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

• 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.
• Ricardo Crisóstomo, 2021, "Estimating real‐world probabilities: A forward‐looking behavioral framework," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 41, issue 11, pages 1797-1823, November, DOI: 10.1002/fut.22248.
• Gabriele Fiorentini & Enrique Sentana, 2021, "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 683-742, July, DOI: 10.3982/QE1406.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021, "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1348.
• Taining Wang & Feng Yao, 2021, "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers, Department of Economics, West Virginia University, number 21-01, Oct.
• Ollech, Daniel, 2021, "Economic analysis using higher frequency time series: Challenges for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 53/2021.
• Dorn, Franziska & Maxand, Simone & Kneib, Thomas, 2021, "The dependence between income inequality and carbon emissions: A distributional copula analysis," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 413.
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
• Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021, "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 81, DOI: 10.1016/j.eeh.2021.101398.
• Ofori, Isaac Kwesi, 2021, "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235482.
• Vannutelli, Silvia & Scicchitano, Sergio & Biagetti, Marco, 2021, "Routine biased technological change and wage inequality: do workers' perceptions matter?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 763.
• Ricci, Chiara Assunta & Scicchitano, Sergio, 2021, "The role of Great Recession on income polarization by population groups," GLO Discussion Paper Series, Global Labor Organization (GLO), number 766.
• Macchioni Giaquinto, Annarita & Jones, Andrew M. & Rice, Nigel & Zantomio, Francesca, 2021, "Labour supply and informal care responses to health shocks within couples: evidence from the UKHLS," GLO Discussion Paper Series, Global Labor Organization (GLO), number 806.
• Kremer, Manfred & Chavleishvili, Sulkhan, 2021, "Measuring Systemic Financial Stress and its Impact on the Macroeconomy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242346.

2020

• Jorge Andrés Vélez-Ospina & Isabel Busom Piquer, 2020, "Subsidizing Innovation Over the Business Cycle," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea2001, Mar.
• Jonas Meier, 2020, "Multivariate Distribution Regression," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2023, Dec.
• Fiona Burlig & Christopher Knittel & David Rapson & Mar Reguant & Catherine Wolfram, 2020, "Machine Learning from Schools about Energy Efficiency," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 7, issue 6, pages 1181-1217, DOI: 10.1086/710606.
• Aman Ullah & Tao Wang & Weixin Yao, 2020, "Modal Regression for Fixed Effects Panel Data," Working Papers, University of California at Riverside, Department of Economics, number 202102, Jun, revised Nov 2020.
• Jose Martinez & Cesar Salazar & Luis Amestica-Rivas, 2020, "¿Son los Gobiernos locales mas eficientes cuando su coalicion politica esta en el Gobierno central? Un estudio para el caso de las municipalidades en Chile," Estudios de Economia, University of Chile, Department of Economics, volume 47, issue 1 Year 20, pages 49-78, June.
• Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020, "Group Consumption with Caring Individuals," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/297188, Apr.
• Enrico De Monte, 2020, "Entry, Exit and Productivity: Evidence from French Manufacturing Firms," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-07.
• Guy Dabi GAB-LEYBA & Claire MAINGUY, 2020, "Efficiency of public spending on primary education in developing countries: the case of resource-rich countries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-40.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
• Régis Barnichon & Geert Mesters, 2020, "Optimal policy perturbations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1716, Apr.
• Ekaterina V. Orlova, 2020, "Labour productivity management using health factors: Technique and models," Upravlenets, Ural State University of Economics, volume 11, issue 6, pages 57-69, December, DOI: 10.29141/2218-5003-2020-11-6-5.
• Zimmert, Franziska & Zimmert, Michael, 2020, "Paid parental leave and maternal reemployment: Do part-time subsidies help or harm?," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2002, Jan.
• Bonev, Petyo, 2020, "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2005, Mar.
• Goller, Daniel, 2020, "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2013, Sep.
• Víctor Morales-Oñate & Federico Crudu & Moreno Bevilacqua, 2020, "Blockwise Euclidean likelihood for spatio-temporal covariance models," Department of Economics University of Siena, Department of Economics, University of Siena, number 822, Mar.
• Christian Brauweiler & Nurbek Madmarov, 2020, "Risk Managementattitudeof Banks: Comparative Analysesof National And Foreign Banks In Germanyand Kyrgyzstan," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 123-137.
• Arnerić Josip, 2020, "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 6, issue 1, pages 1-9, May, DOI: 10.2478/crebss-2020-0001.
• Pyra Mariusz, 2020, "The Operational Efficiency of Public Higher Vocational Schools in the Lubelskie Voivodeship," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 13, issue 1, pages 115-125, March, DOI: 10.2478/ers-2020-0008.
• Brzezicki Łukasz & Pietrzak Piotr & Cieciora Małgorzata, 2020, "The Total Efficiency of Teaching Activity of Polish Higher Education Institutions," Foundations of Management, Sciendo, volume 12, issue 1, pages 19-30, January, DOI: 10.2478/fman-2020-0002.
• Hisatoshi Tanaka, 2020, "Differentiability of the Conditional Expectation," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1920, Jan.
• Maciej Wysocki & Robert Ślepaczuk, 2020, "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-19.
• Mateusz Kijewski & Robert Ślepaczuk, 2020, "Predicting prices of S&P500 index using classical methods and recurrent neural networks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-27.
• Karol Kielak & Robert Ślepaczuk, 2020, "Value-at-risk — the comparison of state-of-the-art models on various assets," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-28.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
• Ewelina Osowska & Piotr Wójcik, 2020, "The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-33.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020, "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-34.
• Robert Ślepaczuk & Igor Wabik, 2020, "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-35.
• Krystian Andruszek & Piotr Wójcik, 2020, "Predicting well-being based on features visible from space – the case of Warsaw," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-37.
• Piotr Wójcik & Bartłomiej Wieczorek, 2020, "We have just explained real convergence factors using machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-38.
• Quynh Bui & Robert Ślepaczuk, 2020, "Applying Hurst Exponent in Pair Trading Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-39.
• Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2020, "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp308, Dec.
• Hahn, Anja M. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2020, "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 308, Dec.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, volume 88, issue 1, pages 171-201, January, DOI: 10.3982/ECTA14952.
• Bo E. Honoré & Luojia Hu, 2020, "Selection Without Exclusion," Econometrica, Econometric Society, volume 88, issue 3, pages 1007-1029, May, DOI: 10.3982/ECTA16481.
• Hans Fricke & Markus Frölich & Martin Huber & Michael Lechner, 2020, "Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 5, pages 481-504, August, DOI: 10.1002/jae.2764.
• Timothy B. Armstrong & Michal Kolesár, 2020, "Simple and honest confidence intervals in nonparametric regression," Quantitative Economics, Econometric Society, volume 11, issue 1, pages 1-39, January, DOI: 10.3982/QE1199.
• Sukjin Han, 2020, "Nonparametric estimation of triangular simultaneous equations models under weak identification," Quantitative Economics, Econometric Society, volume 11, issue 1, pages 161-202, January, DOI: 10.3982/QE975.
• Xavier D'Haultfœuille & Philippe Février, 2020, "The provision of wage incentives: A structural estimation using contracts variation," Quantitative Economics, Econometric Society, volume 11, issue 1, pages 349-397, January, DOI: 10.3982/QE597.
• Matthew A. Masten & Alexandre Poirier, 2020, "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, volume 11, issue 1, pages 41-111, January, DOI: 10.3982/QE1288.
• François Gerard & Miikka Rokkanen & Christoph Rothe, 2020, "Bounds on treatment effects in regression discontinuity designs with a manipulated running variable," Quantitative Economics, Econometric Society, volume 11, issue 3, pages 839-870, July, DOI: 10.3982/QE1079.
• Gerard J. van den Berg & Antoine Bozio & Mónica Costa Dias, 2020, "Policy discontinuity and duration outcomes," Quantitative Economics, Econometric Society, volume 11, issue 3, pages 871-916, July, DOI: 10.3982/QE639.
• Chen, J.; & Gu, Y.; & Jones, A.M.; & Peng, B.;, 2020, "Modelling healthcare costs: a semiparametric extension of generalised linear models," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/03, Feb.
• Sriubaite, I. & Harris, A. & Jones, A.M. & Gabbe, B., 2020, "Economic Consequences of Road Traffic Injuries. Application of the Super Learner algorithm," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/20, Nov.
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020, "Survival and the ergodicity of corporate profitability," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 162.
• Henn, Karola & Islam, Chris-Gabriel & Schwind, Patrick & Wieland, Elisabeth, 2020, "Measuring price dynamics of package holidays with transaction data," Discussion Papers, Deutsche Bundesbank, number 24/2020.
• Ollech, Daniel & Webel, Karsten, 2020, "A random forest-based approach to identifying the most informative seasonality tests," Discussion Papers, Deutsche Bundesbank, number 55/2020.
• Ahmed, Osama & Abdel-Salam, Sameh & Rungsuriyawiboon, Supawat, 2020, "Measuring the economic performance of mixed crop-livestock farming systems in Egypt: A non-parametric DEA approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 2, pages 133-145, DOI: 10.30682/nm2002i.
• Nimoh, Nana C. & Ali, Abdilahi & Syme, Tony, 2020, "Earnings gaps, Segmentation and Competitiveness in the Ghanaian Labour Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 214817.
• Bade, Franz-Josef & Alm, Bastian & Weins, Sebastian, 2020, "Employment effects of investment subsidies by German Regional Policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 218843.
• Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2020, "How useful is listings data for research?," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 19 (2020), DOI: 10.18452/21038.
• Hinrichs, Nils & Kolbe, Jens & Werwatz, Axel, 2020, "AVM and high dimensional data: Do ridge, the lasso or the elastic net provide an "automated" solution?," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 22 (2020), DOI: 10.18452/21263.
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, 2020, "Climate Shocks and Teenage Fertility," GLO Discussion Paper Series, Global Labor Organization (GLO), number 490.
• Dasgupta, Utteeyo & Mani, Subha & Sharma, Smriti & Singhal, Saurabh, 2020, "Effects of Peers and Rank on Cognition, Preferences, and Personality," GLO Discussion Paper Series, Global Labor Organization (GLO), number 591.
• Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-006.
• Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020, "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-008.
• Jacob, Daniel, 2020, "Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-014.
• Feng, Yuanhua & Härdle, Wolfgang Karl, 2020, "A data-driven P-spline smoother and the P-Spline-GARCH models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-016.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Kaeding, Matthias, 2020, "Efficient Bayesian nonparametric hazard regression," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 850, DOI: 10.4419/86788985.
• Kugler, Philipp & Biewen, Martin, 2020, "Two-Stage Least Squares Random Forests with a Replication of Angrist and Evans (1998)," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224538.
• Shuo Liu & Nick Netzer, 2020, "Happy times: measuring happiness using response times," ECON - Working Papers, Department of Economics - University of Zurich, number 371, Dec, revised Mar 2023.
• Maxim Ulrich & Simon Walther, 2020, "Option-implied information: What’s the vol surface got to do with it?," Review of Derivatives Research, Springer, volume 23, issue 3, pages 323-355, October, DOI: 10.1007/s11147-020-09166-0.
• Marcela Parada-Contzen, 2020, "Crowding-out in savings decisions, portfolio default adoption and home ownership: evidence from the Chilean retirement system," Review of Economics of the Household, Springer, volume 18, issue 2, pages 543-569, June, DOI: 10.1007/s11150-020-09479-x.
• Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020, "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 589-616, February, DOI: 10.1007/s11156-019-00800-z.
• Garam Ahn & Frederick Dongchuhl Oh & Junghum Park, 2020, "The Efficiency of Financial Holding Companies in Korea," Korean Economic Review, Korean Economic Association, volume 36, pages 29-58.
• Yongok Choi, 2020, "Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model," Korean Economic Review, Korean Economic Association, volume 36, pages 201-225.
• Katrine Marie Jakobsen & Jakob Egholt Søgaard, 2020, "Identifying Behavioral Responses to Tax Reforms: New Insights and a New Approach," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-23, Sep.
• Jesper R.-V. Soerensen, 2020, "Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods," Discussion Papers, University of Copenhagen. Department of Economics, number 20-04, Aug.
• Evzen Kocenda & Ichiro Iwasaki, 2020, "Bank Survival in Central and Eastern Europe," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1022, Mar.
• Vaclav Broz & Evzen Kocenda, 2020, "Mortgage-related bank penalties and systemic risk among U.S. banks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1024, Mar.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020, "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1051, Dec.
• Erica Aloe, 2020, "Quality of Statistical Match Used in the Estimation of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Italy 2008 and 2014 and Preliminary Results," Economics Working Paper Archive, Levy Economics Institute, number wp_967, Sep.
• Fernando Rios-Avila, 2020, "Quality of Match for Statistical Matches Used in the Development of the Levy Institute Measure of Time and Consumption Poverty (LIMTCP) for Ethiopia and South Africa," Economics Working Paper Archive, Levy Economics Institute, number wp_970, Sep.
• Ruijun Bu & Jihyun Kim & Bin Wang, 2020, "Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models," Working Papers, University of Liverpool, Department of Economics, number 202021, Jul.
• Schlicht, Ekkehart, 2020, "Season. A Mathematica Package for Seasonal Adjustment," Discussion Papers in Economics, University of Munich, Department of Economics, number 74306, Nov.
• Schlicht, Ekkehart, 2020, "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics, University of Munich, Department of Economics, number 74306, revised .
• Yoonseok Lee & Yulong Wang, 2020, "Nonparametric Sample Splitting," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 222, Jan.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2020, "Density Deconvolution with Laplace Errors and Unknown Variance," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 225, Mar.
• Badi Baltagi & Georges Bresson & Jean-Michel Etienne, 2020, "Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 229, May.
• S. Broda & Juan Carlos Arismendi-Zambrano, 2020, "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n302-20.pdf.
• J. Arismendi-Zambrano & R. Azevedo, 2020, "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n303-20.pdf.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020, "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers, McMaster University, number 2020-09, Jun.
• Denni Tommasi & Lina Zhang, 2020, "Bounding Program Benefits When Participation is Misreported," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/20.
• David T. Frazier & Bonsoo Koo, 2020, "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/20.
• Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2020, "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 34/20.
• Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020, "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/20.
• Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb, 2020, "Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 41/20.
• Fei Liu & Jiti Gao & Yanrong Yang, 2020, "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 42/20.
• Nicholas John Tierney & Dianne Cook & Tania Prvan, 2020, "brolgar: An R package to BRowse Over Longitudinal Data Graphically and Analytically in R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 43/20.
• Mariusz & Mirosław Błażej, 2020, "A control function approach to measuring the total factor productivity of enterprises in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 51, issue 3, pages 293-316.
• Patrick M. Kline & Christopher R. Walters, 2020, "Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination," NBER Working Papers, National Bureau of Economic Research, Inc, number 26861, Mar.
• Michael Gilraine & Jiaying Gu & Robert McMillan, 2020, "A New Method for Estimating Teacher Value-Added," NBER Working Papers, National Bureau of Economic Research, Inc, number 27094, May.
• Karl M. Aspelund & Michael C. Droste & James H. Stock & Christopher D. Walker, 2020, "Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland," NBER Working Papers, National Bureau of Economic Research, Inc, number 27528, Jul.
• Bryan S. Graham & Geert Ridder & Petra M. Thiemann & Gema Zamarro, 2020, "Teacher-to-Classroom Assignment and Student Achievement," NBER Working Papers, National Bureau of Economic Research, Inc, number 27543, Jul.
• Steven T. Berry & Philip A. Haile, 2020, "Nonparametric Identification of Differentiated Products Demand Using Micro Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27704, Aug.
• Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020, "From Heterogeneous Firms to Heterogeneous Trade Elasticities: The Aggregate Implications of Firm Export Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28081, Nov.
• Dennis Guignet & Christoper Moore & Haoluan Wang, 2020, "Hot Spots, Cold Feet, and Warm Glow: Identifying Spatial Heterogeneity in Willingness to Pay," NCEE Working Paper Series, National Center for Environmental Economics, U.S. Environmental Protection Agency, number 202001, Mar.
• Ghoshal, S. & Bengtzen, M. & Roberts, S., 2020, "Short Memories? The Impact of SEC Enforcement on Insider Leakage," Journal of Law, Finance, and Accounting, now publishers, volume 5, issue 2, pages 273-305, September, DOI: 10.1561/108.00000048.
• Tamara A. Horobets, 2020, "Measuring Performance of the SMEs: A Case of Ukraine," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 9, issue 4, pages 162-168, December.
• Helmut Elsinger, 2020, "Serial Correlation in Contingency Tables (Helmut Elsinger)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 228, Mar.
• , Stone Center & Lustig, Nora, 2020, "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," SocArXiv, Center for Open Science, number j23pn, Mar, DOI: 10.31219/osf.io/j23pn.
• Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020, "Group Consumption with Caring Individuals," The Economic Journal, Royal Economic Society, volume 130, issue 627, pages 587-622.
• Yang He & Otávio Bartalotti, 2020, "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," The Econometrics Journal, Royal Economic Society, volume 23, issue 2, pages 211-231.
• Patrick Gagliardini & Diego Ronchetti, 2020, "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 333-394.
• Haitao Huang & Xuan Leng & Xiaohui Liu & Liang Peng, 2020, "Unified Inference for an AR Process Regardless of Finite or Infinite Variance GARCH Errors," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 425-470.
• Andrew Caplin & Dániel CsabaQuantCo & John Leahy & Oded Nov, 2020, "Rational Inattention, Competitive Supply, and Psychometrics," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 135, issue 3, pages 1681-1724.
• Regis Barnichon & Geert Mesters, 2020, "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 135, issue 4, pages 2255-2298.
• Martin Lettau & Markus Pelger & Stijn Van Nieuwerburgh, 2020, "Factors That Fit the Time Series and Cross-Section of Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2274-2325.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020, "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2326-2377.
• Zapata Quimbayo, Carlos Andrés, 2020, "Probabilidad de incumplimiento en inversiones de infraestructura: análisis a partir de modelos estructurales de riesgo de crédito || Probability of default in infrastructure projects: analysis from st," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 30, issue 1, pages 327-345, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020, "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, volume 22, issue 3, pages 178-191, September, DOI: 10.1057/s41283-020-00060-5.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Robust Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-038, Nov.
• Stefan Tübbicke, 2020, "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers, Center for Economic Policy Analysis, number 21, Oct, DOI: 10.25932/publishup-47895.
• Bago, Jean-Louis & Akakpo, Koffi & Rherrad, Imad & Ouédraogo, Ernest, 2020, "Volatility Spillover and International Contagion of Housing Bubbles," MPRA Paper, University Library of Munich, Germany, number 100098, May.
• Kanaya, Shin & Taylor, Luke, 2020, "Type I and Type II Error Probabilities in the Courtroom," MPRA Paper, University Library of Munich, Germany, number 100217.
• González-Val, Rafael, 2020, "The Spanish spatial city size distribution," MPRA Paper, University Library of Munich, Germany, number 101195, Jun.
• Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020, "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper, University Library of Munich, Germany, number 101682, Jun.
• Bhandari, Avishek, 2020, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," MPRA Paper, University Library of Munich, Germany, number 101946, Jun.
• Gomez-Ruano, Gerardo, 2020, "Data Science: A Primer for Economists," MPRA Paper, University Library of Munich, Germany, number 102928.
• Lopez, Claude & Contreras, Oscar & Bendix, Joseph, 2020, "Disagreement among ESG rating agencies: shall we be worried?," MPRA Paper, University Library of Munich, Germany, number 103027, Sep.
• Benos, Nikos & Stavrakoudis, Athanassios, 2020, "Okun's Law: Copula-based Evidence from G7 Countries," MPRA Paper, University Library of Munich, Germany, number 103318.
• Nartikoev, Alan & Peresetsky, Anatoly, 2020, "Эндогенная Классификация Домохозяйств В Регионах России
  [Endogenous household classification: Russian regions]," MPRA Paper, University Library of Munich, Germany, number 104351, Sep.
• Fajar, Muhammad & Magdhalena, Stephanie & Hartini, Sri & Nurfalah, Zelani, 2020, "Modeling determinant of COVID-19 mortality in Indonesia," MPRA Paper, University Library of Munich, Germany, number 105043, Sep, revised 30 Sep 2020.
• Fajar, Muhammad, 2020, "Estimasi angka reproduksi Novel Coronavirus (COVID-19), Kasus Indonesia (Estimation of COVID-19 reproductive number, case of Indonesia
  [Estimation Of Covid-19 Reproductive Number (Case Of Indonesia)]," MPRA Paper, University Library of Munich, Germany, number 105099, Mar, revised 28 Mar 2020.
• Benini, Giacomo & Brandt, Adam & Dotti, Valerio & El-Houjeiri, Hassan, 2020, "The Marginal Oil Field," MPRA Paper, University Library of Munich, Germany, number 105312, Feb.
• Vîntu, Denis, 2020, "Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance," MPRA Paper, University Library of Munich, Germany, number 112857, Oct, revised 30 Sep 2020.
• Piątkowski, Marcin J., 2020, "Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland," MPRA Paper, University Library of Munich, Germany, number 98234, revised 31 Dec 2019.
• Bhandari, Avishek, 2020, "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper, University Library of Munich, Germany, number 99653, Apr.
• Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
• Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers, University of Pretoria, Department of Economics, number 202087, Sep.
• Jiří Witzany & Anastasiia Kozina, 2020, "Recovery process optimization using survival regression," FFA Working Papers, Prague University of Economics and Business, number 2.004, Jul, revised 16 Jul 2020.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2020, "Primary Dealers and the Demand for Government Debt," Working Papers, Princeton University. Economics Department., number 2020-27, Jul.
• Elisangela Luzia Araujo, & Eliane Cristina de Araujo & Mateus Ramalho da Fonseca & Pedro Perfeito da Silva, 2020, "Inflation Targets Regime and global financial cycle: An assessment for the Brazilian economy," PSL Quarterly Review, Economia civile, volume 73, issue 292, pages 27-49.
• Fu Ouyang & Thomas Tao Yang, 2020, "Semiparametric Discrete Choice Models for Bundles," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 625, Jun.
• Fu Ouyang & Thomas Tao Yang, 2020, "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 626, Apr.
• Hideyuki Mizobuchi & Valentin Zelenyuk, 2020, "Quadratic-mean-of-order-r Indexes of Output, Input and Productivity," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP032020, Feb.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2020, "Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP102020, Oct.
• Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020, "Time-Varying Instrumental Variable Estimation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 911, Aug.
• Peter H. Egger, Maximilian v. Ehrlich, Douglas R. Nelson, 2020, "The trade effects of skilled versus unskilled migration," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft - CRED, number credresearchpaper31, Jan.
• Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020, "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers, Red Investigadores de Economía, number 38, Apr.
• Abouzar Taheri & Shahriyar Nessabian & Reza Moghaddasi & Farzin Arbabi & Marjan Damankeshideh, 2020, "Business Cycles in Some Selected Oil Producing Countries: Iran versus Three OECD Members," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 27, issue 1, pages 52-74.
• Alexandre Nunes Almeida & Domingos Isaias Maia Amorim & Carlos Roberto Azzoni & Francisco José Silva Tabosa & André Luiz Squarize Chagas, 2020, "Gastos Domiciliares nas Regiões Metropolitanas: Uma Análise não Paramétrica Kernel usando Dados de Pseudo-Painel," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 14, issue 4, pages 574-600.
• Denise Andrea Calle Rivera & Carlos Bruno Delgadillo Chavarría, 2020, "Análisis sobre la suscripción de la unión aduanera de la Comunidad Andina: creación y desviación comercial (1967-2017)," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 34, pages 131-173.
• Liangjun Su & Xia Wang, 2020, "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2020, Feb.
• Liang Jiang & Xiaobin Liu & Yichong Zhang, 2020, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2020, May.
• Panayiotis Tzeremes, 2020, "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 1, pages 95-105.
• Abdulai Adams & Bedru Balana & Nicole Lefore, 2020, "Efficiency of Small-scale Irrigation Farmers in Northern Ghana: A Data Envelopment Analysis Approach," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 14, issue 3, pages 332-352, August, DOI: 10.1177/0973801020919840.
• Augusto Cerqua & Guido Pellegrini, 2020, "Labor mobility effects of a firm-level shock," Working Papers, Sapienza University of Rome, DISS, number 1/20, Jan.
• Araujo, Julia P. & Rodrigues, Mauro, 2020, "Evidence on search costs under hyperinflation in Brazil: The effect of Plano Real," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 40, issue 1, August.
• Victor Pontines & Davaajargal Luvsannyam & Enkhjin Atarbaatar & Ulziikhutag Munkhtsetseg, 2020, "The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp41, Mar.
• Kristina Stefanova & Nikolay Velichkov, 2020, "Analysis of the Efficiency of Tertiary Education Expenditure in European Union Member States from Central and Eastern Europe: An Efficiency Frontier Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 18, issue 1, pages 115-128.
• Ichraf Ouechtati, 2020, "Institutions and foreign direct investment: A Panel VAR approach," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 2, pages 55-70, December.
• Bertille Antoine & Prosper Dovonon, 2020, "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-02, Feb.
• Jan Hagemejer & Joanna Tyrowicz, 2020, "A New Instrument for Measuring the Local Causal Effect of Privatisation on Firm Performance," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 35-52.
• Łukasz Brzezicki, 2020, "The Efficiency of Public and Private Higher Education Institutions in Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 33-51.
• Sungwon Lee, 2020, "Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2012.
• Sungwon Lee & Joon H. Ro, 2020, "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2013.
• Hao Dong & Luke Taylor, 2020, "Nonparametric Significance Testing in Measurement Error Models," Departmental Working Papers, Southern Methodist University, Department of Economics, number 2003, Feb.
• Gökçe MANAVGAT & Ayhan DEMİRCİ, 2020, "Decentralization Matter of Healthcare and Effect on Regional Healthcare Efficiency: Evidence from Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
• Julia P Araujo & Mauro Rodrigues, 2020, "Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_09, Jun.
• Andrés Vallone & Coro Chasco, 2020, "Spatiotemporal methods for analysis of urban system dynamics: an application to Chile," The Annals of Regional Science, Springer;Western Regional Science Association, volume 64, issue 2, pages 421-454, April, DOI: 10.1007/s00168-019-00960-9.
• Yuheng Ling, 2020, "Time, space and hedonic prediction accuracy: evidence from Corsican apartment markets," The Annals of Regional Science, Springer;Western Regional Science Association, volume 64, issue 2, pages 367-388, April, DOI: 10.1007/s00168-019-00967-2.
• Joanna Bruzda, 2020, "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 28, issue 1, pages 309-336, March, DOI: 10.1007/s10100-018-0591-2.
• Henryk Gurgul & Milena Suliga, 2020, "Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 28, issue 3, pages 869-904, September, DOI: 10.1007/s10100-018-00606-9.
• Shiyi Chen & Wolfgang K. Härdle & Li Wang, 2020, "Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk," Computational Statistics, Springer, volume 35, issue 2, pages 427-468, June, DOI: 10.1007/s00180-019-00951-6.
• Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," Digital Finance, Springer, volume 2, issue 1, pages 69-96, September, DOI: 10.1007/s42521-020-00019-x.
• M. Chudý & S. Karmakar & W. B. Wu, 2020, "Long-term prediction intervals of economic time series," Empirical Economics, Springer, volume 58, issue 1, pages 191-222, January, DOI: 10.1007/s00181-019-01689-2.
• Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020, "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," Empirical Economics, Springer, volume 58, issue 1, pages 379-392, January, DOI: 10.1007/s00181-019-01708-2.
• Aitor Ciarreta & Peru Muniain & Ainhoa Zarraga, 2020, "Realized volatility and jump testing in the Japanese electricity spot market," Empirical Economics, Springer, volume 58, issue 3, pages 1143-1166, March, DOI: 10.1007/s00181-018-1577-6.