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

2025

• Kjartan E. Rasmussen, 2025, "Ex-post Effectiveness Evaluation of Incentive Regulation in the Electricity Distribution: A Semi-parametric Panel Data StoNED Approach," The Energy Journal, , volume 46, issue 4, pages 31-56, July, DOI: 10.1177/01956574241306328.
• Nickolaos G Tzeremes, 2025, "Exploring the research impact of Professor Efthymios (Mike) Tsionas," Tourism Economics, , volume 31, issue 1, pages 3-13, February, DOI: 10.1177/13548166241246818.
• Paul W. Wilson & Shirong Zhao, 2025, "A non-parametric analysis of world productivity growth, 1990–2019," Annals of Operations Research, Springer, volume 346, issue 3, pages 2253-2285, March, DOI: 10.1007/s10479-025-06520-z.
• Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2025, "Statistical inference for Hicks–Moorsteen productivity indices," Annals of Operations Research, Springer, volume 351, issue 2, pages 1675-1703, August, DOI: 10.1007/s10479-024-06288-8.
• Nauro Campos & Menelaos Karanasos & Panagiotis Koutroumpis & Ekaterina Glebkina, 2025, "The finance-growth nexus and public-private ownership of banks in Brazil since 1870," Annals of Operations Research, Springer, volume 352, issue 3, pages 835-858, September, DOI: 10.1007/s10479-024-05924-7.
• Jesús Enrique García & Verónica Andrea González-López & María Magdalena Kcala Álvaro, 2025, "Independence tests based on the shape of the Standard Young Tableau," Computational Statistics, Springer, volume 40, issue 9, pages 5043-5074, December, DOI: 10.1007/s00180-024-01597-9.
• Erindi Allaj & Maria Elvira Mancino & Simona Sanfelici, 2025, "Identifying the number of latent factors of stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 571-602, June, DOI: 10.1007/s10203-024-00479-5.
• Ilyas Agakishiev & Wolfgang Karl Härdle & Denis Becker & Xiaorui Zuo, 2025, "Regime switching forecasting for cryptocurrencies," Digital Finance, Springer, volume 7, issue 1, pages 107-131, March, DOI: 10.1007/s42521-024-00123-2.
• Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2025, "Correction: Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, volume 7, issue 2, pages 297-297, June, DOI: 10.1007/s42521-025-00131-w.
• Antonio Musolesi & Davide Golinelli & Massimiliano Mazzanti, 2025, "Modelling green knowledge production and environmental policies with semiparametric panel data regression models," Empirical Economics, Springer, volume 68, issue 1, pages 327-352, January, DOI: 10.1007/s00181-024-02634-8.
• Michael Lechner & Gabriel Okasa, 2025, "Random Forest estimation of the ordered choice model," Empirical Economics, Springer, volume 68, issue 1, pages 1-106, January, DOI: 10.1007/s00181-024-02646-4.
• Zubair Ahmad Parrey & Arif Billah Dar & Manas Paul, 2025, "Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective," Empirical Economics, Springer, volume 68, issue 2, pages 511-533, February, DOI: 10.1007/s00181-024-02659-z.
• Zhezhi Hou & Shunan Zhao & Subal C. Kumbhakar, 2025, "Revisiting the Productivity Effects of Public Capital," Empirical Economics, Springer, volume 68, issue 3, pages 1233-1264, March, DOI: 10.1007/s00181-024-02670-4.
• Daniel Kaliski, 2025, "Household debt, self-insurance, and subjective medical expenses risk," Empirical Economics, Springer, volume 68, issue 3, pages 1191-1231, March, DOI: 10.1007/s00181-024-02671-3.
• Antonio Musolesi & Mario Nosvelli, 2025, "Technology, labour regulation, and nonparametric panel data modelling," Empirical Economics, Springer, volume 68, issue 4, pages 1799-1828, April, DOI: 10.1007/s00181-024-02681-1.
• Taining Wang & Kai Sun & Subal Kumbhakar, 2025, "A new semiparametric stochastic frontier model: addressing inefficiency and model flexibility using panel data," Empirical Economics, Springer, volume 68, issue 6, pages 2477-2514, June, DOI: 10.1007/s00181-024-02708-7.
• Zhao Wang & Yuanlu Suo & Taining Wang & Subal C. Kumbhakar, 2025, "Are operationally efficient firms greener?," Empirical Economics, Springer, volume 69, issue 5, pages 2627-2669, November, DOI: 10.1007/s00181-025-02760-x.
• Puja Bhattacharjee & Mohammad Tarequl Hasan Chowdhury, 2025, "Greenhouse gas emissions: is there an environmental Kuznets curve in South Asia?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 27, issue 8, pages 19405-19433, August, DOI: 10.1007/s10668-024-04722-2.
• Cristian Roner & Chiara Tomasi, 2025, "Survival in export markets: experience, export spillovers and productivity," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 52, issue 2, pages 275-311, June, DOI: 10.1007/s40812-024-00332-1.
• F. Clementi & M. Fabiani, 2025, "Evidence and Drivers of Income Polarization in Italy: A Relative Distribution Analysis Using Recentered Influence Function Regressions," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 11, issue 3, pages 911-946, November, DOI: 10.1007/s40797-024-00292-4.
• Heinz Ahn & Marcel Clermont & Julia Langner, 2025, "Corrected normalized additive analysis as alternative method for easy measurement of efficiency," Journal of Business Economics, Springer, volume 95, issue 6, pages 777-808, August, DOI: 10.1007/s11573-024-01219-2.
• Harald Dyckhoff & Rainer Souren, 2025, "Efficiency of activities in production networks of arbitrary structures and technologies," Journal of Business Economics, Springer, volume 95, issue 6, pages 809-838, August, DOI: 10.1007/s11573-025-01228-9.
• José Ramírez-Álvarez & Josselyn Ramos & Kevin Gordón, 2025, "An ex-ante evaluation of the impact of COVID-19 on Ecuador’s production network," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 14, issue 1, pages 1-24, December, DOI: 10.1186/s40008-025-00356-3.
• Rakesh Kumar & Ajad Singh & Amit Girdharwal, 2025, "Income and expenditure inequalities among the households of Bihar," Letters in Spatial and Resource Sciences, Springer, volume 18, issue 1, pages 1-14, December, DOI: 10.1007/s12076-025-00423-0.
• Mohamed Malek Belhoula, 2025, "Bitcoin’s cross-asset influence: forks, altcoins, and stablecoins in a quantile framework," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 6, pages 5649-5680, December, DOI: 10.1007/s11135-025-02219-2.
• Changhong Guo & Shaomei Fang & Yong He & Yong Zhang, 2025, "Nonparametric estimation for periodic stochastic differential equations driven by fractional G-Brownian motion," Statistical Inference for Stochastic Processes, Springer, volume 28, issue 3, pages 1-40, December, DOI: 10.1007/s11203-025-09338-5.
• María Rubio-Misas, 2025, "Efficiency and Productivity in the Insurance Industry Using Frontier Methodologies," Springer Books, Springer, in: Georges Dionne, "Handbook of Insurance", DOI: 10.1007/978-3-031-69561-2_17.
• Koki Kyo, 2025, "Enhancing business cycle analysis by integrating anomaly detection and components decomposition of time series data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 34, issue 1, pages 129-154, March, DOI: 10.1007/s10260-025-00780-6.
• Tingting Cheng & Jiti Gao & Oliver Linton & Yayi Yan, 2025, "Nonparametric predictive regression for stock return prediction," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 10, pages 1462-1493, November, DOI: 10.1080/07474938.2025.2519389.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2025, "Inference in the presence of unknown rates," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 5, pages 587-597, May, DOI: 10.1080/07474938.2024.2434189.
• Difang Huang & Jiti Gao & Tatsushi Oka, 2025, "Semiparametric single-index estimation for average treatment effects," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 6, pages 843-885, July, DOI: 10.1080/07474938.2025.2457561.
• Lina Zhang & David T. Frazier & D.S. Poskitt & Xueyan Zhao, 2025, "Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 7, pages 915-938, August, DOI: 10.1080/07474938.2025.2460540.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2025, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 1, pages 27-43, January, DOI: 10.1080/07350015.2024.2322089.
• Vespignani, Joaquin & Smyth, Russell & Saadaoui, Jamel, 2025, "Strategic stockpiling reduces the geopolitical risk to the supply chain of copper and lithium," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2025-04.
• Okan Akarsu, 2025, "Total factor productivity and spillover effects: Frontier and Laggard firms dynamics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 25, issue 3.
• Okan Akarsu, 2025, "Total Factor Productivity and Spillover Effects:Frontier and Laggard Firms’ Dynamics"," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2511.
• H. Peter Boswijk & Jeroen Dalderop & Roger J. A. Laeven & Niels Marijnen, 2025, "Semiparametric Estimation of Probability Weighting Functions Implicit in Option Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-022/III, Mar.
• Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025, "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1607, Jan.
• Florens, Jean-Pierre & Fève, Frédérique & Simar, Léopold, 2025, "Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1640, May.
• Capilla, Javier & Alcaraz, Alba & Valarezo, à ngel & García-Hiernaux, Alfredo & Pérez Amaral, Teodosio, 2025, "Eco-RETINA: a green flexible algorithm for model building," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2025-01.
• David M. Kaplan & Xin Liu, 2025, "Multiple Testing for Distributional Differences with Non-iid Data," Working Papers, Department of Economics, University of Missouri, number 2510, Sep.
• Mohammad Ghaderi & Kamel Jedidi & Miłosz Kadziński & Bas Donkers, 2025, "Random preference model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1913, Jul.
• Vikesh Amin & Jere R. Behrman & Jason M. Fletcher & Carlos A. Flores & Alfonso Flores-Lagunes & Iliana Kohler & Hans-Peter Kohler & Shana D. Stites, 2025, "Causal Effects of Schooling on Memory at Older Ages in Six Low-and-Middle-Income Countries: Nonparametric Evidence with Harmonized Datasets," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 25-418, Jun.
• Eric Nielsen, 2025, "The Income–Achievement Gap and Adult Outcome Inequality," Journal of Human Resources, University of Wisconsin Press, volume 60, issue 4, pages 1217-1252.
• Brzezicki Łukasz & Prędki Artur, 2025, "Efficiency of Polish Museums‘ Activities in Terms of Attracting Visitors and Event Participants," Central European Economic Journal, Sciendo, volume 12, issue 59, pages 368-389, DOI: 10.2478/ceej-2025-0022.
• Idris Aditya & Razak Abd Rahman, 2025, "Energy Transition, Green Growth and Emission on Economic Growth using Spline Approach: Evidence from Asia-Pasific Countries," Economics, Sciendo, volume 13, issue 2, pages 139-159, DOI: 10.2478/eoik-2025-0034.
• El Ouazzani Hicham & Ouakil Hicham & Moustabchir Abdelhamid & Elhebil Abdelaziz, 2025, "Impact of Inflation Targeting on External Debt: Evidence from Low-Income Countries," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 114-136, DOI: 10.2478/foli-2025-0006.
• Tarasov Stanislav & Dessoulavy-Śliwiński Bartłomiej, 2025, "Algorithm-Driven Hedonic Real Estate Pricing – An Explainable AI Approach," Real Estate Management and Valuation, Sciendo, volume 33, issue 1, pages 22-34, DOI: 10.2478/remav-2025-0003.
• Niftiyev Ibrahim & David Delia & Pordea Daniela, 2025, "Non-Parametric Analysis of Retailer Performance in Selected EU Countries: Assessing The Impact of COVID-19," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 35, issue 3, pages 39-68, DOI: 10.2478/sues-2025-0012.
• Jędrzej Maskiewicz & Paweł Sakowski, 2025, "Can Artificial Intelligence Trade the Stock Market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-14.
• Zofia Bracha & Jakub Michańków & Paweł Sakowski, 2025, "Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-25.
• Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.
• Emile du Plessis & Ulrich Fritsche, 2025, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 1, pages 3-40, January, DOI: 10.1002/for.3184.
• Boming Ning & Kiseop Lee, 2025, "Advanced statistical arbitrage with reinforcement learning," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 1-24, December, DOI: 10.1142/S2424786325500197.
• Carolyn-Thi Thanh Dung Tran & Brian Dollery, 2025, "Does Persistent Cost Inefficiency Exist? A Municipal-Level Analysis Of Expenditure In Victorian Local Government," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 03, pages 783-804, June, DOI: 10.1142/S0217590822500084.
• Khushboo Surana, 2025, "How different are we? Identifying the degree of revealed preference heterogeneity," Discussion Papers, Department of Economics, University of York, number 25/03, Sep.
• Webel, Karsten, 2025, "Revisions in concurrent seasonal adjustments of daily and weekly economic time series," Discussion Papers, Deutsche Bundesbank, number 08/2025.
• Tauheed, Tahira & Tauseef, Tahira, 2025, "A Univariate based NAIRU Estimation in the Context of Data Constrained Developing Countries," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 323970.
• Dumas, Christelle & Gautrain, Elsa & Gosselin-Pali, Adrien, 2025, "Nutritional Benefits of Fostering: Evidence from Longitudinal Data in South Africa," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1628.
• Jang, Tae-Seok & Sacht, Stephen, 2025, "Moment matching for Bayesian inference in the baseline New-Keynesian model," HWWI Working Paper Series, Hamburg Institute of International Economics (HWWI), number 4/2025.
• Capilla, Javier & Alcaráz, Alba & Valarezo, Angel & Garcia-Hiernaux, Alfredo & Pérez-Amaral, Teodosio, 2025, "Eco-RETINA: a green flexible algorithm for model building," 33rd European Regional ITS Conference, Edinburgh, 2025: Digital innovation and transformation in uncertain times, International Telecommunications Society (ITS), number 331255.
• Heinisch, Katja & Scaramella, Fabio & Schult, Christoph, 2025, "Assumption errors and forecast accuracy: A partial linear instrumental variable and double machine learning approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2025, DOI: 10.18717/dprpy3-ff77.
• Dettmann, Eva, 2025, "Investment grants: Curse or blessing for employment?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2025, DOI: 10.18717/dpkn9k-r952.
• Wiechers, Lukas, 2025, "A Realtime Analysis of Fundamentals and Bubbles in the S&P 500," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325420.
• Ernesto Bernal Martinez, 2025, "Tendencias y factores asociados en la distribución del ingreso y en el mercado de trabajo en Bolivia," Development Research Working Paper Series, Institute for Advanced Development Studies, number 11/2025, Dec.
• Alessio Baldassarre & Danilo Carullo & Giacomo A. Di Fazio & Maurizio Salvatori, 2025, "A New Index for the Efficiency in Collecting the Waste Fee (TARI) by Italian Municipalities and Analyses through a Regression Tree Algorithm," Working Papers, Ministry of Economy and Finance, Department of Finance, number wp2025-22, Jun.
• Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2025, "Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025013, May.
• Daraio, Cinzia & Fall, François Seck & Simar, Léopold & Vanhems, Anne, 2025, "Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025019, Oct.
• Mastromarco, Camilla & Simar, Léopold, 2025, "Nonparametric Spatial Frontier Models for Productivity Analysis: Evidence from EU Regions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025020, Nov.
• Cazals, Catherine & Florens, Jean-Pierre & Simar, Léopold, 2025, "Single Index Models for Nonparametric Conditional Frontiers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025022, Nov.
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2025, "Statistical Inference for Hicks–Moorsteen Productivity Indices," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025001, Jan, DOI: https://doi.org/10.1007/s10479-024-.
• Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2025, "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025003, Jan, DOI: https://doi.org/10.1093/ectj/utae02.
• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2025, "Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025004, Jan, DOI: https://doi.org/10.1016/j.ejor.2024.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2025, "Conical FDH estimators for testing returns to scale and making inference about changes in productivity," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025022, Dec, DOI: https://doi.org/10.1080/07474938.20.
• Matias D. Cattaneo & Filippo Palomba, 2025, "Leveraging Covariates in Regression Discontinuity Designs," Papers, arXiv.org, number 2507.14311, Jul.
• Victor Chernozhukov & Iv'an Fern'andez-Val & Jonas Meier & Aico van Vuuren & Francis Vella, 2025, "Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility," Papers, arXiv.org, number 2508.12716, Aug.
• Grace Lordan & Kaveh Salehzadeh Nobari, 2025, "Finite-Sample NonParametric Bounds with an Application to the Causal Effect of Workforce Gender Diversity on Firm Performance," Papers, arXiv.org, number 2509.01622, Sep, revised Dec 2025.
• Kirill Borusyak & Peter Hull, 2025, "Optimal formula instruments," CeMMAP working papers, Institute for Fiscal Studies, number 09/25, Mar, DOI: 10.47004/wp.cem.2025.0925.
• Fabio Farella, 2025, "Equality of Opportunity and Efficiency in Tertiary Education: a Data-Driven Perspective," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 02-2025, May, revised May 2025.
• Monica Andini & Alessio D'Ignazio, 2025, "Impact assessment of the tax credit for investments in Southern Italy in the period 2016-2020," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1487, Apr.
• Felipe Roldán-Ferrín & Julián A. Parra-Polania, 2025, "Enhancing inflation nowcasting with online search data: a random forest application for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1318, Jul, DOI: 10.32468/be.1318.
• Régis Barnichon & Geert Mesters, 2025, "Policy evaluation with Sufficient Macro Statistics -a primer," Working Papers, Barcelona School of Economics, number 1474, Jan.
• Régis Barnichon & Geert Mesters, 2025, "Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro," Working Papers, Barcelona School of Economics, number 1475, Jan.
• Bas Donkers & Mohammad Ghaderi & Kamel Jedidi & Miłosz Kadziński, 2025, "Random Preference Model," Working Papers, Barcelona School of Economics, number 1502, Jul.
• NEMTOC Teodora-Cristiana, 2025, "Generalized Random Forest For Predictive Modeling And Causal Inference: A Comparative Study With Traditonal Approaches," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 1, pages 111-124, August, DOI: 10.56043/reveco-2025-0009.
• Dimitris Korobilis & Emmanuel C. Mamatzakis & Vasileios Pappas, 2025, "Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2025, Mar.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2025, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Working Papers, University of Macau, Faculty of Business Administration, number 202523, Mar.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2025, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Working Papers, University of Macau, Faculty of Business Administration, number 202526, Mar.
• Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun.
• Focacci Chiara Natalie & Kovac Mitja & Spruk Rok, 2025, "The Missing Window of Opportunity and Quasi-Experimental Effects of Institutional Integration: Evidence from Ukraine," Review of Law & Economics, De Gruyter, volume 21, issue 2, pages 561-576, DOI: 10.1515/rle-2024-0056.
• Michis Antonis A., 2025, "Multiscale SUR Estimation of Systematic Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 129-145, DOI: 10.1515/snde-2023-0017.
• Li Lu & Xia Yue & Ren Shuyi & Yang Xiaorong, 2025, "Homogeneity Pursuit in the Functional-Coefficient Quantile Regression Model for Panel Data with Censored Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 3, pages 323-348, DOI: 10.1515/snde-2023-0024.
• Gkillas Konstantinos & Tantoula Maria & Tzagarakis Manolis, 2025, "Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 5, pages 621-649, DOI: 10.1515/snde-2023-0088.
• Gudkov Nikolay & Ignatieva Katja, 2025, "A Nonparametric Model for High-Frequency Energy Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 699-726, DOI: 10.1515/snde-2022-0113.
• F. Marta L. Di Lascio & Aurora Gatto, 2025, "A nonparametric conditional copula-based imputation method," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS112, May.
• Chen, J. & Li, Y. & Linton, O. B., 2025, "Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2536, Jun.
• Xu, R. & Fan, Q., 2025, "Single-Index Quantile Factor Model with Observed Characteristics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2562, Sep.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2025, "Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2569, Oct.
• Marc Gronwald & Sania Wadud, 2025, "Green Bond Returns and the Dynamics of Green and Conventional Financial Markets: An Analysis Using a Thick Pen," CESifo Working Paper Series, CESifo, number 11773.
• Evžen Kočenda & Ichiro Iwasaki, 2025, "Corporate Survival in Emerging European Markets: Impacts of the COVID-19 Pandemic and the Russo-Ukrainian War," CESifo Working Paper Series, CESifo, number 12005.
• Fabio Milani, 2025, "Expectations, Learning Gains, and Forecast Errors: Assessing Nonlinearities with a Functional Coefficient Approach," CESifo Working Paper Series, CESifo, number 12124.
• Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2025, "Linear Regressions with Combined Data," CESifo Working Paper Series, CESifo, number 12270.
• Nicolas Camenzind & Damir Filipović, 2025, "Transfer Learning Across Fixed-Income Product Classes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-50, May.
• Emanuele Luzzi & Paul Schneider & Rohan Sen, 2025, "Learning the Stochastic Discount Factor via Nonparametric Option Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-87, Oct.
• Manuel Fernando Cabrera Jiménez & Yessica Adriana Rios, 2025, "Consolidación del valor corporativo como estrategia para viabilizar microempresas sector servicios en Bogotá
  [Consolidation of corporate value as a strategy to make microenterprises viable in the s," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-31, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2025, "Linear Regressions with Combined Data," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 25130, Dec.
• Laurent Davezies & Xavier D’Haultfoeuille & Louise Laage, 2025, "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Working Papers, Center for Research in Economics and Statistics, number 2025-02, Jan.
• Xavier D’Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2025, "Linear Regressions with Combined Data," Working Papers, Center for Research in Economics and Statistics, number 2025-04, Jan.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2025, "Valid Heteroskedasticity Robust Testing," Econometric Theory, Cambridge University Press, volume 41, issue 2, pages 249-301, April.
• Peng, Bin & Su, Liangjun & Westerlund, Joakim & Yang, Yanrong, 2025, "Interactive Effects Panel Data Models With General Factors And Regressors," Econometric Theory, Cambridge University Press, volume 41, issue 2, pages 472-488, April.
• Babii, Andrii & Florens, Jean-Pierre, 2025, "Are Unobservables Separable?," Econometric Theory, Cambridge University Press, volume 41, issue 3, pages 551-583, June.
• Pesce, Simone & Errico, Marco & Pollio, Luigi, 2025, "Nonlinearities and heterogeneity in firms response to aggregate fluctuations: what can we learn from machine learning?," Working Paper Series, European Central Bank, number 3107, Sep.
• Serrano-Domingo, Guadalupe & Requena-Silvente, Francisco & María A. Martín-Montaner, Joan & Raúl Mínguez, 2025, "Exploring the import-export nexus at firm level using a generalized propensity score approach," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2516, Dec.
• Demetrescu, Matei & Kruse-Becher, Robinson, 2025, "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2024.105032.
• Chen, Jianbao & Li, Fen, 2025, "Penalized quadratic inference functions estimation of fixed effects partially linear varying coefficient spatial error model," Economic Modelling, Elsevier, volume 146, issue C, DOI: 10.1016/j.econmod.2025.107022.
• Lefort, Fernando & Díaz, Fernando, 2025, "Analyzing price efficiency using machine learning generated price indices: The case of the Chilean used car market," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107257.
• Salisu, Afees A. & Isah, Kazeem & Vinh Vo, Xuan, 2025, "The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102279.
• Herger, Nils, 2025, "A runs test for stock-market prices with an unobserved trend," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102469.
• Mutascu, Mihai, 2025, "Beyond the EKC: Economic development and environmental degradation in the US," Ecological Economics, Elsevier, volume 232, issue C, DOI: 10.1016/j.ecolecon.2025.108567.
• Hounyo, Ulrich & Liu, Zhi & Varneskov, Rasmus T., 2025, "A modified wild bootstrap procedure for Laplace transforms of volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112177.
• Banzhaf, H．Spencer & Liu, Yaqin, 2025, "Non-parametric tests of output- and cost-sharing games," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112184.
• Binner, Jane M. & Fleissig, Adrian R. & Swofford, James L., 2025, "Are green, climate-change and corporate bonds substitutes or complements? Evidence from a fourier specification," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112316.
• Yang, Jingjing & Vogelsang, Timothy J., 2025, "A bias reduced long run variance estimator with a new first-order kernel," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112340.
• Jin, Zequn & Sun, Jisheng, 2025, "Neyman-orthogonal moment for instrumental variable quantile regression model with high dimensional data," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112369.
• Hahn, Jinyong & Ham, John & Ridder, Geert & Sheng, Shuyang, 2025, "Stratifying on treatment status," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112370.
• Wang, Qian, 2025, "Identification of quantile regression models with endogeneity," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112399.
• Chen, Li & Xu, Xiu, 2025, "Testing for common trends and patterns in functional time series data," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112440.
• Bakhitov, Edvard, 2025, "On machine learning instrumental variable estimators," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112601.
• Milani, Fabio, 2025, "Expectations, learning gains, and forecast errors: Assessing nonlinearities with a functional coefficient approach," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112612.
• Li, Mingyang & Kumbhakar, Subal C., 2025, "Export and productivity in Chinese manufacturing: A semiparametric smooth coefficient approach," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112644.
• Deng, Yuhao & Zhang, Tao & Peng, Xiang & Liu, Qinqing, 2025, "Improved two-period difference-in-differences by targeted estimation," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112600.
• Aradillas-López, Andrés, 2025, "Solution-robust estimation of strategic models," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112698.

2024

• Do, Quang Hung, 2024, "Predicting Efficiency of Commercial Banks in Vietnam: A DEA and Machine Learning Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 4, pages 120-143.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024, "On Binscatter," American Economic Review, American Economic Association, volume 114, issue 5, pages 1488-1514, May, DOI: 10.1257/aer.20221576.
• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024, "Event Studies with a Continuous Treatment," AEA Papers and Proceedings, American Economic Association, volume 114, pages 601-605, May, DOI: 10.1257/pandp.20241047.
• Clément de Chaisemartin & Xavier D'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," AEA Papers and Proceedings, American Economic Association, volume 114, pages 610-613, May, DOI: 10.1257/pandp.20241049.
• Debopam Bhattacharya, 2024, "Nonparametric Approaches to Empirical Welfare Analysis," Journal of Economic Literature, American Economic Association, volume 62, issue 2, pages 554-593, June, DOI: 10.1257/jel.20221534.
• Giulia Iannone, 2024, "Tourism Development and Resilience in Italian Municipalities," Discussion Paper series in Regional Science & Economic Geography, Gran Sasso Science Institute, Social Sciences, number 2024-18, Dec, revised Mar 2025.
• Hafner, Christian & Linton, Oliver & Wang, Linqi, 2024, "The effect of stock splits on liquidity in a dynamic model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024007, Mar.
• Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2024, "Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024009, Feb.
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024, "Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024010, Mar.
• Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2024, "Inference in the nonparametric stochastic frontier model," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024013, Apr, DOI: https://doi.org/10.1080/07474938.20.
• Daraio, Cinzia & Simar, Léopold, 2024, "Approximations and inference for envelopment estimators of production frontiers," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024026, Jul, DOI: https://doi.org/10.1007/s11123-024-.
• Federico Forte, 2024, "Pronóstico de Infl ación de Corto Plazo en Argentina con Modelos Random Forest," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 340, Oct.
• Gaston Cayssials & Fernando Antonio Ignacio González & Silvia London, 2024, "Population and Economic Growth: a Panel Causality Analysis," Population and Economics, ARPHA Platform, volume 8, issue 3, pages 220-240, November, DOI: 10.3897/popecon.8.e109133.
• Sergei Bazylik & Magne Mogstad & Joseph Romano & Azeem Shaikh & Daniel Wilhelm, 2024, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," Papers, arXiv.org, number 2402.00192, Jan.
• Jozef Barunik & Lukas Vacha, 2024, "Predicting the volatility of major energy commodity prices: the dynamic persistence model," Papers, arXiv.org, number 2402.01354, Feb, revised Jul 2024.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers, arXiv.org, number 2402.01951, Feb, revised Aug 2024.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Papers, arXiv.org, number 2402.05030, Feb, revised Nov 2024.
• Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024, "Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation," Papers, arXiv.org, number 2402.08575, Feb, revised Jun 2025.
• Daniele Ballinari, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers, arXiv.org, number 2403.01585, Mar, revised Jun 2024.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers, arXiv.org, number 2403.06246, Mar.
• Bartosz Bieganowski & Robert Slepaczuk, 2024, "Supervised Autoencoder MLP for Financial Time Series Forecasting," Papers, arXiv.org, number 2404.01866, Apr, revised Jun 2024.
• Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan, 2024, "A Sharp Test for the Judge Leniency Design," Papers, arXiv.org, number 2405.06156, May, revised Nov 2025.
• Bin Peng & Liangjun Su & Yayi Yan, 2024, "A Robust Residual-Based Test for Structural Changes in Factor Models," Papers, arXiv.org, number 2406.00941, Jun, revised Jan 2025.
• Kamil Kashif & Robert 'Slepaczuk, 2024, "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Papers, arXiv.org, number 2406.18206, Jun.
• Maciej Wysocki & Robert 'Slepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Papers, arXiv.org, number 2407.13908, Jul.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024, "Nonlinear Binscatter Methods," Papers, arXiv.org, number 2407.15276, Jul.
• Ilze Kalnina & Kokouvi Tewou, 2024, "Cross-sectional Dependence in Idiosyncratic Volatility," Papers, arXiv.org, number 2408.13437, Aug, revised May 2025.
• Jean-Michel Benkert & Shuo Liu & Nick Netzer, 2024, "Time is Knowledge: What Response Times Reveal," Papers, arXiv.org, number 2408.14872, Aug, revised Feb 2026.
• Nan Liu & Yanbo Liu & Yuya Sasaki, 2024, "Estimation and Inference for Causal Functions with Multiway Clustered Data," Papers, arXiv.org, number 2409.06654, Sep.
• Debopam Bhattacharya & Ekaterina Oparina & Qianya Xu, 2024, "Empirical Welfare Analysis with Hedonic Budget Constraints," Papers, arXiv.org, number 2411.01064, Nov.
• Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2024, "Linear Regressions with Combined Data," Papers, arXiv.org, number 2412.04816, Dec, revised Nov 2025.
• Olayemi O Adu & Blessing O Idakwoji, 2024, "Commodity Market Efficiency - New Evidence From the Russia-Ukraine War," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-6, DOI: 2024/07/10.
• Matias Cattaneo & Richard K. Crump & Weining Wang, 2024, "Beta-sorted portfolios," CeMMAP working papers, Institute for Fiscal Studies, number 20/24, Nov, DOI: 10.47004/wp.cem.2024.2024.
• Federico Daniel Forte, 2024, "Argentina | Pronóstico de inflación de corto plazo con modelos Random Forest
  [Argentina | Forecasting short-term inflation with Random Forest Models]," Working Papers, BBVA Bank, Economic Research Department, number 24/10, Sep.
• Johannes Hoelzemann & Ryan Webb & Erhao Xie, 2024, "Non-Parametric Identification and Testing of Quantal Response Equilibrium," Staff Working Papers, Bank of Canada, number 24-24, Jun, DOI: 10.34989/swp-2024-24.
• Marie-Hélène Felt & Angelika Welte & Katrina Talavera, 2024, "Untapped Potential: Mobile Device Ownership and Mobile Payments in Canada," Staff Working Papers, Bank of Canada, number 24-25, Jul, DOI: 10.34989/swp-2024-25.
• John Theal & Pavel Dvorak, 2024, "An index of digital financial participation for EU countries: Where does Luxembourg stand?," BCL working papers, Central Bank of Luxembourg, number 191, Nov.
• Federico D. Forte, 2024, "Short-term inflation forecasting in Argentina with Random Forest models," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 84, pages 141-159, November.
• Murat KONCA, 2024, "Stokastik Sınır Analizi ile Gelişmekte Olan Ülkelerin Sağlık Sistemlerinde Teknik Etkinlik Ölçümü," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 113-129, December, DOI: 10.33399/biibfad.1455670.
• Nguyễn Thế Hùng & Lâm Quốc Bảo & Nguyễn Lê Hoàng Thụy Tố Quyên, 2024, "Nghiên cứu các yếu tố tác động đến ý định khởi nghiệp của sinh viên các trường đại học tại Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 2, pages 72-85, DOI: 10.46223/HCMCOUJS.econ.vi.19.2.2558.
• Nguyễn Văn Bổn & Lê Đặng Tuyết Nhi & Nguyễn Thị Thiên Hương & Trần Ngọc Thanh Mai & Ngô Nguyễn Nhật Duy & Võ Trà Giang, 2024, "Ảnh hưởng của lạm phát lên bất bình đẳng thu nhập ở các quốc gia đang phát triển: Bằng chứng thực nghiệm," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 3, pages 16-26, DOI: 10.46223/HCMCOUJS.econ.vi.19.3.2617.
• Nadezhda Ivanova & Svetlana Popova & Konstantin Styrin, 2024, "Bank Market Power and Monetary Policy Transmission: Evidence from Loan-Level Data," Bank of Russia Working Paper Series, Bank of Russia, number wps123, Jan.
• Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024, "Value‐at‐Risk under Measurement Error," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 3, pages 690-713, June, DOI: 10.1111/obes.12589.
• Hilde C. Bjørnland & Malin C. Jensen & Leif Anders Thorsrud, 2023, "Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 15/2023, Dec.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024, "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 01/2024, Jan.
• Yoosoon Chang & Fabio Gómez-Rodríguez & Christian Matthes, 2024, "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2024, Jan.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Djik, 2024, "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2024, Dec.
• Richard K. Crump & Matias D. Cattaneo & Yingjie Feng, 2024, "On binscatter," French Stata Users' Group Meetings 2024, Stata Users Group, number 23, Jun.
• Livia Silva Paranhos, 2024, "How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach," Bank of England working papers, Bank of England, number 1100, Dec.
• Natalya Presman & Tanya Suhoy, 2024, "How have government housing programs affected developers' bids in Israel Land Authority land tenders?," Bank of Israel Working Papers, Bank of Israel, number 2024.08, Sep.
• González-Coya Emilio & Perron Pierre, 2024, "Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 29-48, January, DOI: 10.1515/jem-2023-0007.
• De Monte Enrico, 2024, "Nonparametric Instrumental Regression with Two-Way Fixed Effects," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 49-66, January, DOI: 10.1515/jem-2022-0025.
• Soseco Thomas & Olivia Susan & Oxley Les, 2024, "An Application of the Dagum Type III Model to Measure Household Net Wealth Inequality in Indonesia," Journal of Econometric Methods, De Gruyter, volume 13, issue 2, pages 281-298, DOI: 10.1515/jem-2022-0026.
• Brugnolini Luca & Catania Leopoldo & Hansen Pernille & Santucci de Magistris Paolo, 2024, "Bayesian Flexible Local Projections," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 435-462, April, DOI: 10.1515/snde-2023-0001.
• Baruník Jozef & Fišer Pavel, 2024, "Co-Jumping of Treasury Yield Curve Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 3, pages 481-506, DOI: 10.1515/snde-2022-0091.
• Sara Boni & Massimiliano Caporin & Francesco Ravazzolo, 2024, "Nowcasting Inflation at Quantiles: Causality from Commodities," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS102, Jan.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2024, "The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2410, Mar.
• Dalderop, J. & Linton, O. B., 2024, "Estimating a Density Ratio Model for Stock Market Risk and Option Demand," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2411, Mar.
• Zhao, X. & Hong, S. Y. & Linton, O. B., 2024, "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2449, Sep.
• Li, D. & Linton, O. B. & Zhang, H., 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2454, Sep.
• Bhattacharya, D. & Oparina, E. & Xu, Q., 2024, "Empirical Welfare Analysis with Hedonic Budget Constraints," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2468, Dec.