Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2024
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2024, "Women’s Relative Earning Power and Fertility: Evidence from Climate Shocks in Rural Madagascar," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_14.rdf.
- Stefania Miricola & Giorgio Ricchiuti & Margherita Velucchi, 2024, "The survival of foreign affiliates in developed countries: a location-based analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_19.rdf.
- Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.
- Helmi Jedidi & Georges Dionne, 2024, "Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market," Risks, MDPI, volume 12, issue 12, pages 1-40, November.
- Norbert Pfeifer & Miriam Steurer, 2024, "Stabilizing Geo-Spatial Surfaces in Data-Sparse Regions - An Application to Residential Property Prices," Graz Economics Papers, University of Graz, Department of Economics, number 2024-11, Apr.
- Mounir Amdaoud & Nadine Levratto, 2024, "Territoires d’industrie : hétérogénéité et convergence," Post-Print, HAL, number hal-04450529.
- Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024, "Extreme expectile estimation for short-tailed data," Post-Print, HAL, number hal-04672516, DOI: 10.1016/j.jeconom.2024.105770.
- Karim M Abadir & Michel Lubrano, 2024, "Explicit solutions for the asymptotically optimal bandwidth in cross-validation," Post-Print, HAL, number hal-04678541, Feb, DOI: 10.1093/biomet/asae007.
- Mihai Mutascu & Scott Hegerty, 2024, "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Post-Print, HAL, number hal-04721030, Apr, DOI: 10.1007/s10663-024-09610-6.
- Clément de Chaisemartin & Xavier d'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," Post-Print, HAL, number hal-04888940, Jan.
- Elia Lapenta & Pascal Lavergne, 2024, "Encompassing Tests for Nonparametric Regressions," Post-Print, HAL, number hal-04942518, DOI: 10.1017/S0266466624000100.
- Clément de Chaisemartin & Xavier d'Haultfœuille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," Sciences Po Economics Publications (main), HAL, number hal-04888940, Jan.
- Kim Karlsson, Hyunjoo & Li, Yushu, 2024, "Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression," Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics, number 10/2024, Jun.
- Mühlbauer, Sabrina & Weber, Enzo, 2024, "Predicting Job Match Quality: A Machine Learning Approach," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202409, Jul, DOI: 10.48720/IAB.DP.2409.
- Pratik Thakkar & Kausik Gangopadhyay, 2024, "Weather shocks, economic growth and damage function for India: A varying coefficient semi-parametric approach," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2024-021, Oct.
- Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2024, "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Management Science, INFORMS, volume 70, issue 3, pages 1901-1923, March, DOI: 10.1287/mnsc.2023.4775.
- Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance," Management Science, INFORMS, volume 70, issue 9, pages 6002-6025, September, DOI: 10.1287/mnsc.2023.4953.
- Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024, "Statistical Inference for Aggregation of Malmquist Productivity Indices," Operations Research, INFORMS, volume 72, issue 4, pages 1615-1629, July, DOI: 10.1287/opre.2022.2424.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024, "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2024-001 Classification-1, Jan.
- António Afonso & Ana Patricia Montes Caparrós & José M. Domínguez, 2024, "Measuring Tax Burden Efficiency in OECD countries: an International Comparison," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0339, Sep.
- Thiago Costa Soares & Luckas Sabioni Lopes, 2024, "Decreasing Productivity in the Primary Healthcare: A Study of the Brazilian Case," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 4, pages 43-60, October-D.
- BILAN Yuriy & MISHCHUK Halyna & HRYNKEVYCH Olha & PASLAVSKA Iryna & KICHURCHAK Marianna, 2024, "Examining Tertiary Education Amid the War in Ukraine: A Synthetic Control Approach," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
- Zongwu Cai & Guannan Liu & Wei Long & Xuelong Luo, 2024, "Semiparametric Conditional Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202401, Jan, revised Jan 2024.
- Zongwu Cai & Gunawan & Yuying Sun, 2024, "A New Nonparametric Combination Forecasting with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202412, Sep, revised Sep 2024.
- Zongwu Cai & Ying Fang & Ming Lin & Yaqian Wu, 2024, "Estimating Counterfactual Distribution Functions via Optimal Distribution Balancing with Applications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202415, Oct.
- Klaus Grobys, 2024, "Science or scientism? On the momentum illusion," Annals of Finance, Springer, volume 20, issue 4, pages 479-519, December, DOI: 10.1007/s10436-024-00446-5.
- Huthaifa Alqaralleh, 2024, "The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 845-866, December, DOI: 10.1007/s10690-023-09433-8.
- António Afonso & Gabriela Baquero Fraga, 2024, "Government spending efficiency in Latin America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 1, pages 127-160, February, DOI: 10.1007/s10663-023-09599-4.
- Mihai Ioan Mutascu & Scott W. Hegerty, 2024, "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 2, pages 559-582, May, DOI: 10.1007/s10663-024-09610-6.
- Ghislain Geniaux, 2024, "Speeding up estimation of spatially varying coefficients models," Journal of Geographical Systems, Springer, volume 26, issue 3, pages 293-327, July, DOI: 10.1007/s10109-024-00442-3.
- Emre Tepe, 2024, "A random forests-based hedonic price model accounting for spatial autocorrelation," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 511-540, October, DOI: 10.1007/s10109-024-00449-w.
- Kevin Credit, 2024, "Introduction to the special issue on spatial machine learning," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 451-460, October, DOI: 10.1007/s10109-024-00452-1.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024, "A Sharp Test for the Judge Leniency Design," Working Papers, University of Toronto, Department of Economics, number tecipa-774, Apr.
- Yao Luo & Peijun Sang & Ruli Xiao, 2024, "Order Statistics Approaches to Unobserved Heterogeneity in Auctions," Working Papers, University of Toronto, Department of Economics, number tecipa-776, May.
- Gordon Anderson & Oliver Linton, 2024, "Should Expected or Most Likely Returns be the Focus in Investment Decisions? Introducing “Most Likely†Versions of Sharpe and Sortino Ratios," Working Papers, University of Toronto, Department of Economics, number tecipa-787, Dec.
- Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2024, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," The Review of Economics and Statistics, MIT Press, volume 106, issue 2, pages 542-556, March, DOI: 10.1162/rest_a_01089.
- D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2024, "Linear Regressions with Combined Data," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1602, Dec.
- Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024, "ddml: Double/debiased machine learning in Stata," Stata Journal, StataCorp LLC, volume 24, issue 1, pages 3-45, March, DOI: 10.1177/1536867X241233641.
- Jean-Michel Benkert, Shuo Liu, Nick Netzer, 2024, "Time is Knowledge: What Response Times Reveal," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2407, Aug.
- Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi, 2024, "Econometric Inference Using Hausman Instruments," Working Papers, University of California at Riverside, Department of Economics, number 202405, Oct.
- Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi, 2024, "Econometric Inference Using Hausman Instruments," Working Papers, University of California at Riverside, Department of Economics, number 202406, Oct.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024, "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers, Department of Economics, University of Missouri, number 2401, Jan.
- Abu-Alkhei Ahmad M. & Alsharari Nizar M. & Khan Walayet A. & Ramzani Sara R. & Horam Phungmayo, 2024, "Examining the performance of Shari’ah-compliant versus conventional stock indexes: A comparative analysis pre‑, during, and post-COVID-19," Economics and Business Review, Sciendo, volume 10, issue 2, pages 31-59, DOI: 10.18559/ebr.2024.2.1177.
- Bartosz Bieganowski & Robert Ślepaczuk, 2024, "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-03.
- Kamil Kashif & Robert Ślepaczuk, 2024, "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-07.
- Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024, "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-10.
- Maciej Wysocki & Robert Ślepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-14.
- Szymon Lis & Robert Slepaczuk & Paweł Sakowski, 2024, "Explaining and Forecasting Abnormal Returns and Volume by Investor Sentiment Indicators," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-18.
- Filip Stefaniuk & Robert Ślepaczuk, 2024, "The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functions: Root Mean Squared Error (RMSE), Generalized Me," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-27.
- Clara Pires & Ana Cantarinha & Paulo Ferreira, 2024, "Are Euribor rates relevant for Indebtedness of Companies Listed on the Portuguese Stock Index (PSI-20) and the Iberian Index (IBEX 35)? An Empirical Study," Economic Research Guardian, Mutascu Publishing, volume 14, issue 2, pages 110-126, December.
- Steven T. Berry & Philip A. Haile, 2024, "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Econometrica, Econometric Society, volume 92, issue 4, pages 1135-1162, July, DOI: 10.3982/ECTA20731.
- Giorgio Brunello & Dimitris Christelis & Anna Sanz‐de‐Galdeano & Anastasia Terskaya, 2024, "Does college selectivity reduce obesity? A partial identification approach," Health Economics, John Wiley & Sons, Ltd., volume 33, issue 10, pages 2306-2320, October, DOI: 10.1002/hec.4869.
- Didier Nibbering, 2024, "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 3, pages 481-497, April, DOI: 10.1002/jae.3034.
- Iván Fernández‐Val & Aico van Vuuren & Francis Vella & Franco Peracchi, 2024, "Hours worked and the US distribution of real annual earnings 1976–2019," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 4, pages 659-678, June, DOI: 10.1002/jae.3039.
- Denni Tommasi & Lina Zhang, 2024, "Identifying program benefits when participation is misreported," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 6, pages 1123-1148, September, DOI: 10.1002/jae.3079.
- Laura Carabotta & Peter Claeys, 2024, "Combine to compete: Improving fiscal forecast accuracy over time," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 4, pages 948-982, July, DOI: 10.1002/for.3058.
- Chenxing Li & John M. Maheu & Qiao Yang, 2024, "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2187-2211, September, DOI: 10.1002/for.3123.
- Ariel Pakes & Jack Porter, 2024, "Moment inequalities for multinomial choice with fixed effects," Quantitative Economics, Econometric Society, volume 15, issue 1, pages 1-25, January, DOI: 10.3982/QE1776.
- Peter H. Egger & Katharina Erhardt, 2024, "Heterogeneous effects of tariff and nontariff trade‐policy barriers in quantitative general equilibrium," Quantitative Economics, Econometric Society, volume 15, issue 2, pages 453-487, May, DOI: 10.3982/QE1994.
- Maes, Sebastiaan & Malhotra, Raghav, 2024, "Robust Hicksian Welfare Analysis under Individual Heterogeneity," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 84.
- Maes, Sebastiaan & Malhotra, Raghav, 2024, "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 85.
- Hoang Thi Xuan & Nguyen Chi Hai & Ngo Thai Hung, 2024, "Quantile Effect of Economic Factors and Energy Consumption on Environmental Degradation in Vietnam," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 04, pages 1-41, December, DOI: 10.1142/S1464333224400015.
- Saverio Giorgio & Pina Mur㈠& Cosimo Paccione & Lucilla Bittucci, 2024, "Risk-Based Contribution In Deposit Guarantee Schemes: A Robust Principal Component Analysis In Key Risk Factors’ Weighting Step," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-34, December, DOI: 10.1142/S2282717X24500038.
- Langevin, R.;, 2024, "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 24/16, Aug.
- Paul, Joseph R. & Schaffer, Mark E., 2024, "An introduction to conformal inference for economists," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-13.
- Krantz, Sebastian, 2024, "Mapping Africa's infrastructure potential with geospatial big data and causal ML," Kiel Working Papers, Kiel Institute for the World Economy, number 2276.
- Farroukh, Arafet & Mazioued, Manel & Pédussel Wu, Jennifer, 2024, "Revisiting the linkage between remittances inflow and economic growth: A semi-parametric estimation with panel data," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 238/2024.
- Jean-Michel Benkert & Shuo Liu & Nick Netzer, 2024, "Time is knowledge: what response times reveal," ECON - Working Papers, Department of Economics - University of Zurich, number 449, Aug, revised Feb 2026.
2023
- 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.
- Trinh, Thi-Huong & Thomas-Agnan, Christine & Simioni, Michel, 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.
- Costanza Naguib & Patrick Gagliardini, 2023, "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2302, Jan.
- Costanza Naguib, 2023, "Is the Impact of Opening the Borders Heterogeneous?," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2312, Dec.
- Adrian Fernando Contento Loyola & Johanna Maribel Ochoa Herrera & Julio César Granda Pardo & Diana Paola Morocho Pasaca, 2023, "Diferencias en la calidad de vida por efectos de las PolÃticas Sociales: caso el Crédito de Desarrollo Humano en Ecuador
[Differences in the quality of life due to the effects of social policies: the case of Crédito de Desarrollo Humano in Ecua," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 144, pages 88960-88960, DOI: 10.5209/reve.88960. - Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023, "Copula-based estimation of health inequality measures with an application to COVID-19," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-01, Jan.
- Régis Barnichon & Geert Mesters, 2023, "Evaluating policy institutions -150 years of US monetary policy-," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1873, Oct.
- Julia Bronnmann & Veronika Liebelt & Fabian Marder & Jasper Meya & Martin Quaas, 2023, "The Value of Naturalness of Urban Green Spaces: Evidence from a Discrete Choice Experiment," Land Economics, University of Wisconsin Press, volume 99, issue 4, pages 528-542.
- Giacomo Benini & Adam Brandt & Valerio Dotti & Hassan El-Houjeiri, 2023, "The Economic and Environmental Consequences of the Petroleum Industry Extensive Margin," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2023:14.
- Andrea Ciaccio, 2023, "The Impact of a Cost-containment Measure on the Quality of Regional Health Services in Italy: a Parametric and a Non-parametric Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2023: 24.
- Bouabsa Wahiba, 2023, "The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 1, pages 17-32, March, DOI: 10.15611/eada.2023.1.02.
- Kadiri Nadia & Mekki Sanaà Dounya & Rabhi Abbes, 2023, "Single Functional Index Quantile Regression for Functional Data with Missing Data at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 3, pages 1-19, September, DOI: 10.15611/eada.2023.3.01.
- Hęćka Patrycja, 2023, "The Second Wave of the COVID-19 Pandemic in Poland – Characterised Using FDA Methods," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 3, pages 20-34, September, DOI: 10.15611/eada.2023.3.02.
- Maudud Hassan Uzzal & Robert Ślepaczuk, 2023, "The performance of time series forecasting based on classical and machine learning methods for S&P 500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-05.
- Karol Chojnacki & Robert Ślepaczuk, 2023, "This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ensembled with XGBoost and MAC). All models were compa," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-15.
- Damian Ślusarczyk & Robert Ślepaczuk, 2023, "Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-17.
- Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023, "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-20.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023, "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-23.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023, "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-25.
- Sahil Teymurzade & Robert Ślepaczuk, 2023, "Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-27.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2023, "Nonparametric Estimates of Demand in the California Health Insurance Exchange," Econometrica, Econometric Society, volume 91, issue 1, pages 107-146, January, DOI: 10.3982/ECTA17215.
- Rangan Gupta & Lardo Stander & Andrea Vaona, 2023, "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3071-3099, July, DOI: 10.1002/ijfe.2584.
- Pablo Guerróon‐Quintana & Molin Zhong, 2023, "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 3, pages 295-320, April, DOI: 10.1002/jae.2951.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023, "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, volume 14, issue 1, pages 117-159, January, DOI: 10.3982/QE1505.
- Sudip Ranjan Basu & Monica Das, 2023, "Which Way to Go Now? Financing Economic Growth in the Sustainable Development Era," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 40, issue 02, pages 177-209, September, DOI: 10.1142/S0116110523500142.
- David E. Allen & Michael McAleer, 2023, "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-26, March, DOI: 10.1142/S2010495222400012.
- Lili Kang & Sajid Anwar & Fei Peng, 2023, "Ownership Structure, Acquisitions And Executive Compensation: Evidence From Publicly Listed Chinese Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 01, pages 285-315, March, DOI: 10.1142/S0217590820500113.
- Jinguan Lin & Xuguo Ye & Yanyong Zhao & Hongxia Hao, 2023, "Noisy High Frequency Data-Based Estimation Of Volatility Function With Applications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2127-2150, December, DOI: 10.1142/S0217590820500721.
- Vidoli, F.; & Fusco, E.; & Pignataro, G.; & Guccio, C.;, 2023, "Multi-directional Robust Benefit of the Doubt model: a comprehensive measure for the quality of health care in OECD countries," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 23/14, Aug.
- Webel, Karsten & Smyk, Anna, 2023, "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers, Deutsche Bundesbank, number 24/2023.
- Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde, 2023, "How "one-size-fits-all" public works contract does it better? An assessment of infrastructure provision in Italy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 270729.
- Dorn, Florian, 2023, "Elections and Government Efficiency," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277700.
- Katerina Fotova Cikovic & Mario Tomisa & Josko Lozic, 2023, "Efficiency of Cultural and Creative Industries: A Preferred Reporting Items for Systematic Reviews and Meta-Analysis Guided Systematic Review of Data Envelopment Analysis Applications," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 21, issue 5, pages 458-470.
- Harald Dyckhoff, 2023, "Proper modelling of industrial production systems with unintended outputs: a different perspective," Journal of Productivity Analysis, Springer, volume 59, issue 2, pages 173-188, April, DOI: 10.1007/s11123-023-00660-9.
- William C. Horrace & Hyunseok Jung & Yi Yang, 2023, "The conditional mode in parametric frontier models," Journal of Productivity Analysis, Springer, volume 60, issue 3, pages 333-343, December, DOI: 10.1007/s11123-023-00699-8.
- Alia Afzal & Philipp Sibbertsen, 2023, "Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates," Open Economies Review, Springer, volume 34, issue 4, pages 789-811, September, DOI: 10.1007/s11079-022-09686-2.
- Maxim Ulrich & Lukas Zimmer & Constantin Merbecks, 2023, "Implied volatility surfaces: a comprehensive analysis using half a billion option prices," Review of Derivatives Research, Springer, volume 26, issue 2, pages 135-169, October, DOI: 10.1007/s11147-023-09195-5.
- Giulio Bottazzi & Taewon Kang & Federico Tamagni, 2023, "Persistence in firm growth: inference from conditional quantile transition matrices," Small Business Economics, Springer, volume 61, issue 2, pages 745-770, August, DOI: 10.1007/s11187-022-00700-y.
- Marco Caliendo & Alexander S. Kritikos & Claudia Stier, 2023, "The influence of start-up motivation on entrepreneurial performance," Small Business Economics, Springer, volume 61, issue 3, pages 869-889, October, DOI: 10.1007/s11187-022-00722-6.
- Giannis Karagiannis & Panagiotis Ravanos, 2023, "On Value Efficiency Analysis and Cone-Ratio Data Envelopment Analysis models," Discussion Paper Series, Department of Economics, University of Macedonia, number 2023_03, Mar, revised Mar 2023.
- Dinabandhu Bag & Saurabh Goel, 2023, "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, volume 31, issue 1, pages 59-71.
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