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

• 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.
• Liyang Sun, 2021, "Empirical Welfare Maximization with Constraints," Papers, arXiv.org, number 2103.15298, Mar, revised Dec 2025.
• 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.
• Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021, "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers, arXiv.org, number 2105.12891, May, revised Jul 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.
• Li, M. Z. & Linton, O., 2021, "Robust Estimation of Integrated and Spot Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2115, Feb.
• 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.
• De Rock, Bram & Cherchye, Laurens & Chiappori, Pierre-André & Ringdal, Charlotte & Vermeulen, Frederic, 2021, "Feed the children," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16482, Aug.
• De Rock, Bram & Browning, Martin & Cherchye, Laurens & Demuynck, Thomas & Vermeulen, Frederic, 2021, "Stable marriage, household consumption and unobserved match quality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16483, Aug.
• Wildenbeest, Matthijs & Moraga-González, José-Luis & Sándor, Zsolt, 2021, "Consumer Search and Prices in the Automobile Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16574, Sep.
• Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2132, Nov.
• Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2021, "Average Derivative Estimation Under Measurement Error," Econometric Theory, Cambridge University Press, volume 37, issue 5, pages 1004-1033, October.
• Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot, 2021, "Nonparametric Euler Equation Identification And Estimation," Econometric Theory, Cambridge University Press, volume 37, issue 5, pages 851-891, October.
• Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021, "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2288, May.
• Xiaohong Chen & Timothy M. Christensen & Sid Kankanala, 2021, "Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2292, Jul.
• Peter C.B. Phillips & Ying Wang, 2021, "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2307, Oct.
• Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021, "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2319, Dec.
• Florian Horky & Mihai Mutascu & Jarko Fidrmuc, 2021, "Pandemic Versus Financial Shocks: Comparison of Two Episodes on the Bitcoin Market," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 2, pages 113-141, DOI: 10.3790/aeq.67.2.113.
• Martin Biewen & Miriam Sturm, 2021, "Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany’s Inequality Puzzle," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1139.
• Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021, "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 1928.
• Marica Valente, 2021, "Policy Evaluation of Waste Pricing Programs Using Heterogeneous Causal Effect Estimation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1980.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021, "Stable Marriage, Household Consumption and Unobserved Match Quality," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-15, Aug.
• Laurens Cherchye & Pierre-André Chiappori & Bram De Rock & Charlotte Ringdal & Frederic Vermeulen, 2021, "Feed the Children," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-16, Aug.
• Athey, Susan & Bickel, Peter J. & Chen, Aiyou & Imbens, Guido W. & Pollmann, Michael, 2021, "Semiparametric Estimation of Treatment Effects in Randomized Experiments," Research Papers, Stanford University, Graduate School of Business, number 3986, Sep.
• Kang, Zi Yang & Vasserman, Shoshana, 2021, "Robust Bounds for Welfare Analysis," Research Papers, Stanford University, Graduate School of Business, number 4002, Dec.
• Abdus Samad, 2021, "Bootstrap DEA Efficiencies of the GCC Islamic Banks: Sources and Comparison During 2014-2016," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 157-166.
• Merike Kukk & Natalia Levenko, 2021, "Alternative financing and the non-performing loans of the corporate sector in Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2020-6, Apr, revised 08 Apr 2021, DOI: 10.23656/25045520/062020/0180.
• See, Kok Fong & Ng, Ying Chu, 2021, "Do hospital reform and ownership matter to Shenzhen hospitals in China? A productivity analysis," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 145-155, DOI: 10.1016/j.eap.2021.06.008.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
• Ferrara, Gerardo & Kim, Jun Sung & Koo, Bonsoo & Liu, Zijun, 2021, "Counterparty choice in the UK credit default swap market: An empirical matching approach," Economic Modelling, Elsevier, volume 94, issue C, pages 58-74, DOI: 10.1016/j.econmod.2020.08.020.
• Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021, "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, volume 94, issue C, pages 649-661, DOI: 10.1016/j.econmod.2020.02.007.
• Chen, Feng & Mei, Chang-Lin, 2021, "Scale-adaptive estimation of mixed geographically weighted regression models," Economic Modelling, Elsevier, volume 94, issue C, pages 737-747, DOI: 10.1016/j.econmod.2020.02.015.
• Cartone, Alfredo & Postiglione, Paolo & Hewings, Geoffrey J.D., 2021, "Does economic convergence hold? A spatial quantile analysis on European regions," Economic Modelling, Elsevier, volume 95, issue C, pages 408-417, DOI: 10.1016/j.econmod.2020.03.008.
• López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021, "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, volume 96, issue C, pages 40-53, DOI: 10.1016/j.econmod.2020.12.020.
• Aslanidis, Nektarios & Martinez, Oscar, 2021, "Correlation regimes in international equity and bond returns," Economic Modelling, Elsevier, volume 97, issue C, pages 397-410, DOI: 10.1016/j.econmod.2020.04.009.
• Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021, "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, volume 98, issue C, pages 361-370, DOI: 10.1016/j.econmod.2020.11.005.
• Behrendt, Simon & Schmidt, Alexander, 2021, "Nonlinearity matters: The stock price – trading volume relation revisited," Economic Modelling, Elsevier, volume 98, issue C, pages 371-385, DOI: 10.1016/j.econmod.2020.11.004.
• Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021, "Quality as a latent heterogeneity factor in the efficiency of universities," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.004.
• Borgards, Oliver, 2021, "Dynamic time series momentum of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101428.
• Freire, Gustavo, 2021, "Tail risk and investors’ concerns: Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101519.
• Onishi, Rikuto & Otsu, Taisuke, 2021, "Sample sensitivity for two-step and continuous updating GMM estimators," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109685.
• Kumbhakar, Subal C. & Li, Mingyang & Zhao, Shunan, 2021, "Estimation of technical change: Direct semi/nonparametric approaches," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2021.109734.
• Blank, Sven & Egger, Peter H., 2021, "Melting constants in trade gravity’s rainbow," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109803.
• Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Panayiotis & Tzeremes, Nickolaos G., 2021, "Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109813.
• Han, Xiaoyi & Peng, Bin & Yang, Yanrong & Zhu, Huanjun, 2021, "Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109819.
• Ziegenbein, Alexander, 2021, "Macroeconomic shocks and Okun’s Law," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109826.
• Biewen, Martin & Kugler, Philipp, 2021, "Two-stage least squares random forests with an application to Angrist and Evans (1998)," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109893.
• Hu, Yushan & Zhang, Penglong, 2021, "Semiparametric estimation of varying trade elasticities in gravity," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110120.
• Anderson, Gordon & Leo, Teng Wah, 2021, "Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110144.
• Manski, Charles F. & Molinari, Francesca, 2021, "Estimating the COVID-19 infection rate: Anatomy of an inference problem," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 181-192, DOI: 10.1016/j.jeconom.2020.04.041.
• Toulis, Panos, 2021, "Estimation of Covid-19 prevalence from serology tests: A partial identification approach," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 193-213, DOI: 10.1016/j.jeconom.2020.10.005.
• Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021, "Estimation of a nonparametric model for bond prices from cross-section and time series information," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 562-588, DOI: 10.1016/j.jeconom.2020.04.014.
• Bugni, Federico A. & Canay, Ivan A., 2021, "Testing continuity of a density via g-order statistics in the regression discontinuity design," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 138-159, DOI: 10.1016/j.jeconom.2020.02.004.
• Escanciano, Juan Carlos & Li, Wei, 2021, "Optimal Linear Instrumental Variables Approximations," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 223-246, DOI: 10.1016/j.jeconom.2020.05.002.
• Aradillas-López, Andrés, 2021, "Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 25-42, DOI: 10.1016/j.jeconom.2020.02.001.
• van den Berg, Gerard. J. & Janys, Lena & Mammen, Enno & Nielsen, Jens Perch, 2021, "A general semiparametric approach to inference with marker-dependent hazard rate models," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 43-67, DOI: 10.1016/j.jeconom.2019.05.025.
• Chen, Ruxin & Tabri, Rami V., 2021, "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 68-77, DOI: 10.1016/j.jeconom.2019.11.007.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2021, "ExpectHill estimation, extreme risk and heavy tails," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 97-117, DOI: 10.1016/j.jeconom.2020.02.003.
• Chen, Qihui, 2021, "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 368-380, DOI: 10.1016/j.jeconom.2020.05.012.
• Breunig, Christoph, 2021, "Varying random coefficient models," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 381-408, DOI: 10.1016/j.jeconom.2020.04.049.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021, "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 616-643, DOI: 10.1016/j.jeconom.2020.06.004.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021, "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 295-323, DOI: 10.1016/j.jeconom.2020.07.003.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021, "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 324-343, DOI: 10.1016/j.jeconom.2020.07.004.
• Chen, Xiaohong & Huang, Zhuo & Yi, Yanping, 2021, "Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 484-501, DOI: 10.1016/j.jeconom.2020.07.012.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021, "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 625-644, DOI: 10.1016/j.jeconom.2020.07.041.
• An, Yonghong & Hu, Yingyao & Xiao, Ruli, 2021, "Dynamic decisions under subjective expectations: A structural analysis," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 645-675, DOI: 10.1016/j.jeconom.2020.04.046.
• Jentsch, Carsten & Meyer, Marco, 2021, "On the validity of Akaike’s identity for random fields," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 676-687, DOI: 10.1016/j.jeconom.2020.04.044.
• Park, Joon Y. & Wang, Bin, 2021, "Nonparametric estimation of jump diffusion models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 688-715, DOI: 10.1016/j.jeconom.2020.07.020.
• Newey, Whitney & Stouli, Sami, 2021, "Control variables, discrete instruments, and identification of structural functions," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 73-88, DOI: 10.1016/j.jeconom.2020.07.027.
• Callaway, Brantly, 2021, "Bounds on distributional treatment effect parameters using panel data with an application on job displacement," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 861-881, DOI: 10.1016/j.jeconom.2020.02.005.
• Frazier, David T. & Koo, Bonsoo, 2021, "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 1-27, DOI: 10.1016/j.jeconom.2020.08.004.
• Breunig, Christoph & Haan, Peter, 2021, "Nonparametric regression with selectively missing covariates," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 28-52, DOI: 10.1016/j.jeconom.2020.07.050.
• Su, Jiun-Hua, 2021, "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 96-124, DOI: 10.1016/j.jeconom.2020.07.052.
• Buchholz, Nicholas & Shum, Matthew & Xu, Haiqing, 2021, "Semiparametric estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 312-327, DOI: 10.1016/j.jeconom.2020.01.024.
• Abbring, Jaap H. & Salimans, Tim, 2021, "The likelihood of mixed hitting times," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 361-375, DOI: 10.1016/j.jeconom.2019.08.017.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
• Lu, Junwen & Qu, Zhongjun, 2021, "Sieve estimation of option-implied state price density," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 88-112, DOI: 10.1016/j.jeconom.2021.03.003.
• Jiang, Feiyu & Li, Dong & Zhu, Ke, 2021, "Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 306-329, DOI: 10.1016/j.jeconom.2020.10.007.
• Antoine, Bertille & Dovonon, Prosper, 2021, "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 330-344, DOI: 10.1016/j.jeconom.2020.03.027.
• Lok, Thomas M. & Tabri, Rami V., 2021, "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 371-393, DOI: 10.1016/j.jeconom.2019.08.016.
• Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021, "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 394-415, DOI: 10.1016/j.jeconom.2020.08.013.
• Han, Sukjin, 2021, "Identification in nonparametric models for dynamic treatment effects," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 132-147, DOI: 10.1016/j.jeconom.2019.08.014.
• Chung, EunYi & Olivares, Mauricio, 2021, "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 148-174, DOI: 10.1016/j.jeconom.2020.09.015.
• Callaway, Brantly & Sant’Anna, Pedro H.C., 2021, "Difference-in-Differences with multiple time periods," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 200-230, DOI: 10.1016/j.jeconom.2020.12.001.
• Kitagawa, Toru, 2021, "The identification region of the potential outcome distributions under instrument independence," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 231-253, DOI: 10.1016/j.jeconom.2021.03.006.
• Finn R. Førsund, 2021, "Performance measurement and joint production of intended and unintended outputs," Journal of Productivity Analysis, Springer, volume 55, issue 3, pages 157-175, June, DOI: 10.1007/s11123-021-00599-9.
• Victor V. Podinovski & Tatiana Bouzdine-Chameeva, 2021, "Optimal solutions of multiplier DEA models," Journal of Productivity Analysis, Springer, volume 56, issue 1, pages 45-68, August, DOI: 10.1007/s11123-021-00610-3.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2021, "Density deconvolution with Laplace errors and unknown variance," Journal of Productivity Analysis, Springer, volume 56, issue 2, pages 103-113, December, DOI: 10.1007/s11123-021-00612-1.
• António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, volume 32, issue 5, pages 1017-1061, November, DOI: 10.1007/s11079-021-09644-4.
• Kai Du & Allan O’Connor, 2021, "Examining economic complexity as a holistic innovation system effect," Small Business Economics, Springer, volume 56, issue 1, pages 237-257, January, DOI: 10.1007/s11187-019-00215-z.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021, "Stable marriage, household consumption and unobserved match quality," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-13, Sep.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2021, "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1053, Jan.
• Povilas Lastauskas & Julius Stakenas, 2021, "Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 87, Mar.
• Schlicht, Ekkehart, 2021, "Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format," Discussion Papers in Economics, University of Munich, Department of Economics, number 75878.
• Marius Braun, 2021, "A Real-Options Analysis of Climate Change and International Migration," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202138.
• Youngki Shin & Zvezdomir Todorov, 2021, "Exact Computation of Maximum Rank Correlation Estimator," Department of Economics Working Papers, McMaster University, number 2021-03, Jan.