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

2022

• Hafner, Christian M. & Wang, Linqi, 2022, "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022007, Feb, DOI: https://doi.org/10.1016/j.ecosta.20.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2022, "When Are Devaluations More Contractionary? A Quantile Var Estimation For Argentina," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2022-71, Jun.
• Julian Martinez-Iriarte & YiXiao Sun, 2022, "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: an Unconditional MTE Approach," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 131, Apr.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2022, "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 185, Oct.
• Liang Jiang & Oliver B. Linton & Haihan Tang & Yichong Zhang, 2022, "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Papers, arXiv.org, number 2201.13004, Jan, revised Jun 2023.
• Elia Lapenta & Pascal Lavergne, 2022, "Encompassing Tests for Nonparametric Regressions," Papers, arXiv.org, number 2203.06685, Mar, revised Oct 2023.
• Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel, 2022, "Partially Linear Models under Data Combination," Papers, arXiv.org, number 2204.05175, Apr, revised Aug 2023.
• Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022, "Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data," Papers, arXiv.org, number 2204.05480, Apr, revised May 2023.
• Steven T. Berry & Philip A. Haile, 2022, "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Papers, arXiv.org, number 2204.06637, Apr, revised Apr 2022.
• Jiti Gao & Bin Peng & Yayi Yan, 2022, "Higher-order Expansions and Inference for Panel Data Models," Papers, arXiv.org, number 2205.00577, May, revised Jun 2023.
• Yao Luo & Ruli Xiao, 2022, "Identification of Auction Models Using Order Statistics," Papers, arXiv.org, number 2205.12917, May, revised Apr 2023.
• Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022, "Time-Varying Multivariate Causal Processes," Papers, arXiv.org, number 2206.00409, Jun.
• Difang Huang & Jiti Gao & Tatsushi Oka, 2022, "Semiparametric Single-Index Estimation for Average Treatment Effects," Papers, arXiv.org, number 2206.08503, Jun, revised Jan 2025.
• Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022, "Beta-Sorted Portfolios," Papers, arXiv.org, number 2208.10974, Aug, revised Nov 2024.
• Phillip Heiler, 2022, "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers, arXiv.org, number 2209.04329, Sep, revised Jul 2024.
• Hao Dong & Yuya Sasaki, 2022, "Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving," Papers, arXiv.org, number 2209.05914, Sep.
• Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022, "GLS under Monotone Heteroskedasticity," Papers, arXiv.org, number 2210.13843, Oct, revised Jan 2024.
• Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan, 2022, "Inference in Cluster Randomized Trials with Matched Pairs," Papers, arXiv.org, number 2211.14903, Nov, revised Aug 2025.
• Vito Bobek & Ivana Civsa & Tatjana Horvat, 2022, "Do Only Higher Penalties Help To Achieve Compliance In Selected Emerging Markets?," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 31, issue 2, pages 369-396, december, DOI: 10.17818/EMIP/2022/2.2.
• Xiangjin Shen & Iskander Karibzhanov & Hiroki Tsurumi & Shiliang Li, 2022, "Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models," Staff Working Papers, Bank of Canada, number 22-31, Jul, DOI: 10.34989/swp-2022-31.
• Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022, "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series, Central Bank of Brazil, Research Department, number 561, Jul.
• Valerio Astuti & Marta Crispino & Marco Langiulli & Juri Marcucci, 2022, "Textual analysis of a Twitter corpus during the COVID-19 pandemics," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 692, Jun.
• Mauricio Villamizar‐Villegas & Freddy A. Pinzon‐Puerto & Maria Alejandra Ruiz‐Sanchez, 2022, "A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years," Journal of Economic Surveys, Wiley Blackwell, volume 36, issue 4, pages 1130-1178, September, DOI: 10.1111/joes.12461.
• Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022, "Skill, Scale, and Value Creation in the Mutual Fund Industry," Journal of Finance, American Finance Association, volume 77, issue 1, pages 601-638, February, DOI: 10.1111/jofi.13096.
• Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear modal regression for dependent data with application for predicting COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue 3, pages 1424-1453, July, DOI: 10.1111/rssa.12849.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 84, issue 3, pages 740-764, July, DOI: 10.1111/rssb.12484.
• Paul E. Carrillo & Jonathan L. Rothbaum, 2022, "Counterfactual dissimilarity: Can changes in demographics and income explain increased racial integration in US cities?," Journal of Regional Science, Wiley Blackwell, volume 62, issue 1, pages 21-56, January, DOI: 10.1111/jors.12549.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J. Hyndman, 2022, "Seasonal functional autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 2, pages 197-218, March, DOI: 10.1111/jtsa.12608.
• Iryna Kyzyma & Alessio Fusco & Philippe Van Kerm, 2022, "Distributional Change: Assessing the Contribution of Household Income Sources," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 1, pages 158-184, February, DOI: 10.1111/obes.12462.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 6, pages 1485-1501, December, DOI: 10.1111/obes.12512.
• J. Eduardo Ibarra‐Olivo & Andrés Rodríguez‐Pose, 2022, "FDI and the growing wage gap in Mexican municipalities," Papers in Regional Science, Wiley Blackwell, volume 101, issue 6, pages 1411-1439, December, DOI: 10.1111/pirs.12707.
• W. Erwin Diewert & Chihiro Shimizu, 2022, "Residential Property Price Indexes: Spatial Coordinates Versus Neighborhood Dummy Variables," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 68, issue 3, pages 770-796, September, DOI: 10.1111/roiw.12534.
• Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann & Achim Ahrens, 2022, "ddml: Double/debiased machine learning in Stata," Swiss Stata Conference 2022, Stata Users Group, number 02, Nov.
• Marcus Buckmann & Andreas Joseph, 2022, "An interpretable machine learning workflow with an application to economic forecasting," Bank of England working papers, Bank of England, number 984, Jun.
• Gupta Neha, 2022, "Effectiveness of Auctions in Securing Price Support for Farmers: The Case of a Grain Market in India," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 20, issue 2, pages 99-117, December, DOI: 10.1515/jafio-2021-0005.
• Tübbicke Stefan, 2022, "Entropy Balancing for Continuous Treatments," Journal of Econometric Methods, De Gruyter, volume 11, issue 1, pages 71-89, January, DOI: 10.1515/jem-2021-0002.
• Kim Kyoo il & Petrin Amil, 2022, "A Generalized Non-Parametric Instrumental Variable-Control Function Approach to Estimation in Nonlinear Settings," Journal of Econometric Methods, De Gruyter, volume 11, issue 1, pages 91-125, January, DOI: 10.1515/jem-2021-0038.
• Montes-Rojas Gabriel, 2022, "Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 199-225, July, DOI: 10.1515/jtse-2021-0002.
• Gogebakan Kemal Caglar, 2022, "Rescaled variance tests for seasonal stationarity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 617-633, September, DOI: 10.1515/snde-2021-0004.
• Gogebakan Kemal Caglar, 2022, "A family of nonparametric unit root tests for processes driven by infinite variance innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 705-721, December, DOI: 10.1515/snde-2021-0058.
• Senay Sokullu & Irene Botosaru & Chris Muris, 2022, "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 22/756, Jan.
• Hafner, C. M., 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2214, Feb.
• Bu, R. & Li, D. & Linton, O. & Wang, H., 2022, "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2218, Mar.
• Cheng, T. & Dong, C. & Gao, J. & Linton, O., 2022, "GMM Estimation for High-Dimensional Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2245, Jul.
• Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022, "Estimating Time-Varying Networks for High-Dimensional Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2273, Dec.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/8, May.
• Yukitoshi Matsushita & Taisuke Otsu & Keisuke Takahata, 2022, "Estimating density ratio of marginals to joint: Applications to causal inference," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 619, Jan.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2022, "Bandwidth selection for nonparametric regression with errors-in-variables," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 620, Jan.
• Taisuke Otsu & Mengshan Xu, 2022, "Isotonic propensity score matching," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 623, Jul.
• Yoici Arai & Taisuke Otsu & Mengshan Xu, 2022, "GLS under monotone heteroskedasticity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 625, Oct.
• Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022, "Regression discontinuity design with potentially many covariates," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 626, Oct.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2022, "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series, CESifo, number 10075.
• António Afonso & Gabriela Baquero Fraga, 2022, "Government Spending Efficiency in Latin America," CESifo Working Paper Series, CESifo, number 10096.
• António Afonso & Ana Venâncio, 2022, "Local Property Tax Reform and Municipality Spending Efficiency," CESifo Working Paper Series, CESifo, number 9538.
• Daniel Goller & Andrea Diem & Stefan C. Wolter, 2022, "Sitting Next to a Dropout - Academic Success of Students with More Educated Peers," CESifo Working Paper Series, CESifo, number 9812.
• Damir Filipović & Markus Pelger & Ye Ye, 2022, "Stripping the Discount Curve - a Robust Machine Learning Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-24, Mar.
• Damir Filipović & Markus Pelger & Ye Ye, 2022, "Shrinking the Term Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-61, Aug.
• Damir Filipović & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-95, Dec.
• Alex O. Acheampong, 2022, "The impact of de facto globalization on carbon emissions: Evidence from Ghana," International Economics, CEPII research center, issue 170, pages 156-173.
• Marlon Fritz, 2022, "Improved output gap estimates and forecasts using a local linear regression," International Economics, CEPII research center, issue 172, pages 157-167.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022, "Copula-based estimation of health concentration curves with an application to COVID-19," CIRANO Working Papers, CIRANO, number 2022s-07, Apr.
• Hauzenberger, Niko & Huber, Florian & Marcellino, Massimiliano & Petz, Nico, 2022, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17646, Nov.
• Martin Mugnier, 2022, "Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models," Working Papers, Center for Research in Economics and Statistics, number 2022-07, Mar.
• Dong, Hao & Taylor, Luke, 2022, "Nonparametric Significance Testing In Measurement Error Models," Econometric Theory, Cambridge University Press, volume 38, issue 3, pages 454-496, June.
• Kourtellos, Andros & Stengos, Thanasis & Sun, Yiguo, 2022, "Endogeneity In Semiparametric Threshold Regression," Econometric Theory, Cambridge University Press, volume 38, issue 3, pages 562-595, June.
• Alexander S. Kritikos & Irene Bertschek & Jörn Block & Caroline Stiel, 2022, "Corona-Soforthilfe wirksamer bei Selbstständigen mit hohem Digitalisierungsgrad," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 44, pages 567-574.
• Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2022, "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1999.
• Irene Bertschek & Joern Block & Alexander S. Kritikos & Caroline Stiel, 2022, "German Financial State Aid during COVID-19 Pandemic: Higher Impact among Digitalized Self-Employed," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2018.
• Marco Caliendo & Alexander S. Kritikos & Claudia Stier, 2022, "The Influence of Start-up Motivation on Entrepreneurial Performance," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2029.
• Abdoulaye Kané, 2022, "Measurement of total factor productivity: Evidence from French construction firms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2022-9.
• Benini, Giacomo & Cattani, Gilles, 2022, "Measuring the long run technical efficiency of offshore wind farms," Applied Energy, Elsevier, volume 308, issue C, DOI: 10.1016/j.apenergy.2021.118218.
• Moneta, Alessio & Pallante, Gianluca, 2022, "Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104530.
• Insana, Alessandra, 2022, "Does systematic risk change when markets close? An analysis using stocks’ beta," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105782.
• Jang, Hyuna & Kim, Jong-Min & Noh, Hohsuk, 2022, "Vine copula Granger causality in mean," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105798.
• Rafiq, Shuddhasattwa, 2022, "How did house and stock prices respond to different crisis episodes since the 1870s?," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105913.
• Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya, 2022, "Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101569.
• Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022, "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101581.
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022, "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101632.
• Ye, Wuyi & Li, Mingge & Wu, Yuehua, 2022, "A novel estimation of time-varying quantile correlation for financial contagion detection," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101796.
• Jeong, Minsoo, 2022, "Consistent estimation of drift parameter in diffusion model with misspecified volatility function," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110237.
• Wang, Taining & Henderson, Daniel J., 2022, "Estimation of a varying coefficient, fixed-effects Cobb–Douglas production function in levels," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110354.
• Tomiyama, Hideyuki & Otsu, Taisuke, 2022, "Inference on incomplete information games with multi-dimensional actions," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110440.
• Kimoto, Ryo & Otsu, Taisuke, 2022, "Inference on conditional moment restriction models with generated variables," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110454.
• Wang, Luya, 2022, "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110538.
• Tang, Shengfang & Huang, Zhilin, 2022, "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110524.
• Jiang, Qingshan & Xu, Li & Huang, Can, 2022, "Covariates distributions balancing for continuous treatment," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110644.
• Martins-Filho, Carlos & Xie, Sihong & Yao, Feng, 2022, "A new estimator of a jump discontinuity in regression," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110711.
• Borri, Karine T. & Martins-Filho, Carlos & Kalatzis, Aquiles E.G., 2022, "Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110713.
• Otsu, Taisuke & Tanaka, Shiori, 2022, "Empirical likelihood inference for Oaxaca–Blinder decomposition," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110812.
• Foster, Joshua, 2022, "Semi-nonparametric estimation of secret reserve prices in auctions," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110843.
• Graham, Bryan S. & Pinto, Cristine Campos de Xavier, 2022, "Semiparametrically efficient estimation of the average linear regression function," Journal of Econometrics, Elsevier, volume 226, issue 1, pages 115-138, DOI: 10.1016/j.jeconom.2021.07.008.
• Gimenes, Nathalie & Guerre, Emmanuel, 2022, "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 224-247, DOI: 10.1016/j.jeconom.2021.02.009.
• Liu, Ruixuan & Yu, Zhengfei, 2022, "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 321-342, DOI: 10.1016/j.jeconom.2021.01.010.
• Luo, Yao & Xiao, Ping & Xiao, Ruli, 2022, "Identification of dynamic games with unobserved heterogeneity and multiple equilibria," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 343-367, DOI: 10.1016/j.jeconom.2020.11.016.
• Lu, Zhentong, 2022, "Estimating multinomial choice models with unobserved choice sets," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 368-398, DOI: 10.1016/j.jeconom.2021.06.004.
• Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C., 2022, "A wavelet method for panel models with jump discontinuities in the parameters," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 399-422, DOI: 10.1016/j.jeconom.2021.09.006.
• Khalil, Umair & Yıldız, Neşe, 2022, "A test of the selection on observables assumption using a discontinuously distributed covariate," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 423-450, DOI: 10.1016/j.jeconom.2021.09.018.
• Cai, Zongwu & Fang, Ying & Xu, Qiuhua, 2022, "Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 114-133, DOI: 10.1016/j.jeconom.2020.07.018.
• Zhang, Congshan & Li, Jia & Bollerslev, Tim, 2022, "Occupation density estimation for noisy high-frequency data," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 189-211, DOI: 10.1016/j.jeconom.2020.05.013.
• Werker, Bas J.M. & Zhou, Bo, 2022, "Semiparametric testing with highly persistent predictors," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 347-370, DOI: 10.1016/j.jeconom.2021.03.016.
• Phillips, Peter C.B. & Wang, Ying, 2022, "Functional coefficient panel modeling with communal smoothing covariates," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 371-407, DOI: 10.1016/j.jeconom.2021.03.004.
• Chen, Xiaohong & Xiao, Zhijie & Wang, Bo, 2022, "Copula-based time series with filtered nonstationarity," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 127-155, DOI: 10.1016/j.jeconom.2020.10.008.
• Gallant, A. Ronald, 2022, "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 27-38, DOI: 10.1016/j.jeconom.2021.02.005.
• Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022, "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 342-358, DOI: 10.1016/j.jeconom.2021.09.016.
• Hu, Yingyao & Yao, Jiaxiong, 2022, "Illuminating economic growth," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2021.05.007.
• Saart, Patrick W. & Xia, Yingcun, 2022, "Functional time series approach to analyzing asset returns co-movements," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 127-151, DOI: 10.1016/j.jeconom.2020.11.012.
• Lewbel, Arthur, 2022, "Kotlarski with a factor loading," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 176-179, DOI: 10.1016/j.jeconom.2020.12.012.
• Fang, Fang & Li, Jialiang & Xia, Xiaochao, 2022, "Semiparametric model averaging prediction for dichotomous response," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 219-245, DOI: 10.1016/j.jeconom.2020.09.008.
• Hoshino, Tadao, 2022, "Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 263-275, DOI: 10.1016/j.jeconom.2020.11.008.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2022, "Nonparametric estimation of the random coefficients model: An elastic net approach," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 299-321, DOI: 10.1016/j.jeconom.2020.11.010.
• Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022, "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 363-395, DOI: 10.1016/j.jeconom.2021.02.006.
• Tu, Yundong & Wang, Ying, 2022, "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 396-421, DOI: 10.1016/j.jeconom.2020.12.010.
• Li, Yingying & Liu, Guangying & Zhang, Zhiyuan, 2022, "Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 422-451, DOI: 10.1016/j.jeconom.2021.02.007.
• Fisher, Mark & Jensen, Mark J., 2022, "Bayesian nonparametric learning of how skill is distributed across the mutual fund industry," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 131-153, DOI: 10.1016/j.jeconom.2021.04.002.
• Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2022, "Estimation of varying coefficient models with measurement error," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 388-415, DOI: 10.1016/j.jeconom.2020.12.013.
• Tu, Yundong & Liang, Han-Ying & Wang, Qiying, 2022, "Nonparametric inference for quantile cointegrations with stationary covariates," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 453-482, DOI: 10.1016/j.jeconom.2021.06.002.
• Wang, Bin & Zheng, Xu, 2022, "Testing for the presence of jump components in jump diffusion models," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 483-509, DOI: 10.1016/j.jeconom.2021.06.005.
• Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.

2021

• Matei Demetrescu & Robinson Kruse-Becher, 2021, "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-07, May.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/044, Jan.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/074, Jan.
• Ahmet Oğuz Akgüneş, 2021, "The Relationship Between Financial Risk Tolerance and Demographic Variables: Moderating Effect of Financial Literacy," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue 115, pages 9-26, April, DOI: https://doi.org/10.33203/mfy.840442.
• Jeremy T. Fox, 2021, "A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models," Annals of Economics and Statistics, GENES, issue 142, pages 305-310, DOI: https://doi.org/10.15609/annaeconst.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38, DOI: https://doi.org/10.15609/annaeconst.
• Paul Heidhues & Philipp Strack, 2021, "Identifying Present Bias from the Timing of Choices," American Economic Review, American Economic Association, volume 111, issue 8, pages 2594-2622, August, DOI: 10.1257/aer.20191258.
• Luján Reyes, 2021, "Descomposición de la pobreza en Argentina: Comparando los resultados de las últimas décadas," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4515, Nov.
• Claude Diebolt & Mohamed Chikhi, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers, Association Française de Cliométrie (AFC), number 09-21.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/044, Jan.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/074, Jan.
• Arcagni, Alberto & Cavalli, Laura & Fattore, Marco, , "Partial Order Algorithms for the Assessment of Italian Cities Sustainability," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 309036, DOI: 10.22004/ag.econ.309036.
• Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021, "Inference in the Nonparametric Stochastic Frontier Model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021029, Sep.
• Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021, "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021010, Jan, DOI: https://doi.org/10.1007/s00181-021-.
• Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021, "Quality as a Latent Heterogeneity Factor in the Efficiency of Universities," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021011, Jan, DOI: https://doi.org/10.1016/j.econmod.2.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021016, Sep, DOI: https://doi.org/10.1016/j.econmod.2.
• Lachlan O'Neill & Simon D Angus & Satya Borgohain & Nader Chmait & David Dowe, 2021, "Creating Powerful and Interpretable Models with Regression Networks," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2021-09, Sep.
• Petar Soric & Oscar Claveria, 2021, "“Employment uncertainty a year after the irruption of the covid-19 pandemic”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202104, May, revised May 2021.
• Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021, "Better Bunching, Nicer Notching," Papers, arXiv.org, number 2101.01170, Jan, revised Jun 2023.
• Marinho Bertanha, 2021, "Regression Discontinuity Design with Many Thresholds," Papers, arXiv.org, number 2101.01245, Jan.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Optimal transportation and the falsifiability of incompletely specified economic models," Papers, arXiv.org, number 2102.04162, Feb, revised Feb 2021.
• Yong Cai & Ivan A. Canay & Deborah Kim & Azeem M. Shaikh, 2021, "On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters," Papers, arXiv.org, number 2102.09058, Feb, revised Mar 2022.
• Jozef Barunik & Josef Kurka, 2021, "Risks of heterogeneously persistent higher moments," Papers, arXiv.org, number 2104.04264, Apr, revised Mar 2024.
• Benedikt M. Potscher & David Preinerstorfer, 2021, "Valid Heteroskedasticity Robust Testing," Papers, arXiv.org, number 2104.12597, Apr, revised Jul 2023.
• Laurent Davezies & Xavier D'Haultf{oe}uille & Louise Laage, 2021, "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Papers, arXiv.org, number 2105.00879, May, revised Dec 2024.
• Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021, "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers, arXiv.org, number 2105.14752, May, revised Sep 2022.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar, 2021, "Contamination Bias in Linear Regressions," Papers, arXiv.org, number 2106.05024, Jun, revised Jun 2024.
• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2021, "Difference-in-Differences with a Continuous Treatment," Papers, arXiv.org, number 2107.02637, Jul, revised Dec 2025.
• Jun Ma & Vadim Marmer & Zhengfei Yu, 2021, "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers, arXiv.org, number 2107.05559, Jul, revised Feb 2023.
• Susan Athey & Peter J. Bickel & Aiyou Chen & Guido W. Imbens & Michael Pollmann, 2021, "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Papers, arXiv.org, number 2109.02603, Sep, revised Aug 2023.
• Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021, "Regression Discontinuity Design with Potentially Many Covariates," Papers, arXiv.org, number 2109.08351, Sep, revised Feb 2024.
• Oualid Bada & Alois Kneip & Dominik Liebl & Tim Mensinger & James Gualtieri & Robin C. Sickles, 2021, "A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters," Papers, arXiv.org, number 2109.10950, Sep.
• Phillip Heiler & Michael C. Knaus, 2021, "Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments," Papers, arXiv.org, number 2110.01427, Oct, revised Aug 2023.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting identification concepts in Bayesian analysis," Papers, arXiv.org, number 2110.09954, Oct.
• Mikhail Freer & Khushboo Surana, 2021, "Marital Stability With Committed Couples: A Revealed Preference Analysis," Papers, arXiv.org, number 2110.10781, Oct, revised Sep 2024.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2021, "Bayesian Estimation and Comparison of Conditional Moment Models," Papers, arXiv.org, number 2110.13531, Oct.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021, "Forecasting with a Panel Tobit Model," Papers, arXiv.org, number 2110.14117, Oct, revised Jul 2022.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis," Papers, arXiv.org, number 2111.00450, Oct.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021, "Interactive Effects Panel Data Models with General Factors and Regressors," Papers, arXiv.org, number 2111.11506, Nov.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers, arXiv.org, number 2112.01995, Dec, revised Nov 2022.
• Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021, "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers, arXiv.org, number 2112.07014, Dec.
• Victor Chernozhukov & Carlos Cinelli & Whitney Newey & Amit Sharma & Vasilis Syrgkanis, 2021, "Long Story Short: Omitted Variable Bias in Causal Machine Learning," Papers, arXiv.org, number 2112.13398, Dec, revised May 2024.
• Giacomo Toscano & Giulia Livieri & Maria Elvira Mancino & Stefano Marmi, 2021, "Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts," Papers, arXiv.org, number 2112.14529, Dec, revised Sep 2022.
• Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021, "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers, Institute of Economic Growth, number 446, Oct.
• Milian Bachem & Lerby Ergun & Casper de Vries, 2021, "Covariates Hiding in the Tails," Staff Working Papers, Bank of Canada, number 21-45, Sep, DOI: 10.34989/swp-2021-45.
• Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
• Mustafa Tevfik KARTAL & Özer DEPREN & Serpil KILIC DEPREN, 2021, "Do Monetary Policy Measures Affect Foreign Exchange Rates during the COVID-19 Pandemic? Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 2, pages 175-202.
• Unal ERYILMAZ, 2021, "Bifurcation Analysis on a Macroeconometric Model for Turkey’s Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 2, pages 289-310.
• Luz A. Florez & Ligia Alba Melo-Becerra & Carlos Esteban Posada, 2021, "Estimating the reservation wage across city groups in Colombia: A stochastic frontier approach," Borradores de Economia, Banco de la Republica de Colombia, number 1163, Jun, DOI: https://doi.org/10.32468/be.1163.
• Geert Mesters & Régis Barnichon, 2021, "Reconciling Fiscal Ceilings with Macro Stabilization," Working Papers, Barcelona School of Economics, number 1277, Jul.
• Adam Lee & Geert Mesters, 2021, "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers, Barcelona School of Economics, number 1278, Jul.
• Denis Shibitov & Mariam Mamedli, 2021, "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series, Bank of Russia, number wps70, Apr.
• Paulo M. D. C. Parente & Richard J. Smith, 2021, "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 4, pages 377-405, July, DOI: 10.1111/jtsa.12573.
• Arthur Lewbel & Jin Yan & Yu Zhou, 2021, "Semiparametric Identification and Estimation of Multinomial Discrete Choice Models using Error Symmetry," Boston College Working Papers in Economics, Boston College Department of Economics, number 1028, Feb, revised 15 Dec 2021.
• Elveren Adem Yavuz & Taşıran Ali Cevat, 2021, "Soft Modeling of Military Expenditure, Income Inequality, and Profit Rate, 1988–2008," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 27, issue 3, pages 405-430, September, DOI: 10.1515/peps-2020-0013.
• Lahiri Kajal & Yang Liu, 2021, "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 193-212, September, DOI: 10.1515/snde-2019-0033.
• Chung, D. & Linton, O. & Whang Y-J., 2021, "Consistent Testing for an Implication of Supermodular Dominance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2134, Apr.
• Dong, C. & Li, S., 2021, "Specification Lasso and an Application in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2139, May.
• Václav Brož & Lukáš Pfeifer, 2021, "Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 1, pages 113-139.
• Kim, Namhyun & W. Saart, Patrick, 2021, "Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/9, May.
• Daisuke Kurisu & Taisuke Otsu, 2021, "On linearization of nonparametric deconvolution estimators for repeated measurements model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 615, Jul.
• Daisuke Kurisu & Taisuke Otsu, 2021, "Nonparametric inference for extremal conditional quantiles," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 616, Sep.
• Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021, "Multiway empirical likelihood," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 617, Oct.
• Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André M.J. Decoster, 2021, "Nonparametric Welfare Analysis for Discrete Choice: Levels and Differences of Individual and Social Welfare," CESifo Working Paper Series, CESifo, number 9071.
• Václav Brož & Evžen Kocenda & Evžen Kočenda, 2021, "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series, CESifo, number 9463.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62.
• Florian Dorn, 2021, "Elections and Government Efficiency," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 363.
• Francesco Aiello & Graziella Bonanno & Francesco Foglia, 2021, "On The Heterogeneity In The Judicial Efficiency Literature: A Meta-Regression Analysis," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 202102, Feb.
• Ricardo Crisóstomo, 2021, "Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Javier Ojea-Ferreiro, 2021, "Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ricardo Crisóstomo, 2021, "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Javier Ojea-Ferreiro, 2021, "Deconstructing systemic risk: A reverse stress testing approach," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Lina M Cortés & Juan F. Rend�n & Javier Perote, 2021, "Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 19593, Sep.
• Héctor Darío Balseiro Barrios & Jorge Armando Luna Amador & Francisco Javier Maza �vila, 2021, "Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012- 2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 1, pages 19-41.
• BoroviÄ ková, Katarína & Alvarez, Fernando & Shimer, Robert, 2021, "Consistent Evidence on Duration Dependence of Price Changes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16404, Jul.