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

2020

• Stefan Tubbicke, 2020, "Entropy Balancing for Continuous Treatments," Papers, arXiv.org, number 2001.06281, Jan, revised May 2020.
• Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella, 2020, "Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2019," Papers, arXiv.org, number 2002.11211, Feb, revised Nov 2021.
• Richard S. J. Tol, 2020, "Kernel density decomposition with an application to the social cost of carbon," Papers, arXiv.org, number 2003.09276, Mar.
• Louise Laage, 2020, "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers, arXiv.org, number 2003.09367, Mar, revised Nov 2022.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers, arXiv.org, number 2004.02670, Apr.
• Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2020, "Robust Empirical Bayes Confidence Intervals," Papers, arXiv.org, number 2004.03448, Apr, revised May 2022.
• Charles F. Manski & Francesca Molinari, 2020, "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers, arXiv.org, number 2004.06178, Apr.
• Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020, "Loss aversion and the welfare ranking of policy interventions," Papers, arXiv.org, number 2004.08468, Apr, revised Sep 2023.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020, "Diffusion Copulas: Identification and Estimation," Papers, arXiv.org, number 2005.03513, May.
• Juan Carlos Escanciano, 2020, "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers, arXiv.org, number 2005.08611, May.
• Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2020, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Papers, arXiv.org, number 2005.11967, May, revised May 2021.
• Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020, "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers, arXiv.org, number 2006.06274, Jun, revised Aug 2022.
• Bryan S. Graham & Geert Ridder & Petra Thiemann & Gema Zamarro, 2020, "Teacher-to-classroom assignment and student achievement," Papers, arXiv.org, number 2007.02653, Jul, revised Sep 2020.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020, "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers, arXiv.org, number 2008.05507, Aug, revised Apr 2021.
• Daniel Goller, 2020, "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers, arXiv.org, number 2008.07165, Aug.
• Brantly Callaway, 2020, "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers, arXiv.org, number 2008.08117, Aug.
• Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao, 2020, "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Papers, arXiv.org, number 2009.02642, Sep, revised Sep 2022.
• Youngki Shin & Zvezdomir Todorov, 2020, "Exact Computation of Maximum Rank Correlation Estimator," Papers, arXiv.org, number 2009.03844, Sep, revised Jan 2021.
• Sukjin Han & Shenshen Yang, 2020, "A Computational Approach to Identification of Treatment Effects for Policy Evaluation," Papers, arXiv.org, number 2009.13861, Sep, revised Aug 2023.
• Marica Valente, 2020, "Policy evaluation of waste pricing programs using heterogeneous causal effect estimation," Papers, arXiv.org, number 2010.01105, Oct, revised Nov 2022.
• Hiroyuki Kasahara & Yoichi Sugita, 2020, "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," Papers, arXiv.org, number 2011.00143, Oct.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Robust Forecasting," Papers, arXiv.org, number 2011.03153, Nov, revised Dec 2020.
• Bryan S. Graham & Fengshi Niu & James L. Powell, 2020, "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," Papers, arXiv.org, number 2012.08444, Dec, revised Mar 2021.
• Ricardo Cris'ostomo, 2020, "Estimating real-world probabilities: A forward-looking behavioral framework," Papers, arXiv.org, number 2012.09041, Dec, revised Jan 2021.
• Luchezar D. Borisov, 2020, "The impact of mergers and acquisitions on the efficiency of banks in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 66-85.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2020, "Maturity Composition and the Demand for Government Debt," Staff Working Papers, Bank of Canada, number 20-29, Jul, DOI: 10.34989/swp-2020-29.
• Ryan Martin, 2020, "Identifying Consumer-Welfare Changes when Online Search Platforms Change Their List of Search Results," Staff Working Papers, Bank of Canada, number 20-5, Mar, DOI: 10.34989/swp-2020-5.
• Tarciso Gouveia da Silva & Osmani Teixeira de Carvalho Guillén & George Augusto Noronha Morcerf & Andre de Melo Modenesi, 2020, "Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17)," Working Papers Series, Central Bank of Brazil, Research Department, number 536, Sep.
• Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020, "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia, Banco de la Republica de Colombia, number 1112, Apr, DOI: https://doi.org/10.32468/be.1112.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020, "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-16.
• Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020, "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-161.
• Panos Toulis, 2020, "Estimation of COVID-19 Prevalence from Serology Tests: A Partial Identification Approach," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-54_Revised.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers, Barcelona School of Economics, number 1158, Mar.
• Régis Barnichon & Geert Mesters, 2020, "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers, Barcelona School of Economics, number 1171, Apr.
• Brent Kreider & John V. Pepper & Manan Roy, 2020, "Does The Women, Infants, And Children Program Improve Infant Health Outcomes?," Economic Inquiry, Western Economic Association International, volume 58, issue 4, pages 1731-1756, October, DOI: 10.1111/ecin.12900.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020, "Oil and Fiscal Policy Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2020, Dec.
• Arthur Lewbel, 2020, "Kotlarski with a Factor Loading," Boston College Working Papers in Economics, Boston College Department of Economics, number 1001, Apr, revised 15 Dec 2020.
• Arthur Lewbel & Susanne M. Schennach & Linqi Zhang, 2020, "Identification of a Triangular Two Equation System Without Instruments," Boston College Working Papers in Economics, Boston College Department of Economics, number 1022, Dec, revised 15 Dec 2022.
• Songnian Chen & Shakeeb Khan & Xun Tang, 2020, "Dummy Endogenous Variables in Weakly Separable Multiple Index Models without Monotonicity," Boston College Working Papers in Economics, Boston College Department of Economics, number 996, Apr.
• Kyoo il Kim & Jin Ho Park, 2020, "Aggregate Productivity Growth and Firm Dynamics in Korean Manufacturing 2007-2017," Working Papers, Economic Research Institute, Bank of Korea, number 2020-9, Apr.
• Igor Fedotenkov, 2020, "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, volume 80, issue 3, pages 245-299.
• Barnett William A. & Jawadi Fredj & Ftiti Zied, 2020, "Causal relationships between inflation and inflation uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 5, pages 1-26, December, DOI: 10.1515/snde-2019-0094.
• Connor, G. & Li, S. & Linton, O., 2020, "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20103, Nov.
• Lee, K. & Linton, O. & Whang, Y-J., 2020, "Testing for Time Stochastic Dominance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20121, Dec.
• Ge, S. & Li, S. & Linton, O., 2020, "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2060, Jun.
• Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S., 2020, "Nonparametric Euler Equation Identi?cation and Estimation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2064, Jul.
• Wüthrich, Kaspar, 2020, "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0q43931f, Apr.
• Karun Adusumilli & Taisuke Otsu & Chen Qiu, 2020, "Reweighted nonparametric likelihood inference for linear functionals," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 614, Nov.
• Nadia Fiorino & Nicola Pontarollo & Roberto Ricciuti, 2020, "A Note on Detecting Dividing Lines in Turnout: Spatial Dependence and Heterogeneity in the 2012 US Presidential Election," CESifo Working Paper Series, CESifo, number 8167.
• Ichiro Iwasaki & Evžen Kocenda & Yoshisada Shida, 2020, "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CESifo Working Paper Series, CESifo, number 8641.
• Hiroyuki Kasahara & Yoichi Sugita, 2020, "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," CESifo Working Paper Series, CESifo, number 8667.
• Katrine Marie Jakobsen & Jakob Egholt Søgaard, 2020, "Identifying Behavioral Responses to Tax Reforms: New Insights and a New Approach," CESifo Working Paper Series, CESifo, number 8686.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Government Spending Efficiency, Measurement and Applications: a CrossCountry Efficiency Dataset," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 50.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 51.
• Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-10, Mar.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
• David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2020, "Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-82, Sep, revised May 2023.
• Dayna P. Saldaña-Zepeda & Ciro Velasco-Cruz & Víctor H. Torres-Preciado, 2020, "Mexican peso-USD exchange rate: A switching linear dynamical model application," International Economics, CEPII research center, issue 162, pages 80-91.
• Marc Beltempo & Georges Bresson & Jean-Michel Etienne & Guy Lacroix, 2020, "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," CIRANO Working Papers, CIRANO, number 2020s-15, Mar.
• Marc Beltempo & Georges Bresson & Guy Lacroix, 2020, "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," CIRANO Working Papers, CIRANO, number 2020s-21, Apr.
• Mateo Andrés Rivera Arbeláez & Alejandro Torres, 2020, "An estimate of Total Factorial Productivity in Colombia at the level of departments and industrial divisions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 18003, Mar.
• Lina Cortés & Juan M. Lozada & Javier Perote, 2020, "Firm size and economic concentration: An analysis from lognormal expansion," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 18185, Jun.
• Alfredo Trespalacios & Lina M. Cort�s & Javier Perote, 2020, "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 18186, Jun.
• Diggle, Paul & Bartholomew, Luke, 2022, "'Stall Speed' and 'Escape Velocity': Empty Metaphors or Empirical Realities?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14290, Jan.
• Hoesch, Lukas & Rossi, Barbara & Sekhposyan, Tatevik, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 14456, Feb.
• Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2020, "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 15088, Jul.
• Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2020, "Time-Varying Instrumental Variable Estimation," CEPR Discussion Papers, Centre for Economic Policy Research, number 15210, Aug.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020, "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2008, Mar.
• Calogero Guccio & Marco Ferdinando Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020, "Is innovation in ICT valuable for the efficiency of Italian museums?," ACEI Working Paper Series, Association for Cultural Economics International, number AWP-01-2020, Dec, revised Dec 2020.
• Gao, Jiti & Linton, Oliver & Peng, Bin, 2020, "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, volume 36, issue 2, pages 223-249, April.
• Babii, Andrii, 2020, "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, volume 36, issue 4, pages 658-706, August.
• Marks, Denton, 2020, "Erring Experts? A Critique of Wine Ratings as Hedonic Scaling," Journal of Wine Economics, Cambridge University Press, volume 15, issue 4, pages 386-393, November.
• Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020, "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2242, Jul.
• Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020, "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2242R, Jul, revised Oct 2020.
• Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2020, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2249, Aug.
• Peter C.B. Phillips & Ying Wang, 2020, "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2250, Aug.
• Rodrigo Adao & Costas Arkolakis & Sharat Ganapati, 2020, "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2265, Nov.
• Mihai Mutascu & Scott W. Hegerty, 2020, "Capital-Flow Volatility and Economic Openness: A Wavelet Approach," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 66, issue 4, pages 291-318, DOI: 10.3790/aeq.66.4.291.
• Joern Block & Alexander S. Kritikos & Maximilian Priem & Caroline Stiel, 2020, "Emergency Aid for Self-Employed in the COVID-19 Pandemic: A Flash in the Pan?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1924.
• Thomas Demuynck & Clément Staner, 2020, "An Efficient Revealed Preference Test for the Maxmin Expected Utility Model," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-31, Jul.
• Xavier Cirera & Daniel Lederman & Juan A. Máñez Castillejo & María E. Rochina Barrachina & Juan A. Sanchis-Llopis, 2020, "Firm Productivity Gains In A Period Of Slow Trade Liberalization: Evidence From Brazil," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2001, Feb.
• Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza, 2020, "Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency," The British Accounting Review, Elsevier, volume 52, issue 6, DOI: 10.1016/j.bar.2019.100863.
• Ma, Chaoqun & Mi, Xianhua & Cai, Zongwu, 2020, "Nonlinear and time-varying risk premia," China Economic Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.chieco.2020.101467.
• Oto-Peralías, Daniel, 2020, "Frontiers, warfare and economic geography: The case of Spain," Journal of Development Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jdeveco.2020.102511.
• Doojav, Gan-Ochir & Kalirajan, Kaliappa, 2020, "Sources of energy productivity change in Australian sub-industries," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 1-10, DOI: 10.1016/j.eap.2019.11.001.
• Moradi-Motlagh, Amir & Jubb, Christine, 2020, "Examining irresponsible lending using non-radial inefficiency measures: Evidence from Australian banks," Economic Analysis and Policy, Elsevier, volume 66, issue C, pages 96-108, DOI: 10.1016/j.eap.2020.03.003.
• Polemis, Michael L. & Stengos, Thanasis, 2020, "The impact of regulatory quality on business venturing: A semi-parametric approach," Economic Analysis and Policy, Elsevier, volume 67, issue C, pages 29-36, DOI: 10.1016/j.eap.2020.05.005.
• Bonasia, Mariangela & Kounetas, Konstantinos & Oreste, Napolitano, 2020, "Assessment of regional productive performance of European health systems under a metatechnology framework," Economic Modelling, Elsevier, volume 84, issue C, pages 234-248, DOI: 10.1016/j.econmod.2019.04.013.
• Walheer, Barnabé & Zhang, Linjia & Luo, Yingchan, 2020, "Bidirectional technological spillover in the Chinese star-rated hotel sector: An empirical investigation," Economic Modelling, Elsevier, volume 86, issue C, pages 210-226, DOI: 10.1016/j.econmod.2019.06.013.
• Wang, Jiazhen & Jiang, Yuexiang & Zhu, Yanjian & Yu, Jing, 2020, "Prediction of volatility based on realized-GARCH-kernel-type models: Evidence from China and the U.S," Economic Modelling, Elsevier, volume 91, issue C, pages 428-444, DOI: 10.1016/j.econmod.2020.06.004.
• Zorgati, Imen & Lakhal, Faten, 2020, "Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches," Economic Modelling, Elsevier, volume 92, issue C, pages 162-169, DOI: 10.1016/j.econmod.2019.12.015.
• Chen, Zhihong & Xia, Huizhu, 2020, "Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve," Economic Modelling, Elsevier, volume 93, issue C, pages 595-604, DOI: 10.1016/j.econmod.2020.09.003.
• Gevrek, Z. Eylem & Gevrek, Deniz & Neumeier, Christian, 2020, "Explaining the gender gaps in mathematics achievement and attitudes: The role of societal gender equality," Economics of Education Review, Elsevier, volume 76, issue C, DOI: 10.1016/j.econedurev.2020.101978.
• Fong, Tom Pak Wing & Wu, Shui Tang, 2020, "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101105.
• Yang, Yan-Hong & Shao, Ying-Hui, 2020, "Time-dependent lead-lag relationships between the VIX and VIX futures markets," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101196.
• Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2020, "Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.10.010.
• Liao, Wen Ju & Sung, Hao-Chang, 2020, "Implied risk aversion and pricing kernel in the FTSE 100 index," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.08.009.
• Crudu, Federico & Osorio, Felipe, 2020, "Bilinear form test statistics for extremum estimation," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108885.
• Lin, Yingqian & Tu, Yundong, 2020, "Sieve extremum estimation of a semiparametric transformation model," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.109020.
• Wang, Shaoping & Li, Ang & Wen, Kuangyu & Wu, Ximing, 2020, "Robust kernels for kernel density estimation," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109138.
• Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Nickolaos G., 2020, "Advertising expenses and operational performance: Evidence from the global hotel industry," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109220.
• Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2020, "Time-varying cointegration with an application to the UK Great Ratios," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109213.
• Ouyang, Fu & Yang, Thomas Tao & Zhang, Hanghui, 2020, "Semiparametric identification and estimation of discrete choice models for bundles," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109321.
• Mayer, Alexander, 2020, "(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109335.
• Fang, Ying & Tang, Shengfang & Cai, Zongwu & Lin, Ming, 2020, "An alternative test for conditional unconfoundedness using auxiliary variables," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109320.
• Zhang, Feipeng & Yang, Jiejing & Ye, Min, 2020, "A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109399.
• Dal Bianco, Chiara & Maura, Francesco, 2020, "Education and persistence of earnings shocks," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109527.
• Zhang, Erhua & Wu, Jilin, 2020, "Adaptive estimation of AR∞ models with time-varying variances," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109641.
• Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2020, "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 274-294, DOI: 10.1016/j.jeconom.2019.05.014.
• Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020, "Autoregressive wild bootstrap inference for nonparametric trends," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 81-109, DOI: 10.1016/j.jeconom.2019.05.006.
• Dalderop, Jeroen, 2020, "Nonparametric filtering of conditional state-price densities," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 295-325, DOI: 10.1016/j.jeconom.2019.05.022.
• Almeida, Caio & Ardison, Kym & Garcia, René, 2020, "Nonparametric assessment of hedge fund performance," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 349-378, DOI: 10.1016/j.jeconom.2019.08.002.
• Fan, Yanqin & Han, Fang & Li, Wei & Zhou, Xiao-Hua, 2020, "On rank estimators in increasing dimensions," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 379-412, DOI: 10.1016/j.jeconom.2019.08.003.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2020, "Inference for local distributions at high sampling frequencies: A bootstrap approach," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 1-34, DOI: 10.1016/j.jeconom.2019.09.001.
• Adusumilli, Karun & Kurisu, Daisuke & Otsu, Taisuke & Whang, Yoon-Jae, 2020, "Inference on distribution functions under measurement error," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 131-164, DOI: 10.1016/j.jeconom.2019.09.002.
• Chen, Songnian & Wang, Qian, 2020, "Semiparametric estimation of a censored regression model with endogeneity," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 239-256, DOI: 10.1016/j.jeconom.2019.08.006.
• Williams, Benjamin, 2020, "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 286-304, DOI: 10.1016/j.jeconom.2019.08.005.
• Lu, Xiaohui & Zheng, Xu, 2020, "A goodness-of-fit test for copulas based on martingale transformation," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 84-117, DOI: 10.1016/j.jeconom.2019.08.007.
• Chen, Songnian & Zhang, Hanghui, 2020, "n-prediction of generalized heteroscedastic transformation regression models," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 305-340, DOI: 10.1016/j.jeconom.2019.09.003.
• Hu, Yingyao & Huang, Guofang & Sasaki, Yuya, 2020, "Estimating production functions with robustness against errors in the proxy variables," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 375-398, DOI: 10.1016/j.jeconom.2019.05.024.
• Gao, Wayne Yuan, 2020, "Nonparametric identification in index models of link formation," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 399-413, DOI: 10.1016/j.jeconom.2019.09.005.
• Li, Z. Merrick & Laeven, Roger J.A. & Vellekoop, Michel H., 2020, "Dependent microstructure noise and integrated volatility estimation from high-frequency data," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 536-558, DOI: 10.1016/j.jeconom.2019.10.004.
• Lin, Yingqian & Tu, Yundong & Yao, Qiwei, 2020, "Estimation for double-nonlinear cointegration," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 175-191, DOI: 10.1016/j.jeconom.2020.01.012.
• Yang, Jui-Chung & Chuang, Hui-Ching & Kuan, Chung-Ming, 2020, "Double machine learning with gradient boosting and its application to the Big N audit quality effect," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 268-283, DOI: 10.1016/j.jeconom.2020.01.018.
• Vogt, Michael & Linton, Oliver, 2020, "Multiscale clustering of nonparametric regression curves," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 305-325, DOI: 10.1016/j.jeconom.2020.01.020.
• Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng, 2020, "High-frequency factor models and regressions," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 86-105, DOI: 10.1016/j.jeconom.2020.01.007.
• Luo, Yao, 2020, "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 354-374, DOI: 10.1016/j.jeconom.2019.07.009.
• Lee, Jungyoon & Robinson, Peter M., 2020, "Adaptive inference on pure spatial models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 375-393, DOI: 10.1016/j.jeconom.2019.10.006.
• Botosaru, Irene, 2020, "Nonparametric analysis of a duration model with stochastic unobserved heterogeneity," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 112-139, DOI: 10.1016/j.jeconom.2019.06.006.
• Gold, David & Lederer, Johannes & Tao, Jing, 2020, "Inference for high-dimensional instrumental variables regression," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 79-111, DOI: 10.1016/j.jeconom.2019.09.009.
• Laurent, Sébastien & Shi, Shuping, 2020, "Volatility estimation and jump detection for drift–diffusion processes," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 259-290, DOI: 10.1016/j.jeconom.2019.12.004.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 291-311, DOI: 10.1016/j.jeconom.2019.12.005.
• Lettau, Martin & Pelger, Markus, 2020, "Estimating latent asset-pricing factors," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 1-31, DOI: 10.1016/j.jeconom.2019.08.012.
• Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020, "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 119-139, DOI: 10.1016/j.jeconom.2019.12.016.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020, "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 140-177, DOI: 10.1016/j.jeconom.2019.10.011.
• Bertanha, Marinho, 2020, "Regression discontinuity design with many thresholds," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 216-241, DOI: 10.1016/j.jeconom.2019.09.010.
• Bertanha, Marinho & Moreira, Marcelo J., 2020, "Impossible inference in econometrics: Theory and applications," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 247-270, DOI: 10.1016/j.jeconom.2020.04.016.
• Xu, Ke-Li, 2020, "Inference of local regression in the presence of nuisance parameters," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 532-560, DOI: 10.1016/j.jeconom.2020.04.028.
• Tuvaandorj, Purevdorj, 2020, "Regression discontinuity designs, white noise models, and minimax," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 587-608, DOI: 10.1016/j.jeconom.2020.04.030.
• Hallin, Marc & La Vecchia, Davide, 2020, "A Simple R-estimation method for semiparametric duration models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 736-749, DOI: 10.1016/j.jeconom.2020.04.036.
• Gimenes, Nathalie & Guerre, Emmanuel, 2020, "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2019.12.018.
• Sun, Yixiao & Yang, Jingjing, 2020, "Testing-optimal kernel choice in HAR inference," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 123-136, DOI: 10.1016/j.jeconom.2020.06.007.
• Li, Jia & Liao, Zhipeng, 2020, "Uniform nonparametric inference for time series," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 38-51, DOI: 10.1016/j.jeconom.2019.09.011.
• Lin, Yingqian & Tu, Yundong, 2020, "Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 52-65, DOI: 10.1016/j.jeconom.2020.04.038.
• Dalla, Violetta & Giraitis, Liudas & Robinson, Peter M., 2020, "Asymptotic theory for time series with changing mean and variance," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 281-313, DOI: 10.1016/j.jeconom.2020.03.005.
• Gao, Jiti & Xia, Kai & Zhu, Huanjun, 2020, "Heterogeneous panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 329-353, DOI: 10.1016/j.jeconom.2020.03.007.
• King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020, "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 425-455, DOI: 10.1016/j.jeconom.2020.03.010.
• Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold, 2020, "Robust frontier estimation from noisy data: A Tikhonov regularization approach," Econometrics and Statistics, Elsevier, volume 14, issue C, pages 1-23, DOI: 10.1016/j.ecosta.2018.07.003.
• Kourtellos, Andros & Marr, Christa & Tan, Chih Ming, 2020, "Local Intergenerational Mobility," European Economic Review, Elsevier, volume 126, issue C, DOI: 10.1016/j.euroecorev.2020.103460.
• Cherchye, Laurens & De Rock, Bram & Griffith, Rachel & O’Connell, Martin & Smith, Kate & Vermeulen, Frederic, 2020, "A new year, a new you? Within-individual variation in food purchases," European Economic Review, Elsevier, volume 127, issue C, DOI: 10.1016/j.euroecorev.2020.103478.
• Jones, Andrew M. & Rice, Nigel & Zantomio, Francesca, 2020, "Acute health shocks and labour market outcomes: Evidence from the post crash era," Economics & Human Biology, Elsevier, volume 36, issue C, DOI: 10.1016/j.ehb.2019.100811.
• Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020, "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104681.
• Uddin, Md. Main & Mishra, Vinod & Smyth, Russell, 2020, "Income inequality and CO2 emissions in the G7, 1870–2014: Evidence from non-parametric modelling," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104780.
• Zhu, Bo & Lin, Renda & Liu, Jiahao, 2020, "Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104761.
• Shahbaz, Muhammad & Shafiullah, Muhammad & Khalid, Usman & Song, Malin, 2020, "A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104814.
• Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020, "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104884.
• Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier, 2020, "Uncertainty in electricity markets from a semi-nonparametric approach," Energy Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.enpol.2019.111091.
• Pereira Domingues Martinho, Vítor João, 2020, "Comparative analysis of energy costs on farms in the European Union: A nonparametric approach," Energy, Elsevier, volume 195, issue C, DOI: 10.1016/j.energy.2020.116953.
• Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2020, "The economic importance of rare earth elements volatility forecasts," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.01.010.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2020, "Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.016.
• Egbendewe, Aklesso Y.G. & Oloufade, Djoulassi K., 2020, "Good institutions and banking sector competitiveness: A semi-parametric evidence," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101342.
• Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Nickolaos G., 2020, "Revisiting the impact of financial depth on growth: A semi-parametric approach," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101322.
• Lee, Suzanne S. & Wang, Minho, 2020, "Tales of tails: Jumps in currency markets," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.05.002.
• Aryal, Gaurab & Gabrielli, Maria F., 2020, "An empirical analysis of competitive nonlinear pricing," International Journal of Industrial Organization, Elsevier, volume 68, issue C, DOI: 10.1016/j.ijindorg.2019.102538.
• Ćmiel, Bogdan & Ledwina, Teresa, 2020, "Validation of association," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 55-67, DOI: 10.1016/j.insmatheco.2019.12.003.
• Huang, Yifan & Meng, Shengwang, 2020, "A Bayesian nonparametric model and its application in insurance loss prediction," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 84-94, DOI: 10.1016/j.insmatheco.2020.04.010.
• de Jong, Piet & Tickle, Leonie & Xu, Jianhui, 2020, "A more meaningful parameterization of the Lee–Carter model," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 1-8, DOI: 10.1016/j.insmatheco.2020.05.009.
• Pinquet, Jean, 2020, "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 159-165, DOI: 10.1016/j.insmatheco.2020.10.001.
• Saldaña-Zepeda, Dayna P. & Velasco-Cruz, Ciro & Torres-Preciado, Víctor H., 2020, "Mexican peso-USD exchange rate: A switching linear dynamical model application," International Economics, Elsevier, volume 162, issue C, pages 80-91, DOI: 10.1016/j.inteco.2020.01.001.
• Borgards, Oliver & Czudaj, Robert L., 2020, "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101194.
• Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S., 2020, "FFORMA: Feature-based forecast model averaging," International Journal of Forecasting, Elsevier, volume 36, issue 1, pages 86-92, DOI: 10.1016/j.ijforecast.2019.02.011.
• Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 466-479, DOI: 10.1016/j.ijforecast.2019.07.002.
• Alexakis, Panayotis D. & Samantas, Ioannis G., 2020, "Foreign ownership and market power: The special case of European banks," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105857.
• Broadstock, David C. & Matousek, Roman & Meyer, Martin & Tzeremes, Nickolaos G., 2020, "Does corporate social responsibility impact firms' innovation capacity? The indirect link between environmental & social governance implementation and innovation performance," Journal of Business Research, Elsevier, volume 119, issue C, pages 99-110, DOI: 10.1016/j.jbusres.2019.07.014.
• Egger, Peter H. & Ehrlich, Maximilian v. & Nelson, Douglas R., 2020, "The trade effects of skilled versus unskilled migration," Journal of Comparative Economics, Elsevier, volume 48, issue 2, pages 448-464, DOI: 10.1016/j.jce.2019.12.008.
• Engel, Christoph, 2020, "Estimating heterogeneous reactions to experimental treatments," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 124-147, DOI: 10.1016/j.jebo.2020.07.011.
• Dziewulski, Paweł, 2020, "Just-noticeable difference as a behavioural foundation of the critical cost-efficiency index," Journal of Economic Theory, Elsevier, volume 188, issue C, DOI: 10.1016/j.jet.2020.105071.
• Foglia, Matteo & Angelini, Eliana, 2020, "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00158.
• Fousekis, Panos, 2020, "Sign and size asymmetry in the stock returns-implied volatility relationship," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00162.
• Lagravinese, Raffaele & Liberati, Paolo & Resce, Giuliano, 2020, "The impact of economic, social and cultural conditions on educational attainments," Journal of Policy Modeling, Elsevier, volume 42, issue 1, pages 112-132, DOI: 10.1016/j.jpolmod.2019.03.007.
• Gupta, Maansi & Bolia, Nomesh B., 2020, "Efficiency measurement of Indian high courts using DEA: A policy perspective," Journal of Policy Modeling, Elsevier, volume 42, issue 6, pages 1372-1393, DOI: 10.1016/j.jpolmod.2020.06.002.
• Gala, Vito D. & Gomes, Joao F. & Liu, Tong, 2020, "Investment without Q," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 266-282, DOI: 10.1016/j.jmoneco.2019.10.014.
• Huang, Jinbo & Ding, Ashley & Li, Yong & Lu, Dong, 2020, "Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101373.
• Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2020, "Internationalization of futures markets: Lessons from China," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101429.
• Owusu Junior, Peterson & Alagidede, Imhotep, 2020, "Risks in emerging markets equities: Time-varying versus spatial risk analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 542, issue C, DOI: 10.1016/j.physa.2019.123474.
• Vera-Gilces, Paul & Camino-Mogro, Segundo & Ordeñana-Rodríguez, Xavier & Cornejo-Marcos, Gino, 2020, "A look inside banking profitability: Evidence from a dollarized emerging country," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 147-166, DOI: 10.1016/j.qref.2019.05.002.
• Clark, Ephraim & Qiao, Zhuo, 2020, "The value premium puzzle, behavior versus risk: New evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 12-21, DOI: 10.1016/j.qref.2019.04.007.
• Moreira, Ricardo Ramalhete & Monte, Edson Zambon, 2020, "Reviewing monetary policy inertia and its effects: The fractional integration approach for an emerging economy," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 34-41, DOI: 10.1016/j.qref.2020.05.006.
• Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2020, "Are there any other safe haven assets? Evidence for “exotic” and alternative assets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 614-628, DOI: 10.1016/j.iref.2020.07.002.
• Kočenda, Evžen & Iwasaki, Ichiro, 2020, "Bank survival in Central and Eastern Europe," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 860-878, DOI: 10.1016/j.iref.2020.06.020.
• Torun, Erdost & Chang, Tzu-Pu & Chou, Ray Y., 2020, "Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101115.
• Valiyattoor, Vipin & Bhandari, Anup Kumar, 2020, "Outsourcing and firm performance nexus: An analysis using the conventional and panel double-bootstrap procedure," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101279.
• Guccio, Calogero & Martorana, Marco & Mazza, Isidoro & Pignataro, Giacomo & Rizzo, Ilde, 2020, "An analysis of the managerial performance of Italian museums using a generalised conditional efficiency model," Socio-Economic Planning Sciences, Elsevier, volume 72, issue C, DOI: 10.1016/j.seps.2020.100891.
• Demidova, Olga & Kolyagina, Alena & Pastore, Francesco, 2020, "Marshallian vs Jacobs effects: Which is stronger? Evidence for Russia unemployment dynamics," Structural Change and Economic Dynamics, Elsevier, volume 55, issue C, pages 244-258, DOI: 10.1016/j.strueco.2020.07.010.
• Elisha Mavodyo, 2020, "A Revival of Budget Deficit and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/04, Apr.
• Victor Pontines & Davaajargal Luvsannyam & Enkhjin Atarbaatar & Ulziikhutag Munkhtsetseg, 2020, "The effectiveness of currency intervention in a commodity-exporter: Evidence from Mongolia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-31, Mar.