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

2019

• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-43.
• Enrico De Monte & Anne-Laure Levet, 2019, "Productivity Dynamics in French Woodworking Industries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-45.
• William A. Brock & J. Isaac Miller, 2019, "Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways," Working Papers, Department of Economics, University of Missouri, number 1904, revised 2021.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2019, "Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach," Working Papers, Department of Economics, University of Missouri, number 1915, Nov.
• Gabriel Victorio Montes Rojas, 2019, "Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados
  [An evaluation of pass-through in Argentina using multivariate quantile impulse response functions]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 36, issue 73, pages 145-189, july-dece.
• Régis Barnichon & Geert Mesters, 2019, "The Phillips multiplier," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1632, Jan.
• Régis Barnichon & Geert Mesters, 2019, "Identifying modern macro equations with old shocks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1659, May.
• Naguib, Costanza, 2019, "Estimating the Heterogeneous Impact of the Free Movement of Persons on Relative Wage Mobility," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1903, Feb.
• Lechner, Michael & Okasa, Gabriel, 2019, "Random Forest Estimation of the Ordered Choice Model," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1908, Jul.
• Manuel Ammann & Alexander Feser, 2019, "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance, University of St. Gallen, School of Finance, number 1902, Mar.
• Federico Crudu & Felipe Osorio, 2019, "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena, Department of Economics, University of Siena, number 804, Jun.
• Belloni, Michele & Simonetti, Irene & Zantomio, Francesca, 2019, "Long-run effects of health shocks in a highly regulated labour market," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201922, Nov.
• Nirav Mehta, 2019, "An Economic Approach to Generalizing Findings from Regression-Discontinuity Designs," Journal of Human Resources, University of Wisconsin Press, volume 54, issue 4, pages 953-985.
• Michele Belloni & Antonella Bena & Elena Farina & Irene Simonetti & Francesca Zantomio, 2019, "Long-run effects of health shocks in a highly regulated labour market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019: 32.
• Carlo Rosa, 2019, "The Impact of Federal Reserve Monetary Policy Announcements on Asset Prices: A Review," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 127, issue 1, pages 3-24.
• MARICA, Vasile-George, 2019, "Contagion Pattern Identification Through Minimum Spanning Trees During The Asian Financial Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 2, pages 75-96, June.
• Pennoni Fulvia & Nakai Miki, 2019, "A latent class analysis towards stability and changes in breadwinning patterns among coupled households," Dependence Modeling, De Gruyter, volume 7, issue 1, pages 234-246, January, DOI: 10.1515/demo-2019-0012.
• Markowicz Iwona, 2019, "Analysis of the Risk of Liquidation Depending on the Age of the Company: A Study of Entities Established in Szczecin in Period 1990-2010," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 2, pages 49-62, June, DOI: 10.15611/eada.2019.2.04.
• Wycinka Ewa, 2019, "Competing Risk Models of Default in the Presence of Early Repayments," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 2, pages 99-120, June, DOI: 10.15611/eada.2019.2.07.
• Mikulec Artur, 2019, "The Hazard Function and Its Role in a Non-Parametric Duration Analysis of Enterprises in the Łódzkie Voivodeship," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 3, pages 59-75, September, DOI: 10.15611/eada.2019.3.06.
• Doszyń Mariusz, 2019, "Individual Capacities of Hellwig’s Information Carriers and the Impact of Attributes in the Szczecin Algorithm of Real Estate Mass Appraisal," Real Estate Management and Valuation, Sciendo, volume 27, issue 1, pages 15-24, March, DOI: 10.2478/remav-2019-0002.
• Škrinjarić Tihana, 2019, "Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange," South East European Journal of Economics and Business, Sciendo, volume 14, issue 1, pages 92-100, June, DOI: 10.2478/jeb-2019-0007.
• Clementi,Fabio & Khan,Haider Ali Daud & Molini,Vasco & Schettino,Francesco & Soudi,Khalid, 2019, "Polarization and Its Discontents : Morocco before and after the Arab Spring," Policy Research Working Paper Series, The World Bank, number 9049, Oct.
• Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019, "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp279, Feb.
• Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019, "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 279, Feb.
• George‐Levi Gayle & Andrew Shephard, 2019, "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," Econometrica, Econometric Society, volume 87, issue 1, pages 291-326, January, DOI: 10.3982/ECTA14528.
• C. Gouriéroux & A. Monfort & J.‐M. Zakoïan, 2019, "Consistent Pseudo‐Maximum Likelihood Estimators and Groups of Transformations," Econometrica, Econometric Society, volume 87, issue 1, pages 327-345, January, DOI: 10.3982/ECTA14727.
• Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019, "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, volume 87, issue 4, pages 1397-1432, July, DOI: 10.3982/ECTA14075.
• Yohei Yamamoto, 2019, "Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 247-267, March, DOI: 10.1002/jae.2659.
• Xin Jin & John M. Maheu & Qiao Yang, 2019, "Bayesian parametric and semiparametric factor models for large realized covariance matrices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 641-660, August, DOI: 10.1002/jae.2685.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019, "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1027-1049, November, DOI: 10.1002/jae.2722.
• Wei Lin & Gloria González‐Rivera, 2019, "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1121-1140, November, DOI: 10.1002/jae.2738.
• Jason R. Blevins & Garrett T. Senney, 2019, "Dynamic selection and distributional bounds on search costs in dynamic unit‐demand models," Quantitative Economics, Econometric Society, volume 10, issue 3, pages 891-929, July, DOI: 10.3982/QE728.
• Brantly Callaway & Tong Li, 2019, "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, volume 10, issue 4, pages 1579-1618, November, DOI: 10.3982/QE935.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2019, "Inference under covariate‐adaptive randomization with multiple treatments," Quantitative Economics, Econometric Society, volume 10, issue 4, pages 1747-1785, November, DOI: 10.3982/QE1150.
• Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019, "Asymptotic F Tests under Possibly Weak Identification," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-03-12, Mar.
• Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2019, "Time-Varying Mixture Copula Models with Copula Selection," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-05, Jul.
• Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2019, "Semiparametric Estimation and Variable Selection for Single-index Copula Models," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-05, Jul.
• Robson, M.; & Doran, T.; & Cookson, R.;, 2019, "Estimating and Decomposing Conditional Average Treatment Effects: The Smoking Ban in England," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 19/20, Sep.
• Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019, "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers, Department of Economics, University of York, number 19/03, Mar.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019, "Nonparametric estimation of the random coefficients model: An elastic net approach," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 326.
• Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan, 2019, "Forecasting the Realized Variance in the Presence of Intraday Periodicity," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193631.
• Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2019, "Land value appraisal using statistical methods," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 07 (2019), DOI: 10.18452/19722.
• Ritter, Matthias & Hüttel, Silke & Odening, Martin & Seifert, Stefan, 2019, "Revisiting the relationship between land price and parcel size," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 08 (2019), DOI: 10.18452/19877.
• Demidova, Olga & Kolyagina, Alena & Pastore, Francesco, 2019, "Marshallian vs Jacobs effects: which one is stronger? Evidence for Russia unemployment dynamics," GLO Discussion Paper Series, Global Labor Organization (GLO), number 302.
• Nilsson, William, 2019, "Estimating nonlinear intergenerational income mobility with correlation curves," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2019-.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Estimating low sampling frequency risk measure by high-frequency data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-003.
• Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis, 2019, "Phenotypic convergence of cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-018.
• Jacob, Daniel & Härdle, Wolfgang Karl & Lessmann, Stefan, 2019, "Group Average Treatment Effects for Observational Studies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-028.
• Gallagher, Ronan & Quinn, Barry, 2019, "Regulatory Own Goals: The Unintended Consequences of Economic Regulation in Professional Football," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/02, DOI: 10.2139/ssrn.2982972.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019, "Nonparametric estimation of the random coefficients model: An elastic net approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 824, DOI: 10.4419/86788957.
• Döhrn, Roland, 2019, "Comparing forecast accuracy in small samples," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 833, DOI: 10.4419/86788966.
• Seckler, Matthias, 2019, "Increasing inequality in lifetime earnings: A tale of educational upgrading and changing employment patterns," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 119, DOI: 10.15496/publikation-29475.
• Necla Tunay, 2019, "The Effects of Empowerment on Work Satisfaction, Performance and Organizational Commitment of Employees: The Case of Turkish Insurance Sector," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 241-258, October, DOI: https://doi.org/10.33203/mfy.533120.
• Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2019, "Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients," Annals of Economics and Statistics, GENES, issue 134, pages 43-77, DOI: 10.15609/annaeconstat2009.134.0043.
• J.P. Florens & C. Gourieroux & A. Monfort, 2019, "Model Risk Management: Limits and Future of Bayesian Approaches," Annals of Economics and Statistics, GENES, issue 136, pages 1-26, DOI: 10.15609/annaeconstat2009.136.0001.
• Germán González & Fernando Delbianco, 2019, "Periodización de Procesos Económicos Mediante K-Means: Aplicación para el Caso del Mercosur," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4150, Nov.
• Carlo Lombardo & Julián Martinez-Correa, 2019, "Convenio Colectivo, Sindicatos y Dispersi ́on Salarial: Evidencia de Argentina," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4164, Nov.
• Kota Ogasawara & Yukitoshi Matsushita, 2019, "Heterogeneous treatment effects of safe water on infectious disease: Do meteorological factors matter?," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 13, issue 1, pages 55-82, January, DOI: 10.1007/s11698-017-0169-6.
• Mohamed Chikhi & Claude Diebolt, 2019, "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers, Association Française de Cliométrie (AFC), number 03-19.
• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers, Association Française de Cliométrie (AFC), number 07-19.
• Ritter, Matthias & Huttel, Silke & Odening, Martin & Seifert, Stefan, 2019, "Revisiting The Relationship Between Land Price And Parcel Size," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia, Australian Agricultural and Resource Economics Society (AARES), number 285062, Feb, DOI: 10.22004/ag.econ.285062.
• Dessy, Sylvain & Marchetta, Francesca & Pongou, Roland & Tiberti, Luca, , "Fertility after The Drought: Theory and Evidence from Madagascar," 2019 Eighth AIEAA Conference, June 13-14, Pistoia, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 300082, DOI: 10.22004/ag.econ.300082.
• Kancs, d'Artis & Siliverstovs, Boriss, 2019, "Employment Effect of Innovation," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333041.
• Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019, "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/08, Jun, revised 06 Jul 2019.
• Gilles Dufrénot & Carolina Ulloa Suarez, 2019, "Public finance sustainability in Europe: a behavioral model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1929, Nov.
• Mastromarco, Camilla & Simar, Leopold & Wilson, Paul, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019023, Jan.
• Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019, "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019024, Jan.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2019, "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019014, Jan.
• Racine, Jeffrey S. & Van Keilegom, Ingrid, 2019, "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019063, Jan.
• Iveta Palečková, 2019, "Cost Efficiency Measurement Using Two-Stage Data Envelopment Analysis in the Czech and Slovak Banking Sectors," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 69, issue 3, pages 445-466, September.
• Burcu Özcan & Duru Karasoy, 2019, "Buckley-James Model in Survival Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 2, pages 485-496, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019, "On Binscatter," Papers, arXiv.org, number 1902.09608, Feb, revised Apr 2024.
• Xiaohong Chen & Demian Pouzo & James L. Powell, 2019, "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers, arXiv.org, number 1902.10100, Feb.
• Debopam Bhattacharya, 2019, "The Empirical Content of Binary Choice Models," Papers, arXiv.org, number 1902.11012, Feb, revised Oct 2020.
• Debopam Bhattacharya, 2019, "Integrability and Identification in Multinomial Choice Models," Papers, arXiv.org, number 1902.11017, Feb, revised May 2021.
• Jun Ma & Vadim Marmer & Artyom Shneyerov, 2019, "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator," Papers, arXiv.org, number 1903.06401, Mar.
• Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu, 2019, "Ensemble Methods for Causal Effects in Panel Data Settings," Papers, arXiv.org, number 1903.10079, Mar.
• Jozef Barunik & Pavel Fiser, 2019, "Co-jumping of Treasury Yield Curve Rates," Papers, arXiv.org, number 1905.01541, May.
• Paul Heidhues & Philipp Strack, 2019, "Identifying Present-Bias from the Timing of Choices," Papers, arXiv.org, number 1905.03959, May.
• Ekaterina Oparina & Sorawoot Srisuma, 2019, "Analyzing Subjective Well-Being Data with Misclassification," Papers, arXiv.org, number 1905.06037, May.
• Samuele Centorrino & Fr'ed'erique F`eve & Jean-Pierre Florens, 2019, "Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments," Papers, arXiv.org, number 1905.07812, May, revised Oct 2024.
• Yoonseok Lee & Yulong Wang, 2019, "Threshold Regression with Nonparametric Sample Splitting," Papers, arXiv.org, number 1905.13140, May, revised Jan 2021.
• Michael Lechner & Gabriel Okasa, 2019, "Random Forest Estimation of the Ordered Choice Model," Papers, arXiv.org, number 1907.02436, Jul, revised Sep 2022.
• Jaap H. Abbring & Gerard J. van den Berg, 2019, "Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"," Papers, arXiv.org, number 1907.09886, Jul.
• Bryan S. Graham & Fengshi Niu & James L. Powell, 2019, "Kernel Density Estimation for Undirected Dyadic Data," Papers, arXiv.org, number 1907.13630, Jul.
• Andrii Babii & Rohit Kumar, 2019, "Isotonic Regression Discontinuity Designs," Papers, arXiv.org, number 1908.05752, Aug, revised Dec 2020.
• Florian Heiss & Stephan Hetzenecker & Maximilian Osterhaus, 2019, "Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach," Papers, arXiv.org, number 1909.08434, Sep, revised Sep 2019.
• Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers, arXiv.org, number 1910.01044, Oct.
• Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019, "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers, arXiv.org, number 1910.01318, Oct, revised Mar 2022.
• Ruoxuan Xiong & Markus Pelger, 2019, "Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference," Papers, arXiv.org, number 1910.08273, Oct, revised Jan 2022.
• Daniel Jacob, 2019, "Group Average Treatment Effects for Observational Studies," Papers, arXiv.org, number 1911.02688, Nov, revised Mar 2020.
• Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019, "Uniform inference for value functions," Papers, arXiv.org, number 1911.10215, Nov, revised Oct 2022.
• Federico Crudu & Felipe Osorio, 2019, "Bilinear form test statistics for extremum estimation," Papers, arXiv.org, number 1912.01410, Dec.
• Manuel Arellano & Stephane Bonhomme, 2019, "Recovering Latent Variables by Matching," Papers, arXiv.org, number 1912.13081, Dec.
• Sergio Scicchitano & Marco Biagetti & Antonio Chirumbolo, 2019, "More insecure and less paid? The effect of perceived job insecurity on wage distribution," Working Papers, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro, number 0041, Feb.
• Christopher Erwin, 2019, "Low-performing student responses to state merit scholarships," Working Papers, Auckland University of Technology, Department of Economics, number 2019-02, Feb.
• Josip Arneric & Mladen Mateljan, 2019, "The Analysis Of Interdependencies Between Capital Market And Cryptocurrency Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 2, pages 449-465, december.
• Jon Danielsson & Lerby Ergun & Laurens de Haan & Casper G. de Vries, 2019, "Tail Index Estimation: Quantile-Driven Threshold Selection," Staff Working Papers, Bank of Canada, number 19-28, Aug, DOI: 10.34989/swp-2019-28.
• Lerby Ergun, 2019, "Extreme Downside Risk in Asset Returns," Staff Working Papers, Bank of Canada, number 19-46, Dec, DOI: 10.34989/swp-2019-46.
• Hernando Vargas-Herrera & Mauricio Villamizar-Villegas, 2019, "Effectiveness of FX Intervention and the Flimsiness of Exchange rate Expectations," Borradores de Economia, Banco de la Republica de Colombia, number 1070, Apr, DOI: 10.32468/be.1070.
• Geert Mesters & Régis Barnichon, 2019, "The Phillips Multiplier," Working Papers, Barcelona School of Economics, number 1070, Jan.
• Geert Mesters & Régis Barnichon, 2019, "Identifying Modern Macro Equations with Old Shocks," Working Papers, Barcelona School of Economics, number 1097, May.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 625, Oct.
• Tom Fong & Gabriel Wu, 2019, "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".
• John Kealey & Pau S. Pujolas & César Sosa‐Padilla, 2019, "Trade Liberalization And Firm Productivity: Estimation Methods Matter," Economic Inquiry, Western Economic Association International, volume 57, issue 3, pages 1272-1283, July, DOI: 10.1111/ecin.12767.
• Martin Biewen & Martin Ungerer & Max Löffler, 2019, "Why Did Income Inequality in Germany Not Increase Further After 2005?," German Economic Review, Verein für Socialpolitik, volume 20, issue 4, pages 471-504, November, DOI: 10.1111/geer.12153.
• Jo Thori Lind, 2019, "Spurious weather effects," Journal of Regional Science, Wiley Blackwell, volume 59, issue 2, pages 322-354, March, DOI: 10.1111/jors.12417.
• Marlon Fritz & Thomas Gries & Yuanhua Feng, 2019, "Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 62-78, February, DOI: 10.1111/obes.12267.
• Harald Badinger & Peter H. Egger & Maximilian von Ehrlich, 2019, "Productivity Growth, Human Capital and Technology Spillovers: Nonparametric Evidence for EU Regions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 4, pages 768-779, August, DOI: 10.1111/obes.12285.
• Rafael González‐Val, 2019, "Historical urban growth in Europe (1300–1800)," Papers in Regional Science, Wiley Blackwell, volume 98, issue 2, pages 1115-1136, April, DOI: 10.1111/pirs.12365.
• Sofie R. Waltl, 2019, "Variation Across Price Segments and Locations: A Comprehensive Quantile Regression Analysis of the Sydney Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 3, pages 723-756, September, DOI: 10.1111/1540-6229.12177.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2019, "Forecast density combinations with dynamic learning for large data sets in economics and finance," Working Paper, Norges Bank, number 2019/7, Mar.
• Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019, "Informational Content of Factor Structures in Simultaneous Binary Response Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 985, Sep.
• Shakeeb Khan & Denis Nekipelov, 2019, "On Uniform Inference in Nonlinear Models with Endogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 986, Sep.
• George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2019, "Time-varying cointegration and the UK great ratios," Bank of England working papers, Bank of England, number 789, Apr.
• Joel Suss & Henry Treitel, 2019, "Predicting bank distress in the UK with machine learning," Bank of England working papers, Bank of England, number 831, Oct.
• Undral Byambadalai & Ching-to Albert Ma & Daniel Wiesen, 2019, "Changing Preferences: An Experiment and Estimation of Market-Incentive E§ects on Altruism," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-11, Jul.
• Gearhart Richard, 2019, "The Impact of Secondary Environmental Variables on OECD Healthcare Efficiency: A Robust Conditional Approach," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 19, issue 2, pages 1-16, April, DOI: 10.1515/bejeap-2018-0063.
• Mussida Chiara & Zanin Luca, 2019, "Voluntary Mobility of Employees for Better Job Opportunities Given a Temporary Contract: Insights Regarding an Age-Varying Association Between the Two Events," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 19, issue 2, pages 1-27, April, DOI: 10.1515/bejeap-2018-0143.
• Biewen Martin & Ungerer Martin & Löffler Max, 2019, "Why Did Income Inequality in Germany Not Increase Further After 2005?," German Economic Review, De Gruyter, volume 20, issue 4, pages 471-504, December, DOI: 10.1111/geer.12153.
• Linton, O. & Xiao, Z., 2019, "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1907, Jan.
• Koo, B. & La Vecchia, D. & Linton, O., 2019, "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1916, Feb.
• Cheng, T. & Gao, J. & Linton, O., 2019, "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1932, Mar.
• Ma, S. & Linton, O. & Gao, J., 2019, "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1933, Mar.
• Jochmans, K. & Weidner, M., 2019, "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1946, May.
• Li, Z. M. & Laeven, R. J. A. & Vellekoop, M. H., 2019, "Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1952, Jun.
• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt86c7x315, May.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019, "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6qk200q8, Mar.
• Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019, "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt86c7x315, May.
• Vanesa D’Elia & Gustavo Ferro, 2019, "Empirical Efficiency Measurement in Higher Education: An Overview," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 708, Dec.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2019, "Average derivative estimation under measurement error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 602, May.
• Daisuke Kurisu & Taisuke Otsu, 2019, "On the uniform convergence of deconvolution estimators from repeated measurements," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 604, Jul.
• Yukitoshi Matsushita & Taisuke Otsu, 2019, "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 605, Jul.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2019, "Estimation of Varying Coefficient Models with Measurement Error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 607, Nov.
• Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2019, "Nonparametric intermediate order regression quantiles," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 608, Nov.
• António Afonso & Ludger Schuknecht, 2019, "How “big” should government be?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 23.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2019, "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 25.
• Paul Schneider, 2019, "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-17, Mar.
• Piotr Orłowski & Andras Sali & Fabio Trojani, 2019, "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-20, Jan, revised Apr 2019.
• Bin Liu & Jianbo Gao, 2019, "Understanding the non-Gaussian distribution of revealed comparative advantage index and its alternatives," International Economics, CEPII research center, issue 158, pages 1-11.
• Bernard Fortin & Marcelin Joanis & Safa Ragued, 2019, "Interruption des études secondaires et postsecondaires au Canada : une analyse dynamique," CIRANO Project Reports, CIRANO, number 2019rp-11, Sep.
• Dmitry Arkhangelsky, 2019, "Dealing with a Technological Bias: The Difference-in-Difference Approach," Working Papers, CEMFI, number wp2019_1903, Mar.
• Dmitry Arkhangelsky & Guido W. Imbens, 2019, "The Role of the Propensity Score in Fixed Effect Models," Working Papers, CEMFI, number wp2019_1905, Mar.
• Manuel Arellano & Stéphane Bonhomme, 2019, "Recovering Latent Variables by Matching," Working Papers, CEMFI, number wp2019_1914, Dec.
• Maribel Jiménez & M�nica Jim�nez, 2019, "Intergenerational educational mobility in Latin America. An analysis from the equal opportunity approach," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 38, issue 76, pages 289-330.
• María Alejandra Henao Bedoya, Yair Tadeo Valencia Estupinán y Jairo Humberto Restrepo Zea Daysi Sanmartín Durango & Daysi Sanmart�n & Mar�a Alejandra Henao & Yair Tadeo Valencia, 2019, "Eficiencia del gasto en salud en la OCDE y ALC: un análisis envolvente de datos," Publicaciones, Grupo de Economía de la Salud, number 17397, Jul.
• Lina Cortés & Juan M. Lozada & Javier Perote, 2019, "Firm size and concentration inequality: A flexible extension of Gibrat’s law," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17205, Mar.
• Alfredo Trespalacios & Lina M. Cort�s & Javier Perote, 2019, "Uncertainty in Electricity Markets from a seminonparametric Approach," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17304, Jun.
• Daysi Sanmartín Durango & Maria Alejandra Henao Bedoya & Yair Tadeo Valencia Estupi�an & Jairo Humberto Restrepo Zea, 2019, "Eficiencia del gasto en salud en la OCDE y ALC: un análisis envolvente de datos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 41-78.
• Jorge Iván Pérez García & Mauricio Lopera Casta�o & Fredy Alonso V�squez Bedoya, 2019, "Una breve aplicación a la predicción de la fragilidad de empresas colombianas, mediante el uso de modelos estadísticos," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17525, Sep.
• Mónica Jiménez-Martínez & Maribel Jim�nez-Mart�nez, 2019, "Effects of Argentine Students’ Support Program on Labor Transitions and Job Quality of Young People," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17540, Jan.
• HAFNER Christian M., & WANG Linqi,, 2019, "A dynamic conditional score model for the log correlation matrix," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019031, Dec.
• de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2019, "Delineating urban areas using building density," CEPREMAP Working Papers (Docweb), CEPREMAP, number 1907, Dec.
• Barnichon, Regis & Mesters, Geert, 2019, "The Phillips Multiplier," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13480, Jan.
• Egger, Peter & ,, 2019, "Heterogeneous Effects of Tariff and Non-tariff Trade-Policy Barriers in Quantitative General Equilibrium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13602, Mar.
• Barnichon, Regis & Mesters, Geert, 2019, "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13765, May.
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• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2019, "Testing Constancy in Varying Coefficient Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27981, Jan.
• Calogero Guccio & Marco Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2019, "An analysis of the efficiency of Italian museums using a generalised conditional efficiency model," ACEI Working Paper Series, Association for Cultural Economics International, number AWP-06-2019, Dec, revised Dec 2019.
• Lei Hou & Wei Long & Qi Li, 2019, "Comovement of Home Prices: A Conditional Copula Approach," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 297-318, May.
• Barnett, William A. & Duzhak, Evgeniya A., 2019, "Structural Stability Of The Generalized Taylor Rule," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 4, pages 1664-1678, June.
• Peter C.B. Phillips & Ying Wang, 2019, "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2193, May.
• Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019, "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2215, Oct.
• Nikolay Stoenchev & Yana Hrischeva, 2019, "Investment Appeal Of Residential Real Estate Property In The City Of Sofia," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 1-23.
• Виктор Аврамов, 2019, "Анализ На Времевите Редове На Цените И Обема На Борсовата Търговия На Електрическа Енергия В Условията На Ниска Ликвидност," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 8-22.
• Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019, "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1780.
• Marcel, Bräutigam & Marie, Kratz, 2019, "Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(p, q) processes," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1909, Jun.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019, "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-09, Feb.
• Setyani Dwi Lestari & Amir Indrabudiman & Wuri Septi Handayani & Teguh Sugiarto, 2019, "Estimation with Macroeconomic Variables in Long-Term Elasticity of Gasoline Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 326-329.
• Dip, Juan Antonio & Gamboa, Luis Fernando, 2019, "La heterogeneidad de los efectos de la educación preescolar sobre los resultados cognitivos en América Latina," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Dip, Juan Antonio & Gamboa, Luis Fernando, 2019, "The heterogeneity of effects of preschool education on cognitive outcomes in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Dai, Xiaoyong & Wang, Fang, 2019, "Does the high- and new-technology enterprise program promote innovative performance? Evidence from Chinese firms," China Economic Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.chieco.2019.101330.
• Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2019, "Institutions and determinants of firm survival in European emerging markets," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 431-453, DOI: 10.1016/j.jcorpfin.2019.05.008.
• Alexakis, Christos & Izzeldin, Marwan & Johnes, Jill & Pappas, Vasileios, 2019, "Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis," Economic Modelling, Elsevier, volume 79, issue C, pages 1-14, DOI: 10.1016/j.econmod.2018.09.030.
• Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019, "Growth in a time of external imbalances," Economic Modelling, Elsevier, volume 79, issue C, pages 262-275, DOI: 10.1016/j.econmod.2018.12.011.
• Peng, Wei & Zeng, Yufeng, 2019, "Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models," Economic Modelling, Elsevier, volume 80, issue C, pages 392-399, DOI: 10.1016/j.econmod.2018.11.023.
• Kim, Jun Sung & Lee, Jongkwan, 2019, "The role of intergenerational mobility in internal migration," Economic Modelling, Elsevier, volume 81, issue C, pages 1-15, DOI: 10.1016/j.econmod.2018.12.001.
• Fritz, Marlon, 2019, "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, volume 83, issue C, pages 312-325, DOI: 10.1016/j.econmod.2019.08.018.
• Gang, Jianhua & Qian, Zongxin & Xu, Tiange, 2019, "Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market," Economic Modelling, Elsevier, volume 83, issue C, pages 364-371, DOI: 10.1016/j.econmod.2019.08.021.
• Bruzda, Joanna, 2019, "Complex analytic wavelets in the measurement of macroeconomic risks," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100988.
• Oberst, Christian A. & Schmitz, Hendrik & Madlener, Reinhard, 2019, "Are Prosumer Households That Much Different? Evidence From Stated Residential Energy Consumption in Germany," Ecological Economics, Elsevier, volume 158, issue C, pages 101-115, DOI: 10.1016/j.ecolecon.2018.12.014.
• Miller, Steve & Startz, Richard, 2019, "Feasible generalized least squares using support vector regression," Economics Letters, Elsevier, volume 175, issue C, pages 28-31, DOI: 10.1016/j.econlet.2018.12.001.
• Casarin, Roberto & Costola, Michele, 2019, "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, volume 176, issue C, pages 55-59, DOI: 10.1016/j.econlet.2018.12.020.
• Wang, Wenju & Wang, Qiao, 2019, "Consistent specification test for partially linear models with the k-nearest-neighbor method," Economics Letters, Elsevier, volume 177, issue C, pages 89-93, DOI: 10.1016/j.econlet.2019.02.004.
• Aradillas-López, Andrés, 2019, "Nonparametric tests for strategic interaction effects with rationalizability," Economics Letters, Elsevier, volume 181, issue C, pages 149-153, DOI: 10.1016/j.econlet.2019.05.018.
• Gil-Alana, Luis A. & Trani, Tommaso, 2019, "The cyclical structure of the UK inflation rate: 1210–2016," Economics Letters, Elsevier, volume 181, issue C, pages 182-185, DOI: 10.1016/j.econlet.2019.05.032.
• Fritz, Marlon & Gries, Thomas & Feng, Yuanhua, 2019, "Secular stagnation? Is there statistical evidence of an unprecedented, systematic decline in growth?," Economics Letters, Elsevier, volume 181, issue C, pages 47-50, DOI: 10.1016/j.econlet.2019.04.021.
• González-Val, Rafael, 2019, "Lognormal city size distribution and distance," Economics Letters, Elsevier, volume 181, issue C, pages 7-10, DOI: 10.1016/j.econlet.2019.04.026.
• Cerulli, Giovanni, 2019, "A flexible Synthetic Control Method for modeling policy evaluation," Economics Letters, Elsevier, volume 182, issue C, pages 40-44, DOI: 10.1016/j.econlet.2019.05.019.
• Andreoli, Francesco & Fusco, Alessio, 2019, "Robust cross-country analysis of inequality of opportunity," Economics Letters, Elsevier, volume 182, issue C, pages 86-89, DOI: 10.1016/j.econlet.2019.06.005.
• Aradillas-López, Andrés, 2019, "Computing semiparametric efficiency bounds in linear models with nonparametric regressors," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108673.
• Geng, Xin & Sun, Kai, 2019, "Gradient estimation of the local-constant semiparametric smooth coefficient model," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108684.
• Cerulli, Giovanni, 2019, "Data-driven sensitivity analysis for matching estimators," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108749.
• Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019, "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 101-119, DOI: 10.1016/j.jeconom.2018.09.007.
• Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping, 2019, "Semiparametric estimation of the bid–ask spread in extended roll models," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 160-178, DOI: 10.1016/j.jeconom.2018.09.010.