My JEL codes
Follow this JEL code
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
This topic is covered by the following reading lists:
2023
- Mario Figueiredo & Yuri F. Saporito, 2023. "Forecasting the term structure of commodities future prices using machine learning," Digital Finance, Springer, vol. 5(1), pages 57-90, March.
- Daniel Ollech & Deutsche Bundesbank, 2023. "Economic analysis using higher-frequency time series: challenges for seasonal adjustment," Empirical Economics, Springer, vol. 64(3), pages 1375-1398, March.
- Mihai Mutascu & Alexandre Sokic, 2023. "An extended wavelet approach of the money–output link in the United States," Empirical Economics, Springer, vol. 64(4), pages 1647-1665, April.
- Oscar Claveria & Petar Sorić, 2023. "Labour market uncertainty after the irruption of COVID-19," Empirical Economics, Springer, vol. 64(4), pages 1897-1945, April.
- Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023. "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, vol. 64(6), pages 2721-2756, June.
- Bahram Fathi & Malihe Ashena & Majid Anisi, 2023. "Efficiency evaluation of sustainability indicators in a two-stage network structure: a Nash bargaining game approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(2), pages 1832-1851, February.
- Manuel Melo Mateus & Margarida Catalão-Lopes & Rui Portugal, 2023. "Survival analysis of cancer patients in Portugal following the reference centre model implementation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(2), pages 157-168, March.
- Jamal Ali Al-Khasawneh & Naceur Essaddam & Salah A. Nusair & Benito A. Sanchez, 2023. "Productivity-conditioned market reaction of US Bank acquisitions during regulation-deregulation eras," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 368-385, June.
- Fabio Clementi & Vasco Molini & Francesco Schettino & Haider A. Khan & Michele Fabiani, 2023.
"Polarization and its discontents: Morocco before and after the Arab Spring,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(1), pages 105-129, March.
- Clementi,Fabio & Khan,Haider Ali Daud & Molini,Vasco & Schettino,Francesco & Soudi,Khalid, 2019. "Polarization and Its Discontents : Morocco before and after the Arab Spring," Policy Research Working Paper Series 9049, The World Bank.
- Kien C. Tran & Mike G. Tsionas, 2023. "Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-28, December.
- K. Kounetas & G. Androulakis & M. Kaisari & G. Manousakis, 2023. "Educational reforms and secondary school's efficiency performance in Greece: a bootstrap DEA and multilevel approach," Operational Research, Springer, vol. 23(1), pages 1-29, March.
- Giuseppe Pernagallo & Benedetto Torrisi, 2023. "Human capital mobility patterns in the European Union and the financial crisis," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1791-1820, April.
- Richard K. Moussa & Eric Delattre, 2023. "Dynamics of interactions between health and employment statuses: a panel data approach," SN Business & Economics, Springer, vol. 3(8), pages 1-26, August.
- Tingting Chen & Anthony Francis Desmond & Peter Adamic, 2023. "Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(4), pages 1-1.
- Martin Burda & Remi Daviet, 2023.
"Hamiltonian sequential Monte Carlo with application to consumer choice behavior,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(1), pages 54-77, January.
- Martin Burda & Remi Daviet, 2018. "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers tecipa-618, University of Toronto, Department of Economics.
- Manuel Arellano & Stéphane Bonhomme, 2023.
"Recovering Latent Variables by Matching,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(541), pages 693-706, January.
- Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2020. "Recovering Latent Variables by Matching," CeMMAP working papers CWP2/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stephane Bonhomme, 2019. "Recovering Latent Variables by Matching," Papers 1912.13081, arXiv.org.
- Josè L. Moraga González & Zsolt Sándor & Matthijs Wildenbeest, 2023. "A Framework for the Estimation of Demand for Differentiated Products with Simultaneous Consumer Search," Tinbergen Institute Discussion Papers 23-015/VII, Tinbergen Institute.
- Yicong Lin & Mingxuan Song, 2023. "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers 23-049/III, Tinbergen Institute.
- Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu, 2023. "Identification and Estimation of Demand Models with Endogenous Product Entry and Exit," Working Papers tecipa-755, University of Toronto, Department of Economics.
- Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023. "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers tecipa-756, University of Toronto, Department of Economics.
- Thomas-Agnan, Christine & Simioni, Michel & Trinh, Thi-Huong, 2023. "Discrete and Smooth Scalar-on-Density Compositional Regression for Assessing the Impact of Climate Change on Rice Yield in Vietnam," TSE Working Papers 23-1410, Toulouse School of Economics (TSE).
- Costanza Naguib & Patrick Gagliardini, 2023. "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften dp2302, Universitaet Bern, Departement Volkswirtschaft.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023. "Copula-based estimation of health inequality measures with an application to COVID-19," University of East Anglia School of Economics Working Paper Series 2023-01, School of Economics, University of East Anglia, Norwich, UK..
- Giacomo Benini & Adam Brandt & Valerio Dotti & Hassan El-Houjeiri, 2023. "The Economic and Environmental Consequences of the Petroleum Industry Extensive Margin," Working Papers 2023:14, Department of Economics, University of Venice "Ca' Foscari".
- Bouabsa Wahiba, 2023. "The Estimating of the Conditional Density with Application to the Mode Function in Scalar-On-Function Regression Structure: Local Linear Approach with Missing at Random," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 17-32, March.
- Maudud Hassan Uzzal & Robert Ślepaczuk, 2023. "The performance of time series forecasting based on classical and machine learning methods for S&P 500 index," Working Papers 2023-05, Faculty of Economic Sciences, University of Warsaw.
- Karol Chojnacki & Robert Ślepaczuk, 2023. "Ensembled LSTM with Walk Forward Optimization in Algorithmic Trading," Working Papers 2023-15, Faculty of Economic Sciences, University of Warsaw.
- Damian Ślusarczyk & Robert Ślepaczuk, 2023. "Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models," Working Papers 2023-17, Faculty of Economic Sciences, University of Warsaw.
- Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023. "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers 2023-20, Faculty of Economic Sciences, University of Warsaw.
- Rangan Gupta & Lardo Stander & Andrea Vaona, 2023.
"Openness and growth: Is the relationship non‐linear?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3071-3099, July.
- Rangan Gupta & Lardo Stander & Andrea Vaona, 2017. "Openness and Growth: Is the Relationship Non-Linear?," Working Papers 201703, University of Pretoria, Department of Economics.
- Pablo Guerróon‐Quintana & Molin Zhong, 2023.
"Macroeconomic forecasting in times of crises,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
- Pablo Guerrón-Quintana & Molin Zhong, 2017. "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series 2017-018, Board of Governors of the Federal Reserve System (U.S.).
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023.
"Forecasting with a panel Tobit model,"
Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
- David E. Allen & Michael McAleer, 2023.
"Drawbacks in the 3-Factor Approach of Fama and French (2018),"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-26, March.
- Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Lili Kang & Sajid Anwar & Fei Peng, 2023. "Ownership Structure, Acquisitions And Executive Compensation: Evidence From Publicly Listed Chinese Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(01), pages 285-315, March.
- Vidoli, F.; & Fusco, E.; & Pignataro, G.; & Guccio, C.;, 2023. "Multi-directional Robust Benefit of the Doubt model: a comprehensive measure for the quality of health care in OECD countries," Health, Econometrics and Data Group (HEDG) Working Papers 23/14, HEDG, c/o Department of Economics, University of York.
- Webel, Karsten & Smyk, Anna, 2023. "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers 24/2023, Deutsche Bundesbank.
- Massimo Finocchiaro Castroa & Calogero Guccio & Ilde Rizzo, 2023.
"How 'one-size-fits-all' public works contract does it better? An assessment of infrastructure provision in Italy,"
Papers
2304.10776, arXiv.org.
- Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde, 2023. "How "one-size-fits-all" public works contract does it better? An assessment of infrastructure provision in Italy," EconStor Preprints 270729, ZBW - Leibniz Information Centre for Economics.
- Hafner, Christian M. & Herwartz, Helmut & Wang, Shu, 2023. "Causal inference with (partially) independent shocks and structural signals on the global crude oil market," LIDAM Discussion Papers ISBA 2023004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Lambert, Philippe, 2023. "Nonparametric density estimation and risk quantification from tabulated sample moments," LIDAM Reprints ISBA 2023001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Manh D. Pham & Léopold Simar & Valentin Zelenyuk, 2019.
"Statistical Inference for Aggregation of Malmquist Productivity Indices,"
CEPA Working Papers Series
WP082019, School of Economics, University of Queensland, Australia.
- Pham, Manh & Simar, Léopold & Zelenyuk, Valentin, 2023. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Reprints ISBA 2023010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin, 2022. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Discussion Papers ISBA 2022005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2023. "Proportional incremental cost probability functions and their frontiers," LIDAM Reprints ISBA 2023011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023.
"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
Papers
2301.07241, arXiv.org, revised Apr 2023.
- Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Working Papers 217, Red Nacional de Investigadores en Economía (RedNIE).
- Maria Florencia Gabrielli, 2023. "Econometrics of first Price Auctions: a Survey of the Theoretical and Applied Literature," Working Papers 252, Red Nacional de Investigadores en Economía (RedNIE).
- Maria Florencia Gabrielli, 2023. "Detecting Collusion on Highway Procurement," Working Papers 263, Red Nacional de Investigadores en Economía (RedNIE).
- Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023.
"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
Working Papers
217, Red Nacional de Investigadores en Economía (RedNIE).
- Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Papers 2301.07241, arXiv.org, revised Apr 2023.
- Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann & Achim Ahrens, 2022.
"ddml: Double/debiased machine learning in Stata,"
Swiss Stata Conference 2022
02, Stata Users Group.
- Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2023. "ddml: Double/debiased machine learning in Stata," Papers 2301.09397, arXiv.org.
- Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E & Wiemann, Thomas, 2023. "ddml: Double/Debiased Machine Learning in Stata," IZA Discussion Papers 15963, Institute of Labor Economics (IZA).
- Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2020.
"Under-Identification of Structural Models Based on Timing and Information Set Assumptions,"
Working Papers
tecipa-679, University of Toronto, Department of Economics.
- Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2023. "Under-Identification of Structural Models Based on Timing and Information Set Assumptions," Papers 2303.15170, arXiv.org.
- Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde, 2023.
"How "one-size-fits-all" public works contract does it better? An assessment of infrastructure provision in Italy,"
EconStor Preprints
270729, ZBW - Leibniz Information Centre for Economics.
- Massimo Finocchiaro Castroa & Calogero Guccio & Ilde Rizzo, 2023. "How 'one-size-fits-all' public works contract does it better? An assessment of infrastructure provision in Italy," Papers 2304.10776, arXiv.org.
- Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu, 2023.
"Identification and Estimation of Demand Models with Endogenous Product Entry and Exit,"
Working Papers
tecipa-755, University of Toronto, Department of Economics.
- Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu, 2023. "Identification and Estimation of Demand Models with Endogenous Product Entry and Exit," Papers 2308.14196, arXiv.org.
- Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2020.
"Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries,"
NBER Working Papers
26883, National Bureau of Economic Research, Inc.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2023. "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers 03/23, Institute for Fiscal Studies.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," Working Papers 2020-16, Becker Friedman Institute for Research In Economics.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021. "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers CWP17/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Magne Mogstad & Joseph P. Romano & Daniel Wilhelm & Azeem M. Shaikh, 2020. "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers CWP10/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," CReAM Discussion Paper Series 2008, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021.
"Bayesian Local Projections,"
The Warwick Economics Research Paper Series (TWERPS)
1348, University of Warwick, Department of Economics.
- Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers Series 581, Central Bank of Brazil, Research Department.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," SciencePo Working papers Main hal-03373574, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," Working Papers hal-03373574, HAL.
- Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers 2023-04, Center for Research in Economics and Statistics.
- Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," BIS Working Papers 1122, Bank for International Settlements.
- van ’t Hoff, Nadja & Lewbel, Arthur & Mellace, Giovanni, 2023.
"Limited Monotonicity and the Combined Compliers LATE,"
Discussion Papers on Economics
2/2023, University of Southern Denmark, Department of Economics.
- Nadja van ’t Hoff & Arthur Lewbel & Giovanni Mellace, 2023. "Limited Monotonicity and the Combined Compliers LATE," Boston College Working Papers in Economics 1059, Boston College Department of Economics.
- Nchare Karim & Makioka Ryo, 2023. "Quantile Difference in Differences with Time-Varying Qualification in Panel Data," Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 105-116, January.
- Ollech Daniel & Webel Karsten, 2023. "A Random Forest-based Approach to Combining and Ranking Seasonality Tests," Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 117-130, January.
- Cai Yong & Canay Ivan A. & Kim Deborah & Shaikh Azeem M., 2023.
"On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters,"
Journal of Econometric Methods, De Gruyter, vol. 12(1), pages 85-103, January.
- 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 2102.09058, arXiv.org, revised Mar 2022.
- Kawakatsu Hiroyuki, 2023. "Simple Factor Realized Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 79-110, January.
- Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2023. "Regression adjustment in randomized controlled trials with many covariates," STICERD - Econometrics Paper Series 627, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Shuo Liu & Nick Netzer, 2020.
"Happy times: measuring happiness using response times,"
ECON - Working Papers
371, Department of Economics - University of Zurich, revised Mar 2023.
- Shuo Liu & Nick Netzer, 2023. "Happy Times: Measuring Happiness Using Response Times," CESifo Working Paper Series 10360, CESifo.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2023.
"Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters matter?,"
Working Papers REM
2023/0271, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2023. "Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters Matter?," CESifo Working Paper Series 10424, CESifo.
- Marc Gronwald & Xin Jin, 2023. "Macroeconomics with a Thick Pen," CESifo Working Paper Series 10430, CESifo.
- Christina Anderl & Guglielmo Maria Caporale, 2023. "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series 10451, CESifo.
- Piasenti, Stefano & Valente, Marica & Van Veldhuizen, Roel & Pfeifer, Gregor, 2023.
"Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions,"
Working Papers
2023:7, Lund University, Department of Economics.
- Stefano Piasenti & Marica Valente & Roel van Veldhuizen & Gregor Pfeifer & Gregor-Gabriel Pfeifer, 2023. "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," CESifo Working Paper Series 10572, CESifo.
- Stefano Piasenti & Marica Valente & Roel van Veldhuizen & Gregor Pfeifer, 2023. "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," Working Papers 2023-11, Faculty of Economics and Statistics, Universität Innsbruck.
- Piasenti, Stefano & Valente, Marica & van Veldhuizen, Roel & Pfeifer, Gregor, 2023. "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," IZA Discussion Papers 16324, Institute of Labor Economics (IZA).
- Stefano Piasenti & Marica Valente & Roel van Veldhuizen & Gregor Pfeifer, 2023. "Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions," Rationality and Competition Discussion Paper Series 410, CRC TRR 190 Rationality and Competition.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021.
"Bayesian Local Projections,"
The Warwick Economics Research Paper Series (TWERPS)
1348, University of Warwick, Department of Economics.
- Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers 2023-04, Center for Research in Economics and Statistics.
- Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers Series 581, Central Bank of Brazil, Research Department.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," SciencePo Working papers Main hal-03373574, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," Working Papers hal-03373574, HAL.
- Michail Tsagris & Abdulaziz Alenazi & Connie Stewart, 2023. "Flexible Non-parametric Regression Models for Compositional Response Data with Zeros," Working Papers 2306, University of Crete, Department of Economics.
- Steven T. Berry & Philip A. Haile, 2020.
"Nonparametric Identification of Differentiated Products Demand Using Micro Data,"
NBER Working Papers
27704, National Bureau of Economic Research, Inc.
- Steven Berry & Philip Haile, 2023. "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Cowles Foundation Discussion Papers 2357, Cowles Foundation for Research in Economics, Yale University.
- Steven T. Berry & Philip A. Haile, 2022. "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Papers 2204.06637, arXiv.org, revised Apr 2022.
- Nadine Levratto & Mounir Amdaoud, 2023. "Territoires d’industrie : hétérogénéité et convergence ?," EconomiX Working Papers 2023-10, University of Paris Nanterre, EconomiX.
- Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
- Jesus Cuauhtemoc Tellez Gaytan & Aqila Rafiuddin & Gyanendra Singh Sisodia & Gouher Ahmed & CH Paramaiah, 2023. "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 529-543, January.
- Hjertstrand, Per & Swofford, James L. & Whitney, Gerald A., 2023. "Testing for Weak Separability and Utility Maximization with Incomplete Adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 152(C).
- Portella-Carbó, Ferran & Pérez-Montiel, Jose & Ozcelebi, Oguzhan, 2023. "Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021)," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1241-1253.
- Gearhart, Richard & Michieka, Nyakundi & Anders, Anne, 2023. "The effectiveness of COVID deaths to COVID policies: A robust conditional approach," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 376-394.
- Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023. "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, vol. 119(C).
- Bandyopadhyay, Simanti & Kabiraj, Sujana & Majumder, Subrata, 2023. "Subnational governments and COVID management," Economic Modelling, Elsevier, vol. 124(C).
- Goller, Daniel & Diem, Andrea & Wolter, Stefan C., 2023.
"Sitting next to a dropout: Academic success of students with more educated peers,"
Economics of Education Review, Elsevier, vol. 93(C).
- 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 9812, CESifo.
- Goller, Daniel & Diem, Andrea & Wolter, Stefan C., 2022. "Sitting Next to a Dropout: Academic Success of Students with More Educated Peers," IZA Discussion Papers 15378, Institute of Labor Economics (IZA).
- Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023. "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
- Yu, Deshui & Chen, Li & Li, Luyang, 2023. "Time-varying predictability of the long horizon equity premium based on semiparametric regressions," Economics Letters, Elsevier, vol. 224(C).
- Yu, Deshui & Chen, Li & Li, Luyang, 2023. "Nonparametric modeling for the time-varying persistence of inflation," Economics Letters, Elsevier, vol. 225(C).
- Lee, Sungwon, 2023. "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, vol. 226(C).
- Liu, Weiqiang, 2023. "A consistent nonparametric test for the structure change in quantile regression," Economics Letters, Elsevier, vol. 228(C).
- Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023.
"High dimensional semiparametric moment restriction models,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 320-345.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2017. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 17/17, Monash University, Department of Econometrics and Business Statistics.
- Dong, C. & Gao, J. & Linton, O., 2018. "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics 1881, Faculty of Economics, University of Cambridge.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP69/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 23/18, Monash University, Department of Econometrics and Business Statistics.
- Phillips, Peter C.B. & Wang, Ying, 2023.
"When bias contributes to variance: True limit theory in functional coefficient cointegrating regression,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 469-489.
- Peter C.B. Phillips & Ying Wang, 2020. "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2250, Cowles Foundation for Research in Economics, Yale University.
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2022
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"Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies,"
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"Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts,"
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"Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation,"
Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
- 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 09-21, Association Française de Cliométrie (AFC).
- Mohamed CHIKHI & Claude DIEBOLT, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA 2021-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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"Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework,"
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111567, University Library of Munich, Germany.
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- Zongwu Cai & Ying Fang & Ming Lin & Mingfeng Zhan, 2022. "Estimating Quantile Treatment Effects for Panel Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202205, University of Kansas, Department of Economics, revised Feb 2022.
- Zongwu Cai & Seong Yeon Chang, 2022. "A New Test on Asset Return Predictability with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202206, University of Kansas, Department of Economics, revised Feb 2022.
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"Forecasting Under Structural Breaks Using Improved Weighted Estimation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1485-1501, December.
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- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
- Zongwu Cai & Ted Juhl, 2020. "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202218, University of Kansas, Department of Economics, revised Dec 2022.
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- Viera Mendelová, 2022. "Decomposition of technical efficiency under fixed proportion technologies: an application of data envelopment analysis," Journal of Productivity Analysis, Springer, vol. 57(1), pages 1-22, February.
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"Long swings in the growth of government expenditure: an international historical perspective,"
Public Choice, Springer, vol. 192(3), pages 227-248, September.
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"Institutions, financial development, and small business survival: evidence from European emerging markets,"
Small Business Economics, Springer, vol. 58(3), pages 1261-1283, March.
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"Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong,"
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"Robust Bounds for Welfare Analysis,"
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"Contamination Bias in Linear Regressions,"
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"Long Story Short: Omitted Variable Bias in Causal Machine Learning,"
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"The Influence of Start-up Motivation on Entrepreneurial Performance,"
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"Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
202203, University of Kansas, Department of Economics.
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"Análisis del impacto de la Ley Orgánica para la Promoción del Trabajo Juvenil, Regulación Excepcional de la Jornada de Trabajo, Cesantía y Seguro de Desempleo, sobre el desempleo juvenil en Ecuador
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- Lewis, Gabriel, 2022. "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper 116662, University Library of Munich, Germany.
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"Maturity Composition and the Demand for Government Debt,"
Staff Working Papers
20-29, Bank of Canada.
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"Contamination Bias in Linear Regressions,"
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2106.05024, arXiv.org, revised Aug 2022.
- Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2022. "Contamination Bias in Linear Regressions," Working Papers 2022-15, Princeton University. Economics Department..
- Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2022. "Contamination Bias in Linear Regressions," NBER Working Papers 30108, National Bureau of Economic Research, Inc.
- Caio Almeida & Gustavo Freire & Rafael Azevedo & Kym Ardison, 2022. "Nonparametric Option Pricing with Generalized Entropic Estimators," Working Papers 2022-25, Princeton University. Economics Department..
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"Robust Empirical Bayes Confidence Intervals,"
Econometrica, Econometric Society, vol. 90(6), pages 2567-2602, November.
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- Fotova Čiković, Katerina & Keček, Damira & Smoljić, Mirko, 2022. "Exploring The Efficiency Of Platform Economy: A Prisma Compliant Systematic Review Of Data Envelopment Analysis Applications," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 13(2), pages 236-248.
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"Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving,"
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"A Random Forest approach of the Evolution of Inequality of Opportunity in Mexico,"
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- Faten Ben Bouheni & Hassan Obeid & Elena Margarint, 2022. "Nonperforming loan of European Islamic banks over the economic cycle," Annals of Operations Research, Springer, vol. 313(2), pages 773-808, June.
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- Christian M. Hafner & Sabrine Majeri, 2022.
"Analysis of cryptocurrency connectedness based on network to transaction volume ratios,"
Digital Finance, Springer, vol. 4(2), pages 187-216, September.
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- Hideyuki Mizobuchi, 2022. "Measuring the shift in the short-run production frontier," Evolutionary and Institutional Economics Review, Springer, vol. 19(1), pages 271-300, April.
- 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, vol. 62(2), pages 637-677, February.
- Hiroyuki Kawakatsu, 2022. "Local projection variance impulse response," Empirical Economics, Springer, vol. 62(3), pages 1219-1244, March.
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- Juergen Jung, 2022.
"Estimating transition probabilities between health states using US longitudinal survey data,"
Empirical Economics, Springer, vol. 63(2), pages 901-943, August.
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- 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, vol. 49(2), pages 233-266, June.
- 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, vol. 39(3), pages 903-960, October.
- 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), vol. 23(4), pages 627-643, June.
- 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, vol. 12(3), pages 409-450, September.
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- Dan Lupu & Ramona Tiganasu, 2022. "COVID-19 and the efficiency of health systems in Europe," Health Economics Review, Springer, vol. 12(1), pages 1-15, December.
- 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, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 599-616, Springer.
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"Recovery process optimization using survival regression,"
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"Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach,"
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- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022.
"Stochastic Frontier Analysis: Foundations and Advances II,"
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- Haidar Haidar, 2022. "Efficiency of Syrian Banks: A Nonparametric Frontier Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(6), pages 1-2.
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"An Econometric Panel Data Model of the COVID-19 Pandemic,"
Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 11(1), pages 1-3.
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"Approximations and Inference for Nonparametric Production Frontiers,"
LIDAM Discussion Papers ISBA
2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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"Is innovation in ICT valuable for the efficiency of Italian museums?,"
European Planning Studies, Taylor & Francis Journals, vol. 30(9), pages 1695-1716, September.
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"Analyzing Subjective Well-Being Data with Misclassification,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
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"Effects of Peers and Rank on Cognition, Preferences, and Personality,"
The Review of Economics and Statistics, MIT Press, vol. 104(3), pages 587-601, May.
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"ivcrc: An instrumental-variables estimator for the correlated random-coefficients model,"
Stata Journal, StataCorp LP, vol. 22(3), pages 469-495, September.
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"Bunching estimation of elasticities using Stata,"
Stata Journal, StataCorp LP, vol. 22(3), pages 597-624, September.
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- Costanza Naguib, 2022. "Financial Turmoil and Earnings Mobility," Diskussionsschriften dp2208, Universitaet Bern, Departement Volkswirtschaft.
- Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
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"Nonlinear modal regression for dependent data with application for predicting COVID‐19,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.
- Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers 202207, University of California at Riverside, Department of Economics.
- 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, vol. 84(6), pages 1485-1501, December.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers 202210, University of California at Riverside, Department of Economics.
- Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
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"Semiparametric partially linear varying coefficient modal regression,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1001-1026.
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- Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
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- Jan Weber, Jan Schulz, 2022. "Growing Differently: A Structural Classification for European NUTS-3 Regions," Working Paper Series, Department of Economics, University of Utah 2022_01, University of Utah, Department of Economics.
- 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", vol. 10(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, vol. 26(1), pages 31-62, March.
- 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, vol. 26(2), pages 30-46, June.
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- Baiquan Ma & Robert Ślepaczuk, 2022. "The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods," Working Papers 2022-02, Faculty of Economic Sciences, University of Warsaw.
- Maciej Wysocki & Paweł Sakowski, 2022. "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers 2022-12, Faculty of Economic Sciences, University of Warsaw.
- Illia Baranochnikov & Robert Ślepaczuk, 2022. "A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy," Working Papers 2022-21, Faculty of Economic Sciences, University of Warsaw.
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- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022.
"Locally Robust Semiparametric Estimation,"
Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016. "Locally Robust Semiparametric Estimation," Papers 1608.00033, arXiv.org, revised Aug 2020.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers CWP31/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018. "Locally robust semiparametric estimation," CeMMAP working papers CWP30/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022.
"Robust Empirical Bayes Confidence Intervals,"
Econometrica, Econometric Society, vol. 90(6), pages 2567-2602, November.
- Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Working Papers 2022-27, Princeton University. Economics Department..
- 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., vol. 27(1), pages 439-454, January.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018. "On the Persistence of UK Inflation: A Long-Range Dependence Approach," Discussion Papers of DIW Berlin 1731, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018. "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series 6968, CESifo.
- 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., vol. 27(3), pages 2762-2783, July.
- Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
- Jo Reynaerts & Jakob Vanschoonbeek, 2022.
"The economics of state fragmentation: Assessing the economic impact of secession,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 82-115, January.
- Reynaerts, Jo & Vanschoonbeek, Jakob, 2016. "The Economics of State Fragmentation - Assessing the Economic Impact of Secession," MPRA Paper 69681, University Library of Munich, Germany.
- Yohei Yamamoto & Naoko Hara, 2022.
"Identifying factor‐augmented vector autoregression models via changes in shock variances,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 722-745, June.
- YAMAMOTO, Yohei & 山本, 庸平, 2018. "Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances," Discussion paper series HIAS-E-72, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- 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., vol. 41(8), pages 1559-1569, December.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 202040, University of Pretoria, Department of Economics.
- Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
- 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., vol. 22(01), pages 1-15, March.
- Khushboo Surana, 2022. "How different are we? Identifying the degree of revealed preference heterogeneity," Discussion Papers 22/09, Department of Economics, University of York.
- Gärtner, Leo & Marek, Philipp, 2022. "The impact of German public support transfers on firm finance: Evidence from the Covid-19 crisis," Discussion Papers 19/2022, Deutsche Bundesbank.
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022. "Option characteristics as cross-sectional predictors," LawFin Working Paper Series 37, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- 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 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Mammen, Enno & Wilke, Ralf A. & Zapp, Kristina Maria, 2022. "Estimation of group structures in panel models with individual fixed effects," ZEW Discussion Papers 22-023, ZEW - Leibniz Centre for European Economic Research.
- 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
2018, DIW Berlin, German Institute for Economic Research.
- 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 22-045, ZEW - Leibniz Centre for European Economic Research.
- Bertschek, Irene & Block, Jörn & Kritikos, Alexander S. & Stiel, Caroline, 2022. "German Financial State Aid during COVID-19 Pandemic: Higher Impact among Digitalized Self-Employed," IZA Discussion Papers 15608, Institute of Labor Economics (IZA).
- Axenbeck, Janna & Berner, Anne & Kneib, Thomas, 2022. "What drives the relationship between digitalization and industrial energy demand? Exploring firm-level heterogeneity," ZEW Discussion Papers 22-059, ZEW - Leibniz Centre for European Economic Research.
- 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, vol. 26(Special), pages 102-123, December.
- Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022. "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers 2022-09, Department of Economics and Business Economics, Aarhus University.
- 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., vol. 35(2), pages 96-113, July.
- 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 4574, Asociación Argentina de Economía Política.
- Hermann Ndoya & Simplice A. Asongu, 2022.
"Digital Divide, Globalization and Income Inequality in sub-Saharan African countries: Analysing cross-country heterogeneity,"
Working Papers
22/064, European Xtramile Centre of African Studies (EXCAS).
- 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. 22/064, African Governance and Development Institute..
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- Manh D. Pham & Léopold Simar & Valentin Zelenyuk, 2019.
"Statistical Inference for Aggregation of Malmquist Productivity Indices,"
CEPA Working Papers Series
WP082019, School of Economics, University of Queensland, Australia.
- Pham, Manh & Simar, Léopold & Zelenyuk, Valentin, 2023. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Reprints ISBA 2023010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin, 2022. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Discussion Papers ISBA 2022005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, C. M., 2022.
"Dynamic Autoregressive Liquidity (DArLiQ),"
Janeway Institute Working Papers
2206, Faculty of Economics, University of Cambridge.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers ISBA 2022009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN 2022002, Université catholique de Louvain, Louvain Finance (LFIN).
- Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics 2214, Faculty of Economics, University of Cambridge.
- Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2022. "Proportional Incremental Cost Probability Functions and their Frontiers," LIDAM Discussion Papers ISBA 2022016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Cinzia Daraio & Leopold Simar, 2022.
"Approximations and Inference for Nonparametric Production Frontiers,"
LEM Papers Series
2022/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daraio, Cinzia & Simar, Léopold, 2022. "Approximations and Inference for Nonparametric Production Frontiers," LIDAM Discussion Papers ISBA 2022017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- 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 2022024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022. "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA 2022035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- 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 2022036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2019.
"Time-Varying Mixture Copula Models with Copula Selection,"
Working Papers
2019-07-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Yang, Bingduo & Cai, Zongwu & Hafner, Christian M. & Liu, Guannan, 2022. "Time-Varying Mixture Copula Models with Copula Selection," LIDAM Reprints ISBA 2022008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2021. "Time-Varying Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202105, University of Kansas, Department of Economics, revised Jan 2021.
- Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2021.
"Semiparametric estimation and variable selection for single‐index copula models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 962-988, November.
- Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2018. "Semiparametric Estimation and Variable Selection for Single-index Copula Models," IRTG 1792 Discussion Papers 2018-064, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2022. "Semiparametric estimation and variable selection for single-index copula models," LIDAM Reprints ISBA 2022011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2019. "Semiparametric Estimation and Variable Selection for Single-index Copula Models," Working Papers 2019-07-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- HAFNER Christian M., & WANG Linqi,, 2019.
"A dynamic conditional score model for the log correlation matrix,"
LIDAM Discussion Papers CORE
2019031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints ISBA 2022012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints LFIN 2022006, Université catholique de Louvain, Louvain Finance (LFIN).
- Hafner, Christian & Wang, Linqi, 2020.
"Dynamic portfolio selection with sector-specific regularization,"
LIDAM Discussion Papers ISBA
2020032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints ISBA 2022013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints LFIN 2022007, Université catholique de Louvain, Louvain Finance (LFIN).
- Christian M. Hafner & Sabrine Majeri, 2022.
"Analysis of cryptocurrency connectedness based on network to transaction volume ratios,"
Digital Finance, Springer, vol. 4(2), pages 187-216, September.
- Hafner, Christian M. & Majeri , Sabrine, 2022. "Analysis of cryptocurrency connectedness based on network to transaction volume ratios," LIDAM Reprints ISBA 2022033, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, C. M., 2022.
"Dynamic Autoregressive Liquidity (DArLiQ),"
Janeway Institute Working Papers
2206, Faculty of Economics, University of Cambridge.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN 2022002, Université catholique de Louvain, Louvain Finance (LFIN).
- Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics 2214, Faculty of Economics, University of Cambridge.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers ISBA 2022009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- HAFNER Christian M., & WANG Linqi,, 2019.
"A dynamic conditional score model for the log correlation matrix,"
LIDAM Discussion Papers CORE
2019031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints LFIN 2022006, Université catholique de Louvain, Louvain Finance (LFIN).
- Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints ISBA 2022012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian & Wang, Linqi, 2020.
"Dynamic portfolio selection with sector-specific regularization,"
LIDAM Discussion Papers ISBA
2020032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints LFIN 2022007, Université catholique de Louvain, Louvain Finance (LFIN).
- Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints ISBA 2022013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Gabriel Montes-Rojas & Nicolás Bertholet, 2022.
"When are devaluations more contractionary? A Quantile VAR estimation for Argentina,"
Working Papers
185, Red Nacional de Investigadores en Economía (RedNIE).
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"When Are Devaluations More Contractionary? A Quantile Var Estimation For Argentina,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2022-71, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
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"Identification of Auction Models Using Order Statistics,"
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"Semiparametric Single-Index Estimation for Average Treatment Effects,"
Monash Econometrics and Business Statistics Working Papers
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"Beta-Sorted Portfolios,"
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"Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving,"
Departmental Working Papers
2204, Southern Methodist University, Department of Economics.
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"GLS under monotone heteroskedasticity,"
STICERD - Econometrics Paper Series
625, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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"Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
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"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
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"Skill, Scale, and Value Creation in the Mutual Fund Industry,"
Journal of Finance, American Finance Association, vol. 77(1), pages 601-638, February.
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"Nonlinear modal regression for dependent data with application for predicting COVID‐19,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1424-1453, July.
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"Bayesian estimation and comparison of conditional moment models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
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"Counterfactual dissimilarity: Can changes in demographics and income explain increased racial integration in US cities?,"
Journal of Regional Science, Wiley Blackwell, vol. 62(1), pages 21-56, January.
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"Seasonal functional autoregressive models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 197-218, March.
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"Distributional Change: Assessing the Contribution of Household Income Sources,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 158-184, February.
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"Forecasting Under Structural Breaks Using Improved Weighted Estimation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1485-1501, December.
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"FDI and the growing wage gap in Mexican municipalities,"
Papers in Regional Science, Wiley Blackwell, vol. 101(6), pages 1411-1439, December.
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"Residential Property Price Indexes: Spatial Coordinates Versus Neighborhood Dummy Variables,"
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"ddml: Double/debiased machine learning in Stata,"
Swiss Stata Conference 2022
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"Entropy Balancing for Continuous Treatments,"
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"Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels,"
Department of Economics Working Papers
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"Dynamic Autoregressive Liquidity (DArLiQ),"
Janeway Institute Working Papers
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"Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data,"
Janeway Institute Working Papers
2208, Faculty of Economics, University of Cambridge.
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"Dynamic Autoregressive Liquidity (DArLiQ),"
LIDAM Discussion Papers ISBA
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- Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics 2214, Faculty of Economics, University of Cambridge.
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"Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data,"
Cambridge Working Papers in Economics
2218, Faculty of Economics, University of Cambridge.
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"Bandwidth Selection for Nonparametric Regression with Errors-in-Variables,"
Departmental Working Papers
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"Regression Discontinuity Design with Potentially Many Covariates,"
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"A Tale of Government Spending Efficiency and Trust in the State,"
Working Papers REM
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"Government spending efficiency in Latin America,"
Working Papers REM
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"Local property tax reform and municipality spending efficiency,"
Working Papers REM
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"Sitting next to a dropout: Academic success of students with more educated peers,"
Economics of Education Review, Elsevier, vol. 93(C).
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"The impact of de facto globalization on carbon emissions: Evidence from Ghana,"
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"Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty,"
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"Nonparametric Significance Testing In Measurement Error Models,"
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"Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study,"
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"Semiparametrically efficient estimation of the average linear regression function,"
Journal of Econometrics, Elsevier, vol. 226(1), pages 115-138.
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"A wavelet method for panel models with jump discontinuities in the parameters,"
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"A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions,"
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"Kotlarski with a factor loading,"
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"Bayesian nonparametric learning of how skill is distributed across the mutual fund industry,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
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"Estimation of varying coefficient models with measurement error,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 388-415.
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- Andersen, Torben G. & Varneskov, Rasmus T., 2022. "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 361-386.
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- Balsa, Ana I. & Triunfo, Patricia, 2022. "The COVID-19 pandemic and birth outcomes in 2020: The role of prenatal care and other channels," Economics & Human Biology, Elsevier, vol. 47(C).
- Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2022. "Intertemporal defaulted bond recoveries prediction via machine learning," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1162-1177.
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"Explainable models of credit losses,"
European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
- João A. Bastos & Sara M. Matos, 2021. "Explainable models of credit losses," Working Papers REM 2021/0161, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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- Bruna, Maria Giuseppina & Đặng, Rey & Houanti, L'hocine & Sahut, Jean-Michel & Simioni, Michel, 2022. "By what way women on corporate boards influence corporate social performance? Evidence from a semiparametric panel model," Finance Research Letters, Elsevier, vol. 49(C).
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- An, Duong Hoai, 2022. "Performance of universities in Vietnam," International Journal of Educational Development, Elsevier, vol. 91(C).
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- Shang, Han Lin & Haberman, Steven & Xu, Ruofan, 2022. "Multi-population modelling and forecasting life-table death counts," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 239-253.
- Gribkova, N.V. & Su, J. & Zitikis, R., 2022. "Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 199-222.
- 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.
- Acheampong, Alex O., 2022. "The impact of de facto globalization on carbon emissions: Evidence from Ghana," International Economics, Elsevier, vol. 170(C), pages 156-173.
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"Do financial markets reward government spending efficiency?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
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- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper 62, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM 2021/0166, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 443-472.
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"Mortgage-related bank penalties and systemic risk among U.S. banks,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
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- Awoa Awoa, Paul & Oyono, Jean Cedric & Ngah Atangana, Bénédicte & Okere Atanga, Donald & Zeh, Inès Perolde, 2022. "Natural resource and entrepreneurship: Economic freedom matters," Resources Policy, Elsevier, vol. 79(C).
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- Simonetti, Irene & Belloni, Michele & Farina, Elena & Zantomio, Francesca, 2022. "Labour market institutions and long term adjustments to health shocks: Evidence from Italian administrative records," Labour Economics, Elsevier, vol. 79(C).
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"Okun's law: Copula-based evidence from G7 countries,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 478-491.
- Benos, Nikos & Stavrakoudis, Athanassios, 2020. "Okun's Law: Copula-based Evidence from G7 Countries," MPRA Paper 103318, University Library of Munich, Germany.
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- Wen, Fenghua & Shui, Aojie & Cheng, Yuxiang & Gong, Xu, 2022. "Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 457-482.
- Wang, Qingxia & Faff, Robert & Zhu, Min, 2022. "Realized moments and the cross-sectional stock returns around earnings announcements," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 408-427.
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"FDI and the growing wage gap in Mexican municipalities,"
Papers in Regional Science, Wiley Blackwell, vol. 101(6), pages 1411-1439, December.
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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 2021-07, Department of Economics and Business Economics, Aarhus University.
- Ofori, Isaac Kwesi, 2021.
"Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning,"
EconStor Preprints
235482, ZBW - Leibniz Information Centre for Economics.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
- Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
- 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. 21/044, African Governance and Development Institute..
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
- Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021.
"What Drives Financial Sector Development in Africa? Insights from Machine Learning,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics.
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
- 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 21/074, Research Africa Network (RAN).
- 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. 21/074, African Governance and Development Institute..
- 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.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Revisiting Identification Concepts in Bayesian Analysis,"
Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Paul Heidhues & Philipp Strack, 2021.
"Identifying Present Bias from the Timing of Choices,"
American Economic Review, American Economic Association, vol. 111(8), pages 2594-2622, August.
- Paul Heidhues & Philipp Strack, 2019. "Identifying Present-Bias from the Timing of Choices," Papers 1905.03959, arXiv.org.
- Luján Reyes, 2021. "Descomposición de la pobreza en Argentina: Comparando los resultados de las últimas décadas," Asociación Argentina de Economía Política: Working Papers 4515, Asociación Argentina de Economía Política.
- Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020.
"Commodities price cycles and their interdependence with equity markets,"
Energy Economics, Elsevier, vol. 91(C).
- Gideon Boako & Imhotep Paul Alagidede, 2021. "Commodities Price Cycles and their Interdependence with Equity Markets," Working Papers 457, African Economic Research Consortium, Research Department.
- Mohamed CHIKHI & Claude DIEBOLT, 2022.
"Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation,"
Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
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"The Phillips multiplier,"
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"Okun's law in the US: New insights in time and frequency,"
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"Delineating urban areas using building density,"
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"Interest rate uncertainty and the predictability of bank revenues,"
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"Institutions, financial development, and small business survival: evidence from European emerging markets,"
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"Feed the Children,"
IZA Discussion Papers
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"“Employment uncertainty a year after the irruption of the covid-19 pandemic”,"
AQR Working Papers
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"Explainable models of credit losses,"
European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
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"Do financial markets reward government spending efficiency?,"
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"Empirical Monte Carlo evidence on estimation of Timing-of-Events models,"
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"Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 1065-1073, November.
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"Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany’s Inequality Puzzle,"
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"Feed the children,"
IFS Working Papers
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- Cherchye, Laurens & Chiappori, Pierre-André & De Rock, Bram & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the Children," IZA Discussion Papers 14687, Institute of Labor Economics (IZA).
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- De Rock, Bram & Cherchye, Laurens & Chiappori, Pierre-André & Ringdal, Charlotte & Vermeulen, Frederic, 2021. "Feed the children," CEPR Discussion Papers 16482, C.E.P.R. Discussion Papers.
- Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021.
"Stable marriage, household consumption and unobserved match quality,"
Working Papers of Department of Economics, Leuven
679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Browning, Martin J. & Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Vermeulen, Frederic, 2021. "Stable Marriage, Household Consumption and Unobserved Match Quality," IZA Discussion Papers 14688, Institute of Labor Economics (IZA).
- Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable Marriage, Household Consumption and Unobserved Match Quality," Working Papers ECARES 2021-15, ULB -- Universite Libre de Bruxelles.
- Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," CEBI working paper series 21-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- De Rock, Bram & Browning, Martin & Cherchye, Laurens & Demuynck, Thomas & Vermeulen, Frederic, 2021. "Stable marriage, household consumption and unobserved match quality," CEPR Discussion Papers 16483, C.E.P.R. Discussion Papers.
- Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," IFS Working Papers W21/31, Institute for Fiscal Studies.
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- Hu, Yingyao, 2021. "Identification of Causal Models with Unobservables: A Self-Report Approach," Economics Working Paper Archive 64330, The Johns Hopkins University,Department of Economics.
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- Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai, 2021. "Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202104, University of Kansas, Department of Economics, revised Jan 2021.
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"Time-Varying Mixture Copula Models with Copula Selection,"
Working Papers
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- Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2021. "Time-Varying Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202105, University of Kansas, Department of Economics, revised Jan 2021.
- Zongwu Cai & Xiyuan Liu, 2021. "Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202106, University of Kansas, Department of Economics, revised Jan 2021.
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"Density deconvolution with Laplace errors and unknown variance,"
Journal of Productivity Analysis, Springer, vol. 56(2), pages 103-113, December.
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"Structural Tax Reforms and Public Spending Efficiency,"
Open Economies Review, Springer, vol. 32(5), pages 1017-1061, November.
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- Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021.
"Stable marriage, household consumption and unobserved match quality,"
Working Papers of Department of Economics, Leuven
679647, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
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- Browning, Martin J. & Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Vermeulen, Frederic, 2021. "Stable Marriage, Household Consumption and Unobserved Match Quality," IZA Discussion Papers 14688, Institute of Labor Economics (IZA).
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- Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2021. "Stable marriage, household consumption and unobserved match quality," IFS Working Papers W21/31, Institute for Fiscal Studies.
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"Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 217-241,
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- Povilas Lastauskas & Julius Stakenas, 2021. "Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies," Bank of Lithuania Working Paper Series 87, Bank of Lithuania.
- Schlicht, Ekkehart, 2021. "Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format," Discussion Papers in Economics 75878, University of Munich, Department of Economics.
- Marius Braun, 2021. "A Real-Options Analysis of Climate Change and International Migration," MAGKS Papers on Economics 202138, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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"Exact computation of maximum rank correlation estimator,"
The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
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- Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2021. "Shape Constrained Kernel PDF and PMF Estimation," Department of Economics Working Papers 2021-05, McMaster University.
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- Armin Pourkhanali & Jonathan Keith & Xibin Zhang, 2021. "Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics," Monash Econometrics and Business Statistics Working Papers 15/21, Monash University, Department of Econometrics and Business Statistics.
- Yayi Yan & Jiti Gao & Bin Peng, 2021. "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers 17/21, Monash University, Department of Econometrics and Business Statistics.
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"Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects,"
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- Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 34/20, Monash University, Department of Econometrics and Business Statistics.
- Yayi Yan & Jiti Gao & Bin Peng, 2021. "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers 22/21, Monash University, Department of Econometrics and Business Statistics.
- Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021.
"Interactive Effects Panel Data Models with General Factors and Regressors,"
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- Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers 23/21, Monash University, Department of Econometrics and Business Statistics.
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"Informational Content of Factor Structures in Simultaneous Binary Response Models,"
Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410,
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- Bryan S. Graham & Fengshi Niu & James L. Powell, 2020.
"Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression,"
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"Consistent Evidence on Duration Dependence of Price Changes,"
CEPR Discussion Papers
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"Semiparametric Estimation of Treatment Effects in Randomized Experiments,"
Research Papers
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- Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021.
"Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties,"
CReAM Discussion Paper Series
2132, Centre for Research and Analysis of Migration (CReAM), Department of Economics, University College London.
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- M Ashraf Al Haq & Norazlina Abd Wahab & Md. Mahmudul Alam, 2021.
"Understanding The Impact Of Institutional Factors On Asnaf Sustainability: A Pls-Sem Approach,"
Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 7(4), pages 759-790.
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"Institutions, financial development, and small business survival: evidence from European emerging markets,"
Small Business Economics, Springer, vol. 58(3), pages 1261-1283, March.
- Ichiro Iwasaki & Evzen Kocenda & Yoshisada Shida, 2020. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," Working Papers IES 2020/39, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2020.
- Ichiro Iwasaki & Evžen Kočenda & Yoshisada Shida, 2021. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," Working Papers 390, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Ichiro Iwasaki & Evžen Kocenda & Yoshisada Shida, 2020. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CESifo Working Paper Series 8641, CESifo.
- Iwasaki, Ichiro & 岩﨑, 一郎 & Kočenda, Evžen & Shida, Yoshisada, 2021. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CEI Working Paper Series 2020-10, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Youngki Shin & Zvezdomir Todorov, 2021.
"Exact computation of maximum rank correlation estimator,"
The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
- Youngki Shin & Zvezdomir Todorov, 2020. "Exact Computation of Maximum Rank Correlation Estimator," Papers 2009.03844, arXiv.org, revised Jan 2021.
- Youngki Shin & Zvezdomir Todorov, 2021. "Exact Computation of Maximum Rank Correlation Estimator," Department of Economics Working Papers 2021-03, McMaster University.
- Modou Mar & Nadine Massard, 2021.
"Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy [The impact of R&D subsidies on R&D employment comp,"
Industrial and Corporate Change, Oxford University Press, vol. 30(4), pages 845-867.
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- Modou Mar & Nadine Massard, 2021. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy," Post-Print hal-03222070, HAL.
- Modou Mar & Nadine Massard, 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers hal-02282971, HAL.
- Atsushi Inoue & Lu Jin & Denis Pelletier, 2021. "Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures [Modelling Volatility by Variance Decomposition]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(1), pages 202-234.
- Fred Liu & Lars Stentoft, 2021. "Regulatory Capital and Incentives for Risk Model Choice under Basel 3 [Procyclical Leverage and Value-at-Risk]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(1), pages 53-96.
- Francesco Audrino & Robert Huitema & Markus Ludwig, 2021. "An Empirical Implementation of the Ross Recovery Theorem as a Prediction Device [Nonparametric Option Pricing under Shape Restrictions]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(2), pages 291-312.
- Apaar Sadhwani & Kay Giesecke & Justin Sirignano, 2021. "Deep Learning for Mortgage Risk [The Subprime Virus]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(2), pages 313-368.
- Alessio Sancetta, 2021. "Intraday End-of-Day Volume Prediction," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(3), pages 472-495.
- John M Maheu & Azam Shamsi Zamenjani, 2021.
"Nonparametric Dynamic Conditional Beta,"
The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(4), pages 583-613.
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- Isabel Casas & Eva Ferreira & Susan Orbe, 2021.
"Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management,"
The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(4), pages 707-745.
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- Sermin Gungor & Richard Luger, 2021. "Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(4), pages 746-788.
- Fuchun Li, 2021. "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates [Testing Continuous-Time Models of the Spot Interest Rate]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(5), pages 789-822.
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- António Afonso & João Tovar Jalles & Ana Venâncio, 2021.
"Taxation and Public Spending Efficiency: An International Comparison,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 356-383, September.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," Working Papers REM 2019/80, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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- Hamidou Jawara & Rainer Thiele, 2021.
"The Nutrient-Income Elasticity in Ultra-Poor Households: Evidence from Kenya,"
The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 33(6), pages 1795-1819, December.
- Jawara, Hamidou & Thiele, Rainer, 2018. "The nutrient-income elasticity in ultra-poor households: Evidence from Kenya," Kiel Working Papers 2114, Kiel Institute for the World Economy (IfW Kiel).
- Yan Zheng & Tomislav Vukina & Xiaoyong Zheng, 2021.
"Risk aversion, moral hazard, and gender differences in health care utilization,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(1), pages 35-60, March.
- Zheng, Yan & Vukina, Tomislav & Zheng, Xiaoyong, 2017. "Risk Aversion, Moral Hazard and Gender Differences in Health Care Utilization," ARE Working Papers 262936, North Carolina State University, Department of Agricultural and Resource Economics.
- Juan Palomino & Thyara Sánchez, 2021. "Where Are the Poor Located? A Spatial Heterogeneity Analysisof Monetary Poverty in Peru," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 89-114.
- Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
- Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
- Bastian Schäfer & Yuanhua Feng, 2021. "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE 143, Paderborn University, CIE Center for International Economics.
- Yuanhua Feng & Bastian Schäfer, 2021. "Boundary modification in local polynomial regression," Working Papers CIE 144, Paderborn University, CIE Center for International Economics.
- Yuanhua Feng & Jan Beran & Sebastian Letmathe, 2021. "An extended exponential SEMIFAR model with application in R," Working Papers CIE 145, Paderborn University, CIE Center for International Economics.
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- Lina M Cortés & Juan M Lozada & Javier Perote, 2021.
"Firm size and economic concentration: An analysis from a lognormal expansion,"
PLOS ONE, Public Library of Science, vol. 16(7), pages 1-21, July.
- Lina Cortés & Juan M. Lozada & Javier Perote, 2020. "Firm size and economic concentration: An analysis from lognormal expansion," Documentos de Trabajo CIEF 18185, Universidad EAFIT.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021.
"Valid Heteroskedasticity Robust Testing,"
MPRA Paper
117855, University Library of Munich, Germany, revised Jul 2023.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 107420, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2021. "Valid Heteroskedasticity Robust Testing," Papers 2104.12597, arXiv.org, revised Jul 2023.
- VINTU, Denis, 2021. "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper 107603, University Library of Munich, Germany, revised 11 Feb 2021.
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"Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1784-1802, October.
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- Pihnastyi, Oleh & Sytnikova, Anastasiya, 2021. "Construction of Control Systems of Flow Parameters of the Smart Conveyor using a Neural Network," MPRA Paper 109770, University Library of Munich, Germany, revised 03 Sep 2021.
- Lucchetti, Riccardo & Valentini, Francesco, 2021. "Kernel-based Time-Varying IV estimation: handle with care," MPRA Paper 110033, University Library of Munich, Germany.
- Mestiri, Sami, 2021. "Modelling the volatility of Bitcoin returns using Nonparametric GARCH models," MPRA Paper 111116, University Library of Munich, Germany.
- ferrara, giancarlo & campagna, arianna & bucci, valeria & atella, vincenzo, 2021. "Presumptive taxation and firms’ efficiency: an integrated approach for tax compliance analysis," MPRA Paper 111516, University Library of Munich, Germany.
- Oliveira, Carlos, 2021. "How is the Minimum Wage Shaping the Wage Distribution: Minimum Wage, Spillovers, and Wage Inequality in Portugal," MPRA Paper 112534, University Library of Munich, Germany.
- Panagiotpu, Dimitrios & Stavrakoudis, Athanassios, 2021. "Price dependence among the major EU extra virgin olive oil markets: A time scale analysis," MPRA Paper 114656, University Library of Munich, Germany, revised Jun 2022.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021.
"Valid Heteroskedasticity Robust Testing,"
MPRA Paper
107420, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 117855, University Library of Munich, Germany, revised Jul 2023.
- Benedikt M. Potscher & David Preinerstorfer, 2021. "Valid Heteroskedasticity Robust Testing," Papers 2104.12597, arXiv.org, revised Jul 2023.
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"Robust Empirical Bayes Confidence Intervals,"
Papers
2004.03448, arXiv.org, revised May 2022.
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"Self-Fulfilling Debt Crises, Revisited,"
Journal of Political Economy, University of Chicago Press, vol. 130(5), pages 1147-1183.
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- Zhichao Wang & Valentin Zelenyuk, 2021. "Performance Analysis of Hospitals in Australia and its Peers: A Systematic Review," CEPA Working Papers Series WP012021, School of Economics, University of Queensland, Australia.
- Natalya Zelenyuk & Valentin Zelenyuk, 2021. "Bank Performance Analysis," CEPA Working Papers Series WP022021, School of Economics, University of Queensland, Australia.
- Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021.
"Inference in the Nonparametric Stochastic Frontier Model,"
LIDAM Discussion Papers ISBA
2021029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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- ERİLLİ, Necati Alp, 2021. "Use of Trimean in Theil-Sen Regression Analysis," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(1), pages 15-26, June.
- Lee, Hojin, 2021. "A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 25(3), pages 310-336, September.
- Daehyeon PARK & Doojin RYU, 2021. "Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 22-34, June.
- Ifigeneia-Dimitra Pougkakioti, 2021. "Measuring The Efficiency And Productivity Change Of Municipalities With An Output Oriented Model:Empirical Evidence Across Greek Municipalities Over The Time Period 2012-2016," Romanian Journal of Regional Science, Romanian Regional Science Association, vol. 15(1), pages 98-125, JUNE.
- Rafael González-Val, 2021.
"The Spanish spatial city size distribution,"
Environment and Planning B, , vol. 48(6), pages 1609-1631, July.
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"Bandwidth Selection for Nonparametric Regression with Errors-in-Variables,"
Departmental Working Papers
2104, Southern Methodist University, Department of Economics.
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"What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC,"
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2006.06274, arXiv.org, revised Aug 2022.
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"Regression Discontinuity Design with Potentially Many Covariates,"
Papers
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- Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022. "Regression discontinuity design with potentially many covariates," STICERD - Econometrics Paper Series 626, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Stylianos Gr. Margaritis, 2021. "Evaluation of Upper Secondary Schools on Efficiency and Productivity Change in 2016-2019: Empirical evidence from schools in the region in Central Greece," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 71(3-4), pages 101-121, July-Dece.
- Emilios Galariotis & Iordanis Kalaitzoglou & Jacek Niklewski & Constantin Zopounidis, 2021. "Optimal level of state ownership in banks: prevention measure versus emergency action—evidence from the new millennia," Annals of Operations Research, Springer, vol. 304(1), pages 165-197, September.
- Hirofumi Fukuyama & Yong Tan, 2021. "Corporate social behaviour: Is it good for efficiency in the Chinese banking industry?," Annals of Operations Research, Springer, vol. 306(1), pages 383-413, November.
- Chang-Lin Mei & Feng Chen & Wen-Tao Wang & Peng-Cheng Yang & Si-Lian Shen, 2021. "Efficient estimation of heteroscedastic mixed geographically weighted regression models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(1), pages 185-206, February.
- Aman Ullah & Tao Wang & Weixin Yao, 2021.
"Modal regression for fixed effects panel data,"
Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
- Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
- Christian Dudel & Jan Marvin Garbuszus & Julian Schmied, 2021.
"Assessing differences in household needs: a comparison of approaches for the estimation of equivalence scales using German expenditure data,"
Empirical Economics, Springer, vol. 60(4), pages 1629-1659, April.
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- Donald Lien & Ziling Wang & Xiaojian Yu, 2021. "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, vol. 60(5), pages 2177-2201, May.
- Artem Prokhorov & Kien C. Tran & Mike G. Tsionas, 2021. "Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors," Empirical Economics, Springer, vol. 60(6), pages 3043-3068, June.
- Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021.
"Predicting recessions with a frontier measure of output gap: an application to Italian economy,"
Empirical Economics, Springer, vol. 60(6), pages 2701-2740, June.
- Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2020. "Predicting Recessions with a Frontier Measure of Output Gap: An Application to Italian Economy," CEPA Working Papers Series WP102020, School of Economics, University of Queensland, Australia.
- Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021. "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA 2021010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christian Schluter, 2021.
"On Zipf’s law and the bias of Zipf regressions,"
Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
- Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Post-Print hal-02880544, HAL.
- Taining Wang & Jinjing Tian & Feng Yao, 2021. "Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency," Empirical Economics, Springer, vol. 61(2), pages 587-636, August.
- Jens J. Krüger, 2021. "Nonparametric portfolio efficiency measurement with higher moments," Empirical Economics, Springer, vol. 61(3), pages 1435-1459, September.
- Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2021. "Real estate listings and their usefulness for hedonic regressions," Empirical Economics, Springer, vol. 61(6), pages 3239-3269, December.
- Xavier Cirera & Daniel Lederman & Juan A. Máñez Castillejo & María E. Rochina Barrachina & Juan A. Sanchis-Llopis, 2021.
"Firm productivity gains in a period of slow trade liberalization: evidence from Brazil,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 57-87, April.
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- Beata Bieszk-Stolorz & Krzysztof Dmytrów, 2021. "A survival analysis in the assessment of the influence of the SARS-CoV-2 pandemic on the probability and intensity of decline in the value of stock indices," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 363-379, June.
- Mohamed Mehdi Jelassi & Ezzeddine Delhoumi, 2021. "What explains the technical efficiency of banks in Tunisia? Evidence from a two-stage data envelopment analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-26, December.
- Agnieszka Gehringer & Thomas Mayer, 2021. "Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 71-89, April.
- Draheim, Matthias & Schanbacher, Peter & Seiberlich, Ruben, 2021.
"On the effectiveness of case management for people with disabilities,"
Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55, pages 1-15.
- Matthias Draheim & Peter Schanbacher & Ruben Seiberlich, 2021. "On the effectiveness of case management for people with disabilities," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-16, December.
- Abdellatif Chatri & Khadija Hadef & Naima Samoudi, 2021. "Micro-econometric evaluation of subsidized employment in morocco: the case of the "Idmaj" program," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 55(1), pages 1-13, December.
- Avishek Bhandari & Bandi Kamaiah, 2021. "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 23-37, March.
- Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021. "Rates of Expansions for Functional Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
- Ather Hassan Dar & Somesh Kumar Mathur & Sila Mishra, 2021. "The Efficiency of Indian Banks: A DEA, Malmquist and SFA Analysis with Bad Output," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(4), pages 653-701, December.
- Juan Antonio Dip, 2021. "What does U-multirank tell us about knowledge transfer and research?," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(4), pages 3011-3039, April.
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- Dimitrios Panagiotou, 2021. "Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach," SN Business & Economics, Springer, vol. 1(7), pages 1-18, July.
- Javier Ojea-Ferreiro, 2021.
"Deconstructing Systemic Risk: A Reverse Stress Testing Approach,"
Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 369-375,
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- Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021.
"A comparison of semiparametric tests for fractional cointegration,"
Statistical Papers, Springer, vol. 62(4), pages 1997-2030, August.
- Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2019. "A Comparison of Semiparametric Tests for Fractional Cointegration," Hannover Economic Papers (HEP) dp-651, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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- Ladislav Mura & Zuzana Hajduová, 2021. "Small and medium enterprises in regions - empirical and quantitative approach," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 3(2), pages 252-266, June.
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"Nonparametric homogeneity pursuit in functional-coefficient models,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
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"Subsidising innovation over the business cycle,"
Industry and Innovation, Taylor & Francis Journals, vol. 28(6), pages 773-803, July.
- Isabel Busom & Jorge Vélez-Ospina, 2020. "Subsidising Innovation over the Business Cycle," SPRU Working Paper Series 2020-09, SPRU - Science Policy Research Unit, University of Sussex Business School.
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- Pierre Perron & Yohei Yamamoto, 2021.
"Testing for Changes in Forecasting Performance,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 148-165, January.
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"Semiparametric Estimation of First-Price Auction Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 373-385, March.
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"Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 453-465, March.
- Juan Carlos Escanciano & Javier Hualde, 2017. "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," CAEPR Working Papers 2017-017, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Gaussian Processes and Bayesian Moment Estimation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
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"Fitting Vast Dimensional Time-Varying Covariance Models,"
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"A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable,"
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- Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven, 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," ISU General Staff Papers 201905170700001045, Iowa State University, Department of Economics.
- Isabel Narbón-Perpiñá & Maria Teresa Balaguer-Coll & Diego Prior & Emili Tortosa-Ausina, 2021.
"Searching for the optimal territorial structure: the case of Spanish provincial councils,"
Regional Studies, Taylor & Francis Journals, vol. 55(4), pages 645-664, April.
- Isabel Narbón-Perpiñá & Diego Prior & Mª Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2019. "Searching for the optimal territorial structure: The case of Spanish provincial councils," Working Papers 2019/03, Economics Department, Universitat Jaume I, Castellón (Spain).
- Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021. "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers 21-017/III, Tinbergen Institute.
- Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis, 2021. "Time-varying effects of housing attributes and economic environment on housing prices," Tinbergen Institute Discussion Papers 23-039/III, Tinbergen Institute.
- Anderson, Gordon & Leo, Teng Wah, 2021.
"Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae,"
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- Gordon John Anderson & Teng Wah Leo, 2021. "Sufficient Conditions for j'th Order Stochastic Dominance for Discrete Cardinal Variables, and Their Formulae," Working Papers tecipa-704, University of Toronto, Department of Economics.
- Gordon John Anderson & Teng Wah Leo, 2021. "On Extending Stochastic Dominance Comparisons to Ordinal Variables and Generalising Hammond Dominance," Working Papers tecipa-705, University of Toronto, Department of Economics.
- Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
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"Inference on a Distribution from Noisy Draws,"
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1803.04991, arXiv.org, revised Dec 2021.
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- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Natalia Aldaz Ibáñez & José S. Millán Gómez & Margarita Moltó Aribau & Blanca Escardíbul Ferrá & Pilar Cos Sánchez, 2021. "Análisis de eficiencia no paramétrica de las cooperativas agroalimentarias españolas [Non-parametric efficiency analysis in the Spanish agri-food co-operatives]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 139, pages 77446-77446.
- David S. Lee & Pauline Leung & Christopher J. O’Leary & Zhuan Pei & Simon Quach, 2021.
"Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance,"
Journal of Labor Economics, University of Chicago Press, vol. 39(S2), pages 455-506.
- David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," Working Papers 2019-3, Princeton University. Economics Department..
- David S. Lee & Pauline Leung & Christopher J. O'Leary & Zhuan Pei & Simon Quach, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," NBER Working Papers 25574, National Bureau of Economic Research, Inc.
- Lee, David S. & Leung, Pauline & O'Leary, Christopher J. & Pei, Zhuan & Quach, Simon, 2019. "Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance," IZA Discussion Papers 12154, Institute of Labor Economics (IZA).
- Sören Blomquist & Whitney K. Newey & Anil Kumar & Che-Yuan Liang, 2021.
"On Bunching and Identification of the Taxable Income Elasticity,"
Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2320-2343.
- Sören Blomquist & Whitney Newey & Anil Kumar & Che-Yuan Liang, 2017. "On Bunching and Identification of the Taxable Income Elasticity," NBER Working Papers 24136, National Bureau of Economic Research, Inc.
- Soren Blomquist & Anil Kumar & Che-Yuan Liang, 2019. "On Bunching and Identi?cation of the Taxable Income Elasticity," CeMMAP working papers CWP53/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
- Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021.
"The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables,"
Working Papers
202202, University of California at Riverside, Department of Economics.
- Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021. "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers 202107, University of California at Riverside, Department of Economics.
- Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021.
"The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables,"
Working Papers
202107, University of California at Riverside, Department of Economics.
- Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021. "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers 202202, University of California at Riverside, Department of Economics.
- Justin Dang & Aman Ullah, 2022.
"Machine-Learning-Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting,"
JRFM, MDPI, vol. 15(1), pages 1, January.
- Justin Dang & Aman Ullah, 2021. "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers 202204, University of California at Riverside, Department of Economics, revised Jan 2022.
- Ana Inés Balsa & Patricia Triunfo, 2021. "Pandemia de COVID-19 y salud perinatal en 2020: el caso de Uruguay," Documentos de Trabajo (working papers) 1521, Department of Economics - dECON.
- Mohamed CHIKHI & Claude DIEBOLT, 2022.
"Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation,"
Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
- 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 09-21, Association Française de Cliométrie (AFC).
- Mohamed CHIKHI & Claude DIEBOLT, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA 2021-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Mohamed Chikhi & Claude Diebolt, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print hal-03778331, HAL.
- Jéssica de Lima da Vida Pellenz & Mariza de Almeida & Viviani Silva Lirio, 2021. "Eficiência técnica agropecuária e desmatamento: análise espacial para a Amazônia legal brasileira [Agricultural technical efficiency and deforestation: spatial analysis for the brazilianlegal amazo," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 38(77), pages 119-146, july-dece.
- Adam Lee & Geert Mesters, 2021.
"Robust Non-Gaussian Inference for Linear Simultaneous Equations Models,"
Working Papers
1278, Barcelona School of Economics.
- Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
- Régis Barnichon & Geert Mesters, 2021. "Fiscal targeting," Economics Working Papers 1793, Department of Economics and Business, Universitat Pompeu Fabra.
- Atanu Ghoshray, 2021. "Are Trends Stochastic or Deterministic? A Reappraisal of Persistence in Natural Resource Prices," Land Economics, University of Wisconsin Press, vol. 97(3), pages 704-721.
- Mario Niklitschek & Rodrigo Labbé & Rosa María Alzamora & Felipe Vásquez, 2021. "Effective Targeting and Additionality: Evaluating the D.L. 701 Reforms for Afforesting Erodible Land in Southern Chile," Land Economics, University of Wisconsin Press, vol. 97(4), pages 745-767.
- Macchioni Giaquinto, Annarita & Jones, Andrew M. & Rice, Nigel & Zantomio, Francesca, 2021.
"Labour supply and informal care responses to health shocks within couples: evidence from the UKHLS,"
GLO Discussion Paper Series
806, Global Labor Organization (GLO).
- Annarita Macchioni Giaquinto & Andrew M. Jones & Nigel Rice & Francesca Zantomio, 2021. "Labour supply and informal care responses to health shocks within couples: evidence from the UKHL," Working Papers 2021:11, Department of Economics, University of Venice "Ca' Foscari".
- Fatai Abiola Sowunmi & Oluwasogo Dammy Abegunrin, 2021. "Profit Efficiency of the Rice Milling Industry and Sustainability of the Rice Value Chain in Nigeria," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 129(3), pages 319-338.
- Ebru Caglayan Akay & Sinem Guler Kangalli Uyar, 2021. "Endogeneity and Nonlinearity in the Environmental Kuznets Curve: A Control Function Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 68(4), pages 555-576, September.
- Akkal Fatima & Kadiri Nadia & Rabhi Abbes, 2021. "Asymptotic Normality of Conditional Density and Conditional Mode in the Functional Single Index Model," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(1), pages 1-24, March.
- Pilch Bartłomiej, 2021. "An analysis of the effectiveness of bankruptcy prediction models – an industry approach," Folia Oeconomica Stetinensia, Sciendo, vol. 21(2), pages 76-96, December.
- Vysochan Oleh & Vysochan Olha & Lytvynenko Nataliia & Hyk Vasyl, 2021. "Evaluation of Efficiency of Fundraising Activities of Small Charitable Organizations of Ukraine," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(1), pages 100-110, March.
- Kamil Korzeń & Robert Ślepaczuk, 2021. "Enhanced Index Replication Based on Smart Beta and Tail-Risk Asset Allocation," Working Papers 2021-18, Faculty of Economic Sciences, University of Warsaw.
- Jan Grudniewicz & Robert Ślepaczuk, 2021. "Application of machine learning in quantitative investment strategies on global stock markets," Working Papers 2021-23, Faculty of Economic Sciences, University of Warsaw.
- Nguyen Vo & Robert Ślepaczuk, 2021. "Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index," Working Papers 2021-25, Faculty of Economic Sciences, University of Warsaw.
- Sergio Castellano Gómez & Robert Ślepaczuk, 2021. "Robust optimisation in algorithmic investment strategies," Working Papers 2021-27, Faculty of Economic Sciences, University of Warsaw.
- Debopam Bhattacharya, 2021.
"The Empirical Content of Binary Choice Models,"
Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
- Bhattacharya, D., 2018. "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics 1883, Faculty of Economics, University of Cambridge.
- Debopam Bhattacharya, 2019. "The Empirical Content of Binary Choice Models," Papers 1902.11012, arXiv.org, revised Oct 2020.
- Patrick Kline & Christopher Walters, 2021.
"Reasonable Doubt: Experimental Detection of Job‐Level Employment Discrimination,"
Econometrica, Econometric Society, vol. 89(2), pages 765-792, March.
- Patrick M. Kline & Christopher R. Walters, 2020. "Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination," NBER Working Papers 26861, National Bureau of Economic Research, Inc.
- Timothy B. Armstrong & Michal Kolesár, 2021.
"Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness,"
Econometrica, Econometric Society, vol. 89(3), pages 1141-1177, May.
- Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2018.
- Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles'ar, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers 1712.04594, arXiv.org, revised Jan 2021.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
"Multimodality In Macrofinancial Dynamics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
- Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2021.
"Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 328-345, April.
- Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2019. "Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone," Monash Econometrics and Business Statistics Working Papers 28/19, Monash University, Department of Econometrics and Business Statistics.
- Daniel Kuehnle & Michael Oberfichtner & Kerstin Ostermann, 2021.
"Revisiting gender identity and relative income within households: A cautionary tale on the potential pitfalls of density estimators,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 1065-1073, November.
- Kühnle, Daniel & Oberfichtner, Michael & Ostermann, Kerstin, 2021. "Revisiting Gender Identity and Relative Income within Households: A Cautionary Tale on the Potential Pitfalls of Density Estimators," IZA Discussion Papers 14293, Institute of Labor Economics (IZA).
- Federico A. Bugni & Joel L. Horowitz, 2021.
"Permutation tests for equality of distributions of functional data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 861-877, November.
- Federico A. Bugni & Joel L. Horowitz, 2017. "Permutation tests for equality of distributions of functional data," CeMMAP working papers CWP17/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Joel L. Horowitz, 2018. "Permutation Tests for Equality of Distributions of Functional Data," Papers 1803.00798, arXiv.org, revised Jun 2021.
- Federico A. Bugni & Joel L. Horowitz, 2018. "Permutation tests for equality of distributions of functional data," CeMMAP working papers CWP18/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2021.
"Semiparametric estimation and variable selection for single‐index copula models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 962-988, November.
- Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2018. "Semiparametric Estimation and Variable Selection for Single-index Copula Models," IRTG 1792 Discussion Papers 2018-064, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2022. "Semiparametric estimation and variable selection for single-index copula models," LIDAM Reprints ISBA 2022011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2019. "Semiparametric Estimation and Variable Selection for Single-index Copula Models," Working Papers 2019-07-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Cameron Roach & Rob Hyndman & Souhaib Ben Taieb, 2021.
"Non‐linear mixed‐effects models for time series forecasting of smart meter demand,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 1118-1130, September.
- Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb, 2020. "Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand," Monash Econometrics and Business Statistics Working Papers 41/20, Monash University, Department of Econometrics and Business Statistics.
- Ricardo Crisóstomo, 2021.
"Estimating real‐world probabilities: A forward‐looking behavioral framework,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1797-1823, November.
- Ricardo Cris'ostomo, 2020. "Estimating real-world probabilities: A forward-looking behavioral framework," Papers 2012.09041, arXiv.org, revised Jan 2021.
- Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Gabriele Fiorentini & Enrique Sentana, 2021.
"Specification tests for non‐Gaussian maximum likelihood estimators,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 683-742, July.
- Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Working Paper series 18-22, Rimini Centre for Economic Analysis.
- Gabriele Fiorentini & Enrique Sentana, 2018. "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers wp2018_1804, CEMFI.
- Sentana, Enrique & Fiorentini, Gabriele, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
- Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive 2018_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021.
"Bayesian local projections,"
Working Papers
hal-03373574, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021. "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS) 1348, University of Warwick, Department of Economics.
- Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers Series 581, Central Bank of Brazil, Research Department.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," SciencePo Working papers Main hal-03373574, HAL.
- Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers 2023-04, Center for Research in Economics and Statistics.
- Taining Wang & Feng Yao, 2021. "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers 21-01, Department of Economics, West Virginia University.
- Ollech, Daniel, 2021. "Economic analysis using higher frequency time series: Challenges for seasonal adjustment," Discussion Papers 53/2021, Deutsche Bundesbank.
- Dorn, Franziska & Maxand, Simone & Kneib, Thomas, 2021. "The dependence between income inequality and carbon emissions: A distributional copula analysis," University of Göttingen Working Papers in Economics 413, University of Goettingen, Department of Economics.
- Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021.
"What Drives Financial Sector Development in Africa? Insights from Machine Learning,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics.
- 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. 21/074, African Governance and Development Institute..
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
- 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 21/074, Research Africa Network (RAN).
- Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021.
"Housing rent dynamics and rent regulation in St. Petersburg (1880–1917),"
Explorations in Economic History, Elsevier, vol. 81(C).
- Kholodilin, Konstantin A. & Limonov, Leonid E. & Waltl, Sofie R., 2021. "Housing rent dynamics and rent regulation in St. Petersburg (1880–1917)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics.
- KHOLODILIN Konstantin A. & LIMONOV Leonid E. & WALTL Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," LISER Working Paper Series 2019-03, Luxembourg Institute of Socio-Economic Research (LISER).
- Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Papers wuwp279, Vienna University of Economics and Business, Department of Economics.
- Konstantin A. Kholodilin & Leonid Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Discussion Papers of DIW Berlin 1780, DIW Berlin, German Institute for Economic Research.
- Limonov, Leonid E. & Kholodilin, Konstantin A. & Waltl, Sofie R., 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," Department of Economics Working Paper Series 279, WU Vienna University of Economics and Business.
- Konstantin A. Kholodilin & Leonid E. Limonov & Sofie R. Waltl, 2019. "Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917)," HSE Working papers WP BRP 213/EC/2019, National Research University Higher School of Economics.
- 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.
21/044, African Governance and Development Institute..
- Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
- Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
- 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, vol. 12(3), pages 409-450, September.
- Vannutelli, Silvia & Scicchitano, Sergio & Biagetti, Marco, 2021. "Routine biased technological change and wage inequality: do workers' perceptions matter?," GLO Discussion Paper Series 763, Global Labor Organization (GLO).
- Ricci, Chiara Assunta & Scicchitano, Sergio, 2021. "The role of Great Recession on income polarization by population groups," GLO Discussion Paper Series 766, Global Labor Organization (GLO).
- Annarita Macchioni Giaquinto & Andrew M. Jones & Nigel Rice & Francesca Zantomio, 2021.
"Labour supply and informal care responses to health shocks within couples: evidence from the UKHL,"
Working Papers
2021:11, Department of Economics, University of Venice "Ca' Foscari".
- Macchioni Giaquinto, Annarita & Jones, Andrew M. & Rice, Nigel & Zantomio, Francesca, 2021. "Labour supply and informal care responses to health shocks within couples: evidence from the UKHLS," GLO Discussion Paper Series 806, Global Labor Organization (GLO).
- Kremer, Manfred & Chavleishvili, Sulkhan, 2021. "Measuring Systemic Financial Stress and its Impact on the Macroeconomy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242346, Verein für Socialpolitik / German Economic Association.
2020
- Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020.
"Forex exchange rate forecasting using deep recurrent neural networks,"
Digital Finance, Springer, vol. 2(1), pages 69-96, September.
- Dautel, Alexander J. & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2019. "Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks," IRTG 1792 Discussion Papers 2019-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020. "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers 2020-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
- Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020.
"Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008),"
Empirical Economics, Springer, vol. 58(1), pages 379-392, January.
- Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series WP092018, School of Economics, University of Queensland, Australia.
- Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," LIDAM Discussion Papers ISBA 2018004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2019. "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," LIDAM Reprints ISBA 2019014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Aitor Ciarreta & Peru Muniain & Ainhoa Zarraga, 2020. "Realized volatility and jump testing in the Japanese electricity spot market," Empirical Economics, Springer, vol. 58(3), pages 1143-1166, March.
- Taining Wang & Jinjing Tian, 2020. "Recasting the trade impact on labor share: a fixed-effect semiparametric estimation study," Empirical Economics, Springer, vol. 58(5), pages 2465-2511, May.
- Xuejun Jiang & Yunxian Li & Aijun Yang & Ruowei Zhou, 2020. "Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk," Empirical Economics, Springer, vol. 58(5), pages 2085-2103, May.
- Kien C. Tran & Mike G. Tsionas & Emmanuel Mamatzakis, 2020. "Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks," Empirical Economics, Springer, vol. 58(6), pages 2733-2760, June.
- Domenico Depalo & Santiago Pereda-Fernández, 2020. "Consistent estimates of the public/private wage gap," Empirical Economics, Springer, vol. 58(6), pages 2937-2947, June.
- Obbey Elamin & Len Gill & Martyn Andrews, 2020. "Insights from kernel conditional-probability estimates into female labour force participation decision in the UK," Empirical Economics, Springer, vol. 58(6), pages 2981-3006, June.
- Chiara Mussida & Luca Zanin, 2020. "I found a better job opportunity! Voluntary job mobility of employees and temporary contracts before and after the great recession in France, Italy and Spain," Empirical Economics, Springer, vol. 59(1), pages 47-98, July.
- Marcos Álvarez-Díaz, 2020. "Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods," Empirical Economics, Springer, vol. 59(3), pages 1285-1305, September.
- d’Artis Kancs & Boriss Siliverstovs, 2020.
"Employment effect of innovation,"
Empirical Economics, Springer, vol. 59(3), pages 1373-1391, September.
- D'Artis Kancs & Boriss Siliverstovs, 2015. "Employment Effect of Innovation," JRC Working Papers on Corporate R&D and Innovation 2015-07, Joint Research Centre (Seville site).
- Kancs, d'Artis & Siliverstovs, Boriss, 2019. "Employment Effect of Innovation," Working Papers 2019-02, Joint Research Centre, European Commission.
- d'Artis Kancs & Boriss Siliverstovs, 2017. "Employment Effect of Innovation," KOF Working papers 17-428, KOF Swiss Economic Institute, ETH Zurich.
- Kancs, d'Artis & Siliverstovs, Boriss, 2019. "Employment Effect of Innovation," Conference papers 333041, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Marco Caliendo & Stefan Tübbicke, 2020.
"New evidence on long-term effects of start-up subsidies: matching estimates and their robustness,"
Empirical Economics, Springer, vol. 59(4), pages 1605-1631, October.
- Marco Caliendo & Stefan Tübbicke, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and their Robustness," CEPA Discussion Papers 06, Center for Economic Policy Analysis.
- Caliendo, Marco & Tübbicke, Stefan, 2019. "New Evidence on Long-Term Effects of Start-Up Subsidies: Matching Estimates and Their Robustness," IZA Discussion Papers 12261, Institute of Labor Economics (IZA).
- Maria Basílio & Clara Pires & Carlos Borralho & José Pires Reis, 2020. "Local government efficiency: is there anything new after Troika’s intervention in Portugal?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 309-332, June.
- K. Hafsal & Anandarao Suvvari & S. Raja Sethu Durai, 2020. "Efficiency of Indian banks with non-performing assets: evidence from two-stage network DEA," Future Business Journal, Springer, vol. 6(1), pages 1-9, December.
- Fabio Antonio Sartori Piran & Alaércio De Paris & Daniel Pacheco Lacerda & Luis Felipe Riehs Camargo & Rosiane Serrano & Ricardo Augusto Cassel, 2020. "Overall Equipment Effectiveness: Required but not Enough—An Analysis Integrating Overall Equipment Effect and Data Envelopment Analysis," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 21(2), pages 191-206, June.
- Deepak Kumar Behera & Ranjan Kumar Mohanty & Umakant Dash, 2020. "Cyclicality of public health expenditure in India: role of fiscal transfer and domestic revenue mobilization," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 67(1), pages 87-110, March.
- Marina Cavalieri & Calogero Guccio & Domenico Lisi & Ilde Rizzo, 2020. "Does Institutional Quality Matter for Infrastructure Provision? A Non-parametric Analysis for Italian Municipalities," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 521-562, November.
- Hamid Baghestani & Jorg Bley, 2020. "Do directional predictions of US gasoline prices reveal asymmetries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 348-360, April.
- Dong Jin Lee, 2020. "Optimal tests for parameter breaking process in conditional quantile models," The Japanese Economic Review, Springer, vol. 71(3), pages 479-510, July.
- Gustavo Canavire-Bacarreza & Luis C. Carvajal-Osorio, 2020.
"Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes,"
Journal of Labor Research, Springer, vol. 41(1), pages 128-168, June.
- Canavire Bacarreza, Gustavo J. & Carvajal-Osorio, Luis C., 2018. "Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes," IZA Discussion Papers 11584, Institute of Labor Economics (IZA).
- Martin Huber & Anna Solovyeva, 2020.
"On the Sensitivity of Wage Gap Decompositions,"
Journal of Labor Research, Springer, vol. 41(1), pages 1-33, June.
- Huber, Martin & Solovyeva, Anna, 2018. "On the sensitivity of wage gap decompositions," FSES Working Papers 497, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Daniel Brüggmann, 2020. "Women’s employment, income and divorce in West Germany: a causal approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 54(1), pages 1-22, December.
- Pedro H. Albuquerque, 2020.
"Optimal Time Interval Selection in Long-Run Correlation Estimation,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 53-79, March.
- Pedro H. Albuquerque, 2005. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics 0511017, University Library of Munich, Germany, revised 27 Nov 2005.
- Pedro Albuquerque, 2020. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Post-Print hal-02482675, HAL.
- Santosh Pathak & Hari Krishna Panta & Thaneshwar Bhandari & Krishna P. Paudel, 2020. "Flood vulnerability and its influencing factors," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 104(3), pages 2175-2196, December.
- E. Cheynel & M. Liu-Watts, 2020. "A simple structural estimator of disclosure costs," Review of Accounting Studies, Springer, vol. 25(1), pages 201-245, March.
- Isabel Narbón-Perpiñá & Maria Teresa Balaguer-Coll & Marko Petrović & Emili Tortosa-Ausina, 2020. "Which estimator to measure local governments’ cost efficiency? The case of Spanish municipalities," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(1), pages 51-82, March.
- Petar Sorić & Mirjana Čižmešija & Marina Matošec, 2020. "EU Consumer Confidence and the New Modesty Hypothesis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(3), pages 899-921, December.
- Román Mínguez & Roberto Basile & María Durbán, 2020. "An alternative semiparametric model for spatial panel data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 669-708, December.
- Erhard Reschenhofer & Thomas Stark & Manveer K. Mangat, 2020. "Robust Estimation of the Memory Parameter," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-5.
- Massimiliano Mazzanti & Antonio Musolesi, 2020. "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers 1420, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2020.
- Isabel Busom & Jorge-Andrés Vélez-Ospina, 2021.
"Subsidising innovation over the business cycle,"
Industry and Innovation, Taylor & Francis Journals, vol. 28(6), pages 773-803, July.
- Jorge Andrés Vélez-Ospina & Isabel Busom Piquer, 2020. "Subsidizing Innovation Over the Business Cycle," Working Papers wpdea2001, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Isabel Busom & Jorge Vélez-Ospina, 2020. "Subsidising Innovation over the Business Cycle," SPRU Working Paper Series 2020-09, SPRU - Science Policy Research Unit, University of Sussex Business School.
- 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, vol. 144(C).
- Alessio Moneta & Gianluca Pallante, 2020. "Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study," LEM Papers Series 2020/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Richard S.J. Tol, 2020. "Kernel decomposition," Economics Software Archive 0220, Department of Economics, University of Sussex Business School.
- Richard S. J. Tol, 2020.
"Kernel density decomposition with an application to the social cost of carbon,"
Papers
2003.09276, arXiv.org.
- Richard S.J. Tol, 2020. "Kernel density decomposition with an application to the social cost of carbon," Working Paper Series 0720, Department of Economics, University of Sussex Business School.
- 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, vol. 228(2), pages 342-358.
- Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2020. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Working Papers 2020-05, University of Sydney, School of Economics, revised Jun 2021.
- Sergio Scicchitano & Marco Biagetti & Antonio Chirumbolo, 2020.
"More insecure and less paid? The effect of perceived job insecurity on wage distribution,"
Applied Economics, Taylor & Francis Journals, vol. 52(18), pages 1998-2013, April.
- Scicchitano, Sergio & Biagetti, Marco & Chirumbolo, Antonio, 2018. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," GLO Discussion Paper Series 293, Global Labor Organization (GLO).
- Sergio Scicchitano & Marco Biagetti & Antonio Chirumbolo, 2019. "More insecure and less paid? The effect of perceived job insecurity on wage distribution," Working Papers 0041, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro.
- Jiti Gao & Namhyun Kim & Patrick W. Saart, 2020.
"On endogeneity and shape invariance in extended partially linear single index models,"
Econometric Reviews, Taylor & Francis Journals, vol. 39(4), pages 415-435, April.
- Jiti Gao & Namhyun Kim & Patrick W. Saart, 2018. "On endogeneity and shape invariance in extended partially linear single index models," Monash Econometrics and Business Statistics Working Papers 8/18, Monash University, Department of Econometrics and Business Statistics.
- Jeremiah Richey & Alicia Rosburg, 2020.
"Decomposing joint distributions via reweighting functions: an application to intergenerational economic mobility,"
Econometric Reviews, Taylor & Francis Journals, vol. 39(6), pages 541-558, July.
- Richey, Jeremiah & Rosburg, Alicia, 2016. "Decomposing Joint Distributions via Reweighting Functions: An Application to Intergenerational Economic Mobility," MPRA Paper 74744, University Library of Munich, Germany.
- Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2020.
"Nonparametric estimation of marginal effects in regression-spline random effects models,"
Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 792-825, September.
- Aman Ullah & Shujie Ma & Jeffrey Racine, 2019. "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers 201920, University of California at Riverside, Department of Economics.
- Anders Isaksson & Chenjun Shang & Robin C. Sickles, 2020.
"Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach,"
Econometric Reviews, Taylor & Francis Journals, vol. 40(4), pages 321-358, August.
- Isaksson, Anders & Shang, Chenjun & Sickles, Robin C., 2018. "Non-structural Analysis of Productivity Growth for the Industrialized Countries: A Jackknife Model Averaging Approach," Working Papers 18-012, Rice University, Department of Economics.
- António Afonso & Ana Venâncio, 2020.
"Local territorial reform and regional spending efficiency,"
Local Government Studies, Taylor & Francis Journals, vol. 46(6), pages 888-910, November.
- António Afonso & Ana Venâncio, 2019. "Local territorial reform and regional spending efficiency," Working Papers REM 2019/71, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2020.
"Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 303-316, April.
- Bryan S. Graham & Guido Imbens & Geert Ridder, 2016. "Identification and efficiency bounds for the average match function under conditionally exogenous matching," CeMMAP working papers CWP10/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2016. "Identification and Efficiency Bounds for the Average Match Function under Conditionally Exogenous Matching," NBER Working Papers 22098, National Bureau of Economic Research, Inc.
- Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020.
"Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 340-349, April.
- Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
- Jérôme Lahaye & Christopher Neely, 2020.
"The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 410-427, April.
- Jerome Lahaye & Christopher J. Neely, 2014. "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers 2014-034, Federal Reserve Bank of St. Louis.
- Kaspar Wüthrich, 2020.
"A Comparison of Two Quantile Models With Endogeneity,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 443-456, April.
- Kaspar Wüthrich, 2014. "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften dp1408, Universitaet Bern, Departement Volkswirtschaft.
- Wüthrich, Kaspar, 2020. "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series qt0q43931f, Department of Economics, UC San Diego.
- Marinho Bertanha & Guido W. Imbens, 2020.
"External Validity in Fuzzy Regression Discontinuity Designs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 593-612, July.
- Marinho Bertanha & Guido W. Imbens, 2014. "External Validity in Fuzzy Regression Discontinuity Designs," NBER Working Papers 20773, National Bureau of Economic Research, Inc.
- BERTANHA, Marinho & IMBENS, Guido W., 2016. "External Validity in Fuzzy Regression Discontinuity Designs," LIDAM Discussion Papers CORE 2016025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jeffrey S. Racine & Ingrid Van Keilegom, 2020.
"A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 784-795, October.
- Jeffrey Racine & Ingrid Van Keilegom, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Department of Economics Working Papers 2017-13, McMaster University.
- Racine, Jeffrey S. & Van Keilegom, Ingrid, 2019. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Reprints ISBA 2019063, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jeffrey S Racine & Ingrid Van Keilegom, 2019. "A smooth nonparametric, multivariate, mixed-data location-scale test," Working Papers of Department of Decision Sciences and Information Management, Leuven 632082, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
- Jacopo Mazza & Hans van Ophem, 2020. "Educational Choice, Initial Wage and Wage Growth," Tinbergen Institute Discussion Papers 20-030/III, Tinbergen Institute.
- Berthet, Philippe & Einmahl, John, 2020.
"Cube Root Weak Convergence of Empirical Estimators of a Density Level Set,"
Other publications TiSEM
69103be2-c944-4ca1-b9e1-2, Tilburg University, School of Economics and Management.
- Berthet, Philippe & Einmahl, John, 2020. "Cube Root Weak Convergence of Empirical Estimators of a Density Level Set," Discussion Paper 2020-015, Tilburg University, Center for Economic Research.
- Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020.
"Spatial Dependence and Space-Time Trend in Extreme Events,"
Other publications TiSEM
ae5818cd-f071-4275-9577-d, Tilburg University, School of Economics and Management.
- Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper 2020-009, Tilburg University, Center for Economic Research.
- Einmahl, John & Segers, Johan, 2020.
"Empirical Tail Copulas for Functional Data,"
Other publications TiSEM
edc722e6-cc70-4221-87a2-8, Tilburg University, School of Economics and Management.
- Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Discussion Paper 2020-004, Tilburg University, Center for Economic Research.
- Einmahl, John & Segers, Johan, 2020. "Empirical tail copulas for functional data," LIDAM Discussion Papers ISBA 2020004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Gordon John Anderson & Rui Fu, 2020. "Multilateral and Multidimensional Wellness Measurement in the Absence of Cardinal Measure: Health, Loneliness, Ageing and Gender in 21st Century China," Working Papers tecipa-667, University of Toronto, Department of Economics.
- Gordon John Anderson, 2020. "Robust Ordering of Canadian Provincial Human Resource Stocks: Measurement in the Absence of Cardinal Measure," Working Papers tecipa-669, University of Toronto, Department of Economics.
- Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2020.
"Under-Identification of Structural Models Based on Timing and Information Set Assumptions,"
Working Papers
tecipa-679, University of Toronto, Department of Economics.
- Daniel Ackerberg & Garth Frazer & Kyoo il Kim & Yao Luo & Yingjun Su, 2023. "Under-Identification of Structural Models Based on Timing and Information Set Assumptions," Papers 2303.15170, arXiv.org.
- Juergen Jung, 2022.
"Estimating transition probabilities between health states using US longitudinal survey data,"
Empirical Economics, Springer, vol. 63(2), pages 901-943, August.
- Juergen Jung, 2020. "Estimating Transition Probabilities Between Health States Using U.S. Longitudinal Survey Data," Working Papers 2020-06, Towson University, Department of Economics, revised Jun 2021.
- Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2020.
"Consumption Uncertainty and Precautionary Saving,"
The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 148-161, March.
- Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2015. "Consumption Uncertainty and Precautionary Saving," CSEF Working Papers 421, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2020.
"Characteristic-Sorted Portfolios: Estimation and Inference,"
The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 531-551, July.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016. "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports 788, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2018. "Characteristic-Sorted Portfolios: Estimation and Inference," Papers 1809.03584, arXiv.org, revised Oct 2019.
- Andrii Babii & Jean-Pierre Florens, 2017.
"Is completeness necessary? Estimation in nonidentified linear models,"
Papers
1709.03473, arXiv.org, revised Nov 2021.
- Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
- Kim, Jihyun & Park, Joon & Wang, Bin, 2020. "Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments," TSE Working Papers 20-1096, Toulouse School of Economics (TSE).
- Enache, Andreea & Florens, Jean-Pierre, 2020. "Quantile Analysis of "Hazard-Rate" Game Models," TSE Working Papers 20-1117, Toulouse School of Economics (TSE).
- Isabel Busom & Jorge-Andrés Vélez-Ospina, 2021.
"Subsidising innovation over the business cycle,"
Industry and Innovation, Taylor & Francis Journals, vol. 28(6), pages 773-803, July.
- Isabel Busom & Jorge Vélez-Ospina, 2020. "Subsidising Innovation over the Business Cycle," SPRU Working Paper Series 2020-09, SPRU - Science Policy Research Unit, University of Sussex Business School.
- Jorge Andrés Vélez-Ospina & Isabel Busom Piquer, 2020. "Subsidizing Innovation Over the Business Cycle," Working Papers wpdea2001, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Jonas Meier, 2020. "Multivariate Distribution Regression," Diskussionsschriften dp2023, Universitaet Bern, Departement Volkswirtschaft.
- Fiona Burlig & Christopher Knittel & David Rapson & Mar Reguant & Catherine Wolfram, 2020.
"Machine Learning from Schools about Energy Efficiency,"
Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 7(6), pages 1181-1217.
- Fiona Burlig & Christopher Knittel & David Rapson & Mar Reguant & Catherine Wolfram, 2017. "Machine Learning from Schools about Energy Efficiency," NBER Working Papers 23908, National Bureau of Economic Research, Inc.
- Aman Ullah & Tao Wang & Weixin Yao, 2021.
"Modal regression for fixed effects panel data,"
Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
- Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
- Jose Martinez & Cesar Salazar & Luis Amestica-Rivas, 2020. "¿Son los Gobiernos locales mas eficientes cuando su coalicion politica esta en el Gobierno central? Un estudio para el caso de las municipalidades en Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 47(1 Year 20), pages 49-78, June.
- Daliseth Rojas-Rendón & Lenin Guerra & Marling Rojas Rivas, 2020. "Venezuela’s Development Plans: Analyzing the Design Mechanisms," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 45(49), pages 229-266, january-d.
- Claudia Santiago, 2020. "Impact of the 2008 Financial Crisis on the Main Economies of the World," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 45(49), pages 35-59, january-d.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020.
"Group Consumption with Caring Individuals,"
The Economic Journal, Royal Economic Society, vol. 130(627), pages 587-622.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group consumption with caring individuals," Working Papers of Department of Economics, Leuven 598911, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020. "Group Consumption with Caring Individuals," ULB Institutional Repository 2013/297188, ULB -- Universite Libre de Bruxelles.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group Consumption with Caring Individuals," Working Papers ECARES ECARES 2017-45, ULB -- Universite Libre de Bruxelles.
- Enrico De Monte, 2020. "Entry, Exit and Productivity: Evidence from French Manufacturing Firms," Working Papers of BETA 2020-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Guy Dabi GAB-LEYBA & Claire MAINGUY, 2020. "Efficiency of public spending on primary education in developing countries: the case of resource-rich countries," Working Papers of BETA 2020-40, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023.
"Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series 2020-08, Federal Reserve Bank of San Francisco.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
- Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers 14456, C.E.P.R. Discussion Papers.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers 1158, Barcelona School of Economics.
- Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
- Ekaterina V. Orlova, 2020. "Labour productivity management using health factors: Technique and models," Upravlenets, Ural State University of Economics, vol. 11(6), pages 57-69, December.
- Zimmert, Franziska & Zimmert, Michael, 2020. "Paid parental leave and maternal reemployment: Do part-time subsidies help or harm?," Economics Working Paper Series 2002, University of St. Gallen, School of Economics and Political Science.
- Bonev, Petyo, 2020. "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series 2005, University of St. Gallen, School of Economics and Political Science.
- Daniel Goller, 2023.
"Analysing a built-in advantage in asymmetric darts contests using causal machine learning,"
Annals of Operations Research, Springer, vol. 325(1), pages 649-679, June.
- Daniel Goller, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers 2008.07165, arXiv.org.
- Goller, Daniel, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series 2013, University of St. Gallen, School of Economics and Political Science.
- Morales-Oñate, Víctor & Crudu, Federico & Bevilacqua, Moreno, 2021.
"Blockwise Euclidean likelihood for spatio-temporal covariance models,"
Econometrics and Statistics, Elsevier, vol. 20(C), pages 176-201.
- Víctor Morales-Oñate & Federico Crudu & Moreno Bevilacqua, 2020. "Blockwise Euclidean likelihood for spatio-temporal covariance models," Department of Economics University of Siena 822, Department of Economics, University of Siena.
- Christian Brauweiler & Nurbek Madmarov, 2020. "Risk Managementattitudeof Banks: Comparative Analysesof National And Foreign Banks In Germanyand Kyrgyzstan," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 123-137.
- Arnerić Josip, 2020. "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(1), pages 1-9, May.
- Pyra Mariusz, 2020. "The Operational Efficiency of Public Higher Vocational Schools in the Lubelskie Voivodeship," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 13(1), pages 115-125, March.
- Brzezicki Łukasz & Pietrzak Piotr & Cieciora Małgorzata, 2020. "The Total Efficiency of Teaching Activity of Polish Higher Education Institutions," Foundations of Management, Sciendo, vol. 12(1), pages 19-30, January.
- Hisatoshi Tanaka, 2020. "Differentiability of the Conditional Expectation," Working Papers 1920, Waseda University, Faculty of Political Science and Economics.
- Maciej Wysocki & Robert Ślepaczuk, 2020. "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers 2020-19, Faculty of Economic Sciences, University of Warsaw.
- Mateusz Kijewski & Robert Ślepaczuk, 2020. "Predicting prices of S&P500 index using classical methods and recurrent neural networks," Working Papers 2020-27, Faculty of Economic Sciences, University of Warsaw.
- Karol Kielak & Robert Ślepaczuk, 2020. "Value-at-risk — the comparison of state-of-the-art models on various assets," Working Papers 2020-28, Faculty of Economic Sciences, University of Warsaw.
- Bartłomiej Bollin & Robert Ślepaczuk, 2020. "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers 2020-31, Faculty of Economic Sciences, University of Warsaw.
- Ewelina Osowska & Piotr Wójcik, 2020. "The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach," Working Papers 2020-33, Faculty of Economic Sciences, University of Warsaw.
- Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020. "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers 2020-34, Faculty of Economic Sciences, University of Warsaw.
- Robert Ślepaczuk & Igor Wabik, 2020. "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers 2020-35, Faculty of Economic Sciences, University of Warsaw.
- Krystian Andruszek & Piotr Wójcik, 2020. "Predicting well-being based on features visible from space – the case of Warsaw," Working Papers 2020-37, Faculty of Economic Sciences, University of Warsaw.
- Piotr Wójcik & Bartłomiej Wieczorek, 2020. "We have just explained real convergence factors using machine learning," Working Papers 2020-38, Faculty of Economic Sciences, University of Warsaw.
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"Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin,"
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"Effects of Peers and Rank on Cognition, Preferences, and Personality,"
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"Temperature Anomalies, Long Memory, and Aggregation,"
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"Neighbourhood, school zoning and the housing market: Evidence from New South Wales,"
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"Long swings in the growth of government expenditure: an international historical perspective,"
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"Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects,"
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"Estimating real‐world probabilities: A forward‐looking behavioral framework,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1797-1823, November.
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"Maturity Composition and the Demand for Government Debt,"
Staff Working Papers
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"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
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"Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries,"
NBER Working Papers
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"Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models,"
Cowles Foundation Discussion Papers
2265, Cowles Foundation for Research in Economics, Yale University.
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"Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
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"A Sufficient Statistics Approach for Macro Policy Evaluation,"
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"Oil and Fiscal Policy Regimes,"
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"Kotlarski with a factor loading,"
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"A Review of More than One Hundred Pareto-Tail Index Estimators,"
Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
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"Government spending efficiency, measurement and applications: A cross-country efficiency dataset,"
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"Structural Tax Reforms and Public Spending Efficiency,"
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"Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model,"
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"Firm size and economic concentration: An analysis from a lognormal expansion,"
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"Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts,"
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"Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence,"
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"Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries,"
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"Volatility Spillover and International Contagion of Housing Bubbles,"
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Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020. "Time-Varying Instrumental Variable Estimation," CEPR Discussion Papers 15210, C.E.P.R. Discussion Papers.
- Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
- Egger, Peter H. & Ehrlich, Maximilian v. & Nelson, Douglas R., 2020.
"The trade effects of skilled versus unskilled migration,"
Journal of Comparative Economics, Elsevier, vol. 48(2), pages 448-464.
- Nelson, Doug R & Egger, Peter & Ehrlich, Maximilian Von, 2012. "The Trade Effects of Skilled versus Unskilled Migration," CEPR Discussion Papers 9053, C.E.P.R. Discussion Papers.
- Peter H. Egger, Maximilian v. Ehrlich, Douglas R. Nelson, 2020. "The trade effects of skilled versus unskilled migration," Diskussionsschriften credresearchpaper31, Universitaet Bern, Departement Volkswirtschaft - CRED.
- 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, vol. 36(4), pages 1130-1178, September.
- Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia 1112, Banco de la Republica de Colombia.
- Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers 38, Red Investigadores de Economía.
- Taheri, Abouzar & Nessabian, Shahriyar & Moghaddasi, Reza & Arbabi, Farzin & Damankeshideh, Marjan, 2020. "Business Cycles in Some Selected Oil Producing Countries: Iran versus Three OECD Members," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 27(1), pages 52-74, June.
- Almeida, Alexandre Nunes & Amorim, Domingos Isaias Maia & Azzoni, Carlos Roberto & Tabosa, Francisco José Silva & Chagas, André Luiz Squarize, 2020. "Gastos Domiciliares nas Regiões Metropolitanas: Uma Análise não Paramétrica Kernel usando Dados de Pseudo-Painel," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 14(4), pages 574-600.
- Calle Rivera, Denise Andrea & Delgadillo Chavarría, Carlos Bruno, 2020. "Análisis sobre la suscripción de la unión aduanera de la Comunidad Andina: creación y desviación comercial (1967-2017)," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 34, pages 131-173, November.
- Su, Liangjun & Wang, Xia, 2020. "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers 8-2020, Singapore Management University, School of Economics.
- Jiang, Liang & Liu, Xiaobin & Zhang, Yichong, 2020. "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Economics and Statistics Working Papers 15-2020, Singapore Management University, School of Economics.
- Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
- Abdulai Adams & Bedru Balana & Nicole Lefore, 2020. "Efficiency of Small-scale Irrigation Farmers in Northern Ghana: A Data Envelopment Analysis Approach," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(3), pages 332-352, August.
- Augusto Cerqua & Guido Pellegrini, 2020. "Labor mobility effects of a firm-level shock," Working Papers 1/20, Sapienza University of Rome, DISS.
- Araujo, Julia P. & Rodrigues, Mauro, 2020.
"Evidence on search costs under hyperinflation in Brazil: The effect of Plano Real,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 40(1), August.
- Julia P Araujo & Mauro Rodrigues, 2020. "Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real," Working Papers, Department of Economics 2020_09, University of São Paulo (FEA-USP).
- Kristina Stefanova & Nikolay Velichkov, 2020. "Analysis of the Efficiency of Tertiary Education Expenditure in European Union Member States from Central and Eastern Europe: An Efficiency Frontier Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 18(1), pages 115-128.
- Ichraf Ouechtati, 2020. "Institutions and foreign direct investment: A Panel VAR approach," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 9(2), pages 55-70, December.
- Antoine, Bertille & Dovonon, Prosper, 2021.
"Robust estimation with exponentially tilted Hellinger distance,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
- Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
- Jan Hagemejer & Joanna Tyrowicz, 2020.
"A New Instrument for Measuring the Local Causal Effect of Privatisation on Firm Performance,"
Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 35-52.
- Jan Hagemejer & Joanna Tyrowicz, 2019. "A new instrument for measuring the local causal effect of privatization on firm performance," GRAPE Working Papers 38, GRAPE Group for Research in Applied Economics.
- Brzezicki, Łukasz, 2020.
"The Efficiency of Public and Private Higher Education Institutions in Poland,"
Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2020(4), December.
- Łukasz Brzezicki, 2020. "The Efficiency of Public and Private Higher Education Institutions in Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 33-51.
- Sungwon Lee, 2020. "Nonparametric Identication and Estimation of Panel Quantile Models with Sample Selection," Working Papers 2012, Research Institute for Market Economy, Sogang University.
- Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Research Institute for Market Economy, Sogang University.
- Dong, Hao & Taylor, Luke, 2022.
"Nonparametric Significance Testing In Measurement Error Models,"
Econometric Theory, Cambridge University Press, vol. 38(3), pages 454-496, June.
- Hao Dong & Luke Taylor, 2020. "Nonparametric Significance Testing in Measurement Error Models," Departmental Working Papers 2003, Southern Methodist University, Department of Economics.
- Gökçe MANAVGAT & Ayhan DEMİRCİ, 2020. "Decentralization Matter of Healthcare and Effect on Regional Healthcare Efficiency: Evidence from Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
- Araujo, Julia P. & Rodrigues, Mauro, 2020.
"Evidence on search costs under hyperinflation in Brazil: The effect of Plano Real,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 40(1), August.
- Julia P Araujo & Mauro Rodrigues, 2020. "Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real," Working Papers, Department of Economics 2020_09, University of São Paulo (FEA-USP).
- Michele Fioretti, 2020.
"Social Responsibility and Firm's Objectives,"
Sciences Po publications
2020-01, Sciences Po.
- Michele Fioretti, 2020. "Social Responsibility and Firm's Objectives," Sciences Po Economics Discussion Papers 2020-01, Sciences Po Departement of Economics.
- Michele Fioretti, 2020.
"Social Responsibility and Firm's Objectives,"
Sciences Po Economics Discussion Papers
2020-01, Sciences Po Departement of Economics.
- Michele Fioretti, 2020. "Social Responsibility and Firm's Objectives," Sciences Po publications 2020-01, Sciences Po.
- Andrés Vallone & Coro Chasco, 2020. "Spatiotemporal methods for analysis of urban system dynamics: an application to Chile," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 421-454, April.
- Yuheng Ling, 2020. "Time, space and hedonic prediction accuracy: evidence from Corsican apartment markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 367-388, April.
- Joanna Bruzda, 2020. "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(1), pages 309-336, March.
- Henryk Gurgul & Milena Suliga, 2020. "Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 869-904, September.
2019
- Yifan Chen & Zilin Chen & Huoqing Tang, 2019. "High-order moments in stock pricing: evidence from the Chinese and US markets," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 323-346, November.
- Yifan Chen & Zilin Chen & Huoqing Tang, 2019. "High-order moments in stock pricing: evidence from the Chinese and US markets," China Finance Review International, Emerald Group Publishing Limited, vol. 10(3), pages 323-346, November.
- Luis Raúl Rodríguez-Reyes & Carlos Omar Trejo-Pech & Mireya Pasillas-Torres, 2019. "Public policy and its effects on Mexico’s housing industry," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(2), pages 246-264, February.
- Claudia Pigini & Stefano Staffolani, 2019. "Teleworkers in Italy: who are they? Do they make more?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 40(2), pages 265-285, February.
- Claudia Pigini & Stefano Staffolani, 2019. "Teleworkers in Italy: who are they? Do they make more?," International Journal of Manpower, Emerald Group Publishing Limited, vol. 40(2), pages 265-285, February.
- Oliwia Komada & Pawel Strzelecki & Joanna Tyrowicz, 2019.
"A regression discontinuity evaluation of reducing early retirement eligibility in Poland,"
International Journal of Manpower, Emerald Group Publishing Limited, vol. 40(2), pages 286-303, February.
- Oliwia Komada & Pawel Strzelecki & Joanna Tyrowicz, 2018. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," GRAPE Working Papers 30, GRAPE Group for Research in Applied Economics.
- Komada, Oliwia & Strzelecki, Pawel & Tyrowicz, Joanna, 2018. "A Regression Discontinuity Evaluation of Reducing Early Retirement Eligibility in Poland," IZA Discussion Papers 11896, Institute of Labor Economics (IZA).
- Joanna Tyrowicz & Oliwia Komada & Pawel Strzelecki, 2018. "A regression discontinuity evaluation of reducing early retirement eligibility in Poland," IAAEU Discussion Papers 201810, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
- Ines Ben Abdelkader & Faysal Mansouri, 2018. "Performance of microfinance institutions in the MENA region: a comparative analysis," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 46(1), pages 47-65, August.
- Cristian Barra & Roberto Zotti, 2019. "Market power and stability of financial institutions: evidence from the Italian banking sector," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 28(2), pages 235-265, December.
- David E. Allen & Michael McAleer, 2023.
"Drawbacks in the 3-Factor Approach of Fama and French (2018),"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-26, March.
- Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Franses, Ph.H.B.F., 2019. "Do African economies grow similarly?," Econometric Institute Research Papers EI2019-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kolesnichenko E.A. & Kharchenko N.N. & Haradа G.I. & Trofimov M.N., 2019. "Methodical Aspects of Assessment of the Level of Economic Security on the Forest Sector of the Economy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 1), pages 302-314.
- Morkovina S.S. & Panyavina E.A. & Platonov A.D. & Kolesnichenko E.A., 2019. "Economic Aspects of Organizing High-technology Resource Saving Production in the Forest Sector of Russia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 1), pages 395-402.
- Jeffrey S. Racine & Ingrid Van Keilegom, 2020.
"A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 784-795, October.
- Jeffrey Racine & Ingrid Van Keilegom, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Department of Economics Working Papers 2017-13, McMaster University.
- Jeffrey S Racine & Ingrid Van Keilegom, 2019. "A smooth nonparametric, multivariate, mixed-data location-scale test," Working Papers of Department of Decision Sciences and Information Management, Leuven 632082, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
- Racine, Jeffrey S. & Van Keilegom, Ingrid, 2019. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Reprints ISBA 2019063, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Anisah ALFADA, 2019. "Fiscal Decentralization and Government Expenditure Efficiency in Indonesia: A Malmquist Productivity Index," Expert Journal of Economics, Sprint Investify, vol. 7(1), pages 45-57.
- Sarah Guillou & Tania Treibich, 2019.
"Firm export diversification and change in workforce composition,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 645-676, November.
- Sarah Guillou & Tania Treibich, 2017. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2017-22, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2019-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Working Papers hal-03403222, HAL.
- Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Sciences Po publications 09, Sciences Po.
- Guillou, Sarah & Treibich, Tania, 2017. "Firm Export Diversification and Change in Workforce Composition," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
- Daniel Hedblom & Brent R. Hickman & John A. List, 2019.
"Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence,"
NBER Working Papers
26222, National Bureau of Economic Research, Inc.
- Daniel Hedblom & Brent Hickman & John List, 2019. "Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence," Natural Field Experiments 00675, The Field Experiments Website.
- Fisher, Mark & Jensen, Mark J., 2022.
"Bayesian nonparametric learning of how skill is distributed across the mutual fund industry,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
- Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019. "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper 2019-3, Federal Reserve Bank of Atlanta.
- Serafin J. Grundl & Yu Zhu, 2019. "Robust Inference in First-Price Auctions : Experimental Findings as Identifying Restrictions," Finance and Economics Discussion Series 2019-006, Board of Governors of the Federal Reserve System (U.S.).
- Jeffrey P. Cohen & Cletus C. Coughlin & Jeffrey Zabel, 2020.
"Time-Geographically Weighted Regressions and Residential Property Value Assessment,"
The Journal of Real Estate Finance and Economics, Springer, vol. 60(1), pages 134-154, February.
- Jeffrey P. Cohen & Cletus C. Coughlin & Jeffrey Zabel, 2019. "Time-Geographically Weighted Regressions and Residential Property Value Assessment," Working Papers 2019-5, Federal Reserve Bank of St. Louis.
- David C. Wheelock & Paul W. Wilson, 2019. "New Estimates of the Lerner Index of Market Power for U.S. Banks," Working Papers 2019-012, Federal Reserve Bank of St. Louis, revised 19 Feb 2020.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019.
"On Binscatter,"
Papers
1902.09608, arXiv.org, revised Oct 2022.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
"Multimodality In Macrofinancial Dynamics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
- 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, vol. 84(3), pages 740-764, July.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
- Anders Rønn-Nielsen & Dorte Kronborg & Mette Asmild, 2019. "Exact tests on returns to scale and comparisons of production frontiers in nonparametric models," IFRO Working Paper 2019/04, University of Copenhagen, Department of Food and Resource Economics.
- Mette Asmild & Arne Henningsen & Dorte Kronborg & Anders Rønn-Nielsen, 2019. "Comment on: "Testing Hypotheses in Non-parametric Models of Production" by Kneip, Simar, and Wilson (2016, JBES)," IFRO Working Paper 2019/07, University of Copenhagen, Department of Food and Resource Economics.
- Fernando Rios-Avila, 2019.
"A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection,"
Econometrics, MDPI, vol. 7(2), pages 1-29, June.
- Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca-Blinder Decomposition with Continuous Group Variable and Self-Selection," Economics Working Paper Archive wp_930, Levy Economics Institute.
- Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019.
"HAR Testing for Spurious Regression in Trend,"
Econometrics, MDPI, vol. 7(4), pages 1-28, December.
- Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018. "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers 2153, Cowles Foundation for Research in Economics, Yale University.
- Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019.
"Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting,"
Energies, MDPI, vol. 12(13), pages 1-12, July.
- Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
- Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019.
"Forecasting Realized Volatility Using a Nonnegative Semiparametric Model,"
JRFM, MDPI, vol. 12(3), pages 1-23, August.
- Daniel Preve & Anders Eriksson & Jun Yu, "undated". "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers CoFie-02-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Daniel Preve & Anders Eriksson & Jun Yu, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers 23049, East Asian Bureau of Economic Research.
- Daniel PREVE & Anders ERIKSSON & Jun YU, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers 22-2009, Singapore Management University, School of Economics.
- de Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Gorin, Clément, 2021.
"Delineating urban areas using building density,"
Journal of Urban Economics, Elsevier, vol. 125(C).
- Gobillon, Laurent & De Bellefon, Marie-Pierre & Combes, Pierre-Philippe & Duranton, Gilles & Gorin, Clément, 2019. "Delineating urban areas using building density," CEPR Discussion Papers 14129, C.E.P.R. Discussion Papers.
- Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers 1931, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating Urban Areas Using Building Density," NBER Working Papers 26482, National Bureau of Economic Research, Inc.
- Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," SciencePo Working papers Main halshs-02492519, HAL.
- Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," Post-Print halshs-02492519, HAL.
- Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2019. "Delineating urban areas using building density," Working Papers halshs-02368040, HAL.
- Marie-Pierre de Bellefon & Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Clément Gorin, 2021. "Delineating urban areas using building density," PSE-Ecole d'économie de Paris (Postprint) halshs-02492519, HAL.
- Modou Mar & Nadine Massard, 2021.
"Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy [The impact of R&D subsidies on R&D employment comp,"
Industrial and Corporate Change, Oxford University Press, vol. 30(4), pages 845-867.
- Modou Mar & Nadine Massard, 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers hal-02282971, HAL.
- Modou Mar & Nadine Massard, 2021. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impacts of the French cluster policy," Post-Print hal-03222070, HAL.
- Mar, M. & Massard, N., 2019. "Animate the cluster or subsidize collaborative R&D? A multiple overlapping treatments approach to assess the impact of the French cluster policy," Working Papers 2019-03, Grenoble Applied Economics Laboratory (GAEL).
- Ana Margarida Monteiro & António Alberto Ferreira Santos, 2019. "Kernel density estimation using local cubic polynomials through option prices applied to intraday data," CeBER Working Papers 2019-02, Centre for Business and Economics Research (CeBER), University of Coimbra.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019. "Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View," Graz Economics Papers 2019-06, University of Graz, Department of Economics.
- Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019. "Conditional variance forecasts for long-term stock returns," Graz Economics Papers 2019-08, University of Graz, Department of Economics.
- Sylvain Eloi Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019.
"Fertility Response to Climate Shocks,"
Working Papers PMMA
2019-06, PEP-PMMA.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," CERDI Working papers halshs-02053100, HAL.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019. "Fertility response to climate shocks," Working Papers halshs-02053100, HAL.
- Matkovskyy, Roman, 2019.
"Centralized and decentralized bitcoin markets: Euro vs USD vs GBP,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 270-279.
- Roman Matkovskyy, 2019. "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," Post-Print hal-02127175, HAL.
- Alexakis, Christos & Izzeldin, Marwan & Johnes, Jill & Pappas, Vasileios, 2019.
"Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis,"
Economic Modelling, Elsevier, vol. 79(C), pages 1-14.
- Christos Alexakis & Marwan Izzeldin & Jill Johnes & Vasileios Pappas, 2019. "Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis," Post-Print hal-02143291, HAL.
- Dufrénot, Gilles & Paret, Anne-Charlotte, 2019.
"Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 341-359.
- Gilles Dufrénot & Anne-Charlotte Paret, 2019. "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Post-Print hal-02158001, HAL.
- Alain Trannoy, 2019.
"Talent, equality of opportunity and optimal non-linear income tax,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 5-28, March.
- Alain Trannoy, 2019. "Talent, equality of opportunity and optimal non-linear income tax," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 5-28, March.
- Alain Trannoy, 2019. "Talent, equality of opportunity and optimal non-linear income tax," Post-Print hal-02482031, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Gaussian Processes and Bayesian Moment Estimation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
- Jean-Pierre Florens & Anna Simoni, 2015. "Gaussian processes and Bayesian moment estimation," Working Papers 2015-09, Center for Research in Economics and Statistics.
- Jean-Pierre Florens & Anna Simoni, 2019. "Gaussian Processes and Bayesian Moment Estimation," Post-Print hal-02903252, HAL.
- J.P. Florens & C. Gourieroux & A. Monfort, 2019.
"Model Risk Management: Limits and Future of Bayesian Approaches,"
Annals of Economics and Statistics, GENES, issue 136, pages 1-26.
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