Gómez Aguirre, 2025, "Soybean Yield Prediction in Argentina Using Climate Data," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 2025117, May.
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• Md. Monzur Hossain & Ankur Sarkar, 2025, "Bimstec’S Incipient Competitive Advantage And Trade Specialisation In Raw Sugar," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 244, pages 57-86, January –.
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• NEMTOC Teodora-Cristiana, 2025, "Generalized Random Forest For Predictive Modeling And Causal Inference: A Comparative Study With Traditonal Approaches," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 1, pages 111-124, August, DOI: 10.56043/reveco-2025-0009.
• Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2025, "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Working Papers, University of Macau, Faculty of Business Administration, number 202524, Mar.
• Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun.
• Tom Doan, 2025, "LOGSKEWGEDDENSITY: RATS procedure to compute log density of skew-GED distribution," Statistical Software Components, Boston College Department of Economics, number RTS00258, revised .
• Tom Doan, 2025, "LOGSKEWGEDGARCH: RATS procedure to compute the log density of skew-GED distribution for use with GARCH," Statistical Software Components, Boston College Department of Economics, number RTS00259, revised .