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
2022
- Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2022, "Stochastic dominance spanning and augmenting the human development index with institutional quality," Annals of Operations Research, Springer, volume 315, issue 1, pages 341-369, August, DOI: 10.1007/s10479-022-04656-w.
- Piotr Tadeusz Wójcik, 2022, "The parallel convergence of income and educational achievements: joint distribution dynamics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 68, issue 3, pages 527-548, June, DOI: 10.1007/s00168-021-01086-7.
- Giacomo Toscano & Maria Cristina Recchioni, 2022, "Bias-optimal vol-of-vol estimation: the role of window overlapping," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 137-185, June, DOI: 10.1007/s10203-021-00349-4.
- Christian M. Hafner & Sabrine Majeri, 2022, "Analysis of cryptocurrency connectedness based on network to transaction volume ratios," Digital Finance, Springer, volume 4, issue 2, pages 187-216, September, DOI: 10.1007/s42521-022-00054-w.
- Hideyuki Mizobuchi, 2022, "Measuring the shift in the short-run production frontier," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 1, pages 271-300, April, DOI: 10.1007/s40844-021-00212-6.
- Dieter Saelens, 2022, "Unitary or collective households? A nonparametric rationality and separability test using detailed data on consumption expenditures and time use," Empirical Economics, Springer, volume 62, issue 2, pages 637-677, February, DOI: 10.1007/s00181-021-02033-3.
- Hiroyuki Kawakatsu, 2022, "Local projection variance impulse response," Empirical Economics, Springer, volume 62, issue 3, pages 1219-1244, March, DOI: 10.1007/s00181-021-02063-x.
- Yusuke Adachi & Hikaru Ogawa & Masafumi Tsubuku, 2022, "Measuring productivity dynamics in Japan: a quantile approach," Empirical Economics, Springer, volume 63, issue 1, pages 201-242, July, DOI: 10.1007/s00181-021-02136-x.
- Juergen Jung, 2022, "Estimating transition probabilities between health states using US longitudinal survey data," Empirical Economics, Springer, volume 63, issue 2, pages 901-943, August, DOI: 10.1007/s00181-021-02157-6.
- Aktham Maghyereh & Hussein Abdoh, 2022, "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, volume 63, issue 6, pages 2875-2901, December, DOI: 10.1007/s00181-022-02223-7.
- Richard Gearhart & Lyudmyla Sonchak-Ardan & Nyakundi Michieka, 2022, "The efficiency of COVID cases to COVID policies: a robust conditional approach," Empirical Economics, Springer, volume 63, issue 6, pages 2903-2948, December, DOI: 10.1007/s00181-022-02234-4.
- Marisa Reis Azevedo Botelho & Graciele Fátima Sousa & Michelle Castro Carrijo & Juliene Barbosa Ferreira & Ariana Cericatto Silva, 2022, "Survival determinants for Brazilian companies, 1996 to 2016," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 49, issue 2, pages 233-266, June, DOI: 10.1007/s40812-022-00217-1.
- Anna D’Ambrosio & Roberto Leombruni & Tiziano Razzolini, 2022, "Trading off wage for workplace safety? Gaps between immigrants and natives in Italy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 39, issue 3, pages 903-960, October, DOI: 10.1007/s40888-020-00209-1.
- Marc Beltempo & Georges Bresson & Jean-Michel Étienne & Guy Lacroix, 2022, "Infections, accidents and nursing overtime in a neonatal intensive care unit," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 4, pages 627-643, June, DOI: 10.1007/s10198-021-01386-x.
- Silvia Vannutelli & Sergio Scicchitano & Marco Biagetti, 2022, "Routine-biased technological change and wage inequality: do workers’ perceptions matter?," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 12, issue 3, pages 409-450, September, DOI: 10.1007/s40821-022-00222-3.
- Dan Lupu & Ramona Tiganasu, 2022, "COVID-19 and the efficiency of health systems in Europe," Health Economics Review, Springer, volume 12, issue 1, pages 1-15, December, DOI: 10.1186/s13561-022-00358-y.
- Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_30.
- C. Colther & J. L. Rojo & R. Hornero, 2022, "A Wavelet Method for Detecting Turning Points in the Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 2, pages 171-187, July, DOI: 10.1007/s41549-022-00072-y.
- Oleg Sidorkin & Martin Srholec, 2022, "Do Direct Subsidies Stimulate New R&D Outputs in Firms? Evidence from the Czech Republic," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 13, issue 3, pages 2203-2229, September, DOI: 10.1007/s13132-021-00812-y.
- Cristian Barra & Nazzareno Ruggiero, 2022, "How do dimensions of institutional quality improve Italian regional innovation system efficiency? The Knowledge production function using SFA," Journal of Evolutionary Economics, Springer, volume 32, issue 2, pages 591-642, April, DOI: 10.1007/s00191-022-00765-8.
- Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2022, "Correction to: Rates of Expansions for Functional Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 2, pages 487-487, June, DOI: 10.1007/s40953-021-00280-w.
- Yinfen Tang & Tao Su & Zhiyuan Zhang, 2022, "Distribution-free specification test for volatility function based on high-frequency data with microstructure noise," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 85, issue 8, pages 977-1022, November, DOI: 10.1007/s00184-021-00857-8.
- Jiří Witzany & Anastasiia Kozina, 2022, "Recovery process optimization using survival regression," Operational Research, Springer, volume 22, issue 5, pages 5269-5296, November, DOI: 10.1007/s12351-022-00703-3.
- Pejman Peykani & Jafar Gheidar-Kheljani & Reza Farzipoor Saen & Emran Mohammadi, 2022, "Generalized robust window data envelopment analysis approach for dynamic performance measurement under uncertain panel data," Operational Research, Springer, volume 22, issue 5, pages 5529-5567, November, DOI: 10.1007/s12351-022-00729-7.
- Flaviana Palmisano & Federico Biagi & Vito Peragine, 2022, "Inequality of Opportunity in Tertiary Education: Evidence from Europe," Research in Higher Education, Springer;Association for Institutional Research, volume 63, issue 3, pages 514-565, May, DOI: 10.1007/s11162-021-09658-4.
- Jéfferson Colombo & Peter Wanke & Jorge Antunes & Abul Kalam Azad, 2022, "Unveiling endogeneity between competition and efficiency in European banks: a robust econometric-neural network approach," SN Business & Economics, Springer, volume 2, issue 3, pages 1-46, March, DOI: 10.1007/s43546-021-00200-3.
- Francisco Gildemir Ferreira Silva, 2022, "Brazilian railways separability infrastructure/operations: investigation by production indicators," SN Business & Economics, Springer, volume 2, issue 7, pages 1-25, July, DOI: 10.1007/s43546-022-00245-y.
- Wooi Chen Khoo & Kim Leng Yeah & Shun Yi Hong, 2022, "Modeling unemployment duration, determinants and insurance premium pricing of Malaysia: insights from an upper middle-income developing country," SN Business & Economics, Springer, volume 2, issue 8, pages 1-25, August, DOI: 10.1007/s43546-022-00287-2.
- Rabeh Khalfaoui & Aviral Kumar Tiwari & Xuan Vinh VO, 2022, "Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach," Springer Books, Springer, chapter 105, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_108.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022, "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, Springer, chapter 9, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_11.
- Christopher F. Parmeter & Valentina Hartarska, 2022, "Performance of Microfinance Institutions: A Review," Springer Books, Springer, chapter 33, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_33.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022, "Stochastic Frontier Analysis: Foundations and Advances I," Springer Books, Springer, chapter 8, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_9.
- Nadine McCloud & Michael S. Delgado, 2022, "Domestic interest rate, foreign direct investment, and corruption," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 158, issue 2, pages 467-491, May, DOI: 10.1007/s10290-021-00435-0.
- Haidar Haidar, 2022, "Efficiency of Syrian Banks: A Nonparametric Frontier Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 6, pages 1-2.
- Antoine Djogbenou & Christian Gouriéroux & Joann Jasiak & Paul Rilstone, 2022, "An Econometric Panel Data Model of the COVID-19 Pandemic," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 1, pages 1-3.
- Jiexiang Li, 2022, "Comparing Different Permutation Tests with Dickey-Fuller Tests for Unit Root in the Autoregressive Time Series," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 2, pages 1-1.
- Cinzia Daraio & Leopold Simar, 2022, "Approximations and Inference for Nonparametric Production Frontiers," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/14, May.
- Giulio Bottazzi & Taewon Kang & Federico Tamagni, 2022, "Persistence in firm growth: inference from conditional quantile transition matrice," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/27, Sep.
- Iwona Dorota Czechowska & Tomasz Florczak, 2022, "Efficiency of banking sectors of the European Union. A comparative benchmarking analysis before and during the COVID-19 pand," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 2, pages 319-332, December, DOI: 10.9770/jesi.2022.10.2(19).
- Richard S.J. Tol, 2022, "Confidence intervals of ranks," Economics Software Archive, Department of Economics, University of Sussex Business School, number 0122, revised .
- Hao Dong & Taisuke Otsu & Luke Taylor, 2022, "Nonparametric estimation of additive models with errors-in-variables," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 10, pages 1164-1204, November, DOI: 10.1080/07474938.2022.2127076.
- Calogero Guccio & Marco Ferdinando Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2022, "Is innovation in ICT valuable for the efficiency of Italian museums?," European Planning Studies, Taylor & Francis Journals, volume 30, issue 9, pages 1695-1716, September, DOI: 10.1080/09654313.2020.1865277.
- Ekaterina Oparina & Sorawoot Srisuma, 2022, "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 2, pages 730-743, April, DOI: 10.1080/07350015.2020.1865169.
- JoonHwan Cho & Yao Luo & Ruli Xiao, 2022, "Deconvolution from Two Order Statistics," Working Papers, University of Toronto, Department of Economics, number tecipa-739, Oct.
- Abou Moussa DIENG & Amadé NACANABO, 2022, "Perception des agriculteurs sur les chocs climatiques et efficience de la production agricole au Burkina Faso," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 55, pages 55-73.
- Utteeyo Dasgupta & Subha Mani & Smriti Sharma & Saurabh Singhal, 2022, "Effects of Peers and Rank on Cognition, Preferences, and Personality," The Review of Economics and Statistics, MIT Press, volume 104, issue 3, pages 587-601, May, DOI: 10.1162/rest_a_00966.
- Lapenta, Elia & Lavergne, Pascal, 2022, "Encompassing Tests for Nonparametric Regressions," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1332, May.
- Jochmans, Koen & Higgins, Ayden, 2022, "Learning Markov Processes with Latent Variables," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1366, Oct.
- David Benson & Matthew A. Masten & Alexander Torgovitsky, 2022, "ivcrc: An instrumental-variables estimator for the correlated random-coefficients model," Stata Journal, StataCorp LLC, volume 22, issue 3, pages 469-495, September, DOI: 10.1177/1536867X221124449.
- Marinho Bertanha & Andrew H. McCallum & Alexis Payne & Nathan Seegert, 2022, "Bunching estimation of elasticities using Stata," Stata Journal, StataCorp LLC, volume 22, issue 3, pages 597-624, September, DOI: 10.1177/1536867X221124534.
- Costanza Naguib, 2022, "Financial Turmoil and Earnings Mobility," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2208, Jan.
- Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202201, Jan.
- Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers, University of California at Riverside, Department of Economics, number 202207, Feb.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers, University of California at Riverside, Department of Economics, number 202210, May.
- Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202211, Jun.
- Aman Ullah & Tao Wang & Weixin Yao, 2022, "Semiparametric Partially Linear Varying Coefficient Modal Regression," Working Papers, University of California at Riverside, Department of Economics, number 202215, Jun, revised Jun 2022.
- Justin Dang & Aman Ullah, 2022, "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers, University of California at Riverside, Department of Economics, number 202303, Jun, revised Mar 2023.
- Sylvain Barde, 2022, "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics, School of Economics, University of Kent, number 2203, Aug.
- Palacios Mora, Juan Carlos & de Crombrugghe, Denis & Gassmann, Franziska, 2022, "Money is not enough," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-038, Nov.
- Jan Weber, Jan Schulz, 2022, "Growing Differently: A Structural Classification for European NUTS-3 Regions," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2022_01.
- LEONIDA, Ionel, 2022, "Investigating The Dividend Policy Determinants Using A Poisson Regression," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 10, issue 1, pages 108-113, October.
- Hamri Mohamed Mehdi & Mekki Sanaà Dounya & Rabhi Abbes & Kadiri Nadia, 2022, "Single Functional Index Quantile Regression for Independent Functional Data Under Right-Censoring," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 1, pages 31-62, March, DOI: 10.15611/eada.2022.1.03.
- Bouabsa Wahiba, 2022, "Unform in Bandwith of the Conditional Distribution Function with Functional Explanatory Variable: The Case of Spatial Data with the K Nearest Neighbour Method," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 2, pages 30-46, June, DOI: 10.15611/eada.2022.2.03.
- Hamri Mohamed Mehdi & Dib Abdassamad & Rabhi Abbes, 2022, "Asymptotic Properties of the Estimator of the Conditional Distribution for Associated Functional Data," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 3, pages 21-34, September, DOI: 10.15611/eada.2022.3.02.
- Baiquan Ma & Robert Ślepaczuk, 2022, "The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-02.
- Maciej Wysocki & Paweł Sakowski, 2022, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-12.
- Illia Baranochnikov & Robert Ślepaczuk, 2022, "A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-21.
- Katarzyna Kryńska & Robert Ślepaczuk, 2022, "Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-25.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022, "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, volume 90, issue 4, pages 1501-1535, July, DOI: 10.3982/ECTA16294.
- Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022, "Robust Empirical Bayes Confidence Intervals," Econometrica, Econometric Society, volume 90, issue 6, pages 2567-2602, November, DOI: 10.3982/ECTA18597.
- Martin Biewen & Miriam Sturm, 2022, "Why a labour market boom does not necessarily bring down inequality: putting together Germany's inequality puzzle," Fiscal Studies, John Wiley & Sons, volume 43, issue 2, pages 121-149, June, DOI: 10.1111/1475-5890.12294.
- Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
- Charalampos Agiropoulos & Michael L. Polemis & Michael Siopsis & Sotiris Karkalakos, 2022, "Revisiting the finance‐growth nexus: A socioeconomic approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 3, pages 2762-2783, July, DOI: 10.1002/ijfe.2297.
- Jo Reynaerts & Jakob Vanschoonbeek, 2022, "The economics of state fragmentation: Assessing the economic impact of secession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 82-115, January, DOI: 10.1002/jae.2857.
- Yohei Yamamoto & Naoko Hara, 2022, "Identifying factor‐augmented vector autoregression models via changes in shock variances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 4, pages 722-745, June, DOI: 10.1002/jae.2894.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
- Hidehiko Ichimura & Whitney K. Newey, 2022, "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, volume 13, issue 1, pages 29-61, January, DOI: 10.3982/QE826.
- Tayyab Raza Fraz & Samreen Fatima, 2022, "Modeling And Forecasting Volatility Of Stock Market Using Family Of Garch Models: Evidence From Cpec Linked Countries," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-15, March, DOI: 10.1142/S219456592250004X.
- Khushboo Surana, 2022, "How different are we? Identifying the degree of revealed preference heterogeneity," Discussion Papers, Department of Economics, University of York, number 22/09, Nov.
- Gärtner, Leo & Marek, Philipp, 2022, "The impact of German public support transfers on firm finance: Evidence from the Covid-19 crisis," Discussion Papers, Deutsche Bundesbank, number 19/2022.
- Webel, Karsten, 2022, "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers, Deutsche Bundesbank, number 31/2022.
- Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022, "Option characteristics as cross-sectional predictors," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 37.
- du Plessis, Emile & Fritsche, Ulrich, 2022, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 67.
- Mammen, Enno & Wilke, Ralf A. & Zapp, Kristina Maria, 2022, "Estimation of group structures in panel models with individual fixed effects," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-023.
- Bertschek, Irene & Block, Jörn & Kritikos, Alexander & Stiel, Caroline, 2022, "German financial state aid during COVID-19 pandemic: Higher impact among digitalized self-employed," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-045.
- Axenbeck, Janna & Berner, Anne & Kneib, Thomas, 2022, "What drives the relationship between digitalization and industrial energy demand? Exploring firm-level heterogeneity," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-059.
- Iqbal Jebril & P. Dhanaraj & Ghaida Muttashar Abdulsahib & SatheeshKumar Palanisamy & T.Prabhu & Osamah Ibrahim Khalaf, 2022, "Analysis of Electrically Couple SRR EBG Structure for Sub 6 GHz Wireless Applications," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 102-123, December.
- Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022, "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-09, May.
- Dwi Sulistiani & Bambang Tjahjadi, 2022, "Does Financial Performance Mediate the Effect of Good Corporate Governance on Indonesian Ṣukūk Rating? هل يُعد الأداء المالي للشركات وسيطًا مؤثرًا في الحوكمة الجيدة لتصنيف الصكوك الإندونيسية؟," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 35, issue 2, pages 96-113, July, DOI: 10.4197/Islec.35-2.6.
- Silvia London & Gastón Cayssials & Fernando Antonio Ignacio González, 2022, "Population growth and economic growth: a panel causality analysis," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4574, Nov.
- Hermann Ndoya & Simplice A. Asongu, 2022, "Digital Divide, Globalization and Income Inequality in sub-Saharan African countries: Analysing cross-country heterogeneity," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/064, Jan.
- Münevvere Yıldız & N. Serap Vurur, 2022, "Türkiye’de KOBİ Endeksi Üzerinde Etkili Faktörlerin MARS Yöntemi İle Belirlenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 1, pages 93-111, DOI: 10.30784/epfad.1054020.
- Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin, 2022, "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022005, Jan.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022009, Feb.
- Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2022, "Proportional Incremental Cost Probability Functions and their Frontiers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022016, May.
- Daraio, Cinzia & Simar, Léopold, 2022, "Approximations and Inference for Nonparametric Production Frontiers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022017, May.
- Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2022, "Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022024, Aug.
- Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022, "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022035, Nov.
- Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang K., 2022, "DAI Digital Art Index : a robust price index for heterogeneous digital assets," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022036, Nov.
- Yang, Bingduo & Cai, Zongwu & Hafner, Christian M. & Liu, Guannan, 2022, "Time-Varying Mixture Copula Models with Copula Selection," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022008, Feb.
- Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2022, "Semiparametric estimation and variable selection for single-index copula models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022011, Feb, DOI: https://doi.org/10.1002/jae.2812.
- Hafner, Christian M. & Wang, Linqi, 2022, "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022012, Feb, DOI: https://doi.org/10.1016/j.jeconom.2.
- Hafner, Christian M. & Wang, Linqi, 2022, "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022013, Feb, DOI: https://doi.org/10.1016/j.ecosta.20.
- Hafner, Christian M. & Majeri , Sabrine, 2022, "Analysis of cryptocurrency connectedness based on network to transaction volume ratios," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022033, Oct, DOI: https://doi.org/10.1007/s42521-022-.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022002, Feb.
- Hafner, Christian M. & Wang, Linqi, 2022, "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022006, Feb, DOI: https://doi.org/10.1016/j.jeconom.2.
- 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.
- Juan Cuattromo, 2022, "Tipo de Cambio Real y Paridad de Poder Adquisitivo: Una aproximación no lineal," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), volume 16, issue 24, pages 7-75, July, DOI: https://doi.org/10.56503/repba.Nro..
- 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.
- Irene Botosaru & Chris Muris, 2022, "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers, arXiv.org, number 2212.09193, Dec, revised Nov 2023.
- 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.
Printed from https://ideas.repec.org/j/C14-8.html