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

• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019, "On Binscatter," Papers, arXiv.org, number 1902.09608, Feb, revised May 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 Staff Working Paper series, Bank of England, number 789, Apr.
• Joel Suss & Henry Treitel, 2019, "Predicting bank distress in the UK with machine learning," Bank of England Staff Working Paper series, 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, Centre for Economic Policy Research, number 13480, Jan.
• Egger, Peter & ,, 2019, "Heterogeneous Effects of Tariff and Non-tariff Trade-Policy Barriers in Quantitative General Equilibrium," CEPR Discussion Papers, Centre for Economic Policy Research, number 13602, Mar.
• Barnichon, Regis & Mesters, Geert, 2019, "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 13765, May.
• Gobillon, Laurent & De Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gorin, Clément, 2019, "Delineating urban areas using building density," CEPR Discussion Papers, Centre for Economic Policy Research, number 14129, Nov.
• 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.
• 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," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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.