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

• 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.
• Albada, Melle R., 2025, "Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. A Comment on Gelman and Imbens (Journal of Business & Economic Statistics, 2019)," Journal of Comments and Replications in Economics (JCRE), ZBW - Leibniz Information Centre for Economics, volume 4, pages 1-16, DOI: 10.18718/81781.50.
• 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.
• Peter H. Egger & Yulong Wang, 2025, "Estimating Export-productivity Cutoff Contours with Profit Data: A Novel Threshold Estimation Approach," Papers, arXiv.org, number 2502.03406, Feb, revised Jan 2026.
• Achim Ahrens & Victor Chernozhukov & Christian Hansen & Damian Kozbur & Mark Schaffer & Thomas Wiemann, 2025, "An Introduction to Double/Debiased Machine Learning," Papers, arXiv.org, number 2504.08324, Apr, revised Feb 2026.
• 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, "Sharp Hybrid Confidence Bands for Partially Identified Treatment Effects under Tail Uncertainty with an Application to Workforce Gender Diversity and Firm Performance," Papers, arXiv.org, number 2509.01622, Sep, revised Apr 2026.
• Martyna Kobus & Rados{l}aw Kurek & Thomas Parker, 2025, "Ranking Policies Under Loss Aversion and Inequality Aversion," Papers, arXiv.org, number 2510.09590, Oct, revised Oct 2025.
• Kirill Borusyak & Jiafeng Chen & Peter Hull & Lihua Lei, 2025, "Nonparametric Identification of Demand without Exogenous Product Characteristics," Papers, arXiv.org, number 2512.23211, Dec, revised Feb 2026.
• 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, revised Mar 2026.
• 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 service sector in Bogotá]," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-31, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Maican, Florin & Orth, Matilda, 2025, "Measuring the Dynamic Effects of Building Digital Infrastructure," CEPR Discussion Papers, Centre for Economic Policy Research, number 20415, Jul.
• 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.
• Rami V. Tabri & Mathew J. Elias, 2024, "Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia," Papers, arXiv.org, number 2406.15702, Jun.
• 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.
• Liyang Sun, 2024, "Empirical welfare maximization with constraints," CeMMAP working papers, Institute for Fiscal Studies, number 19/24, Oct, DOI: 10.47004/wp.cem.2024.1924.
• 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.
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• 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.
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