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

• Pelger, Markus, 2019, "Large-dimensional factor modeling based on high-frequency observations," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 23-42, DOI: 10.1016/j.jeconom.2018.09.004.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2019, "Tail event driven networks of SIFIs," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 282-298, DOI: 10.1016/j.jeconom.2018.09.016.
• Dai, Chaoxing & Lu, Kun & Xiu, Dacheng, 2019, "Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 43-79, DOI: 10.1016/j.jeconom.2018.09.005.
• Jacod, Jean & Li, Yingying & Zheng, Xinghua, 2019, "Estimating the integrated volatility with tick observations," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 80-100, DOI: 10.1016/j.jeconom.2018.09.006.
• Huang, Liquan & Khalil, Umair & Yıldız, Neşe, 2019, "Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 346-366, DOI: 10.1016/j.jeconom.2017.10.009.
• Jin, Fei & Lee, Lung-fei, 2019, "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 585-612, DOI: 10.1016/j.jeconom.2018.07.007.
• Merlo, Antonio & Tang, Xun, 2019, "New results on the identification of stochastic bargaining models," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 79-93, DOI: 10.1016/j.jeconom.2018.02.006.
• Clinet, Simon & Potiron, Yoann, 2019, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 289-337, DOI: 10.1016/j.jeconom.2019.01.004.
• Fisher, Mark & Jensen, Mark J., 2019, "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 187-202, DOI: 10.1016/j.jeconom.2018.11.012.
• Grundl, Serafin & Zhu, Yu, 2019, "Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 363-378, DOI: 10.1016/j.jeconom.2019.02.004.
• Chiang, Harold D. & Sasaki, Yuya, 2019, "Causal inference by quantile regression kink designs," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 405-433, DOI: 10.1016/j.jeconom.2019.02.005.
• Chen, Le-Yu & Lee, Sokbae, 2019, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 482-497, DOI: 10.1016/j.jeconom.2018.12.024.
• Woutersen, Tiemen & Hausman, Jerry A., 2019, "Increasing the power of specification tests," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 166-175, DOI: 10.1016/j.jeconom.2018.12.012.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2019, "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 176-205, DOI: 10.1016/j.jeconom.2018.12.013.
• Fu, Zhonghao & Hong, Yongmiao, 2019, "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 206-242, DOI: 10.1016/j.jeconom.2018.12.014.
• Hahn, Jinyong & Ridder, Geert, 2019, "Three-stage semi-parametric inference: Control variables and differentiability," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 262-293, DOI: 10.1016/j.jeconom.2018.12.016.
• Lee, Ying-Ying & Bhattacharya, Debopam, 2019, "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 361-387, DOI: 10.1016/j.jeconom.2019.02.007.
• Yan, Jin & Yoo, Hong Il, 2019, "Semiparametric estimation of the random utility model with rank-ordered choice data," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 414-438, DOI: 10.1016/j.jeconom.2019.03.003.
• Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019, "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 483-506, DOI: 10.1016/j.jeconom.2019.03.002.
• Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2019, "Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 507-538, DOI: 10.1016/j.jeconom.2019.02.006.
• Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019, "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 589-618, DOI: 10.1016/j.jeconom.2019.03.006.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019, "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 155-176, DOI: 10.1016/j.jeconom.2019.04.025.
• Salish, Nazarii & Gleim, Alexander, 2019, "A moment-based notion of time dependence for functional time series," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 377-392, DOI: 10.1016/j.jeconom.2019.03.007.
• Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019, "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2019.04.037.
• Okui, Ryo & Yanagi, Takahide, 2019, "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 451-475, DOI: 10.1016/j.jeconom.2019.04.036.
• Chen, Heng & Fan, Yanqin, 2019, "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 476-502, DOI: 10.1016/j.jeconom.2019.05.015.
• Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019, "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 584-606, DOI: 10.1016/j.jeconom.2019.05.016.
• Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019, "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 607-622, DOI: 10.1016/j.jeconom.2019.05.018.
• Giessing, Alexander & He, Xuming, 2019, "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 235-260, DOI: 10.1016/j.jeconom.2019.04.013.
• Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019, "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 30-53, DOI: 10.1016/j.jeconom.2019.04.004.
• Kato, Kengo & Sasaki, Yuya, 2019, "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 516-555, DOI: 10.1016/j.jeconom.2019.05.021.
• Zhou, Ling & Lin, Huazhen & Chen, Kani & Liang, Hua, 2019, "Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 593-607, DOI: 10.1016/j.jeconom.2019.06.005.
• Linton, Oliver & Xiao, Zhijie, 2019, "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 608-631, DOI: 10.1016/j.jeconom.2019.01.016.

2018

• Jingchen Ren & Xu Guo, 2018, "A Three-Arm Non-Inferiority Test For Heteroscedastic Data," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 279-307, December.
• Torben G. Andersen & Rasmus T. Varneskov, 2018, "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-09, Feb.
• Ulrich Hounyo & Rasmus T. Varneskov, 2018, "Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-16, Apr.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-20, Aug.
• Russell Davidson & Niels S. Grønborg, 2018, "Time-varying parameters: New test tailored to applications in finance and macroeconomics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-22, Aug.
• Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida, 2018, "Edgeworth expansion for Euler approximation of continuous diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-28, Nov.
• Isabel Casas & Jiti Gao & Shangyu Xie, 2018, "Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-29, Nov.
• Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018, "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2018-01, Jan.
• Brzezicki, Łukasz & Pietrzak, Piotr, None, "Efektywność i skuteczność studiów doktoranckich w publicznym szkolnictwie wyższym w Polsce," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2018, issue 2, DOI: 10.22004/ag.econ.359159.
• Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1843, Dec.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2018, "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018004, Jan.
• Simar, Leopold & Zelenyuk, Valentin, 2018, "Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018020, Jan.
• Mastromarco, Camilla & Simar, Leopold, 2018, "Globalization and productivity: A robust nonparametric world frontier analysis," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018008, Jan.
• Hafner, Christian, 2018, "Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018045, Jan.
• Ágnes Lublóy & Judit Lilla Keresztúri & Gábor Benedek, 2018, "Social Network Influence on New Drug Diffusion: Can the Data-driven Approach Provide Practical Benefits?," Society and Economy, Akadémiai Kiadó, Hungary, volume 40, issue 2, pages 227-243, June.
• Catherine Hausman & David S. Rapson, 2018, "Regression Discontinuity in Time: Considerations for Empirical Applications," Annual Review of Resource Economics, Annual Reviews, volume 10, issue 1, pages 533-552, October, DOI: 10.1146/annurev-resource-121517-033.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201810, Oct, revised Oct 2018.
• Ricardo Crisostomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers, arXiv.org, number 1801.08007, Jan, revised May 2018.
• Iv'an Fern'andez-Val & Aico van Vuuren & Francis Vella, 2018, "Nonseparable Sample Selection Models with Censored Selection Rules," Papers, arXiv.org, number 1801.08961, Jan, revised Sep 2020.
• Federico A. Bugni & Joel L. Horowitz, 2018, "Permutation Tests for Equality of Distributions of Functional Data," Papers, arXiv.org, number 1803.00798, Mar, revised Jun 2021.
• Koen Jochmans & Martin Weidner, 2018, "Inference on a Distribution from Noisy Draws," Papers, arXiv.org, number 1803.04991, Mar, revised Dec 2021.
• Federico A. Bugni & Ivan A. Canay, 2018, "Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design," Papers, arXiv.org, number 1803.07951, Mar, revised Feb 2020.
• Brantly Callaway & Pedro H. C. Sant'Anna, 2018, "Difference-in-Differences with Multiple Time Periods," Papers, arXiv.org, number 1803.09015, Mar, revised Dec 2020.
• Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018, "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Papers, arXiv.org, number 1803.09432, Mar.
• Ryo Okui & Takahide Yanagi, 2018, "Panel Data Analysis with Heterogeneous Dynamics," Papers, arXiv.org, number 1803.09452, Mar, revised Jan 2019.
• Christoph Breunig, 2018, "Varying Random Coefficient Models," Papers, arXiv.org, number 1804.03110, Apr, revised Aug 2020.
• Takahide Yanagi, 2018, "Inference on Local Average Treatment Effects for Misclassified Treatment," Papers, arXiv.org, number 1804.03349, Apr.
• Michael Stanley Smith & Thomas S. Shively, 2018, "Econometric Modeling of Regional Electricity Spot Prices in the Australian Market," Papers, arXiv.org, number 1804.08218, Apr.
• Sokbae Lee & Bernard Salani'e, 2018, "Identifying Effects of Multivalued Treatments," Papers, arXiv.org, number 1805.00057, Apr.
• Juan Carlos Escanciano & Wei Li, 2018, "Optimal Linear Instrumental Variables Approximations," Papers, arXiv.org, number 1805.03275, May, revised Feb 2020.
• Laura Liu, 2018, "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers, arXiv.org, number 1805.04178, May, revised Oct 2021.
• Florian Ziel & Rafal Weron, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers, arXiv.org, number 1805.06649, May.
• Sukjin Han, 2018, "Identification in Nonparametric Models for Dynamic Treatment Effects," Papers, arXiv.org, number 1805.09397, May, revised Jan 2019.
• Seojeong Lee, 2018, "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Papers, arXiv.org, number 1806.01450, Jun.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2018, "Inference under Covariate-Adaptive Randomization with Multiple Treatments," Papers, arXiv.org, number 1806.04206, Jun, revised Jan 2019.
• Andriy Norets & Justinas Pelenis, 2018, "Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity," Papers, arXiv.org, number 1806.07484, Jun.
• Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain, 2018, "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Papers, arXiv.org, number 1807.02357, Jul, revised Nov 2019.
• Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018, "Two-Step Estimation and Inference with Possibly Many Included Covariates," Papers, arXiv.org, number 1807.10100, Jul.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018, "A Residual Bootstrap for Conditional Value-at-Risk," Papers, arXiv.org, number 1808.09125, Aug, revised Aug 2023.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018, "Characteristic-Sorted Portfolios: Estimation and Inference," Papers, arXiv.org, number 1809.03584, Sep, revised Oct 2019.
• Whitney Newey & Sami Stouli, 2018, "Control Variables, Discrete Instruments, and Identification of Structural Functions," Papers, arXiv.org, number 1809.05706, Sep, revised Dec 2019.
• Tadao Hoshino & Takahide Yanagi, 2018, "Treatment Effect Models with Strategic Interaction in Treatment Decisions," Papers, arXiv.org, number 1810.08350, Oct, revised Feb 2023.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
• Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018, "Semiparametrically efficient estimation of the average linear regression function," Papers, arXiv.org, number 1810.12511, Oct.
• Seojeong Lee & Youngki Shin, 2018, "Complete Subset Averaging with Many Instruments," Papers, arXiv.org, number 1811.08083, Nov, revised Aug 2020.
• Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella, 2018, "Selection and the Distribution of Female Hourly Wages in the U.S," Papers, arXiv.org, number 1901.00419, Dec, revised Jan 2022.
• Bogdan DIMA & Stefana Maria DIMA & Miruna-Lucia NACHESCU, 2018, "Does IFRSs adoption contribute to the protection of minority investors?," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 16, issue 152, pages 584-584.
• Ohadi, Nasrin & Shahraki, Javad & Pahlavani, Mosayeb & Mardani Najafabadi, Mostafa, 2018, "Energy-Environmental Efficiency and Effective Factors in Oil-Rich Countries (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 23, issue 1, pages 79-96, May.
• Darina Zaimova & George Zheliazkov & Julia Doitchinova, 2018, "Efficiency Analysis of Agricultural Cooperatives in Trentino-Alto Adige," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 176-203.
• Ba M. Chu & Kim Huynh & David T. Jacho-Chávez & Oleksiy Kryvtsov, 2018, "On the Evolution of the United Kingdom Price Distributions," Staff Working Papers, Bank of Canada, number 18-25, DOI: 10.34989/swp-2018-25.
• Marie-Hélène Felt, 2018, "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers, Bank of Canada, number 18-29, DOI: 10.34989/swp-2018-29.
• Jon Danielsson & Lerby Ergun & Casper G. de Vries, 2018, "Challenges in Implementing Worst-Case Analysis," Staff Working Papers, Bank of Canada, number 18-47, DOI: 10.34989/swp-2018-47.
• Andrew Lee-Poy, 2018, "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes, Bank of Canada, number 2018-34, DOI: 10.34989/san-2018-34.
• Jeyhun I. Mikayilov & Fakhri J. Hasanov & Marzio Galeotti, 2018, "Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 101.
• Stefanou Spiro E. & Puggioni Daniela, 2018, "The Value of Being Socially Responsible. A Primal-Dual Approach," Working Papers, Banco de México, number 2018-12, Aug.
• Jorge Balat & Camila Casas, 2018, "Firm Productivity and Cities: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1032, Jan, DOI: 10.32468/be.1032.
• Francisco Lasso-Valderrama & Laura Rodríguez-Quintero, 2018, "Ciclo y composición del cambio en los salarios: una aproximación a la estructura salarial de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1057, Oct, DOI: 10.32468/be.1057.
• Sandeep Mohapatra & Bruno Wichmann & Philippe Marcoul, 2018, "Removing The “Veil Of Ignorance”: Nonlinearities In Education Effects On Gender Wage Inequalities," Contemporary Economic Policy, Western Economic Association International, volume 36, issue 4, pages 644-666, October, DOI: 10.1111/coep.12265.
• Fredj Jawadi & Bruce McGough, 2018, "Introduction To The Symposium On Inequality, Uncertainty, And Macro‐Financial Dynamics," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 545-546, January, DOI: 10.1111/ecin.12526.
• Fan Zhang & Joshua Hall & Feng Yao, 2018, "Does Economic Freedom Affect The Production Frontier? A Semiparametric Approach With Panel Data," Economic Inquiry, Western Economic Association International, volume 56, issue 2, pages 1380-1395, April, DOI: 10.1111/ecin.12548.
• Myriam Ben Ayed & Adel Karaa & Jean‐Luc Prigent, 2018, "Duration Models For Credit Rating Migration: Evidence From The Financial Crisis," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1870-1886, July, DOI: 10.1111/ecin.12561.
• Daniel Ordoñez‐Callamand & Mauricio Villamizar‐Villegas & Luis F. Melo‐Velandia, 2018, "Foreign exchange intervention revisited: A new way of estimating censored models," International Finance, Wiley Blackwell, volume 21, issue 2, pages 195-213, June, DOI: 10.1111/infi.12131.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2018, "Estimation of Discrete Choice Dynamic Programming Models," The Japanese Economic Review, Japanese Economic Association, volume 69, issue 1, pages 28-58, March, DOI: 10.1111/jere.12169.
• Yukitoshi Matsushita & Taisuke Otsu, 2018, "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Japanese Economic Association, volume 69, issue 2, pages 133-155, June, DOI: 10.1111/jere.12167.
• Francesco Aiello & Graziella Bonanno, 2018, "On The Sources Of Heterogeneity In Banking Efficiency Literature," Journal of Economic Surveys, Wiley Blackwell, volume 32, issue 1, pages 194-225, February, DOI: 10.1111/joes.12193.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018, "Bayesian non‐parametric conditional copula estimation of twin data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 523-548, April, DOI: 10.1111/rssc.12237.
• Liudas Giraitis & George Kapetanios & Tony Yates, 2018, "Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 2, pages 129-149, March, DOI: 10.1111/jtsa.12271.
• Brendan K. Beare, 2018, "Unit Root Testing with Unstable Volatility," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 816-835, November, DOI: 10.1111/jtsa.12279.
• Lutz Bellmann & Marco Caliendo & Stefan Tübbicke, 2018, "The Post‐Reform Effectiveness of the New German Start‐Up Subsidy for the Unemployed," LABOUR, CEIS, volume 32, issue 3, pages 293-319, September, DOI: 10.1111/labr.12126.
• Shakeeb Khan & Denis Nekipelov & Justin Rao, 2018, "Measuring the Return to Online Advertising: Estimation and Inference of Endogenous Treatment Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 946, Feb.
• Songnian Chen & Shakeeb Khan & Xun Tang, 2018, "Exclusion Restrictions in Dynamic Binary Choice Panel Data Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 947, Feb.
• Giovanni Cerulli, 2018, "Data-driven sensitivity analysis for matching estimators," London Stata Conference 2018, Stata Users Group, number 02, Oct.
• Patrick Schneider, 2018, "Decomposing differences in productivity distributions," Bank of England working papers, Bank of England, number 740, Jul.
• Panayotis D. Alexakis & Ioannis G. Samantas, 2018, "Foreign ownership and market power: the special case of European banks," Working Papers, Bank of Greece, number 242, Feb.
• Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018, "Diversification, integration and cryptocurrency market," Working Papers, Bank of Greece, number 244, Apr.
• Pierre Perron & Yohei Yamamoto, 2018, "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-03, May, revised Dec 2018.
• Pierre Perron & Yohei Yamamoto, 2018, "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-13, May, revised Jun 2019.
• Ion CUCUI & Aurelia GHEORGHE (DAMIAN) & Dorian-Florin DAMIAN, 2018, "Establishing Standard Production Cost Using Anova Parametric Method In Wood Processing Industry," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 1, pages 5-14.
• Whitney Newey & Sami Stouli, 2018, "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/702, Sep.
• Chen, J. & Li, D. & Linton, O., 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1876, Oct.
• Dong, C. & Gao, J. & Linton, O., 2018, "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1881, Nov.
• Lee, Y-Y. & Bhattacharya, D., 2018, "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1882, Apr.
• Bhattacharya, D., 2018, "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1883, Nov.
• Bhattacharya, D., 2018, "Income Effects and Rationalizability in Multinomial Choice Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1884, Aug.
• Jochmans, K. & Otsu, T., 2018, "Likelihood Corrections for Two-way Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1887, Aug.
• Maria EL KHDARI & Babacar SARR, 2018, "Decentralization, spending efficiency and pro-poor outcomes in Morocco," Working Papers, CERDI, number 201805, Apr.
• Taisuke Otsu & Chen Qiu, 2018, "Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 595, Jan.
• Jungyoon Lee & Peter M Robinson, 2018, "Adaptive Inference on Pure Spatial Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 596, Jan.
• Javier Hidalgo & Marcia M Schafgans, 2017, "Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 597, Dec.
• Koen Jochmans & Taisuke Otsu, 2018, "Likelihood corrections for two-way models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 598, Feb.
• Karun Adusumilli & Taisuke Otsu, 2018, "Likelihood ratio inference for missing data models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 599, Oct.
• Hao Dong & Taisuke Otsu, 2018, "Nonparametric Estimation of Additive Model with Errors-in-Variables," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 600, Nov.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series, CESifo, number 6968.
• Conny Wunsch & Renate Strobl, 2018, "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Design," CESifo Working Paper Series, CESifo, number 7142.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 7187.
• Sabine Gralka & Klaus Wohlrabe & Lutz Bornmann, 2018, "Zur Messung von Forschungsleistungen in der Effizienzanalyse: Drittmittel versus Publikationen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 71, issue 16, pages 26-30, August.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
• Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-66, Oct.
• Zouhair Ait Benhamou, 2018, "Are all cycles alike? An empirical investigation of regional and global factors in developed and emerging economies," International Economics, CEPII research center, issue 156, pages 45-60.
• M. Martin Boyer & Philippe De Donder & Claude Denys Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," CIRANO Working Papers, CIRANO, number 2018s-13, Apr.
• Bertille Antoine & Prosper Dovonon, 2018, "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers, CIRANO, number 2018s-38, Dec.
• Krishna Pendakur, 2018, "Welfare analysis when people are different," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 2, pages 321-360, May, DOI: 10.1111/caje.12335.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
• Oana Simona HUDEA, 2018, "Economic Science Specific Non-Parametric Tools," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 12, pages 85-90, December.
• Oscar Javier Quiroz Porras, 2018, "Aglomeraci√≥n empresarial y eficiencia t√©cnica: un enfoque de frontera estoc√°stica en la producci√≥n para Bogot√° D.C," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 16088, Feb.
• Fabiola Saavedra-Caballero & M�nica Ospina Londo�o, 2018, "Social Assistance and Informality: Examining the Link in Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 21, issue 1, pages 81-120.
• Javier Díaz Castro & Justo de Jorge Moreno, 2018, "Análisis de la eficiencia y factores explicativos de la gestión de los municipios del Meta, Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 211-234.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• HAFNER Christian,, 2018, "Testing for bubbles in cryptocurrencies with time-varying volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018019, Jul.
• BOCART Fabian Y.R.P., & GHYSELS Eric, & HAFNER Christian,, 2018, "Monthly art market returns," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018028, Sep.
• Lettau, Martin & Pelger, Markus, 2018, "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12926, May.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12934, May.
• Svejnar, Jan & Hagemejer, Jan & Tyrowicz, Joanna, 2018, "Are Rushed Privatizations Substandard? Analyzing Firm-level Privatization under Fiscal Pressure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12991, Jun.
• Lettau, Martin & Pelger, Markus, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13049, Jul.
• Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018, "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13396, Dec.
• Ewa Galecka-Burdziak & Marek Góra, 2017, "“How do unemployed workers behave prior to retirement? A multi-state multiple-spell approach”," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 170, Jan.
• Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018, "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers, Center for Research in Economics and Statistics, number 2018-08, Jun.
• Michail Tsagris, 2018, "Modelling Structural Zeros in Compositional Data," Working Papers, University of Crete, Department of Economics, number 1803, Oct.
• Delgado, Miguel A. & García Suaza, Andrés Felipe, 2018, "Counterfactual Analysis Using Censored Duration Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27821, Dec.
• Francisco José Climent Diranzo & María Doménech Sarría, 2018, "La Banca en la Sombra: Definición, regulación y evolución. Un análisis internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 116, pages 151-166, Enero.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018, "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, volume 34, issue 1, pages 23-67, February.
• Bandi, Federico M. & Moloche, Guillermo, 2018, "On The Functional Estimation Of Multivariate Diffusion Processes," Econometric Theory, Cambridge University Press, volume 34, issue 4, pages 896-946, August.
• Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018, "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1018-1064, October.
• Timothy B. Armstrong, 2018, "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2146, Oct.
• Timothy B. Armstrong, 2018, "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2146R, Oct, revised Jul 2019.
• Peter C.B. Phillips & Shuping Shi, 2018, "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2152, Nov.
• Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018, "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2153, Dec.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1731.
• Julián Martinez Correa & Carlo Lombardo & Belén Bentivegna, 2018, "Convenio Colectivo, Sindicatos y Dispersión Salarial: Evidencia de Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0232, Aug.
• Marcel, Bräutigam & Marie, Kratz, 2018, "On the Dependence between Quantiles and Dispersion Estimators," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1807, Dec.
• Sickles, Robin C. & Song, Wonho & Zelenyuk, Valentin, 2018, "Econometric Analysis of Productivity: Theory and Implementation in R," Working Papers, Rice University, Department of Economics, number 18-008, Sep.
• Isaksson, Anders & Shang, Chenjun & Sickles, Robin C., 2018, "Non-structural Analysis of Productivity Growth for the Industrialized Countries: A Jackknife Model Averaging Approach," Working Papers, Rice University, Department of Economics, number 18-012, Jun.
• Mei-Teing Chong & Chin-Hong Puah & Shazali Abu Mansor, 2018, "Oil Price Dynamics Forecasting: An Indicator-Pivoted Paradigm," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 307-311.
• Chali Nondo, 2018, "Is There a Relationship between Information and Communication Technologies Infrastructure, Electricity Consumption and Total Factor Productivity? Evidence from a Panel of African Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 207-218.
• Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2018, "External imbalances and growth," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1808, Jun.
• Zanin, Luca, 2018, "Private monetary transfers between households: Who is helped and by whom?," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 76-82, DOI: 10.1016/j.jbef.2017.12.010.
• Wu, Guiying Laura, 2018, "Capital misallocation in China: Financial frictions or policy distortions?," Journal of Development Economics, Elsevier, volume 130, issue C, pages 203-223, DOI: 10.1016/j.jdeveco.2017.10.014.
• Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018, "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 76-97, DOI: 10.1016/j.jedc.2018.01.045.
• Yagi, Michiyuki & Managi, Shunsuke, 2018, "Shadow price of patent stock as knowledge stock: Time and country heterogeneity," Economic Analysis and Policy, Elsevier, volume 60, issue C, pages 43-61, DOI: 10.1016/j.eap.2018.09.001.
• Assaf, Ata, 2018, "Testing for bubbles in the art markets: An empirical investigation," Economic Modelling, Elsevier, volume 68, issue C, pages 340-355, DOI: 10.1016/j.econmod.2017.08.004.
• Bao, Te & Diks, Cees & Li, Hao, 2018, "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, volume 68, issue C, pages 611-621, DOI: 10.1016/j.econmod.2017.03.035.
• Mastromarco, Camilla & Simar, Léopold, 2018, "Globalization and productivity: A robust nonparametric world frontier analysis," Economic Modelling, Elsevier, volume 69, issue C, pages 134-149, DOI: 10.1016/j.econmod.2017.09.015.
• Yin, Hua & Du, Zaichao & Zhang, Lin, 2018, "Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau," Economic Modelling, Elsevier, volume 70, issue C, pages 147-158, DOI: 10.1016/j.econmod.2017.10.019.
• Majchrowska, Aleksandra & Strawiński, Paweł, 2018, "Impact of minimum wage increase on gender wage gap: Case of Poland," Economic Modelling, Elsevier, volume 70, issue C, pages 174-185, DOI: 10.1016/j.econmod.2017.10.021.
• Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018, "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, volume 70, issue C, pages 301-309, DOI: 10.1016/j.econmod.2017.11.014.
• Aparicio, Juan & López-Torres, Laura & Santín, Daniel, 2018, "Economic crisis and public education. A productivity analysis using a Hicks-Moorsteen index," Economic Modelling, Elsevier, volume 71, issue C, pages 34-44, DOI: 10.1016/j.econmod.2017.11.017.
• Chaudhuri, Kausik & Sen, Rituparna & Tan, Zheng, 2018, "Testing extreme dependence in financial time series," Economic Modelling, Elsevier, volume 73, issue C, pages 378-394, DOI: 10.1016/j.econmod.2018.04.016.
• Gearhart, Richard S. & Michieka, Nyakundi M., 2018, "A comparison of the robust conditional order-m estimation and two stage DEA in measuring healthcare efficiency among California counties," Economic Modelling, Elsevier, volume 73, issue C, pages 395-406, DOI: 10.1016/j.econmod.2018.04.015.
• Gaglianone, Wagner Piazza & Guillén, Osmani Teixeira de Carvalho & Figueiredo, Francisco Marcos Rodrigues, 2018, "Estimating inflation persistence by quantile autoregression with quantile-specific unit roots," Economic Modelling, Elsevier, volume 73, issue C, pages 407-430, DOI: 10.1016/j.econmod.2018.04.018.
• Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018, "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, volume 74, issue C, pages 45-60, DOI: 10.1016/j.econmod.2018.05.001.
• Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018, "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 62-79, DOI: 10.1016/j.najef.2017.11.004.
• Choi, Jin-young & Lee, Myoung-jae, 2018, "Minimum distance estimator for sharp regression discontinuity with multiple running variables," Economics Letters, Elsevier, volume 162, issue C, pages 10-14, DOI: 10.1016/j.econlet.2017.10.002.
• Allen, Roy, 2018, "Testing moment inequalities: Selection versus recentering," Economics Letters, Elsevier, volume 162, issue C, pages 124-126, DOI: 10.1016/j.econlet.2017.11.006.
• Jeong, Minsoo, 2018, "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, volume 162, issue C, pages 18-21, DOI: 10.1016/j.econlet.2017.10.007.
• Kim, Ju Hyun & Park, Byoung G., 2018, "Weak convergence of local quantile treatment effect processes," Economics Letters, Elsevier, volume 162, issue C, pages 49-52, DOI: 10.1016/j.econlet.2017.10.021.
• Fan, Yanqin & Hou, Lei & Yan, Karen X., 2018, "On the density estimation of air pollution in Beijing," Economics Letters, Elsevier, volume 163, issue C, pages 110-113, DOI: 10.1016/j.econlet.2017.12.020.
• Yang, Jingjing & Vogelsang, Timothy J., 2018, "Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators," Economics Letters, Elsevier, volume 165, issue C, pages 21-27, DOI: 10.1016/j.econlet.2018.01.023.
• Yao, Feng & Wang, Taining & Tian, Jinjing & Kumbhakar, Subal C., 2018, "Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: A semiparametric approach," Economics Letters, Elsevier, volume 166, issue C, pages 25-30, DOI: 10.1016/j.econlet.2018.02.015.
• Eroğlu, Burak Alparslan & Göğebakan, Kemal Çağlar & Trokić, Mirza, 2018, "Powerful nonparametric seasonal unit root tests," Economics Letters, Elsevier, volume 167, issue C, pages 75-80, DOI: 10.1016/j.econlet.2018.03.011.
• Lee, Ying-Ying & Li, Hsueh-Hsiang, 2018, "Partial effects in binary response models using a special regressor," Economics Letters, Elsevier, volume 169, issue C, pages 15-19, DOI: 10.1016/j.econlet.2018.05.002.
• Goedecke, Jann, 2018, "Contagious loan default," Economics Letters, Elsevier, volume 170, issue C, pages 14-18, DOI: 10.1016/j.econlet.2018.05.028.
• Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018, "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, volume 170, issue C, pages 24-26, DOI: 10.1016/j.econlet.2018.05.024.
• Liu, Chu-An, 2018, "Averaging estimators for kernel regressions," Economics Letters, Elsevier, volume 171, issue C, pages 102-105, DOI: 10.1016/j.econlet.2018.07.016.
• Zouaoui, Haykel & Mazioud, Manel & Ellouz, Nidhal Ziedi, 2018, "A semi-parametric panel data analysis on financial development-economic volatility nexus in developing countries," Economics Letters, Elsevier, volume 172, issue C, pages 50-55, DOI: 10.1016/j.econlet.2018.08.010.
• Henderson, Daniel J. & Sheehan, Alice, 2018, "Kernel-based testing with skewed and heavy-tailed data: Evidence from a nonparametric test for heteroskedasticity," Economics Letters, Elsevier, volume 172, issue C, pages 8-11, DOI: 10.1016/j.econlet.2018.08.007.