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
/ / / C14: Semiparametric and Nonparametric Methods: General

2021

• Morales-Oñate, Víctor & Crudu, Federico & Bevilacqua, Moreno, 2021, "Blockwise Euclidean likelihood for spatio-temporal covariance models," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 176-201, DOI: 10.1016/j.ecosta.2021.01.001.
• Fernholz, Ricardo T. & Koch, Christoffer, 2021, "The rise of big U.S. banks and the fall of big European banks: A statistical decomposition," European Economic Review, Elsevier, volume 135, issue C, DOI: 10.1016/j.euroecorev.2021.103723.
• Caselli, Francesca & Wingender, Philippe, 2021, "Heterogeneous effects of fiscal rules: The Maastricht fiscal criterion and the counterfactual distribution of government deficits✰," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103748.
• Miller, Joshua B. & Sanjurjo, Adam, 2021, "Is it a fallacy to believe in the hot hand in the NBA three-point contest?," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103771.
• Frio, Gustavo Saraiva & França, Marco Tulio Aniceto, 2021, "Human papillomavirus vaccine and risky sexual behavior: Regression discontinuity design evidence from Brazil," Economics & Human Biology, Elsevier, volume 40, issue C, DOI: 10.1016/j.ehb.2020.100946.
• Rogge, Nicky & Archer, Geoffrey, 2021, "Measuring and analyzing country change in establishing ease of doing business using a revised version of World Bank's ease of doing business index," European Journal of Operational Research, Elsevier, volume 290, issue 1, pages 373-385, DOI: 10.1016/j.ejor.2020.07.065.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2021, "Trading activity and price discovery in Bitcoin futures markets," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 107-120, DOI: 10.1016/j.jempfin.2021.03.001.
• Jayetileke, Harshanie L. & Wang, You-Gan & Zhu, Min, 2021, "Predictive regression with p-lags and order-q autoregressive predictors," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 282-293, DOI: 10.1016/j.jempfin.2021.04.006.
• Olson, Luke M. & Qi, Min & Zhang, Xiaofei & Zhao, Xinlei, 2021, "Machine learning loss given default for corporate debt," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 144-159, DOI: 10.1016/j.jempfin.2021.08.009.
• Feng, Guohua & McLaren, Keith R. & Yang, Ou & Zhang, Xiaohui & Zhao, Xueyan, 2021, "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105320.
• Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021, "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105486.
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021, "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105494.
• Lingohr, Daniel & Müller, Gernot, 2021, "Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105244.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105006.
• Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021, "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105117.
• Nam, Kyungsik, 2021, "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105123.
• Tajudeen, Ibrahim A., 2021, "The underlying drivers of economy-wide energy efficiency and asymmetric energy price responses," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105222.
• Aldieri, Luigi & Gatto, Andrea & Vinci, Concetto Paolo, 2021, "Evaluation of energy resilience and adaptation policies: An energy efficiency analysis," Energy Policy, Elsevier, volume 157, issue C, DOI: 10.1016/j.enpol.2021.112505.
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021, "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," Explorations in Economic History, Elsevier, volume 81, issue C, DOI: 10.1016/j.eeh.2021.101398.
• Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021, "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101728.
• Behrendt, Simon & Prange, Philipp, 2021, "What are you searching for? On the equivalence of proxies for online investor attention," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101401.
• Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021, "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101504.
• Palazzi, Rafael Baptista & Júnior, Gerson de Souza Raimundo & Klotzle, Marcelo Cabus, 2021, "The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101893.
• Baruník, Jozef & Čech, František, 2021, "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100562.
• Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch & Vogt, Michael, 2021, "Calendar effect and in-sample forecasting," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 31-52, DOI: 10.1016/j.insmatheco.2020.10.003.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
• Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021, "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101439.
• Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021, "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106093.
• Qin, Xiao & Zhou, Chen, 2021, "Systemic risk allocation using the asymptotic marginal expected shortfall," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106099.
• Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021, "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, volume 129, issue C, pages 736-756, DOI: 10.1016/j.jbusres.2019.10.043.
• Bargain, Olivier & Etienne, Audrey & Melly, Blaise, 2021, "Informal pay gaps in good and bad times: Evidence from Russia," Journal of Comparative Economics, Elsevier, volume 49, issue 3, pages 693-714, DOI: 10.1016/j.jce.2021.02.002.
• Hjertstrand, Per, 2021, "Power against random expenditure allocation for revealed preference tests," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 36-45, DOI: 10.1016/j.jebo.2021.05.001.
• Barra, Cristian & Ruggiero, Nazzareno, 2021, "Do microeconomic and macroeconomic factors influence Italian bank credit risk in different local markets? Evidence from cooperative and non-cooperative banks," Journal of Economics and Business, Elsevier, volume 114, issue C, DOI: 10.1016/j.jeconbus.2020.105976.
• Neuhierl, Andreas & Varneskov, Rasmus T., 2021, "Frequency dependent risk," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 644-675, DOI: 10.1016/j.jfineco.2021.01.007.
• Rouen, Ethan & So, Eric C. & Wang, Charles C.Y., 2021, "Core earnings: New data and evidence," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1068-1091, DOI: 10.1016/j.jfineco.2021.04.025.
• Liu, Yan & Wu, Jing Cynthia, 2021, "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1395-1425, DOI: 10.1016/j.jfineco.2021.05.059.
• Nishi, Hayato & Asami, Yasushi & Shimizu, Chihiro, 2021, "The illusion of a hedonic price function: Nonparametric interpretable segmentation for hedonic inference," Journal of Housing Economics, Elsevier, volume 52, issue C, DOI: 10.1016/j.jhe.2021.101764.
• Doko Tchatoka, Firmin & Varvaris, Vanessa, 2021, "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," Journal of Housing Economics, Elsevier, volume 54, issue C, DOI: 10.1016/j.jhe.2021.101790.
• Zorgati, Imen & Garfatta, Riadh, 2021, "Spatial financial contagion during the COVID-19 outbreak: Local correlation approach," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00223.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2021, "How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101898.
• Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021, "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101966.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021, "Delineating urban areas using building density," Journal of Urban Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.jue.2019.103226.
• Vesterberg, Mattias & Zhou, Wenchao & Lundgren, Tommy, 2021, "Wind of change: Small-scale electricity production and distribution-grid efficiency in Sweden," Utilities Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.jup.2021.101175.
• Barnichon, Regis & Mesters, Geert, 2021, "The Phillips multiplier," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 689-705, DOI: 10.1016/j.jmoneco.2020.04.005.
• Aloui, Chaker & Shahzad, Syed Jawad Hussain & Hkiri, Besma & Hela, Ben Hamida & Khan, Muhammad Asif, 2021, "On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101491.
• Dridi, Ichrak & Boughrara, Adel, 2021, "On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 179-194, DOI: 10.1016/j.qref.2021.02.007.
• Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021, "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 195-209, DOI: 10.1016/j.qref.2021.01.019.
• Mutascu, Mihai & Sokic, Alexandre, 2021, "Okun's law in the US: New insights in time and frequency," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 207-222, DOI: 10.1016/j.qref.2021.09.008.
• Fang, Lu & Munneke, Henry J., 2021, "A spatial analysis of borrowers’ mortgage termination decision – A nonparametric approach," Regional Science and Urban Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.regsciurbeco.2020.103595.
• Huang, Yi, 2021, "Salience of hazard disclosure and house prices: Evidence from Christchurch, New Zealand," Regional Science and Urban Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.regsciurbeco.2021.103679.
• Magalhães, David José Ahouagi Vaz de, 2021, "Analysis of critical factors affecting the final decision-making for online grocery shopping," Research in Transportation Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.retrec.2021.101088.
• Ferrarese, Moreno & Loner, Enzo & Pulina, Manuela, 2021, "Demand, business profitability and competitiveness in the cableway system: A multidimensional framework," Research in Transportation Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.retrec.2021.101041.
• Zhou, Xinmiao & Zhang, Junru & Zhang, Zhaoyong, 2021, "How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 196-213, DOI: 10.1016/j.iref.2021.01.003.
• Schettino, Francesco & Gabriele, Alberto & Khan, Haider A., 2021, "Polarization and the middle class in China: A non-parametric evaluation using CHNS and CHIP data," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 251-264, DOI: 10.1016/j.strueco.2021.04.002.
• Louhichi, Waël & Ftiti, Zied & Ameur, Hachmi Ben, 2021, "Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries," Technological Forecasting and Social Change, Elsevier, volume 167, issue C, DOI: 10.1016/j.techfore.2021.120732.
• Elisha Mavodyo, 2021, "A Revival of Budget Deficit and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 64, issue 1, pages 1-22.
• Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021, "Oil and fiscal policy regimes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-10, Jan.
• Cemil Ciftci & Hakan Ulucan, 2021, "College majors and wages in Turkey: OLS and quantile regression with sample selection correction," International Journal of Development Issues, Emerald Group Publishing Limited, volume 20, issue 3, pages 326-343, June, DOI: 10.1108/IJDI-02-2021-0047.
• Hale Yalcin & Sema Dube, 2021, "Impact of economic and market factors on the market liquidity timing ability of mutual fund managers in Turkey," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2072-2085, August, DOI: 10.1108/IJOEM-12-2020-1517.
• Olga García-Luque & Matilde Lafuente-Lechuga & Úrsula Faura-Martínez, 2021, "Territorial efficiency of social spending in Spain," International Journal of Social Economics, Emerald Group Publishing Limited, volume 49, issue 2, pages 153-175, November, DOI: 10.1108/IJSE-11-2020-0779.
• Peter Cincinelli & Domenico Piatti, 2021, "How inefficient is an inefficient credit process? An analysis of the Italian banking system," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 3/4, pages 209-239, July, DOI: 10.1108/JRF-08-2020-0184.
• Gordon Anderson & Rui Fu, 2021, "Multilateral Wellbeing and Inequality Measurement with Ordered Categorical Data: Health, Consumption and the Aging Process in China," Research on Economic Inequality, Emerald Group Publishing Limited, "Research on Economic Inequality: Poverty, Inequality and Shocks", DOI: 10.1108/S1049-258520210000029002.
• Ozan Bakis & Sezgin Polat, 2021, "Wage Inequality Dynamics in Turkey," Working Papers, Economic Research Forum, number 1509, Nov, revised 20 Nov 2021.
• Michael Kourtis & Panayiotis Curtis & Michael Hanias & Eleftherios Kourtis, 2021, "A Strategic Financial Management Evaluation of Private Hospitals’ Effectiveness and Efficiency for Sustainable Financing: A Research Study," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 1025-1054.
• Justyna Kujawska, 2021, "Health System Efficiency in European Countries: Network Data Envelopment Analysis Approach," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1095-1117.
• Mariusz Pyra & Mieczyslaw Adamowicz, 2021, "Assessment of the Sector of Public Vocational Universities in Poland from the Point of View of their Efficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 21-43.
• Beata Bieszk-Stolorz & Iwona Markowicz, 2021, "Risk of Decline in Share Prices of Energy and Fuel Sector on the Warsaw Stock Exchange During the Two Waves of the COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 977-996.
• Trakakis Anastasios & Nektarios Miltiadis & Tziaferi Styliani & Prezerakos Panagiotis, 2021, "Measuring Technical Efficiency of Health Centers in Greece: A Data Envelopment Analysis Application for the Primary Health System of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1333-1353.
• Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021, "Feed the children," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 679644, Aug.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021, "Stable marriage, household consumption and unobserved match quality," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 679647, Aug.
• Antonio López Velarde Loera & José Antonio Núñez Mora & M. Beatriz Mota Aragón, 2021, "Modelling Crude Oil and Refined Petroleum Product Spreads: An Alternative Tool for Risk Quantification," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 54, issue 1, pages 109-136, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/542021/Lopez.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/074, Jan.
• Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka, 2021, "Measuring Downside Risk in Portfolios with Bitcoin," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 178-200, October.
• Jozef Barunik & Josef Kurka, 2021, "Frequency-Dependent Higher Moment Risks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/11, Apr, revised Apr 2021.
• Alberto Arcagni & Laura Cavalli & Marco Fattore, 2021, "Partial Order Algorithms for the Assessment of Italian Cities Sustainability," Working Papers, Fondazione Eni Enrico Mattei, number 2021.01, Feb.
• Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021, "Better Bunching, Nicer Notching," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-002, Jan, DOI: 10.17016/FEDS.2021.002.
• Marinho Bertanha & Andrew H. McCallum & Alexis Payne & Nathan Seegert, 2021, "Bunching Estimation of Elasticities Using Stata," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-006, Jan, DOI: 10.17016/FEDS.2021.006.
• Dong Hwan Oh & Andrew J. Patton, 2021, "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-071, Nov, DOI: 10.17016/FEDS.2021.071.
• Bo E. Honore & Luojia Hu, 2021, "Sample Selection Models Without Exclusion Restrictions: Parameter Heterogeneity and Partial Identification," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2022-33, Jul, DOI: 10.21033/wp-2022-33.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2021, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-12, Nov, revised 06 Aug 2024, DOI: 10.18651/RWP2021-12.
• Valentina Tocchioni & Marcantonio Caltabiano & Silvia Meggiolaro, 2021, "Diverse pathways in young Italians’ entrance into sexual life: The association with gender and birth cohort," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_11, Jun.
• Emil Heesche & Peter Bogetoft, 2021, "Incentives in regulatory DEA models with discretionary outputs: The case of Danish water regulation," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2021/04, May.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "Integration and Disintegration of EMU Government Bond Markets," Econometrics, MDPI, volume 9, issue 1, pages 1-17, March.
• J. Eduardo Vera-Valdés, 2021, "Temperature Anomalies, Long Memory, and Aggregation," Econometrics, MDPI, volume 9, issue 1, pages 1-22, March.
• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021, "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, volume 9, issue 2, pages 1-32, April.
• Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021, "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, volume 14, issue 11, pages 1-26, June.
• Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021, "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, volume 14, issue 7, pages 1-14, June.
• Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021, "Skill, scale, and value creation in the mutual fund industry," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:150822.
• Paul Carrillo & Jonathan Rothbaum, 2021, "Counterfactual Dissimilarity: Can Changes in Demographics and Income Explain Increased Racial Integration in U.S. Cities?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-10, Oct.
• Ajay Chhibber, 2021, "India's Demographic Dividend or Disaster? Mismanaged Factors of Production - Land, Labor, Infrastructure, Cities," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-11, Nov.
• Christian Schluter, 2021, "On Zipf’s law and the bias of Zipf regressions," Post-Print, HAL, number hal-02880544, Aug, DOI: 10.1007/s00181-020-01879-3.
• Modou Mar & Nadine Massard, 2021, "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy," Post-Print, HAL, number hal-03222070, May, DOI: 10.1093/icc/dtab002.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print, HAL, number hal-03504122, Jul.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting Identification Concepts in Bayesian Analysis," Post-Print, HAL, number hal-03504692, DOI: 10.15609/annaeconstat2009.144.0001.
• Mihai Mutascu & Alexandre Sokic, 2021, "Okun's law in the US: New insights in time and frequency," Post-Print, HAL, number hal-03676246, Nov, DOI: 10.1016/j.qref.2021.09.008.
• Olivier Bargain & Audrey Etienne & Blaise Melly, 2021, "Informal pay gaps in good and bad times: Evidence from Russia," Post-Print, HAL, number hal-03683390, Sep, DOI: 10.1016/j.jce.2021.02.002.
• Rabeh Khalfaoui & Aviral Kumar Tiwari & Xuan Vinh Vo, 2021, "Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach," Post-Print, HAL, number hal-03805006, Dec, DOI: 10.1007/978-3-030-73443-5_108-1.
• Marc Beltempo & Georges Bresson & Jean-Michel Étienne & Guy Lacroix, 2021, "Infections, accidents and nursing overtime in a neonatal intensive care unit," Post-Print, HAL, number hal-04120462, DOI: 10.1007/s10198-021-01386-x.
• Olivier Bargain & Audrey Etienne & Blaise Melly, 2021, "Informal pay gaps in good and bad times: Evidence from Russia," Post-Print, HAL, number hal-04817643, Sep, DOI: 10.1016/j.jce.2021.02.002.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "Bayesian local projections," Sciences Po Economics Publications (main), HAL, number hal-03373574, Jan.
• Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021, "Delineating urban areas using building density," Sciences Po Economics Publications (main), HAL, number halshs-02492519, Sep, DOI: 10.1016/j.jue.2019.103226.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "Bayesian local projections," Working Papers, HAL, number hal-03373574, Jan.
• Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
• Liudmila Kitrar & Tamara Lipkind, 2021, "Development Of Composite Indicators Of Cyclical Response In Business Surveys Considering The Specifics Of The ‘Covid-19 Economy’," HSE Working papers, National Research University Higher School of Economics, number WP BRP 121/STI/2021.
• Iwasaki, Ichiro & 岩﨑, 一郎 & Kočenda, Evžen & Shida, Yoshisada, 2021, "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2020-10, Jan.
• Dimitris KALLIORAS & Nickolaos TZEREMES & Panayiotis TZEREMES & Maria ADAMAKOU, 2021, "Technological Change, Technological Catch-Up And Market Potential: Evidence From The Eu Regions," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 135-151, June.
• E. ERNAWATI & Raja MASBAR & M. Shabri Abd. MAJID & Abd. JAMAL, 2021, "Production And Marketing Efficiency Of Patchouli Oil Industry In Indonesia," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 135-148, June.
• Draheim, Matthias & Schanbacher, Peter & Seiberlich, Ruben, 2021, "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 55, issue , pages 1-015, DOI: 10.1186/s12651-021-00299-9.
• Chatri, Abdellatif & Hadef, Khadija & Samoudi, Naima, 2021, "Micro-econometric evaluation of subsidized employment in morocco: the case of the "Idmaj" program," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 55, issue , pages 1-017, DOI: 10.1186/s12651-021-00300-5.
• Draheim, Matthias & Schanbacher, Peter & Seiberlich, Ruben, 2021, "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 55, pages 1-15, DOI: 10.1186/s12651-021-00299-9.
• Chatri, Abdellatif & Hadef, Khadija & Samoudi, Naima, 2021, "Micro-econometric evaluation of subsidized employment in morocco: the case of the "Idmaj" program," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 55, pages 1-17, DOI: 10.1186/s12651-021-00300-5.
• Aam Slamet Rusydiana & Aisyah Assalafiyah, 2021, "Advancement And Setback In Islamic Banking Productivity In Asean: Do Technological Changes Matter?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 3, pages 583-604, August, DOI: https://doi.org/10.21098/jimf.v7i3..
• Aam Slamet Rusydiana & Aisyah As-Salafiyah, 2021, "Dea Window Analysis Of Indonesian Islamic Bank Efficiency," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 4, pages 733-758, November, DOI: https://doi.org/10.21098/jimf.v7i4..
• M Ashraf Al Haq & Norazlina Abd Wahab & Md. Mahmudul Alam, 2021, "Understanding The Impact Of Institutional Factors On Asnaf Sustainability: A Pls-Sem Approach," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 4, pages 759-790, November, DOI: https://doi.org/10.21098/jimf.v7i4..
• Ignacio G. Girela & José M. Vargas, 2021, "Consideraciones metodológicas acerca del Análisis Estocástico de Frontera en modelos de datos de panel: evidencias del modelo ECF orientado a costos en el Sector Bancario Argentino," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 59, issue 1, pages 37-60, Diciembre, DOI: 10.55444/2451.7321.2021.v59.n1.3633.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021, "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/21, Apr.
• Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021, "Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/21, Nov.
• Koen Jochmans & Martin Weidner, 2021, "Inference on a distribution from noisy draws," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP42/21, Dec.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021, "Stable marriage, household consumption and unobserved match quality," IFS Working Papers, Institute for Fiscal Studies, number W21/31, Oct.
• Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021, "Feed the children," IFS Working Papers, Institute for Fiscal Studies, number W21/32, Oct.
• Domagoj Selebaj & Matej Bule, 2021, "Effects of grants from EU funds on business performance of non-financial corporations in Croatia," Public Sector Economics, Institute of Public Finance, volume 45, issue 2, pages 177-207, DOI: 10.3326/pse.45.2.1.
• Petar Soric & Oscar Claveria, 2021, ""Employment uncertainty a year after the irruption of the covid-19 pandemic"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202112, May, revised May 2021.
• João A. Bastos & Sara M. Matos, 2021, "Explainable models of credit losses," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0161, Feb.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0166, Mar.
• Kedagni, Desire, 2021, "Identifying treatment effects in the presence of confounded types," ISU General Staff Papers, Iowa State University, Department of Economics, number 202106050700001056, Jun.
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021, "Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14015, Jan.
• Kühnle, Daniel & Oberfichtner, Michael & Ostermann, Kerstin, 2021, "Revisiting Gender Identity and Relative Income within Households: A Cautionary Tale on the Potential Pitfalls of Density Estimators," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14293, Apr.
• Biewen, Martin & Sturm, Miriam, 2021, "Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany's Inequality Puzzle," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14357, May.
• Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021, "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14364, May.
• Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vítor Augusto, 2021, "Identifying Marginal Treatment Effects in the Presence of Sample Selection," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14428, May.
• Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021, "Feed the Children," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14687, Aug.
• Browning, Martin J. & Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Vermeulen, Frederic, 2021, "Stable Marriage, Household Consumption and Unobserved Match Quality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14688, Aug.
• Biewen, Martin & Glaisner, Stefan & Kleimann, Rolf, 2021, "A Convenient Representation of the Wealth Distribution and More Evidence on Homeownership and Wealth Inequality in Euro Area Countries," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14842, Nov.
• Hu, Yingyao, 2021, "Identification of Causal Models with Unobservables: A Self-Report Approach," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64330, Aug.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202103, Jan, revised Jan 2021.
• Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai, 2021, "Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202104, Jan, revised Jan 2021.
• Zongwu Cai & Xiyuan Liu, 2021, "Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202106, Jan, revised Jan 2021.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202117, Aug, revised Aug 2021.
• Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021, "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 461-482, August, DOI: 10.1007/s10614-020-10041-1.
• Giovanni Bernardo & Irene Brunetti & Mehmet Pinar & Thanasis Stengos, 2021, "Measuring the presence of organized crime across Italian provinces: a sensitivity analysis," European Journal of Law and Economics, Springer, volume 51, issue 1, pages 31-95, February, DOI: 10.1007/s10657-020-09676-0.
• Stefano Mainardi, 2021, "Parametric and Semiparametric Efficiency Frontiers in Fishery Analysis: Overview and Case Study on the Falkland Islands," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 79, issue 2, pages 169-210, June, DOI: 10.1007/s10640-021-00557-x.
• Stefano Mainardi, 2021, "Correction to: Parametric and Semiparametric Efficiency Frontiers in Fishery Analysis: Overview and Case Study on the Falkland Islands," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 79, issue 2, pages 211-211, June, DOI: 10.1007/s10640-021-00566-w.
• Adalgiso Amendola & Cristian Barra & Marinella Boccia & Anna Papaccio, 2021, "Market Structure and Financial Stability: the Interaction between Profit-Oriented and Mutual Cooperative Banks in Italy," Journal of Financial Services Research, Springer;Western Finance Association, volume 60, issue 2, pages 235-259, December, DOI: 10.1007/s10693-021-00360-1.
• Finn R. Førsund, 2021, "Performance measurement and joint production of intended and unintended outputs," Journal of Productivity Analysis, Springer, volume 55, issue 3, pages 157-175, June, DOI: 10.1007/s11123-021-00599-9.
• Victor V. Podinovski & Tatiana Bouzdine-Chameeva, 2021, "Optimal solutions of multiplier DEA models," Journal of Productivity Analysis, Springer, volume 56, issue 1, pages 45-68, August, DOI: 10.1007/s11123-021-00610-3.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2021, "Density deconvolution with Laplace errors and unknown variance," Journal of Productivity Analysis, Springer, volume 56, issue 2, pages 103-113, December, DOI: 10.1007/s11123-021-00612-1.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, volume 32, issue 5, pages 1017-1061, November, DOI: 10.1007/s11079-021-09644-4.
• Natalia Aldaz Ibáñez & José S. Millán Gómez & Margarita Moltó Aribau & Blanca Escardíbul Ferrá & Pilar Cos Sánchez, 2021, "Análisis de eficiencia no paramétrica de las cooperativas agroalimentarias españolas
  [Non-parametric efficiency analysis in the Spanish agri-food co-operatives]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 139, pages 77446-77446, DOI: 10.5209/reve.77446.
• David S. Lee & Pauline Leung & Christopher J. O’Leary & Zhuan Pei & Simon Quach, 2021, "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Journal of Labor Economics, University of Chicago Press, volume 39, issue S2, pages 455-506, DOI: 10.1086/711594.
• Sören Blomquist & Whitney K. Newey & Anil Kumar & Che-Yuan Liang, 2021, "On Bunching and Identification of the Taxable Income Elasticity," Journal of Political Economy, University of Chicago Press, volume 129, issue 8, pages 2320-2343, DOI: 10.1086/714446.
• Ruoyao Shi, 2021, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202105, Feb.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202107, May.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202202, Nov.
• Justin Dang & Aman Ullah, 2021, "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 202204, Jan, revised Jan 2022.
• Ana Inés Balsa & Patricia Triunfo, 2021, "Pandemia de COVID-19 y salud perinatal en 2020: el caso de Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1521, Dec.
• Mohamed CHIKHI & Claude DIEBOLT, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-36.
• Jéssica de Lima da Vida Pellenz & Mariza de Almeida & Viviani Silva Lirio, 2021, "Eficiência técnica agropecuária e desmatamento: análise espacial para a Amazônia legal brasileira
  [Agricultural technical efficiency and deforestation: spatial analysis for the brazilianlegal amazo," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 38, issue 77, pages 119-146, july-dece, DOI: https://doi.org/10.52292/j.estudeco.
• Adam Lee & Geert Mesters, 2021, "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1792, Jul.
• Régis Barnichon & Geert Mesters, 2021, "Fiscal targeting," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1793, Jul.
• Alqaralleh, Huthaifa & Canepa, Alessandra, 2021, "The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202112, Jul.
• Atanu Ghoshray, 2021, "Are Trends Stochastic or Deterministic? A Reappraisal of Persistence in Natural Resource Prices," Land Economics, University of Wisconsin Press, volume 97, issue 3, pages 704-721.
• Mario Niklitschek & Rodrigo Labbé & Rosa María Alzamora & Felipe Vásquez, 2021, "Effective Targeting and Additionality: Evaluating the D.L. 701 Reforms for Afforesting Erodible Land in Southern Chile," Land Economics, University of Wisconsin Press, volume 97, issue 4, pages 745-767.
• Annarita Macchioni Giaquinto & Andrew M. Jones & Nigel Rice & Francesca Zantomio, 2021, "Labour supply and informal care responses to health shocks within couples: evidence from the UKHL," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:11.
• Fatai Abiola Sowunmi & Oluwasogo Dammy Abegunrin, 2021, "Profit Efficiency of the Rice Milling Industry and Sustainability of the Rice Value Chain in Nigeria," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 129, issue 3, pages 319-338.
• Ebru Caglayan Akay & Sinem Guler Kangalli Uyar, 2021, "Endogeneity and Nonlinearity in the Environmental Kuznets Curve: A Control Function Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 4, pages 555-576.
• 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, volume 25, issue 1, pages 1-24, March, DOI: 10.15611/eada.2021.1.01.
• Pilch Bartłomiej, 2021, "An Analysis of the Effectiveness of Bankruptcy Prediction Models – an Industry Approach," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 2, pages 76-96, December, DOI: 10.2478/foli-2021-0017.
• Vysochan Oleh & Vysochan Olha & Lytvynenko Nataliia & Hyk Vasyl, 2021, "Evaluation of Efficiency of Fundraising Activities of Small Charitable Organizations of Ukraine," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 43, issue 1, pages 100-110, March, DOI: 10.15544/mts.2021.09.
• Kamil Korzeń & Robert Ślepaczuk, 2021, "Enhanced Index Replication Based on Smart Beta and Tail-Risk Asset Allocation," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-18.
• Jan Grudniewicz & Robert Ślepaczuk, 2021, "Application of machine learning in quantitative investment strategies on global stock markets," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-23.
• Nguyen Vo & Robert Ślepaczuk, 2021, "Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-25.
• Sergio Castellano Gómez & Robert Ślepaczuk, 2021, "Robust optimisation in algorithmic investment strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-27.
• Debopam Bhattacharya, 2021, "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, volume 89, issue 1, pages 457-474, January, DOI: 10.3982/ECTA16801.
• Patrick Kline & Christopher Walters, 2021, "Reasonable Doubt: Experimental Detection of Job‐Level Employment Discrimination," Econometrica, Econometric Society, volume 89, issue 2, pages 765-792, March, DOI: 10.3982/ECTA17489.
• Timothy B. Armstrong & Michal Kolesár, 2021, "Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Econometrica, Econometric Society, volume 89, issue 3, pages 1141-1177, May, DOI: 10.3982/ECTA16907.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021, "Multimodality In Macrofinancial Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 861-886, May, DOI: 10.1111/iere.12501.
• Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2021, "Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 3, pages 328-345, April, DOI: 10.1002/jae.2809.
• Daniel Kuehnle & Michael Oberfichtner & Kerstin Ostermann, 2021, "Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 1065-1073, November, DOI: 10.1002/jae.2853.
• Federico A. Bugni & Joel L. Horowitz, 2021, "Permutation tests for equality of distributions of functional data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 861-877, November, DOI: 10.1002/jae.2846.
• Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2021, "Semiparametric estimation and variable selection for single‐index copula models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 962-988, November, DOI: 10.1002/jae.2812.
• Cameron Roach & Rob Hyndman & Souhaib Ben Taieb, 2021, "Non‐linear mixed‐effects models for time series forecasting of smart meter demand," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 6, pages 1118-1130, September, DOI: 10.1002/for.2750.