Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2024
- Nunes, João Pedro Vidal & Ruas, João Pedro, 2024, "A note on the Gumbel convergence for the Lee and Mykland jump tests," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104814.
- Li, Bogui & Chen, Hao, 2024, "Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104819.
- Reesor, R. Mark & Stentoft, Lars & Zhu, Xiaotian, 2024, "A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105379.
- Zou, Renhao & Zhang, Shuguang & He, Zhipeng & Hao, Chenlu, 2024, "Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106282.
- Vargas-Herrera, Hernando & Villamizar-Villegas, Mauricio, 2024, "Effectiveness of FX intervention and the flimsiness of exchange rate expectations," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2020.100813.
- Zhang, Yaojun & Ji, Lanpeng & Aivaliotis, Georgios & Taylor, Charles, 2024, "Bayesian CART models for insurance claims frequency," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 108-131, DOI: 10.1016/j.insmatheco.2023.11.005.
- Ungolo, Francesco & van den Heuvel, Edwin R., 2024, "A Dirichlet process mixture regression model for the analysis of competing risk events," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 95-113, DOI: 10.1016/j.insmatheco.2024.02.004.
- Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024, "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101910.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024, "Forecast reconciliation: A review," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 430-456, DOI: 10.1016/j.ijforecast.2023.10.010.
- Banzhaf, H. Spencer & Liu, Yaqin & Smith, Martin D. & Asche, Frank, 2024, "Non-parametric tests of behavior in the commons," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 521-536, DOI: 10.1016/j.jebo.2024.06.019.
- Rendón, Juan F. & Cortés, Lina M. & Perote, Javier, 2024, "Basel III countercyclical bank capital buffer estimation and its relation to monetary policy," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106173.
- Newham, Melissa & Valente, Marica, 2024, "The cost of influence: How gifts to physicians shape prescriptions and drug costs," Journal of Health Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.jhealeco.2024.102887.
- Huang, Yu-Fan & Liao, Wenting & Wang, Taining, 2024, "Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103171.
- Crawford, G. Christopher & Linder, Christian & Lechner, Christian & Villani, Elisa, 2024, "Outlier entrepreneurs: Nonlinear paths and novel ventures," Journal of Business Venturing Insights, Elsevier, volume 21, issue C, DOI: 10.1016/j.jbvi.2023.e00437.
- Crawford, G. Christopher & Joo, Harry & Aguinis, Herman, 2024, "Under the weight of heavy tails: A power law perspective on the emergence of outliers in entrepreneurship," Journal of Business Venturing Insights, Elsevier, volume 21, issue C, DOI: 10.1016/j.jbvi.2023.e00447.
- Bampinas, Georgios & Mavropoulos, Georgios, 2024, "Asymmetric effects between economic development and fertility: What do 140 years of data tell us?," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00368.
- Mizobuchi, Hideyuki, 2024, "Multiple directions for measuring biased technical change," Omega, Elsevier, volume 127, issue C, DOI: 10.1016/j.omega.2024.103066.
- lo Storto, Corrado, 2024, "Measuring the eco-efficiency of municipal solid waste service: A fuzzy DEA model for handling missing data," Utilities Policy, Elsevier, volume 86, issue C, DOI: 10.1016/j.jup.2023.101706.
- Bolivar, Osmar, 2024, "GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 3, DOI: 10.1016/j.latcb.2024.100126.
- Gaies, Brahim & Chaâbane, Najeh & Bouzouita, Nesrine, 2024, "Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 43-70, DOI: 10.1016/j.qref.2023.11.007.
- Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Hacks and the price synchronicity of bitcoin and ether," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 294-299, DOI: 10.1016/j.qref.2024.04.008.
- Tan, Yong & Walheer, Barnabé, 2024, "Stability and economic performances in the banking industry: The case of China," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 326-345, DOI: 10.1016/j.qref.2024.04.009.
- Zhang, Feipeng & Xu, Yixiong & Yuan, Di, 2024, "Detecting financial contagion using a new nonparametric measure of asymmetric comovements," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 284-296, DOI: 10.1016/j.iref.2023.07.067.
- Zięba, Damian, 2024, "If GPU(time) == money: Sustainable crypto-asset market? Analysis of similarity among crypto-asset financial time series," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 863-912, DOI: 10.1016/j.iref.2023.10.036.
- Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2024, "Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 302-315, DOI: 10.1016/j.iref.2024.02.022.
- Jana, Rabin K., 2024, "Are metaverse coins more prone to geopolitical risk than traditional crypto assets?," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 436-447, DOI: 10.1016/j.iref.2024.05.001.
- Vidoli, F. & Fusco, E. & Pignataro, G. & Guccio, C., 2024, "Multi-directional Robust Benefit of the Doubt model: An application to the measurement of the quality of acute care services in OECD countries," Socio-Economic Planning Sciences, Elsevier, volume 93, issue C, DOI: 10.1016/j.seps.2024.101877.
- Giambona, Francesca & Magrini, Alessandro & Fusco, Elisa, 2024, "Assessing tourism sustainability in European Union countries: A multi-directional benefit of the doubt composite indicator," Socio-Economic Planning Sciences, Elsevier, volume 95, issue C, DOI: 10.1016/j.seps.2024.102042.
- Peykani, Pejman & Seyed Esmaeili, Fatemeh Sadat & Pishvaee, Mir Saman & Rostamy-Malkhalifeh, Mohsen & Hosseinzadeh Lotfi, Farhad, 2024, "Matrix-based network data envelopment analysis: A common set of weights approach," Socio-Economic Planning Sciences, Elsevier, volume 95, issue C, DOI: 10.1016/j.seps.2024.102044.
- Fabiani, Michele, 2024, "Wealth polarization in western countries," Structural Change and Economic Dynamics, Elsevier, volume 71, issue C, pages 557-567, DOI: 10.1016/j.strueco.2024.09.004.
- 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," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-04, Jan.
- Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024, "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-18, Feb, revised Dec 2024.
- Jamel Saadaoui & Russell Smyth & Joaquin Vespignani, 2024, "Ensuring the Security of the Clean Energy Transition: Examining the Impact of Geopolitical Risk on the Price of Critical Minerals," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-69, Dec.
- Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024, "GLS under monotone heteroskedasticity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125941, Dec.
- Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2024, "Inference in the presence of unknown rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126066, Dec.
- Bhattacharya, Debopam & Oparina, Ekaterina & Xu, Qianya, 2024, "Empirical welfare analysis with hedonic budget constraints," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126792, Nov.
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2024-01.
- Feng Yao & Qinling Lu & Yiguo Sun & Junsen Zhang, 2024, "Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046007.
- Christine Amsler & Robert James & Artem Prokhorov & Peter Schmidt, 2024, "Improving Predictions of Technical Inefficiency," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046011.
- Taining Wang & Daniel J. Henderson, 2024, "A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046012.
- Zhichao Wang & Valentin Zelenyuk, 2024, "Random Versus Explained Inefficiency in Stochastic Frontier Analysis: The Case of Queensland Hospitals," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046013.
- Pearl Seyram Kumah & Joseph Antwi Baafi, 2024, "Spillover effects among cryptocurrencies in a pandemic: a time frequency approach," Journal of Electronic Business & Digital Economics, Emerald Group Publishing Limited, volume 4, issue 1, pages 151-166, November, DOI: 10.1108/JEBDE-08-2024-0027.
- Christina Anderl & Guglielmo Maria Caporale, 2024, "Time-varying parameters in monetary policy rules: a GMM approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 9, pages 148-176, January, DOI: 10.1108/JES-06-2023-0289.
- Rostand Arland Yebetchou Tchounkeu, 2024, "The impact of public health efficiency on well-being in Italian provinces," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 9, pages 232-248, May, DOI: 10.1108/JES-06-2023-0306.
- Juan Gabriel Brida & Emiliano Alvarez & Gaston Cayssials & Matias Mednik, 2024, "How does population growth affect economic growth and vice versa? An empirical analysis," Review of Economics and Political Science, Emerald Group Publishing Limited, volume 9, issue 3, pages 265-297, January, DOI: 10.1108/REPS-11-2022-0093.
- Wing-Keung Wong & Zhihui Lv & Christian Espinosa & João Paulo Vieito, 2024, "The crude oil spot and futures prices dynamics: cointegration, linear and nonlinear causality," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 3, pages 532-552, December, DOI: 10.1108/SEF-12-2023-0738.
- Martin Browning & Laurens Cherchye & Demuynck Thomas & Bram De Rock & Frederic Vermeulen, 2024, "Spouses with benefits: on match quality and consumption inside households," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 746808.
- Dejan Zivkov & Sanja Loncar & Biljana Stankov, 2024, "Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 3, pages 342-365, August.
- Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2024, "Nonparametric Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2414, Nov, DOI: 10.24149/wp2414.
- Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-24, Aug, DOI: 10.24148/wp2024-24.
- Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-075, Sep, DOI: 10.17016/FEDS.2024.075.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024, "Nonlinear Binscatter Methods," Staff Reports, Federal Reserve Bank of New York, number 1110, Aug, DOI: 10.59576/sr.1110.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2024, "Women’s Relative Earning Power and Fertility: Evidence from Climate Shocks in Rural Madagascar," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_14.rdf.
- Stefania Miricola & Giorgio Ricchiuti & Margherita Velucchi, 2024, "The survival of foreign affiliates in developed countries: a location-based analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_19.rdf.
- Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.
- Helmi Jedidi & Georges Dionne, 2024, "Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market," Risks, MDPI, volume 12, issue 12, pages 1-40, November.
- Norbert Pfeifer & Miriam Steurer, 2024, "Stabilizing Geo-Spatial Surfaces in Data-Sparse Regions - An Application to Residential Property Prices," Graz Economics Papers, University of Graz, Department of Economics, number 2024-11, Apr.
- Mounir Amdaoud & Nadine Levratto, 2024, "Territoires d’industrie : hétérogénéité et convergence," Post-Print, HAL, number hal-04450529.
- Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024, "Extreme expectile estimation for short-tailed data," Post-Print, HAL, number hal-04672516, DOI: 10.1016/j.jeconom.2024.105770.
- Karim M Abadir & Michel Lubrano, 2024, "Explicit solutions for the asymptotically optimal bandwidth in cross-validation," Post-Print, HAL, number hal-04678541, Feb, DOI: 10.1093/biomet/asae007.
- Mihai Mutascu & Scott Hegerty, 2024, "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Post-Print, HAL, number hal-04721030, Apr, DOI: 10.1007/s10663-024-09610-6.
- Clément de Chaisemartin & Xavier d'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," Post-Print, HAL, number hal-04888940, Jan.
- Elia Lapenta & Pascal Lavergne, 2024, "Encompassing Tests for Nonparametric Regressions," Post-Print, HAL, number hal-04942518, DOI: 10.1017/S0266466624000100.
- Clément de Chaisemartin & Xavier d'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," Sciences Po Economics Publications (main), HAL, number hal-04888940, Jan.
- Kim Karlsson, Hyunjoo & Li, Yushu, 2024, "Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression," Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics, number 10/2024, Jun.
- Mühlbauer, Sabrina & Weber, Enzo, 2024, "Predicting Job Match Quality: A Machine Learning Approach," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202409, Jul, DOI: 10.48720/IAB.DP.2409.
- Pratik Thakkar & Kausik Gangopadhyay, 2024, "Weather shocks, economic growth and damage function for India: A varying coefficient semi-parametric approach," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2024-021, Oct.
- Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2024, "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Management Science, INFORMS, volume 70, issue 3, pages 1901-1923, March, DOI: 10.1287/mnsc.2023.4775.
- Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance," Management Science, INFORMS, volume 70, issue 9, pages 6002-6025, September, DOI: 10.1287/mnsc.2023.4953.
- Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024, "Statistical Inference for Aggregation of Malmquist Productivity Indices," Operations Research, INFORMS, volume 72, issue 4, pages 1615-1629, July, DOI: 10.1287/opre.2022.2424.
- 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," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2024-001 Classification-1, Jan.
- António Afonso & Ana Patricia Montes Caparrós & José M. Domínguez, 2024, "Measuring Tax Burden Efficiency in OECD countries: an International Comparison," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0339, Sep.
- BILAN Yuriy & MISHCHUK Halyna & HRYNKEVYCH Olha & PASLAVSKA Iryna & KICHURCHAK Marianna, 2024, "Examining Tertiary Education Amid the War in Ukraine: A Synthetic Control Approach," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
- Zongwu Cai & Guannan Liu & Wei Long & Xuelong Luo, 2024, "Semiparametric Conditional Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202401, Jan, revised Jan 2024.
- Zongwu Cai & Gunawan & Yuying Sun, 2024, "A New Nonparametric Combination Forecasting with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202412, Sep, revised Sep 2024.
- Zongwu Cai & Ying Fang & Ming Lin & Yaqian Wu, 2024, "Estimating Counterfactual Distribution Functions via Optimal Distribution Balancing with Applications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202415, Oct.
- Klaus Grobys, 2024, "Science or scientism? On the momentum illusion," Annals of Finance, Springer, volume 20, issue 4, pages 479-519, December, DOI: 10.1007/s10436-024-00446-5.
- Huthaifa Alqaralleh, 2024, "The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 845-866, December, DOI: 10.1007/s10690-023-09433-8.
- António Afonso & Gabriela Baquero Fraga, 2024, "Government spending efficiency in Latin America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 1, pages 127-160, February, DOI: 10.1007/s10663-023-09599-4.
- Mihai Ioan Mutascu & Scott W. Hegerty, 2024, "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 2, pages 559-582, May, DOI: 10.1007/s10663-024-09610-6.
- Ghislain Geniaux, 2024, "Speeding up estimation of spatially varying coefficients models," Journal of Geographical Systems, Springer, volume 26, issue 3, pages 293-327, July, DOI: 10.1007/s10109-024-00442-3.
- Emre Tepe, 2024, "A random forests-based hedonic price model accounting for spatial autocorrelation," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 511-540, October, DOI: 10.1007/s10109-024-00449-w.
- Kevin Credit, 2024, "Introduction to the special issue on spatial machine learning," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 451-460, October, DOI: 10.1007/s10109-024-00452-1.
- Chuku Chuku & Victor Ajayi, 2024, "Growing green: enablers and barriers for Africa," Journal of Productivity Analysis, Springer, volume 61, issue 3, pages 195-214, June, DOI: 10.1007/s11123-023-00702-2.
- Cinzia Daraio & Léopold Simar, 2024, "Approximations and inference for envelopment estimators of production frontiers," Journal of Productivity Analysis, Springer, volume 62, issue 2, pages 197-215, October, DOI: 10.1007/s11123-024-00726-2.
- Zhichao Wang & Bao Hoang Nguyen & Valentin Zelenyuk, 2024, "Performance analysis of hospitals in Australia and its peers: a systematic and critical review," Journal of Productivity Analysis, Springer, volume 62, issue 2, pages 139-173, October, DOI: 10.1007/s11123-024-00729-z.
- Jean-Michel Benkert, Shuo Liu, Nick Netzer, 2024, "Time is Knowledge: What Response Times Reveal," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2407, Aug.
- Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi, 2024, "Econometric Inference Using Hausman Instruments," Working Papers, University of California at Riverside, Department of Economics, number 202405, Oct.
- Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi, 2024, "Econometric Inference Using Hausman Instruments," Working Papers, University of California at Riverside, Department of Economics, number 202406, Oct.
- 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, Department of Economics, University of Missouri, number 2401, Jan.
- Abu-Alkhei Ahmad M. & Alsharari Nizar M. & Khan Walayet A. & Ramzani Sara R. & Horam Phungmayo, 2024, "Examining the performance of Shari’ah-compliant versus conventional stock indexes: A comparative analysis pre‑, during, and post-COVID-19," Economics and Business Review, Sciendo, volume 10, issue 2, pages 31-59, DOI: 10.18559/ebr.2024.2.1177.
- Bartosz Bieganowski & Robert Ślepaczuk, 2024, "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-03.
- Kamil Kashif & Robert Ślepaczuk, 2024, "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-07.
- Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024, "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-10.
- Maciej Wysocki & Robert Ślepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-14.
- Szymon Lis & Robert Slepaczuk & Paweł Sakowski, 2024, "Explaining and Forecasting Abnormal Returns and Volume by Investor Sentiment Indicators," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-18.
- Filip Stefaniuk & Robert Ślepaczuk, 2024, "The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functio," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-27.
- Clara Pires & Ana Cantarinha & Paulo Ferreira, 2024, "Are Euribor rates relevant for Indebtedness of Companies Listed on the Portuguese Stock Index (PSI-20) and the Iberian Index (IBEX 35)? An Empirical Study," Economic Research Guardian, Mutascu Publishing, volume 14, issue 2, pages 110-126, December.
- Steven T. Berry & Philip A. Haile, 2024, "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Econometrica, Econometric Society, volume 92, issue 4, pages 1135-1162, July, DOI: 10.3982/ECTA20731.
- Giorgio Brunello & Dimitris Christelis & Anna Sanz‐de‐Galdeano & Anastasia Terskaya, 2024, "Does college selectivity reduce obesity? A partial identification approach," Health Economics, John Wiley & Sons, Ltd., volume 33, issue 10, pages 2306-2320, October, DOI: 10.1002/hec.4869.
- Didier Nibbering, 2024, "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 3, pages 481-497, April, DOI: 10.1002/jae.3034.
- Iván Fernández‐Val & Aico van Vuuren & Francis Vella & Franco Peracchi, 2024, "Hours worked and the US distribution of real annual earnings 1976–2019," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 4, pages 659-678, June, DOI: 10.1002/jae.3039.
- Denni Tommasi & Lina Zhang, 2024, "Identifying program benefits when participation is misreported," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 6, pages 1123-1148, September, DOI: 10.1002/jae.3079.
- Laura Carabotta & Peter Claeys, 2024, "Combine to compete: Improving fiscal forecast accuracy over time," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 4, pages 948-982, July, DOI: 10.1002/for.3058.
- Chenxing Li & John M. Maheu & Qiao Yang, 2024, "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2187-2211, September, DOI: 10.1002/for.3123.
- Ariel Pakes & Jack Porter, 2024, "Moment inequalities for multinomial choice with fixed effects," Quantitative Economics, Econometric Society, volume 15, issue 1, pages 1-25, January, DOI: 10.3982/QE1776.
- Peter H. Egger & Katharina Erhardt, 2024, "Heterogeneous effects of tariff and nontariff trade‐policy barriers in quantitative general equilibrium," Quantitative Economics, Econometric Society, volume 15, issue 2, pages 453-487, May, DOI: 10.3982/QE1994.
- Maes, Sebastiaan & Malhotra, Raghav, 2024, "Robust Hicksian Welfare Analysis under Individual Heterogeneity," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 84.
- Maes, Sebastiaan & Malhotra, Raghav, 2024, "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 85.
- Hoang Thi Xuan & Nguyen Chi Hai & Ngo Thai Hung, 2024, "Quantile Effect of Economic Factors and Energy Consumption on Environmental Degradation in Vietnam," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 04, pages 1-41, December, DOI: 10.1142/S1464333224400015.
- Saverio Giorgio & Pina Mur㈠& Cosimo Paccione & Lucilla Bittucci, 2024, "Risk-Based Contribution In Deposit Guarantee Schemes: A Robust Principal Component Analysis In Key Risk Factors’ Weighting Step," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-34, December, DOI: 10.1142/S2282717X24500038.
- Langevin, R.;, 2024, "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 24/16, Aug.
- Paul, Joseph R. & Schaffer, Mark E., 2024, "An introduction to conformal inference for economists," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-13.
- Krantz, Sebastian, 2024, "Mapping Africa's infrastructure potential with geospatial big data and causal ML," Kiel Working Papers, Kiel Institute for the World Economy, number 2276.
- Farroukh, Arafet & Mazioued, Manel & Pédussel Wu, Jennifer, 2024, "Revisiting the linkage between remittances inflow and economic growth: A semi-parametric estimation with panel data," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 238/2024.
- Jean-Michel Benkert & Shuo Liu & Nick Netzer, 2024, "Time is knowledge: what response times reveal," ECON - Working Papers, Department of Economics - University of Zurich, number 449, Aug, revised Feb 2026.
2023
- Costanza Naguib & Patrick Gagliardini, 2023, "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2302, Jan.
- Costanza Naguib, 2023, "Is the Impact of Opening the Borders Heterogeneous?," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2312, Dec.
- Adrian Fernando Contento Loyola & Johanna Maribel Ochoa Herrera & Julio César Granda Pardo & Diana Paola Morocho Pasaca, 2023, "Diferencias en la calidad de vida por efectos de las PolÃticas Sociales: caso el Crédito de Desarrollo Humano en Ecuador
[Differences in the quality of life due to the effects of social policies: the case of Crédito de Desarrollo Humano in Ecua," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 144, pages 88960-88960, DOI: 10.5209/reve.88960. - Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023, "Copula-based estimation of health inequality measures with an application to COVID-19," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-01, Jan.
- Régis Barnichon & Geert Mesters, 2023, "Evaluating policy institutions -150 years of US monetary policy-," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1873, Oct.
- Julia Bronnmann & Veronika Liebelt & Fabian Marder & Jasper Meya & Martin Quaas, 2023, "The Value of Naturalness of Urban Green Spaces: Evidence from a Discrete Choice Experiment," Land Economics, University of Wisconsin Press, volume 99, issue 4, pages 528-542.
- Giacomo Benini & Adam Brandt & Valerio Dotti & Hassan El-Houjeiri, 2023, "The Economic and Environmental Consequences of the Petroleum Industry Extensive Margin," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2023:14.
- Andrea Ciaccio, 2023, "The Impact of a Cost-containment Measure on the Quality of Regional Health Services in Italy: a Parametric and a Non-parametric Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2023: 24.
- Bouabsa Wahiba, 2023, "The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 1, pages 17-32, March, DOI: 10.15611/eada.2023.1.02.
- Kadiri Nadia & Mekki Sanaà Dounya & Rabhi Abbes, 2023, "Single Functional Index Quantile Regression for Functional Data with Missing Data at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 3, pages 1-19, September, DOI: 10.15611/eada.2023.3.01.
- Hęćka Patrycja, 2023, "The Second Wave of the COVID-19 Pandemic in Poland – Characterised Using FDA Methods," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 3, pages 20-34, September, DOI: 10.15611/eada.2023.3.02.
- Maudud Hassan Uzzal & Robert Ślepaczuk, 2023, "The performance of time series forecasting based on classical and machine learning methods for S&P 500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-05.
- Karol Chojnacki & Robert Ślepaczuk, 2023, "This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ense," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-15.
- Damian Ślusarczyk & Robert Ślepaczuk, 2023, "Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-17.
- Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023, "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-20.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023, "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-23.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023, "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-25.
- Sahil Teymurzade & Robert Ślepaczuk, 2023, "Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-27.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2023, "Nonparametric Estimates of Demand in the California Health Insurance Exchange," Econometrica, Econometric Society, volume 91, issue 1, pages 107-146, January, DOI: 10.3982/ECTA17215.
- Rangan Gupta & Lardo Stander & Andrea Vaona, 2023, "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3071-3099, July, DOI: 10.1002/ijfe.2584.
- Pablo Guerróon‐Quintana & Molin Zhong, 2023, "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 3, pages 295-320, April, DOI: 10.1002/jae.2951.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023, "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, volume 14, issue 1, pages 117-159, January, DOI: 10.3982/QE1505.
- Sudip Ranjan Basu & Monica Das, 2023, "Which Way to Go Now? Financing Economic Growth in the Sustainable Development Era," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 40, issue 02, pages 177-209, September, DOI: 10.1142/S0116110523500142.
- David E. Allen & Michael McAleer, 2023, "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-26, March, DOI: 10.1142/S2010495222400012.
- Lili Kang & Sajid Anwar & Fei Peng, 2023, "Ownership Structure, Acquisitions And Executive Compensation: Evidence From Publicly Listed Chinese Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 01, pages 285-315, March, DOI: 10.1142/S0217590820500113.
- Jinguan Lin & Xuguo Ye & Yanyong Zhao & Hongxia Hao, 2023, "Noisy High Frequency Data-Based Estimation Of Volatility Function With Applications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2127-2150, December, DOI: 10.1142/S0217590820500721.
- Vidoli, F.; & Fusco, E.; & Pignataro, G.; & Guccio, C.;, 2023, "Multi-directional Robust Benefit of the Doubt model: a comprehensive measure for the quality of health care in OECD countries," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 23/14, Aug.
- Webel, Karsten & Smyk, Anna, 2023, "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers, Deutsche Bundesbank, number 24/2023.
- Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde, 2023, "How "one-size-fits-all" public works contract does it better? An assessment of infrastructure provision in Italy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 270729.
- Dorn, Florian, 2023, "Elections and Government Efficiency," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277700.
- Katerina Fotova Cikovic & Mario Tomisa & Josko Lozic, 2023, "Efficiency of Cultural and Creative Industries: A Preferred Reporting Items for Systematic Reviews and Meta-Analysis Guided Systematic Review of Data Envelopment Analysis Applications," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 21, issue 5, pages 458-470.
- Maxim Ulrich & Lukas Zimmer & Constantin Merbecks, 2023, "Implied volatility surfaces: a comprehensive analysis using half a billion option prices," Review of Derivatives Research, Springer, volume 26, issue 2, pages 135-169, October, DOI: 10.1007/s11147-023-09195-5.
- Giulio Bottazzi & Taewon Kang & Federico Tamagni, 2023, "Persistence in firm growth: inference from conditional quantile transition matrices," Small Business Economics, Springer, volume 61, issue 2, pages 745-770, August, DOI: 10.1007/s11187-022-00700-y.
- Marco Caliendo & Alexander S. Kritikos & Claudia Stier, 2023, "The influence of start-up motivation on entrepreneurial performance," Small Business Economics, Springer, volume 61, issue 3, pages 869-889, October, DOI: 10.1007/s11187-022-00722-6.
- Giannis Karagiannis & Panagiotis Ravanos, 2023, "On Value Efficiency Analysis and Cone-Ratio Data Envelopment Analysis models," Discussion Paper Series, Department of Economics, University of Macedonia, number 2023_03, Mar, revised Mar 2023.
- Dinabandhu Bag & Saurabh Goel, 2023, "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, volume 31, issue 1, pages 59-71.
- Botond Benedek & Balint Zsolt Nagy, 2023, "Traditional versus AI-Based Fraud Detection: Cost Efficiency in the Field of Automobile Insurance," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 22, issue 2, pages 77-98.
- Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/23.
- Yu Bai & Massimiliano Marcellino & George Kapetanios, 2023, "Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/23.
- Jiti Gao & Bin Peng & Yayi Yan, 2023, "Higher-order Expansions and Inference for Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/23.
- Jiti Gao & Bin Peng & Yayi Yan, 2023, "A Localised Neural network with Dependent Data: Estimation and Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/23.
- Didier Nibbering, 2023, "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/23.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023, "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/23.
- Magdalena Kozińska, 2023, "Zarządzanie kryzysowe w sektorze ubezpieczeniowym – o upadłości i resolution ubezpieczycieli w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 6, pages 673-696.
- Ivan Canay & Gastón Illanes & Amilcar Velez, 2023, "A User's Guide to Inference in Models Defined by Moment Inequalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 31040, Mar.
- Sören Blomquist & Anil Kumar & Che-Yuan Liang & Whitney Newey, 2023, "Nonlinear Budget Set Regressions for the Random Utility Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 31194, Apr.
- Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023, "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31384, Jun.
- Aaron L. Bodoh-Creed & Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2023, "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31647, Aug.
- Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," NBER Working Papers, National Bureau of Economic Research, Inc, number 32004, Dec.
- Tong Guo & Boya Xu & Daniel Yi Xu, 2023, "Social Media Publicity and New Product Entry via Entrepreneurs," Working Papers, NET Institute, number 23-06, Sep.
- Daniel J. Henderson & Stefan Sperlich, 2023, "A Complete Framework for Model-Free Difference-in-Differences Estimation," Foundations and Trends(R) in Econometrics, now publishers, volume 12, issue 3, pages 232-323, October, DOI: 10.1561/0800000046.
- Christian M Dahl & Martin Huber & Giovanni Mellace, 2023, "It is never too LATE: a new look at local average treatment effects with or without defiers," The Econometrics Journal, Royal Economic Society, volume 26, issue 3, pages 378-404.
- Viviana Celli & Augusto Cerqua & Guido Pellegrini, 2023, "The long-term effects of mass layoffs: do local economies (ever) recover?," Journal of Economic Geography, Oxford University Press, volume 23, issue 5, pages 1121-1144.
- Deniz Erdemlioglu & Xiye Yang, 2023, "News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1519-1556.
- Zhutong Gu & Yixiao Jiang & Shuyang Yang, 2023, "Estimating Unobserved Soft Adjustment in Credit Rating Models: Before and after the Dodd–Frank Act," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1791-1819.
- Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023, "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 138, issue 1, pages 1-35.
- José Luis Moraga-González & Zsolt Sándor & Matthijs R Wildenbeest, 2023, "Consumer Search and Prices in the Automobile Market," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 3, pages 1394-1440.
- Ibujés-Villacís, Juan & Franco-Crespo, Antonio, 2023, "Relationship between Productivity and Efficiency with Sustainable Development Goals: The Case of the Manufacturing Industry in Pichincha, Ecuador
[Relación entre productividad y eficiencia con los ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 35, issue 1, pages 34-56, June, DOI: https://doi.org/10.46661/revmetodos. - Eric Kemp-Benedict, 2023, "A test of “turbulent arbitrage”," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2313, Sep.
- Ozili, Peterson K, 2023, "The acceptable R-square in empirical modelling for social science research," MPRA Paper, University Library of Munich, Germany, number 115769.
- Liu, Kaiola, 2023, "Quantitative and Qualitative Finance: ADSM," MPRA Paper, University Library of Munich, Germany, number 118399, Aug.
- Fantazzini, Dean & Xiao, Yufeng, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper, University Library of Munich, Germany, number 118435.
- Chen, Ying & Grith, Maria & Lai, Hannah L. H., 2023, "Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 119022, Oct.
- LE BOENNEC, Rémy & SALLADARRE, Frédéric, 2023, "Investigating the use of privately-owned micromobility modes for commuting in four European countries," MPRA Paper, University Library of Munich, Germany, number 119202.
- Paulo M.M. Rodrigues & Gabriel Zsurkis, 2023, "First passage times in portfolio optimization: a novel nonparametric approach," Working Papers, Banco de Portugal, Economics and Research Department, number w202309.
- Valentin Zelenyuk & Zhichao Wang, 2023, "Random vs. Explained Inefficiency in Stochastic Frontier Analysis: The Case of Queensland Hospitals," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP052023, May.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023, "Statistical Inference for Hicks–Moorsteen Productivity Indices," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082023, Oct.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023, "Russell and Slack-Based Measures of Efficiency: A Unifying Framework," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP092023, Nov.
- Stefano Piasenti & Marica Valente & Roel van Veldhuizen & Gregor Pfeifer, 2023, "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 410, Jul.
- Marcus Roller, Daniel Steinberg, 2023, "Differences-in-Differences with multiple Treatments under Control," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft - CRED, number credresearchpaper41, Jan.
- Elena Kossova & Mariia Kosorukova, 2023, "Estimation of the treatment effect of higher education on health: Comparison of the multivariate recursive probit model and matching," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 69, pages 65-90.
- Rahman Mohib & Irfan Ullah & Aurang Zeb, 2023, "Analysis of ASEAN’s Stock Returns and/or Volatility Distribution under the Impact of the Chinese EPU: Evidence Based on Conditional Kernel Density Approach," East Asian Economic Review, Korea Institute for International Economic Policy, volume 27, issue 1, pages 33-60, DOI: 10.11644/KIEP.EAER.2023.27.1.417.
- Kyungjin Park & Hojin Lee, 2023, "In-Sample and Out-of-Sample Predictability of Cryptocurrency Returns," East Asian Economic Review, Korea Institute for International Economic Policy, volume 27, issue 3, pages 213-242, DOI: 10.11644/KIEP.EAER.2023.27.3.423.
- Jannik Fleiter & Ayse Tugba Atasoy & Reinhard Madlener, 2023, "Household Responses to the Tax Treatment of Income from Solar PV Feed-in in Germany," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 8/2023, Aug.
- Tito Nestor TIEHI, 2023, "Impact of HIV and Covid-19 pandemics on ivorian health system efficiency," Bulletin of Applied Economics, Risk Market Journals, volume 10, issue 1, pages 103-113.
- Mehmet Güney Celbiş & Nathalie Havet & Louafi Bouzouina, 2023, "A Non-Linear And Interaction Effect Analysis Of Distance And Transport Accessibility On Bicycle Use: The Example Of The University Staff In Lyon (France)," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 17, issue 2, pages 1-25, DECEMBER.
- Muhammad Zakaria & Seemab Tanveer & Bashir Ahmad Fida & Muhammad Iftikhar ul Husnain, 2023, "Inflation Differential Pass-Through to Exchange Rate: Some Evidence From Pakistan," SAGE Open, , volume 13, issue 4, pages 21582440231, December, DOI: 10.1177/21582440231221316.
- Maximo Camacho & Andres Romeu, 2023, "Tourism and Gross Domestic Product short-run causality revisited: A symbolic transfer entropy approach," Tourism Economics, , volume 29, issue 1, pages 235-247, February, DOI: 10.1177/13548166211045756.
- Juan Gabriel Brida & Bibiana Lanzilotta & Leonardo Moreno, 2023, "Compositional tourists’ expenditure: Modeling through Dirichlet regression," Tourism Economics, , volume 29, issue 6, pages 1442-1460, September, DOI: 10.1177/13548166221108819.
- Sungwon Lee, 2023, "Efficient Estimation of a Triangular System of Equations for Quantile Regression," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2301.
- Sungwon Lee, 2023, "Efficient Estimation of Binary Choice Models with Panel Data," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2302.
- Paul W. Wilson & Shirong Zhao, 2023, "Investigating the performance of Chinese banks over 2007–2014," Annals of Operations Research, Springer, volume 321, issue 1, pages 663-692, February, DOI: 10.1007/s10479-022-04925-8.
- Daniel Goller, 2023, "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Annals of Operations Research, Springer, volume 325, issue 1, pages 649-679, June, DOI: 10.1007/s10479-022-04563-0.
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