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

2024

• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram de Rock & Frederic Vermeulen, 2024, "Spouses with benefits: on match quality and consumption inside households," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 24-14, Sep.
• Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2024, "Missing Endogenous Variables in Conditional Moment Restriction Models," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 24-01.
• Jyotsna Rosario & K.R. Shanmugam, 2024, "Elementary Education Outcome Efficiency of Indian States: A Ray Frontier Approach," Working Papers, Madras School of Economics,Chennai,India, number 2024-264, Jul.
• 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," Monash Economics Working Papers, Monash University, Department of Economics, number 2024-19, Nov.
• Bin Peng & Liangjun Su & Yayi Yan, 2024, "A Robust Residual-Based Test for Structural Changes in Factor Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/24, DOI: 10.26180/28757243.
• Matthew J. Rlias & Rami V. Tabri, 2024, "Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/24, DOI: 10.26180/28757249.
• Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2024, "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/24, DOI: 10.26180/28757252.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2024, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/24, DOI: 10.26180/28757225.
• Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2024, "Estimation and Inference for a Class of Generalized Hierarchical Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/24, DOI: 10.26180/28757234.
• Jiti Gao & Bin Peng & Yayi Yan, 2024, "Robust Inference for High Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/24, DOI: 10.26180/28757240.
• Dean R. Hyslop & David C. Maré, 2024, "Earnings bunching at benefit abatement thresholds: evidence from recent policy changes," Motu Working Papers, Motu Economic and Public Policy Research, number 23_05, Aug.
• Mateusz Pipień & Dobiesław Tymoczko, 2024, "Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 1, pages 1-20.
• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024, "Difference-in-differences with a Continuous Treatment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32117, Feb.
• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024, "Event-Studies with a Continuous Treatment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32118, Feb.
• Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024, "Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32164, Feb.
• Damir Filipović & Markus Pelger & Ye Ye, 2024, "Shrinking the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 32472, May.
• David Baqaee & Ariel Burstein & Yasutaka Koike-Mori, 2024, "Sufficient Statistics for Measuring Forward-Looking Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 32567, Jun.
• Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 32822, Aug.
• H. Spencer Banzhaf, 2024, "Valuing Policy Characteristics and New Products using a Simple Linear Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 33225, Dec.
• L. Court & S. Quantin, 2024, "Discuter l'existence d'un effet de selection dans un cadre multimode grace a une analyse de sensibilite : application aux enquetes annuelles de recensement," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number m2024-03.
• A. Smyk & K. Webel, 2024, "Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number m2024-04.
• Karim M Abadir & Michel Lubrano, 2024, "Explicit solutions for the asymptotically optimal bandwidth in cross-validation," Biometrika, Biometrika Trust, volume 111, issue 3, pages 809-823.
• Simon Kwok, 2024, "A Consistent and Robust Test for Autocorrelated Jump Occurrences," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 157-186.
• Giacomo Toscano & Giulia Livieri & Maria Elvira & Stefano Marmi, 2024, "Volatility of Volatility Estimation: Central Limit Theorems for the Fourier Transform Estimator and Empirical Study of the Daily Time Series Stylized Facts," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 252-296.
• Zongwu Cai & Seong Yeon Chang, 2024, "A New Test on Asset Return Predictability with Structural Breaks," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1042-1074.
• Rustam Ibragimov & Rasmus Søndergaard Pedersen & Anton Skrobotov, 2024, "New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1075-1097.
• A Ronald Gallant & Halbert L White, 2024, "Finite Lag Estimation of Non-Markovian Processes," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1656-1671.
• Magne Mogstad & Joseph P Romano & Azeem M Shaikh & Daniel Wilhelm, 2024, "Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 1, pages 476-518.
• Patricia Hernandez Medina & Gabriel Ramírez-Torres & Diego E. Pinilla-Rodríguez & Luis Morales La Paz, 2024, "Impacto del financiamiento educativo en la movilidad social de graduados universitarios: Un análisis de regresiones discontinuas
  [Impact of educational financing on the social mobility of university graduates: An analysis using regression disconti," 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 37, pages 1-27, June, DOI: https://doi.org/10.46661/rev.metodo.
• Vipul Kumar Singh & Pawan Kumar, 2024, "Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 2, pages 172-189, March, DOI: 10.1057/s41260-024-00348-1.
• Whelsy Boungou & Francis Osei-Tutu & Amara Zongo, 2024, "Democracy and Intra-Africa Trade," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 1, pages 70-90, March, DOI: 10.1057/s41294-022-00204-4.
• Xu Cheng & Eric Renault & Paul Sangrey, 2024, "Identifying the Volatility Risk Price Through the Leverage Effect," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-013, Apr.
• Fantazzini, Dean, 2024, "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper, University Library of Munich, Germany, number 121214.
• Oktay Özkan & Babatunde Sunday Eweade & Tomiwa Sunday Adebayo, 2024, "Examining the Effects of Energy Efficiency R&D and Renewable Energy on Environmental Sustainability Amidst Political Risk in France," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue Spec.issu, pages 331-356, DOI: 10.18267/j.polek.1437.
• Liudas Giraitis & George Kapetanios & Yufei Li & Tien Chuong Nguyen, 2024, "Partial Time-Varying Regression Modelling under General Heterogeneity," Working Papers, Queen Mary University of London, School of Economics and Finance, number 985, Dec.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2024, "Nowcasting Peruvian GDP with Machine Learning Methods," Working Papers, Banco Central de Reserva del Perú, number 2024-019, Dec.
• Yigang Wei & Michal Wojewodzki & Tsun Se Cheong & Xunpeng Shi, 2024, "Cross-country distribution dynamics of carbon emissions and intensity: Before and after the global financial crisis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 16, issue 3, pages 343-370, October, DOI: https://doi.org/10.15353/rea.v16i3..
• Angela Caro & Julia De Haro-García, 2024, "The waiting times distribution of public hospitals using a GAMLSS approach: the case of Andalusia (Spain)," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 59, pages 167-191.
• Thiago Costa Soares & Lorrayne Gonçalves Lira & Luckas Sabioni Lopes, 2024, "A eficiência da Polícia Militar e sua relação com o contexto regional em Minas Gerais," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 18, issue 1, pages 22-44.
• Anamaria Beatrice ALDEA, 2024, "Exploring the Influence of the COVID-19 Pandemic on the Professional Trajectories of Young Women: Findings from the Eurobarometer “Women in Times of COVID-19”," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 648-660, August.
• Andreea-Monica MUNTEANU & Anamaria ALDEA, 2024, "Teaching ITC in European Universities: A Non-Parametric Efficiency Approach," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 723-731, August.
• Riccardo Di Francesco, 2024, "Ordered Correlation Forest," CEIS Research Paper, Tor Vergata University, CEIS, number 577, May, revised 06 May 2024.
• Haryo Kuncoro, 2024, "Inflation and Its Uncertainty: Evidence from Indonesia and the Philippines," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 16, issue 2, pages 231-247, May, DOI: 10.1177/09749101221149873.
• Jyotsna Rosario & K. R. Shanmugam, 2024, "Assessing Technical Efficiency in the Provision of Elementary Education Across Indian States," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 18, issue 1-2, pages 160-180, February, DOI: 10.1177/00252921241295279.
• Pelin Akçagün-Narin & Adem Yavuz Elveren, 2024, "Financialization and Militarization: An Empirical Investigation," Review of Radical Political Economics, Union for Radical Political Economics, volume 56, issue 1, pages 70-100, March, DOI: 10.1177/04866134231167204.
• Andriy Norets & Marco Stenborg Petterson, 2024, "Bayesian Nonparametric Models for Conditional Densities Based on Orthogonal Polynomials," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 744, Dec.
• Oscar Torrealba Rodriguez, 2024, "The weight of circumstances in the inequality of opportunity in Mexico: an estimation over a wide set based on machine learning," Sobre México. Revista de Economía, Sobre México. Temas en economía, volume 1, issue 9, pages 160-195.
• Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2024, "Proportional incremental cost probability functions and their frontiers," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_11.
• Ali Mirzaei & Mohsen Saad & Ali Emrouznejad, 2024, "Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?," Annals of Operations Research, Springer, volume 334, issue 1, pages 317-355, March, DOI: 10.1007/s10479-022-04600-y.
• Süleyman Çakır, 2024, "Best output prediction in OECD railways using DEA in conjunction with machine learning algorithms," Annals of Operations Research, Springer, volume 335, issue 1, pages 59-77, April, DOI: 10.1007/s10479-023-05668-w.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2024, "What factors contribute to uneven suburbanisation? Predicting the number of migrants from Warsaw to its suburbs with machine learning," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 4, pages 1353-1382, April, DOI: 10.1007/s00168-023-01245-y.
• Juan Piedra-Peña & Marie-Laure Breuillé & Julie Le Gallo, 2024, "Municipal efficiency spillovers in France," The Annals of Regional Science, Springer;Western Regional Science Association, volume 73, issue 4, pages 2143-2172, December, DOI: 10.1007/s00168-024-01326-6.
• Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2024, "Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, volume 6, issue 4, pages 605-638, December, DOI: 10.1007/s42521-024-00116-1.
• Nadine McCloud & Michael S. Delgado & Man Jin, 2024, "Foreign capital inflows, exchange rates, and government stability," Empirical Economics, Springer, volume 66, issue 3, pages 945-977, March, DOI: 10.1007/s00181-023-02490-y.
• Lu Wang & Yixiao Jiang & Zhaochen He, 2024, "A semiparametric alternative to the Heckman correction: application with left-censored data on parental transfers," Empirical Economics, Springer, volume 66, issue 4, pages 1847-1866, April, DOI: 10.1007/s00181-023-02507-6.
• Marco A. DeBenedetto & Michele G. Giuranno & Camilla Mastromarco & Diego Ravenda & Pierluigi Toma, 2024, "Legality rating and corporate efficiency: evidence from a conditional nonparametric frontier analysis," Empirical Economics, Springer, volume 66, issue 5, pages 2137-2168, May, DOI: 10.1007/s00181-023-02511-w.
• Elena Ketteni, 2024, "Telecommunication capital and productivity growth: further insights using network characteristics and nonlinearities," Empirical Economics, Springer, volume 67, issue 1, pages 143-163, July, DOI: 10.1007/s00181-024-02554-7.
• Hans Ophem & Jacopo Mazza, 2024, "Educational choice, initial wage and wage growth," Empirical Economics, Springer, volume 67, issue 3, pages 1235-1274, September, DOI: 10.1007/s00181-024-02580-5.
• Huthaifa Sameeh Alqaralleh, 2024, "From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 665-707, September, DOI: 10.1007/s40822-024-00274-y.
• Malvina Marchese & María Dolores Martínez-Miranda & Jens Perch Nielsen & Michael Scholz, 2024, "Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s40854-024-00657-9.
• Zakaria Mansouri & Jaouad Laamire & Mariem Liouaeddine, 2024, "Empirical Tests on Intermediation Programmes and Labour Market Accessibility in Morocco: A Comparative Study," The Indian Journal of Labour Economics, Springer;The Indian Society of Labour Economics (ISLE), volume 67, issue 4, pages 1073-1088, December, DOI: 10.1007/s41027-024-00545-x.
• Ivan D. Trofimov, 2024, "Convergence in gender inequality and gender development: a panel data evidence," Indian Economic Review, Springer, volume 59, issue 2, pages 601-647, December, DOI: 10.1007/s41775-024-00236-w.
• Amal Krishnan & M. Padmaja, 2024, "Outward FDI and ITS Impact on the Parent Firm: A Case of Indian GVC Firms," India Studies in Business and Economics, Springer, in: Nagesh Kumar & Satyaki Roy, "FDI, MSMEs, Digitalization, and Green Industrialization", DOI: 10.1007/978-981-97-8999-3_3.
• Roberto Basile & Francesca Centofanti & Luisa Giallonardo & Francesca Licari, 2024, "Migration Responses to Earthquakes: Evidence from Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 10, issue 1, pages 269-291, March, DOI: 10.1007/s40797-023-00226-6.
• André Nunes Maranhão, 2024, "Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 1, pages 1-58, August, DOI: 10.1007/s41549-024-00095-7.
• Fabrice-Gilles Ndombi Avouba & Prince Ossebi Douniam & Christelle Ines Leticia Ndombi Ondze, 2024, "Efficiency of SMEs in Africa: Evidence from Congolese Data," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 3, pages 10956-10984, September, DOI: 10.1007/s13132-023-01517-0.
• Cristina Veres & Sebastian Cândea & Manuela Rozalia Gabor & Laura Elly Naghi, 2024, "Economic Effects of Idea Generation and Idea Management System in Automotive Industry: a Quantitative Case Study for Romania," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 3, pages 15094-15128, September, DOI: 10.1007/s13132-023-01696-w.
• Carla Curado & Mírian Oliveira & Dara G. Schniederjans & Eduardo Kunzel Teixeira, 2024, "Control variable use and reporting in operations management: a systematic literature review and revisit," Management Review Quarterly, Springer, volume 74, issue 3, pages 1809-1839, September, DOI: 10.1007/s11301-023-00348-2.
• Cristian Barra & Mónica Y. Castro-Peña & Jesús Gabalán Coello, 2024, "Research and knowledge transfer performance in Colombian universities," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 1, pages 77-96, February, DOI: 10.1007/s11135-023-01627-6.
• Brida Juan Gabriel & Moreno Leonardo & Scaglione Miriam, 2024, "Modeling multivariate tourism expenditure using vine copula: empirical findings from of Fribourg-Switzerland," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 5, pages 4093-4116, October, DOI: 10.1007/s11135-024-01839-4.
• Luz Judith R. Esparza & Ángel Lee & Carmen Rubio, 2024, "Influence of cultural and socioeconomic factors on scientific production: a statistical analysis of the h-index," Scientometrics, Springer;Akadémiai Kiadó, volume 129, issue 4, pages 2083-2099, April, DOI: 10.1007/s11192-024-04965-w.
• Vatis Christian Kemezang & André Ilaire Djou & Ivette Gnitedem Keubeng, 2024, "Measuring market risk with GARCH models under Basel III: selection and application to German firms," SN Business & Economics, Springer, volume 4, issue 10, pages 1-30, October, DOI: 10.1007/s43546-024-00699-2.
• Jean-Pierre Florens & Jean-François Richard & Jean-Marie Rolin, 2024, "Bayesian Encompassing Specification Tests of a Parametric Model Against a Nonparametric Alternative," Springer Books, Springer, chapter 0, in: Jean-Pierre Florens & Michel Mouchart, "Nonparametric Bayesian Inference", DOI: 10.1007/978-3-031-61329-6_7.
• Rouven E. Haschka, 2024, "Endogeneity in stochastic frontier models with 'wrong' skewness: copula approach without external instruments," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 33, issue 3, pages 807-826, July, DOI: 10.1007/s10260-024-00750-4.
• Mariana Sedliačiková & Nikolay Neykov & Ján Dobrovič & Anna Šatanová & Mária Osvaldová & Mykola Palinchak, 2024, "Performance measuring of wood-processing microenterprises through Data Envelopment Analysis: A case study of Slovakia, Poland, and Bulgaria," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 3, pages 408-422, March, DOI: 10.9770/jesi.2024.11.3(28).
• Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2024, "Inference in the nonparametric stochastic frontier model," Econometric Reviews, Taylor & Francis Journals, volume 43, issue 7, pages 518-539, August, DOI: 10.1080/07474938.2024.2339193.
• Stefano Lombardi & Gerard J. van den Berg & Johan Vikström, 2024, "Empirical Monte Carlo evidence on estimation of timing-of-events models," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 1, pages 90-118, September, DOI: 10.1080/07474938.2024.2390399.
• Irene Bertschek & Joern Block & Alexander S. Kritikos & Caroline Stiel, 2024, "German financial state aid during Covid-19 pandemic: Higher impact among digitalized self-employed," Entrepreneurship & Regional Development, Taylor & Francis Journals, volume 36, issue 1-2, pages 76-97, January, DOI: 10.1080/08985626.2023.2196267.
• Jiti Gao & Bin Peng & Yayi Yan, 2024, "Higher-Order Expansions and Inference for Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 548, pages 2760-2771, October, DOI: 10.1080/01621459.2023.2277411.
• Liu Yang & Kajal Lahiri & Adrian Pagan, 2024, "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 109-121, January, DOI: 10.1080/07350015.2022.2154778.
• Arthur Lewbel & Susanne M. Schennach & Linqi Zhang, 2024, "Identification of a Triangular Two Equation System Without Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 14-25, January, DOI: 10.1080/07350015.2023.2166052.
• Christian M. Hafner & Oliver B. Linton & Linqi Wang, 2024, "Dynamic Autoregressive Liquidity (DArLiQ)," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 2, pages 774-785, April, DOI: 10.1080/07350015.2023.2238790.
• Sebastian Letmathe & Jan Beran & Yuanhua Feng, 2024, "An extended exponential SEMIFAR model with application in R," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 53, issue 22, pages 7914-7926, November, DOI: 10.1080/03610926.2023.2276049.
• Marlon Fritz & Thomas Gries & Lukas Wiechers, 2024, "An early indicator for anomalous stock market performance," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 1, pages 105-118, January, DOI: 10.1080/14697688.2023.2281529.
• Saadaoui, Jamel & Smyth, Russell & Vespignani, Joaquin, 2024, "Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2024-04.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2024, "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-056/III, Sep.
• Mingxuan Song & Bernhard van der Sluis & Yicong Lin, 2024, "PyTimeVar: A Python Package for Trending Time-Varying Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-060/III, Nov.
• Monique de Haan & Magnus Stubhaug, 2024, "The causal component in the intergenerational transmission of income," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-063/V, Oct.
• Pierluigi Vallarino, 2024, "Dynamic kernel models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-082/III, Dec.
• Chalak, Karim, 2024, "Nonparametric Gini-Frisch bounds," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105560.
• Fusejima, Koki, 2024, "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105563.
• Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2024, "Endogeneity in weakly separable models without monotonicity," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105567.
• Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong, 2024, "Tuning parameter-free nonparametric density estimation from tabulated summary data," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105568.
• Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024, "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105577.
• Feng, Junlong, 2024, "Matching points: Supplementing instruments with covariates in triangular models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105579.
• Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024, "A residual bootstrap for conditional Value-at-Risk," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105554.
• Marx, Philip, 2024, "Sharp bounds in the latent index selection model," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105561.
• Yoon, Jangsu, 2024, "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105569.
• Enache, Andreea & Florens, Jean-Pierre, 2024, "Quantile analysis of “hazard-rate” game models," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105582.
• Friedrich, Marina & Lin, Yicong, 2024, "Sieve bootstrap inference for linear time-varying coefficient models," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2022.09.004.
• Ding, Yi & Li, Yingying & Liu, Guoli & Zheng, Xinghua, 2024, "Stock co-jump networks," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.01.026.
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024, "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.02.015.
• Lee, Adam & Mesters, Geert, 2024, "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2023.105647.
• Chong, Carsten H. & Todorov, Viktor, 2024, "Volatility of volatility and leverage effect from options," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105669.
• Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024, "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105671.
• Kamat, Vishal, 2024, "Identifying the effects of a program offer with an application to Head Start," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105679.
• Han, Sukjin & Yang, Shenshen, 2024, "A computational approach to identification of treatment effects for policy evaluation," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105680.
• Choi, Jungjun & Kwon, Hyukjun & Liao, Yuan, 2024, "Inference for low-rank completion without sample splitting with application to treatment effect estimation," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105682.
• Cui, Wenhao & Hu, Jie & Wang, Jiandong, 2024, "Nonparametric estimation for high-frequency data incorporating trading information," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105690.
• Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024, "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105693.
• D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2024, "Testing and relaxing the exclusion restriction in the control function approach," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2020.09.012.
• Fernández-Val, Ivan & van Vuuren, Aico & Vella, Francis, 2024, "Nonseparable sample selection models with censored selection rules," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.01.009.
• Khan, Shakeeb & Nekipelov, Denis, 2024, "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.07.016.
• Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping, 2024, "Testing unconditional and conditional independence via mutual information," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2022.07.011.
• Graham, Bryan S. & Niu, Fengshi & Powell, James L., 2024, "Kernel density estimation for undirected dyadic data," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2022.06.011.
• Zincenko, Federico, 2024, "Estimation and inference of seller’s expected revenue in first-price auctions," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105734.
• Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024, "Testing identification conditions of LATE in fuzzy regression discontinuity designs," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105738.
• Bai, Yuehao & Jiang, Liang & Romano, Joseph P. & Shaikh, Azeem M. & Zhang, Yichong, 2024, "Covariate adjustment in experiments with matched pairs," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105740.
• Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2024, "Extreme expectile estimation for short-tailed data," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105770.
• Oh, Dong Hwan & Patton, Andrew J., 2024, "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105767.
• Xie, Haitian, 2024, "Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105784.
• Laage, Louise, 2024, "A Correlated Random Coefficient panel model with time-varying endogeneity," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105804.
• Hu, Yingyao & Xin, Yi, 2024, "Identification and estimation of dynamic structural models with unobserved choices," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105806.
• Zhou, Bo, 2024, "Semiparametrically optimal cointegration test," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105816.
• Honoré, Bo E. & Hu, Luojia, 2024, "Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification," Journal of Econometrics, Elsevier, volume 243, issue 1, DOI: 10.1016/j.jeconom.2021.07.017.
• Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024, "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, volume 243, issue 1, DOI: 10.1016/j.jeconom.2023.105653.
• Liu, Yukun & Qin, Jing, 2024, "Tuning-parameter-free propensity score matching approach for causal inference under shape restriction," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105829.
• Obradović, Filip, 2024, "Measuring diagnostic test performance using imperfect reference tests: A partial identification approach," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105842.
• Brownlees, Christian & Llorens-Terrazas, Jordi, 2024, "Empirical risk minimization for time series: Nonparametric performance bounds for prediction," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105849.
• Cheng, Tingting & Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2024, "GMM estimation for high-dimensional panel data models," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105853.
• Heiler, Phillip, 2024, "Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105856.
• Martinez-Iriarte, Julian & Sun, Yixiao, 2024, "Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105858.
• Dong, Chaohua & Chen, Rong & Xiao, Zhijie & Liu, Weiyi, 2024, "Functional quantile autoregression," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105765.
• Bai, Yuehao & Liu, Jizhou & Shaikh, Azeem M. & Tabord-Meehan, Max, 2024, "Inference in cluster randomized trials with matched pairs," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105873.
• Hong, Han & Ju, Gaosheng & Li, Qi & Yan, Karen X., 2024, "Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105883.
• Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024, "GLS under monotone heteroskedasticity," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105899.
• Cordoni, Francesco & Sancetta, Alessio, 2024, "Consistent causal inference for high-dimensional time series," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105902.
• Hafner, Christian M. & Wang, Linqi, 2024, "Dynamic portfolio selection with sector-specific regularization," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 17-33, DOI: 10.1016/j.ecosta.2022.01.001.
• Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M.M., 2024, "First passage times in portfolio optimization: A novel nonparametric approach," European Journal of Operational Research, Elsevier, volume 312, issue 3, pages 1074-1085, DOI: 10.1016/j.ejor.2023.07.044.
• Zelenyuk, Valentin & Zhao, Shirong, 2024, "Russell and slack-based measures of efficiency: A unifying framework," European Journal of Operational Research, Elsevier, volume 318, issue 3, pages 867-876, DOI: 10.1016/j.ejor.2024.06.014.
• Gronwald, Marc & Jin, Xin, 2024, "Measuring world oil market integration with a Thick Pen," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107315.
• Herwartz, Helmut & Theilen, Bernd & Wang, Shu, 2024, "Unraveling the structural sources of oil production and their impact on CO2 emissions," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107488.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107847.
• Baruník, Jozef & Vácha, Lukáš, 2024, "Predicting the volatility of major energy commodity prices: The dynamic persistence model," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107982.
• Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
• Yousaf, Imran & Bejaoui, Azza & Ali, Shoaib & Li, Yanshuang, 2024, "Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103698.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104763.
• 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.