Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2021
- Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2021, "Shape Constrained Kernel PDF and PMF Estimation," Department of Economics Working Papers, McMaster University, number 2021-05, Mar.
- Hannu Tanninen & Matti Tuomala & Elina Tuominen, 2021, "Income Inequality, Government's Redistributive Preferences, and the Extent of Redistribution," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 77, issue 2, pages 172-196, DOI: 10.1628/fa-2021-0007.
- Ana Balsa & Patricia Triunfo, 2021, "Pandemia de COVID-19 y salud perinatal en 2020: el caso de Uruguay," Documentos de Trabajo/Working Papers, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo., number 2105.
- Jiti Gao & Bin Peng & Yayi Yan, 2021, "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/21.
- Armin Pourkhanali & Jonathan Keith & Xibin Zhang, 2021, "Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/21.
- Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/21.
- Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2021, "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/21.
- Yayi Yan & Jiti Gao & Bin Peng, 2021, "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/21.
- Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021, "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/21.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021, "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 28327, Jan.
- Bryan S. Graham & Fengshi Niu & James L. Powell, 2021, "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 28548, Mar.
- Fernando E. Alvarez & Katarína Borovičková & Robert Shimer, 2021, "Consistent Evidence on Duration Dependence of Price Changes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29112, Jul.
- Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021, "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 29242, Sep.
- Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," NBER Working Papers, National Bureau of Economic Research, Inc, number 29519, Nov.
- Haq, Ashraf Al & Wahab, Norazlina Abd & Alam, Md. Mahmudul, 2021, "Understanding The Impact of Institutional Factors on Asnaf Sustainability: A PLS-SEM Approach," OSF Preprints, Center for Open Science, number vxh86, Nov, DOI: 10.31219/osf.io/vxh86.
- Ichiro Iwasaki & Evžen Kočenda & Yoshisada Shida, 2021, "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 390, Feb.
- Youngki Shin & Zvezdomir Todorov, 2021, "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, volume 24, issue 3, pages 589-607.
- 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
[The impact of R&D subsidies on R&D employment composition]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 30, issue 4, pages 845-867. - Atsushi Inoue & Lu Jin & Denis Pelletier, 2021, "Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures
[Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 202-234. - Fred Liu & Lars Stentoft, 2021, "Regulatory Capital and Incentives for Risk Model Choice under Basel 3
[Procyclical Leverage and Value-at-Risk]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 53-96. - Francesco Audrino & Robert Huitema & Markus Ludwig, 2021, "An Empirical Implementation of the Ross Recovery Theorem as a Prediction Device
[Nonparametric Option Pricing under Shape Restrictions]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 2, pages 291-312. - Apaar Sadhwani & Kay Giesecke & Justin Sirignano, 2021, "Deep Learning for Mortgage Risk
[The Subprime Virus]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 2, pages 313-368. - Alessio Sancetta, 2021, "Intraday End-of-Day Volume Prediction," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 472-495.
- John M Maheu & Azam Shamsi Zamenjani, 2021, "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 583-613.
- Isabel Casas & Eva Ferreira & Susan Orbe, 2021, "Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 707-745.
- Sermin Gungor & Richard Luger, 2021, "Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 746-788.
- Fuchun Li, 2021, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates
[Testing Continuous-Time Models of the Spot Interest Rate]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 789-822. - Fabio Clementi & Michele Fabiani & Vasco Molini, 2021, "How polarized is sub-Saharan Africa? A look at the regional distribution of consumption expenditure in the 2000s," Oxford Economic Papers, Oxford University Press, volume 73, issue 2, pages 796-819.
- Lu Han & Chandler Lutz & Benjamin Sand & Derek Stacey & Stijn Van Nieuwerburgh, 2021, "The Effects of a Targeted Financial Constraint on the Housing Market
[Lending implications of U.S. bank stress tests: Costs or benefits?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3742-3788. - António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Taxation and Public Spending Efficiency: An International Comparison," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 63, issue 3, pages 356-383, September, DOI: 10.1057/s41294-021-00147-2.
- Hamidou Jawara & Rainer Thiele, 2021, "The Nutrient-Income Elasticity in Ultra-Poor Households: Evidence from Kenya," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 33, issue 6, pages 1795-1819, December, DOI: 10.1057/s41287-020-00319-3.
- Yan Zheng & Tomislav Vukina & Xiaoyong Zheng, 2021, "Risk aversion, moral hazard, and gender differences in health care utilization," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 46, issue 1, pages 35-60, March, DOI: 10.1057/s10713-020-00048-x.
- Juan Palomino & Thyara Sánchez, 2021, "Where Are the Poor Located? A Spatial Heterogeneity Analysis of Monetary Poverty in Peru," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 89-114.
- Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021, "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 141, Apr.
- Yuanhua Feng & Wolfgang Karl Härdle, 2021, "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 142, May.
- Bastian Schäfer & Yuanhua Feng, 2021, "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 143, Aug.
- Yuanhua Feng & Bastian Schäfer, 2021, "Boundary modification in local polynomial regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 144, Aug.
- Yuanhua Feng & Jan Beran & Sebastian Letmathe, 2021, "An extended exponential SEMIFAR model with application in R," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 145, Sep.
- Eva Richterová & Martin Richter & Zlata Sojková, 2021, "Regional eco-efficiency of the agricultural sector in V4 regions, its dynamics in time and decomposition on the technological and pure technical eco-efficiency change," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 16, issue 3, pages 553-576, September, DOI: 10.24136/eq.2021.020.
- Michal Karas & Mária Režòáková, 2021, "The role of financial constraint factors in predicting SME default," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 16, issue 4, pages 859-883, December, DOI: 10.24136/eq.2021.032.
- Lina M Cortés & Juan M Lozada & Javier Perote, 2021, "Firm size and economic concentration: An analysis from a lognormal expansion," PLOS ONE, Public Library of Science, volume 16, issue 7, pages 1-21, July, DOI: 10.1371/journal.pone.0254487.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021, "Valid Heteroskedasticity Robust Testing," MPRA Paper, University Library of Munich, Germany, number 107420, Apr.
- VINTU, Denis, 2021, "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper, University Library of Munich, Germany, number 107603, Apr, revised 11 Feb 2021.
- Xuan, Liang & Jiti, Gao & xiaodong, Gong, 2021, "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," MPRA Paper, University Library of Munich, Germany, number 108497, Jan, revised 30 May 2021.
- Pihnastyi, Oleh & Sytnikova, Anastasiya, 2021, "Construction of Control Systems of Flow Parameters of the Smart Conveyor using a Neural Network," MPRA Paper, University Library of Munich, Germany, number 109770, Sep, revised 03 Sep 2021.
- Lucchetti, Riccardo & Valentini, Francesco, 2021, "Kernel-based Time-Varying IV estimation: handle with care," MPRA Paper, University Library of Munich, Germany, number 110033, Oct.
- Mestiri, Sami, 2021, "Modelling the volatility of Bitcoin returns using Nonparametric GARCH models," MPRA Paper, University Library of Munich, Germany, number 111116, Dec.
- ferrara, giancarlo & campagna, arianna & bucci, valeria & atella, vincenzo, 2021, "Presumptive taxation and firms’ efficiency: an integrated approach for tax compliance analysis," MPRA Paper, University Library of Munich, Germany, number 111516.
- Oliveira, Carlos, 2021, "How is the Minimum Wage Shaping the Wage Distribution: Minimum Wage, Spillovers, and Wage Inequality in Portugal," MPRA Paper, University Library of Munich, Germany, number 112534, Dec.
- Panagiotpu, Dimitrios & Stavrakoudis, Athanassios, 2021, "Price dependence among the major EU extra virgin olive oil markets: A time scale analysis," MPRA Paper, University Library of Munich, Germany, number 114656, Sep, revised Jun 2022.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021, "Valid Heteroskedasticity Robust Testing," MPRA Paper, University Library of Munich, Germany, number 117855, Apr, revised Jul 2023.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2021, "Self-Fulfilling Debt Crises, Revisited," Working Papers, Princeton University. Economics Department., number 2021-92, Nov.
- Zhichao Wang & Valentin Zelenyuk, 2021, "Performance Analysis of Hospitals in Australia and its Peers: A Systematic Review," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012021, Jan.
- Natalya Zelenyuk & Valentin Zelenyuk, 2021, "Bank Performance Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022021, Jan.
- Necati Alp ERİLLİ, 2021, "Use of Trimean in Theil-Sen Regression Analysis," Bulletin of Economic Theory and Analysis, BETA Journals, volume 6, issue 1, pages 15-26.
- Hojin Lee, 2021, "A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 3, pages 310-336, DOI: 10.11644/KIEP.EAER.2021.25.3.399.
- Daehyeon PARK & Doojin RYU, 2021, "Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 22-34, June.
- Ifigeneia-Dimitra Pougkakioti, 2021, "Measuring The Efficiency And Productivity Change Of Municipalities With An Output Oriented Model:Empirical Evidence Across Greek Municipalities Over The Time Period 2012-2016," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 15, issue 1, pages 98-125, JUNE.
- Rafael González-Val, 2021, "The Spanish spatial city size distribution," Environment and Planning B, , volume 48, issue 6, pages 1609-1631, July, DOI: 10.1177/2399808320941860.
- Karan Singh Khati & Deep Mukherjee, 2021, "Productive Efficiency and Non-performing Assets of Indian Banks in the Post-global Financial Crisis Period," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 22, issue 2, pages 186-204, September, DOI: 10.1177/13915614211029072.
- Yusuf Ersoy, 2021, "Performance Evaluation of Airports During the COVID-19 Pandemic," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 23-53.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2021, "Bandwidth Selection for Nonparametric Regression with Errors-in-Variables," Departmental Working Papers, Southern Methodist University, Department of Economics, number 2104, Aug.
- Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021, "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers, Swiss National Bank, number 2021-12.
- Myung Hwan Seo & Yoichi Arai & Taisuke Otsu, 2021, "Regression Discontinuity Design with Potentially Many Covariates," Working Paper Series, Institute of Economic Research, Seoul National University, number no142, Sep.
- Stylianos Gr. Margaritis, 2021, "Evaluation of Upper Secondary Schools on Efficiency and Productivity Change in 2016-2019: Empirical evidence from schools in the region in Central Greece," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 71, issue 3-4, pages 101-121, July-Dece.
- Emilios Galariotis & Iordanis Kalaitzoglou & Jacek Niklewski & Constantin Zopounidis, 2021, "Optimal level of state ownership in banks: prevention measure versus emergency action—evidence from the new millennia," Annals of Operations Research, Springer, volume 304, issue 1, pages 165-197, September, DOI: 10.1007/s10479-021-04085-1.
- Hirofumi Fukuyama & Yong Tan, 2021, "Corporate social behaviour: Is it good for efficiency in the Chinese banking industry?," Annals of Operations Research, Springer, volume 306, issue 1, pages 383-413, November, DOI: 10.1007/s10479-021-03995-4.
- 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, volume 66, issue 1, pages 185-206, February, DOI: 10.1007/s00168-020-01016-z.
- Aman Ullah & Tao Wang & Weixin Yao, 2021, "Modal regression for fixed effects panel data," Empirical Economics, Springer, volume 60, issue 1, pages 261-308, January, DOI: 10.1007/s00181-020-01999-w.
- Christian Dudel & Jan Marvin Garbuszus & Julian Schmied, 2021, "Assessing differences in household needs: a comparison of approaches for the estimation of equivalence scales using German expenditure data," Empirical Economics, Springer, volume 60, issue 4, pages 1629-1659, April, DOI: 10.1007/s00181-020-01822-6.
- Donald Lien & Ziling Wang & Xiaojian Yu, 2021, "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, volume 60, issue 5, pages 2177-2201, May, DOI: 10.1007/s00181-020-01831-5.
- Artem Prokhorov & Kien C. Tran & Mike G. Tsionas, 2021, "Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors," Empirical Economics, Springer, volume 60, issue 6, pages 3043-3068, June, DOI: 10.1007/s00181-020-01941-0.
- Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021, "Predicting recessions with a frontier measure of output gap: an application to Italian economy," Empirical Economics, Springer, volume 60, issue 6, pages 2701-2740, June, DOI: 10.1007/s00181-021-02029-z.
- Christian Schluter, 2021, "On Zipf’s law and the bias of Zipf regressions," Empirical Economics, Springer, volume 61, issue 2, pages 529-548, August, DOI: 10.1007/s00181-020-01879-3.
- Taining Wang & Jinjing Tian & Feng Yao, 2021, "Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency," Empirical Economics, Springer, volume 61, issue 2, pages 587-636, August, DOI: 10.1007/s00181-020-01889-1.
- Jens J. Krüger, 2021, "Nonparametric portfolio efficiency measurement with higher moments," Empirical Economics, Springer, volume 61, issue 3, pages 1435-1459, September, DOI: 10.1007/s00181-020-01917-0.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2021, "Real estate listings and their usefulness for hedonic regressions," Empirical Economics, Springer, volume 61, issue 6, pages 3239-3269, December, DOI: 10.1007/s00181-020-01992-3.
- Xavier Cirera & Daniel Lederman & Juan A. Máñez Castillejo & María E. Rochina Barrachina & Juan A. Sanchis-Llopis, 2021, "Firm productivity gains in a period of slow trade liberalization: evidence from Brazil," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 38, issue 1, pages 57-87, April, DOI: 10.1007/s40888-020-00204-6.
- Chiara Assunta Ricci & Sergio Scicchitano, 2021, "Decomposing changes in income polarization by population group: what happened during the crisis?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 38, issue 1, pages 235-259, April, DOI: 10.1007/s40888-021-00218-8.
- Beata Bieszk-Stolorz & Krzysztof Dmytrów, 2021, "A survival analysis in the assessment of the influence of the SARS-CoV-2 pandemic on the probability and intensity of decline in the value of stock indices," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 2, pages 363-379, June, DOI: 10.1007/s40822-021-00172-7.
- Mohamed Mehdi Jelassi & Ezzeddine Delhoumi, 2021, "What explains the technical efficiency of banks in Tunisia? Evidence from a two-stage data envelopment analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-26, December, DOI: 10.1186/s40854-021-00282-w.
- Agnieszka Gehringer & Thomas Mayer, 2021, "Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 71-89, April, DOI: 10.1007/s41549-021-00054-6.
- Matthias Draheim & Peter Schanbacher & Ruben Seiberlich, 2021, "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 55, issue 1, pages 1-16, December, DOI: 10.1186/s12651-021-00299-9.
- Abdellatif Chatri & Khadija Hadef & Naima Samoudi, 2021, "Micro-econometric evaluation of subsidized employment in morocco: the case of the "Idmaj" program," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 55, issue 1, pages 1-13, December, DOI: 10.1186/s12651-021-00300-5.
- 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), volume 19, issue 1, pages 23-37, March, DOI: 10.1007/s40953-020-00220-0.
- Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021, "Rates of Expansions for Functional Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 121-139, December, DOI: 10.1007/s40953-021-00266-8.
- Ather Hassan Dar & Somesh Kumar Mathur & Sila Mishra, 2021, "The Efficiency of Indian Banks: A DEA, Malmquist and SFA Analysis with Bad Output," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 4, pages 653-701, December, DOI: 10.1007/s40953-021-00247-x.
- Juan Antonio Dip, 2021, "What does U-multirank tell us about knowledge transfer and research?," Scientometrics, Springer;Akadémiai Kiadó, volume 126, issue 4, pages 3011-3039, April, DOI: 10.1007/s11192-020-03838-2.
- Shuo Xu & Mengjia An & Xin An, 2021, "Do scientific publications by editorial board members have shorter publication delays and then higher influence?," Scientometrics, Springer;Akadémiai Kiadó, volume 126, issue 8, pages 6697-6713, August, DOI: 10.1007/s11192-021-04067-x.
- Dimitrios Panagiotou, 2021, "Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach," SN Business & Economics, Springer, volume 1, issue 7, pages 1-18, July, DOI: 10.1007/s43546-021-00092-3.
- Javier Ojea-Ferreiro, 2021, "Deconstructing Systemic Risk: A Reverse Stress Testing Approach," Springer Books, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_54.
- Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "A comparison of semiparametric tests for fractional cointegration," Statistical Papers, Springer, volume 62, issue 4, pages 1997-2030, August, DOI: 10.1007/s00362-020-01169-1.
- Ladislav Mura & Zuzana Hajduová, 2021, "Measuring efficiency by using selected determinants in regional SMEs," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 3, pages 487-503, March, DOI: 10.9770/jesi.2021.8.3(31).
- Ladislav Mura & Zuzana Hajduová, 2021, "Small and medium enterprises in regions - empirical and quantitative approach," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 3, issue 2, pages 252-266, June, DOI: 10.9770/ird.2021.3.2(6).
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021, "Nonparametric homogeneity pursuit in functional-coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 33, issue 3-4, pages 387-416, October, DOI: 10.1080/10485252.2021.1951265.
- Isabel Busom & Jorge-Andrés Vélez-Ospina, 2021, "Subsidising innovation over the business cycle," Industry and Innovation, Taylor & Francis Journals, volume 28, issue 6, pages 773-803, July, DOI: 10.1080/13662716.2020.1801388.
- Kyoo il Kim & Jin Ho Park & Kyung Ho Song, 2021, "Aggregate Productivity Growth and Firm Dynamics in Korean Manufacturing 2007–2017," International Economic Journal, Taylor & Francis Journals, volume 35, issue 3, pages 289-313, July, DOI: 10.1080/10168737.2021.1952641.
- Pierre Perron & Yohei Yamamoto, 2021, "Testing for Changes in Forecasting Performance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 148-165, January, DOI: 10.1080/07350015.2019.1641410.
- Gaurab Aryal & Maria F. Gabrielli & Quang Vuong, 2021, "Semiparametric Estimation of First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 373-385, March, DOI: 10.1080/07350015.2019.1665530.
- Juan Carlos Escanciano & Javier Hualde, 2021, "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 453-465, March, DOI: 10.1080/07350015.2019.1668797.
- Jean-Pierre Florens & Anna Simoni, 2021, "Gaussian Processes and Bayesian Moment Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 482-492, March, DOI: 10.1080/07350015.2019.1668799.
- Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021, "Fitting Vast Dimensional Time-Varying Covariance Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 3, pages 652-668, July, DOI: 10.1080/07350015.2020.1713795.
- Otávio Bartalotti & Quentin Brummet & Steven Dieterle, 2021, "A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 3, pages 833-848, July, DOI: 10.1080/07350015.2020.1737081.
- Isabel Narbón-Perpiñá & Maria Teresa Balaguer-Coll & Diego Prior & Emili Tortosa-Ausina, 2021, "Searching for the optimal territorial structure: the case of Spanish provincial councils," Regional Studies, Taylor & Francis Journals, volume 55, issue 4, pages 645-664, April, DOI: 10.1080/00343404.2020.1842353.
- Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021, "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-017/III, Feb.
- Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis, 2021, "Time-varying effects of housing attributes and economic environment on housing prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-039/III, Jun.
- Čížek, Pavel & Koo, Chao Hui, 2021, "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, volume 19, issue C, pages 58-96, DOI: 10.1016/j.ecosta.2020.04.005.
- Funke, Benedikt & Hirukawa, Masayuki, 2021, "Bias correction for local linear regression estimation using asymmetric kernels via the skewing method," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 109-130, DOI: 10.1016/j.ecosta.2020.01.004.
- 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.
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- 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.
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