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

2023

• Rey Đặng & Lubica Hikkerova & Michel Simioni & Jean-Michel Sahut, 2023, "How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression," Annals of Operations Research, Springer, volume 330, issue 1, pages 361-388, November, DOI: 10.1007/s10479-022-04550-5.
• Meitner Cadena & Michel Denuit, 2023, "Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 569-582, December, DOI: 10.1007/s10203-023-00391-4.
• Mario Figueiredo & Yuri F. Saporito, 2023, "Forecasting the term structure of commodities future prices using machine learning," Digital Finance, Springer, volume 5, issue 1, pages 57-90, March, DOI: 10.1007/s42521-022-00069-3.
• Daniel Ollech & Deutsche Bundesbank, 2023, "Economic analysis using higher-frequency time series: challenges for seasonal adjustment," Empirical Economics, Springer, volume 64, issue 3, pages 1375-1398, March, DOI: 10.1007/s00181-022-02287-5.
• Mihai Mutascu & Alexandre Sokic, 2023, "An extended wavelet approach of the money–output link in the United States," Empirical Economics, Springer, volume 64, issue 4, pages 1647-1665, April, DOI: 10.1007/s00181-022-02294-6.
• Oscar Claveria & Petar Sorić, 2023, "Labour market uncertainty after the irruption of COVID-19," Empirical Economics, Springer, volume 64, issue 4, pages 1897-1945, April, DOI: 10.1007/s00181-022-02304-7.
• Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023, "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, volume 64, issue 6, pages 2721-2756, June, DOI: 10.1007/s00181-023-02386-x.
• Stefan Tübbicke, 2023, "When to use matching and weighting or regression in instrumental variable estimation? Evidence from college proximity and returns to college," Empirical Economics, Springer, volume 65, issue 6, pages 2979-2999, December, DOI: 10.1007/s00181-023-02441-7.
• Juan D. Montoro-Pons & María Caballer-Tarazona & Manuel Cuadrado-García, 2023, "Assessing complementarities between live performances and YouTube video streaming," Empirical Economics, Springer, volume 65, issue 6, pages 2953-2978, December, DOI: 10.1007/s00181-023-02444-4.
• Riccardo Lucchetti & Francesco Valentini, 2023, "Kernel-based time-varying IV estimation: handle with care," Empirical Economics, Springer, volume 65, issue 6, pages 3001-3026, December, DOI: 10.1007/s00181-023-02450-6.
• Bahram Fathi & Malihe Ashena & Majid Anisi, 2023, "Efficiency evaluation of sustainability indicators in a two-stage network structure: a Nash bargaining game approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 25, issue 2, pages 1832-1851, February, DOI: 10.1007/s10668-022-02325-3.
• Manuel Melo Mateus & Margarida Catalão-Lopes & Rui Portugal, 2023, "Survival analysis of cancer patients in Portugal following the reference centre model implementation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 2, pages 157-168, March, DOI: 10.1007/s10198-022-01461-x.
• Koki Kyo & Genshiro Kitagawa, 2023, "A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 3, pages 373-397, November, DOI: 10.1007/s41549-023-00089-x.
• Jamal Ali Al-Khasawneh & Naceur Essaddam & Salah A. Nusair & Benito A. Sanchez, 2023, "Productivity-conditioned market reaction of US Bank acquisitions during regulation-deregulation eras," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 368-385, June, DOI: 10.1007/s12197-022-09610-x.
• Fabio Clementi & Vasco Molini & Francesco Schettino & Haider A. Khan & Michele Fabiani, 2023, "Polarization and its discontents: Morocco before and after the Arab Spring," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 1, pages 105-129, March, DOI: 10.1007/s10888-022-09546-6.
• Kien C. Tran & Mike G. Tsionas, 2023, "Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-28, December, DOI: 10.1007/s43071-023-00036-z.
• Mohamed-Salem Ahmed & Mamadou N’diaye & Mohammed Kadi Attouch & Sophie Dabo-Niange, 2023, "k-nearest neighbors prediction and classification for spatial data," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-34, December, DOI: 10.1007/s43071-023-00041-2.
• K. Kounetas & G. Androulakis & M. Kaisari & G. Manousakis, 2023, "Educational reforms and secondary school's efficiency performance in Greece: a bootstrap DEA and multilevel approach," Operational Research, Springer, volume 23, issue 1, pages 1-29, March, DOI: 10.1007/s12351-023-00764-y.
• Giuseppe Pernagallo & Benedetto Torrisi, 2023, "Human capital mobility patterns in the European Union and the financial crisis," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 2, pages 1791-1820, April, DOI: 10.1007/s11135-022-01437-2.
• Dimitrios Panagiotou & Athanassios Stavrakoudis, 2023, "Price dependence among the major EU extra virgin olive oil markets: a time scale analysis," Review of Agricultural, Food and Environmental Studies, Springer, volume 104, issue 1, pages 1-26, March, DOI: 10.1007/s41130-022-00175-1.
• Jinyong Hahn, 2023, "Properties of least squares estimator in estimation of average treatment effects," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 14, issue 3, pages 301-313, December, DOI: 10.1007/s13209-023-00279-x.
• Richard K. Moussa & Eric Delattre, 2023, "Dynamics of interactions between health and employment statuses: a panel data approach," SN Business & Economics, Springer, volume 3, issue 8, pages 1-26, August, DOI: 10.1007/s43546-023-00537-x.
• Tingting Chen & Anthony Francis Desmond & Peter Adamic, 2023, "Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 12, issue 4, pages 1-1.
• Matteo Coronese & Federico Crippa & Francesco Lamperti & Francesca Chiaromonte & Andrea Roventini, 2023, "Raided by the storm: how three decades of thunderstorms shaped U.S. incomes and wages," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/40, Nov.
• Martin Burda & Remi Daviet, 2023, "Hamiltonian sequential Monte Carlo with application to consumer choice behavior," Econometric Reviews, Taylor & Francis Journals, volume 42, issue 1, pages 54-77, January, DOI: 10.1080/07474938.2022.2140982.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2023, "Bandwidth selection for nonparametric regression with errors-in-variables," Econometric Reviews, Taylor & Francis Journals, volume 42, issue 4, pages 393-419, April, DOI: 10.1080/07474938.2023.2191105.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2023, "Optimal minimax rates of specification testing with data-driven bandwidth," Econometric Reviews, Taylor & Francis Journals, volume 42, issue 6, pages 487-512, June, DOI: 10.1080/07474938.2023.2198929.
• Manuel Arellano & Stéphane Bonhomme, 2023, "Recovering Latent Variables by Matching," Journal of the American Statistical Association, Taylor & Francis Journals, volume 118, issue 541, pages 693-706, January, DOI: 10.1080/01621459.2021.1952877.
• William C. Horrace & Hyunseok Jung & Yoonseok Lee, 2023, "LASSO for Stochastic Frontier Models with Many Efficient Firms," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1132-1142, October, DOI: 10.1080/07350015.2022.2110881.
• Caio Almeida & Gustavo Freire & Rafael Azevedo & Kym Ardison, 2023, "Nonparametric Option Pricing with Generalized Entropic Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1173-1187, October, DOI: 10.1080/07350015.2022.2115499.
• Bryan S. Graham & Geert Ridder & Petra Thiemann & Gema Zamarro, 2023, "Teacher-to-Classroom Assignment and Student Achievement," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1328-1340, October, DOI: 10.1080/07350015.2022.2126480.
• Josè L. Moraga González & Zsolt Sándor & Matthijs Wildenbeest, 2023, "A Framework for the Estimation of Demand for Differentiated Products with Simultaneous Consumer Search," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-015/VII, Mar.
• Yicong Lin & Mingxuan Song, 2023, "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-049/III, Aug.
• Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu, 2023, "Identification and Estimation of Demand Models with Endogenous Product Entry and Exit," Working Papers, University of Toronto, Department of Economics, number tecipa-755, Aug.
• Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023, "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers, University of Toronto, Department of Economics, number tecipa-756, Aug.
• Yu-Chin Hsu & Ji-Liang Shiu & Yuanyuan Wan, 2023, "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-761, Oct.
• Thomas-Agnan, Christine & Simioni, Michel & Trinh, Thi-Huong, 2023, "Scalar-on-distribution regression for assessing the impact of climate change on rice yield in Vietnam," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1410, Feb, revised Dec 2025.
• Prosper Dovonon & Yves F. Atchadé & Firmin Doko Tchatoka, 2023, "Efficiency bounds for moment condition models with mixed identification strength," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2023-01 Classification-C0, Apr.
• Shuo Liu & Nick Netzer, 2023, "Happy Times: Measuring Happiness Using Response Times," American Economic Review, American Economic Association, volume 113, issue 12, pages 3289-3322, December, DOI: 10.1257/aer.20211051.
• Montes Rojas Gabriel & Alejo Javier & Galvao Antonio & Martínez-Iriarte Julián, 2023, "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4674, Nov.
• Karim M Abadir & Michel Lubrano, 2023, "Explicit solutions for the asymptotically-optimal bandwidth in cross validation," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2336, Dec.
• Hafner, Christian M. & Herwartz, Helmut & Wang, Shu, 2023, "Causal inference with (partially) independent shocks and structural signals on the global crude oil market," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023004, Jan.
• Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2023, "Statistical Inference for Hicks–Moorsteen Productivity Indices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023032, Oct.
• Lambert, Philippe, 2023, "Nonparametric density estimation and risk quantification from tabulated sample moments," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023001, Jan, DOI: https://doi.org/10.1016/j.insmathec.
• Pham, Manh & Simar, Léopold & Zelenyuk, Valentin, 2023, "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023010, Jan, DOI: https://doi.org/10.1287/opre.2022.2.
• Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2023, "Proportional incremental cost probability functions and their frontiers," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023011, Mar, DOI: https://doi.org/10.1007/s00181-023-.
• Cadena, Meitner & Denuit, Michel, 2023, "Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023026, Mar, DOI: https://doi.org/10.1007/s10203-023-.
• Hafner, Christian M. & Linton, Oliver B. & Wang, Linqi, 2023, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023027, Nov, DOI: https://doi.org/10.1080/07350015.20.
• Sören Blomquist & Jerry A. Hausman & Whitney K. Newey, 2023, "The Econometrics of Nonlinear Budget Sets," Annual Review of Economics, Annual Reviews, volume 15, issue 1, pages 287-306, September, DOI: 10.1146/annurev-economics-082222-06.
• Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023, "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 217, Feb.
• Maria Florencia Gabrielli, 2023, "Econometrics of first Price Auctions: a Survey of the Theoretical and Applied Literature," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 252, Jun.
• Maria Florencia Gabrielli, 2023, "Detecting Collusion on Highway Procurement," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 263, Aug.
• Christophe Bell'ego & David Benatia & Vincent Dortet-Bernardet, 2023, "The Chained Difference-in-Differences," Papers, arXiv.org, number 2301.01085, Jan, revised Jan 2025.
• Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023, "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Papers, arXiv.org, number 2301.07241, Jan, revised Dec 2023.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2023, "ddml: Double/debiased machine learning in Stata," Papers, arXiv.org, number 2301.09397, Jan, revised Jan 2024.
• Jia Chen & Degui Li & Yuning Li & Oliver Linton, 2023, "Estimating Time-Varying Networks for High-Dimensional Time Series," Papers, arXiv.org, number 2302.02476, Feb.
• Yuehao Bai & Liang Jiang & Joseph P. Romano & Azeem M. Shaikh & Yichong Zhang, 2023, "Covariate Adjustment in Experiments with Matched Pairs," Papers, arXiv.org, number 2302.04380, Feb, revised Oct 2023.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers, arXiv.org, number 2303.10117, Mar, revised Mar 2024.
• Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2023, "Under-Identification of Structural Models Based on Timing and Information Set Assumptions," Papers, arXiv.org, number 2303.15170, Mar.
• Liang Jiang & Liyao Li & Ke Miao & Yichong Zhang, 2023, "Adjustment with Many Regressors Under Covariate-Adaptive Randomizations," Papers, arXiv.org, number 2304.08184, Apr, revised Feb 2025.
• Massimo Finocchiaro Castroa & Calogero Guccio & Ilde Rizzo, 2023, "How 'one-size-fits-all' public works contract does it better? An assessment of infrastructure provision in Italy," Papers, arXiv.org, number 2304.10776, Apr.
• Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers, arXiv.org, number 2305.17829, May.
• Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2023, "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Papers, arXiv.org, number 2306.05593, Jun, revised Jul 2024.
• Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2023, "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Papers, arXiv.org, number 2307.01348, Jul.
• Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu, 2023, "Identification and Estimation of Demand Models with Endogenous Product Entry and Exit," Papers, arXiv.org, number 2308.14196, Aug.
• Riccardo Di Francesco, 2023, "Ordered Correlation Forest," Papers, arXiv.org, number 2309.08755, Sep.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023, "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Papers, arXiv.org, number 2309.10546, Sep.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023, "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Papers, arXiv.org, number 2309.15640, Sep.
• Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023, "Estimation and Inference for a Class of Generalized Hierarchical Models," Papers, arXiv.org, number 2311.02789, Nov, revised Apr 2024.
• Timo Kuosmanen & Sheng Dai, 2023, "Modeling economies of scope in joint production: Convex regression of input distance function," Papers, arXiv.org, number 2311.11637, Nov.
• Jinyong Hahn & Zhipeng Liao & Nan Liu & Shuyang Sheng, 2023, "Some Finite-Sample Results on the Hausman Test," Papers, arXiv.org, number 2312.10558, Dec.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2023, "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers, Institute for Fiscal Studies, number 03/23, Jan, DOI: 10.47004/wp.cem.2023.0323.
• Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers Series, Central Bank of Brazil, Research Department, number 581, May.
• Geert Mesters & Régis Barnichon, 2023, "Evaluating Policy Institutions -150 Years of US Monetary Policy-," Working Papers, Barcelona School of Economics, number 1410, Oct.
• Douglas Kiarelly Godoy de Araujo, 2023, "gingado: a machine learning library focused on economics and finance," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Data science in central banking: applications and tools".
• Douglas Kiarelly Godoy de Araujo, 2023, "gingado: a machine learning library focused on economics and finance," BIS Working Papers, Bank for International Settlements, number 1122, Sep.
• Nadja van ’t Hoff & Arthur Lewbel & Giovanni Mellace, 2023, "Limited Monotonicity and the Combined Compliers LATE," Boston College Working Papers in Economics, Boston College Department of Economics, number 1059, May, revised 20 Jan 2025.
• Bin Ping & Liangju Su & Yanrong Yang & Joakim Westerlund, 2023, "Interactive-effects panel-data models with general factors and regressors," French Stata Users' Group Meetings 2023, Stata Users Group, number 14, Aug.
• Nchare Karim & Makioka Ryo, 2023, "Quantile Difference in Differences with Time-Varying Qualification in Panel Data," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 105-116, January, DOI: 10.1515/jem-2021-0032.
• Ollech Daniel & Webel Karsten, 2023, "A Random Forest-based Approach to Combining and Ranking Seasonality Tests," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 117-130, January, DOI: 10.1515/jem-2020-0020.
• Cai Yong & Canay Ivan A. & Kim Deborah & Shaikh Azeem M., 2023, "On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 85-103, January, DOI: 10.1515/jem-2021-0030.
• Kawakatsu Hiroyuki, 2023, "Simple Factor Realized Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 79-110, January, DOI: 10.1515/jtse-2021-0049.
• Mounir Amdaoud & Nadine Levratto, 2023, "Territoires d’industrie : hétérogénéité et convergence," Revue d'économie industrielle, De Boeck Université, volume 0, issue 1, pages 199-229.
• Jian, L. & Linton, O. B. & Tang, H. & Zhang, Y., 2023, "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2366, Oct.
• Gustavo Ferro & Carlos A. Romero & María Priscila Ramos, 2023, "Understanding Smart Grids," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 859, Nov.
• Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2023, "Regression adjustment in randomized controlled trials with many covariates," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 627, Feb.
• Shuo Liu & Nick Netzer, 2023, "Happy Times: Measuring Happiness Using Response Times," CESifo Working Paper Series, CESifo, number 10360.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2023, "Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters Matter?," CESifo Working Paper Series, CESifo, number 10424.
• Marc Gronwald & Xin Jin, 2023, "Macroeconomics with a Thick Pen," CESifo Working Paper Series, CESifo, number 10430.
• Christina Anderl & Guglielmo Maria Caporale, 2023, "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series, CESifo, number 10451.
• Stefano Piasenti & Marica Valente & Roel van Veldhuizen & Gregor Pfeifer & Gregor-Gabriel Pfeifer, 2023, "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," CESifo Working Paper Series, CESifo, number 10572.
• Lucas Menescal & José Alves, 2023, "Tax Structure and Public Sector Efficiency: New Evidence for Developing Countries," CESifo Working Paper Series, CESifo, number 10726.
• Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-119, Dec.
• Nicolas Camenzind & Damir Filipović, 2023, "Stripping the Swiss Discount Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-97, Oct.
• Santiago Torres, 2023, "The Oracle Local Polynomial Estimator," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20937, Nov.
• Aguirregabiria, Victor & Iaria, Alessandro & Sokullu, Senay, 2023, "Identification and Estimation of Demand Models with Endogenous Product Entry and Exit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18398, Aug.
• Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers, Center for Research in Economics and Statistics, number 2023-04, Feb.
• Michail Tsagris & Abdulaziz Alenazi & Connie Stewart, 2023, "Flexible Non-parametric Regression Models for Compositional Response Data with Zeros," Working Papers, University of Crete, Department of Economics, number 2306, Feb.
• Fuwei Jiang & Wei Ning & Hao Xue, 2023, "Factor Timing with Investor Sentiment," Annals of Economics and Finance, Society for AEF, volume 24, issue 2, pages 401-437, November.
• Phillips, Peter C. B. & Wang, Ying, 2023, "Limit Theory For Locally Flat Functional Coefficient Regression," Econometric Theory, Cambridge University Press, volume 39, issue 5, pages 900-949, October.
• Steven Berry & Philip Haile, 2023, "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2357, Jan.
• Christophe Musitelli Boya, 2023, "Testing the Adaptive Market Hypothesis through the Presence of Dependence in the Swiss Stock Exchange," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 69, issue 2, pages 61-80, DOI: 10.3790/aeq.69.2.61.
• Nadine Levratto & Mounir Amdaoud, 2023, "Territoires d’industrie : hétérogénéité et convergence ?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-10.
• Chavleishvili, Sulkhan & Kremer, Manfred, 2023, "Measuring systemic financial stress and its risks for growth," Working Paper Series, European Central Bank, number 2842, Aug.
• Jesus Cuauhtemoc Tellez Gaytan & Aqila Rafiuddin & Gyanendra Singh Sisodia & Gouher Ahmed & CH Paramaiah, 2023, "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 529-543, January.
• Hjertstrand, Per & Swofford, James L. & Whitney, Gerald A., 2023, "Testing for Weak Separability and Utility Maximization with Incomplete Adjustment," Journal of Economic Dynamics and Control, Elsevier, volume 152, issue C, DOI: 10.1016/j.jedc.2023.104671.
• Portella-Carbó, Ferran & Pérez-Montiel, Jose & Ozcelebi, Oguzhan, 2023, "Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021)," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 1241-1253, DOI: 10.1016/j.eap.2023.05.011.
• Gearhart, Richard & Michieka, Nyakundi & Anders, Anne, 2023, "The effectiveness of COVID deaths to COVID policies: A robust conditional approach," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 376-394, DOI: 10.1016/j.eap.2023.06.026.
• Das, Monica & Basu, Sudip R., 2023, "Inclusive bank based financial development in countries with special needs: A semiparametric analysis," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 740-753, DOI: 10.1016/j.eap.2023.09.012.
• Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023, "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106124.
• Bandyopadhyay, Simanti & Kabiraj, Sujana & Majumder, Subrata, 2023, "Subnational governments and COVID management," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106299.
• Dridi, Ichrak & Boughrara, Adel, 2023, "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106420.
• Goller, Daniel & Diem, Andrea & Wolter, Stefan C., 2023, "Sitting next to a dropout: Academic success of students with more educated peers," Economics of Education Review, Elsevier, volume 93, issue C, DOI: 10.1016/j.econedurev.2023.102372.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023, "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101892.
• Yu, Deshui & Chen, Li & Li, Luyang, 2023, "Time-varying predictability of the long horizon equity premium based on semiparametric regressions," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111033.
• Yu, Deshui & Chen, Li & Li, Luyang, 2023, "Nonparametric modeling for the time-varying persistence of inflation," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111040.
• Lee, Sungwon, 2023, "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, volume 226, issue C, DOI: 10.1016/j.econlet.2023.111085.
• Liu, Weiqiang, 2023, "A consistent nonparametric test for the structure change in quantile regression," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111161.
• Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert & Shi, Ruoyao, 2023, "The influence function of semiparametric two-step estimators with estimated control variables," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111277.
• Zhu, Xun & Jin, Zequn, 2023, "Some identification results in a correlated random coefficients sample selection model," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111392.
• Jiang, Hongyi & Sun, Zhenting, 2023, "Testing partial instrument monotonicity," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111400.
• Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023, "High dimensional semiparametric moment restriction models," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 320-345, DOI: 10.1016/j.jeconom.2021.07.004.
• Phillips, Peter C.B. & Wang, Ying, 2023, "When bias contributes to variance: True limit theory in functional coefficient cointegrating regression," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 469-489, DOI: 10.1016/j.jeconom.2021.09.007.
• Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023, "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 576-597, DOI: 10.1016/j.jeconom.2021.11.006.
• Xiong, Ruoxuan & Pelger, Markus, 2023, "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 271-301, DOI: 10.1016/j.jeconom.2022.04.005.
• Fu, Zhonghao & Hong, Yongmiao & Wang, Xia, 2023, "Testing for structural changes in large dimensional factor models via discrete Fourier transform," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 302-331, DOI: 10.1016/j.jeconom.2022.06.005.
• Escanciano, Juan Carlos, 2023, "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 106-127, DOI: 10.1016/j.jeconom.2021.11.016.
• Chen, Songnian & Wang, Qian, 2023, "Quantile regression with censoring and sample selection," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 205-226, DOI: 10.1016/j.jeconom.2021.11.018.
• Babii, Andrii & Kumar, Rohit, 2023, "Isotonic regression discontinuity designs," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 371-393, DOI: 10.1016/j.jeconom.2021.01.008.
• Sasaki, Yuya & Ura, Takuya, 2023, "Estimation and inference for policy relevant treatment effects," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 394-450, DOI: 10.1016/j.jeconom.2021.03.015.
• Kédagni, Désiré, 2023, "Identifying treatment effects in the presence of confounded types," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 479-511, DOI: 10.1016/j.jeconom.2021.01.012.
• Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vitor, 2023, "Identifying marginal treatment effects in the presence of sample selection," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 565-584, DOI: 10.1016/j.jeconom.2021.11.011.
• Viviano, Davide & Bradic, Jelena, 2023, "Synthetic Learner: Model-free inference on treatments over time," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 691-713, DOI: 10.1016/j.jeconom.2022.07.006.
• Balat, Jorge F. & Han, Sukjin, 2023, "Multiple treatments with strategic substitutes," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 732-757, DOI: 10.1016/j.jeconom.2020.12.015.
• Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023, "Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, volume 234, issue 2, pages 758-776, DOI: 10.1016/j.jeconom.2022.08.010.
• Gunsilius, Florian F., 2023, "A condition for the identification of multivariate models with binary instruments," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 220-238, DOI: 10.1016/j.jeconom.2022.04.003.
• Ullah, Aman & Wang, Tao & Yao, Weixin, 2023, "Semiparametric partially linear varying coefficient modal regression," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1001-1026, DOI: 10.1016/j.jeconom.2022.09.002.
• Lee, Ji Hyung & Park, Byoung G., 2023, "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1087-1113, DOI: 10.1016/j.jeconom.2022.10.001.
• Botosaru, Irene, 2023, "Time-varying unobserved heterogeneity in earnings shocks," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1378-1393, DOI: 10.1016/j.jeconom.2022.08.012.
• Cai, Zongwu & Juhl, Ted, 2023, "The distribution of rolling regression estimators," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1447-1463, DOI: 10.1016/j.jeconom.2022.12.001.
• Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023, "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1564-1588, DOI: 10.1016/j.jeconom.2022.12.007.
• Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023, "Uniform inference for value functions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1680-1699, DOI: 10.1016/j.jeconom.2022.11.009.
• Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023, "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1848-1875, DOI: 10.1016/j.jeconom.2022.12.014.
• Bu, Ruijun & Kim, Jihyun & Wang, Bin, 2023, "Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1934-1954, DOI: 10.1016/j.jeconom.2023.02.006.
• Ma, Jun & Marmer, Vadim & Yu, Zhengfei, 2023, "Inference on individual treatment effects in nonseparable triangular models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2096-2124, DOI: 10.1016/j.jeconom.2023.02.011.
• Lu, Zhentong & Shi, Xiaoxia & Tao, Jing, 2023, "Semi-nonparametric estimation of random coefficients logit model for aggregate demand," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2245-2265, DOI: 10.1016/j.jeconom.2022.10.011.
• Wang, Ao, 2023, "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 325-351, DOI: 10.1016/j.jeconom.2022.04.002.
• Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae, 2023, "Testing for time stochastic dominance," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 352-371, DOI: 10.1016/j.jeconom.2022.03.012.
• Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023, "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 418-443, DOI: 10.1016/j.jeconom.2022.04.009.
• Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing, 2023, "Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 454-469, DOI: 10.1016/j.jeconom.2022.05.003.
• Grundl, Serafin & Zhu, Yu, 2023, "Robust inference in first-price auctions: Overbidding as an identifying restriction," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 484-506, DOI: 10.1016/j.jeconom.2022.06.001.
• Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023, "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 720-744, DOI: 10.1016/j.jeconom.2022.08.001.
• Lee, Yoonseok & Wang, Yulong, 2023, "Threshold regression with nonparametric sample splitting," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 816-842, DOI: 10.1016/j.jeconom.2022.07.005.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023, "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 927-948, DOI: 10.1016/j.jeconom.2022.07.010.
• Luo, Yao & Xiao, Ruli, 2023, "Identification of auction models using order statistics," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.003.
• Dalderop, Jeroen, 2023, "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.03.010.
• An, Yonghong & Hong, Shengjie & Zhang, Daiqiang, 2023, "A structural analysis of simple contracts," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.05.003.
• Hoshino, Tadao & Yanagi, Takahide, 2023, "Treatment effect models with strategic interaction in treatment decisions," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105495.
• Vazquez-Bare, Gonzalo, 2023, "Identification and estimation of spillover effects in randomized experiments," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2021.10.014.
• Higgins, Ayden & Jochmans, Koen, 2023, "Identification of mixtures of dynamic discrete choices," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.04.006.
• Ackerberg, Daniel A. & Frazer, Garth & Kim, Kyoo il & Luo, Yao & Su, Yingjun, 2023, "Under-identification of structural models based on timing and information set assumptions," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.04.007.
• Bugni, Federico A. & Gao, Mengsi, 2023, "Inference under covariate-adaptive randomization with imperfect compliance," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105497.
• Hafner, Christian M. & Wang, Linqi, 2023, "A dynamic conditional score model for the log correlation matrix," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.004.
• Chen, Bin & Maung, Kenwin, 2023, "Time-varying forecast combination for high-dimensional data," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.01.024.
• Bertanha, Marinho & McCallum, Andrew H. & Seegert, Nathan, 2023, "Better bunching, nicer notching," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105512.
• Sun, Zhenting, 2023, "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105523.
• Chen, Jiafeng & Ritzwoller, David M., 2023, "Semiparametric estimation of long-term treatment effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.105545.
• Ferrara, Giancarlo & Bucci, Valeria & Campagna, Arianna, 2023, "Audit, presumptive taxation and efficiency: An integrated approach for tax compliance analysis," Economic Systems, Elsevier, volume 47, issue 3, DOI: 10.1016/j.ecosys.2023.101099.
• Tran, Kien C. & Tsionas, Mike G. & Prokhorov, Artem B., 2023, "Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models," European Journal of Operational Research, Elsevier, volume 304, issue 3, pages 1189-1199, DOI: 10.1016/j.ejor.2022.04.039.
• Hou, Zhezhi & Zhao, Shunan & Kumbhakar, Subal C., 2023, "The GMM estimation of semiparametric spatial stochastic frontier models," European Journal of Operational Research, Elsevier, volume 305, issue 3, pages 1450-1464, DOI: 10.1016/j.ejor.2022.07.008.
• Urom, Christian & Ndubuisi, Gideon & Del Lo, Gaye & Yuni, Denis, 2023, "Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2022.100948.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023, "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101054.
• Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023, "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 251-271, DOI: 10.1016/j.jempfin.2023.07.003.
• Ghosh, Anisha & Linton, Oliver, 2023, "Estimation with mixed data frequencies: A bias-correction approach," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.07.005.
• Sun, Xianming & Xiao, Shiyi & Ren, Xiaohang & Xu, Bing, 2023, "Time-varying impact of information and communication technology on carbon emissions," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106492.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023, "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106498.
• Lisi, Francesco & Grossi, Luigi & Quaglia, Federico, 2023, "Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106625.
• Rao, Amar & Lucey, Brian & Kumar, Satish, 2023, "Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106970.
• Bennedsen, Mikkel & Hillebrand, Eric & Jensen, Sebastian, 2023, "A neural network approach to the environmental Kuznets curve," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106985.
• Wang, Jiexin & Wang, Song, 2023, "The effect of electricity market reform on energy efficiency in China," Energy Policy, Elsevier, volume 181, issue C, DOI: 10.1016/j.enpol.2023.113722.
• Zhang, Chuanhai & Ma, Huan & Arkorful, Gideon Bruce & Peng, Zhe, 2023, "The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102497.
• Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023, "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102568.
• Sun, Ruohan & Zhou, Nan & Zhang, Bing, 2023, "Can bank branch establishment help SMEs survive? Evidence from China," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102694.
• Cooray, Arusha & Gangopadhyay, Partha & Das, Narasingha, 2023, "Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102792.
• Miljkovic, Dragan & Vatsa, Puneet, 2023, "On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102834.
• Ergun, Lerby M., 2023, "Extreme downside risk in the cross-section of asset returns," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102840.
• Proença, Catarina & Augusto, Mário & Murteira, José, 2023, "The effect of earnings management on bank efficiency: Evidence from ECB-supervised banks," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103450.
• Dircio-Palacios-Macedo, María del Carmen & Cruz-García, Paula & Hernández-Trillo, Fausto & Tortosa-Ausina, Emili, 2023, "Constructing a financial inclusion index for Mexican municipalities," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103368.
• Chen, Jiazi & Niu, Linlin, 2023, "How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103666.
• Kawakami, Tabito, 2023, "Quantile prediction for Bitcoin returns using financial assets’ realized measures," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103843.
• Ferreira, Joaquim & Morais, Flávio, 2023, "Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104100.
• Đặng, Rey & Karmani, Majdi & Houanti, L'Hocine & Simioni, Michel & Abid, Ilyes, 2023, "Board gender diversity and environmental performance: A semi-parametric panel data analysis," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104032.
• Boos, Dominik & Grob, Linus, 2023, "Tracking speculative trading," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100774.
• Lambert, Philippe, 2023, "Nonparametric density estimation and risk quantification from tabulated sample moments," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 177-189, DOI: 10.1016/j.insmatheco.2022.12.004.
• He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023, "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, volume 109, issue C, pages 1-28, DOI: 10.1016/j.insmatheco.2022.12.003.
• Fissler, Tobias & Merz, Michael & Wüthrich, Mario V., 2023, "Deep quantile and deep composite triplet regression," Insurance: Mathematics and Economics, Elsevier, volume 109, issue C, pages 94-112, DOI: 10.1016/j.insmatheco.2023.01.001.
• Lautier, Jackson P. & Pozdnyakov, Vladimir & Yan, Jun, 2023, "Pricing time-to-event contingent cash flows: A discrete-time survival analysis approach," Insurance: Mathematics and Economics, Elsevier, volume 110, issue C, pages 53-71, DOI: 10.1016/j.insmatheco.2023.02.003.