Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

2026

• Niklas Scheuer, 2026, "Quantile Regression and Happiness Inequality: Evidence from Germany," Research Papers in Economics, University of Trier, Department of Economics, number 2026-07.
• Nicholas Lacoste & Zehra Farooq, 2026, "Optimal Audit Targeting with Machine Learning: Evidence from Pakistan," Working Papers, Tulane University, Department of Economics, number 2603, Feb.
• Jakub Ryłow, 2026, "Causal Inference under Algorithmic Interference: Identification and Estimation without SUTVA in Platform Economies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-7.
• Jakub Ryłow, 2026, "Topological Methods in Economics: From Equilibrium Existence to Topological Data Analysis," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-9.
• Bugni, Federico A. & Canay, Ivan A. & Kim, Deborah, 2026, "On the Rates of Convergence of Induced Ordered Statistics and their Applications," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1605.
• David Paz Saavedra & Xose Luis Fernández López & Marta de la Fuente & Pablo Coto-Millán, 2026, "Bank Efficiency in London Versus New York Financial Centers: Sailing Through Brexit’s Wake," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 01, pages 1-31, March, DOI: 10.1142/S2010495226500016.
• Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
• Webel, Karsten, 2026, "Redesigning the classical automatic selection of X-11 seasonal filters," Discussion Papers, Deutsche Bundesbank, number 07/2026, DOI: 10.71734/DP-2026-7.
• Venkitasubramanian, Kailas, 2026, "drlate: Doubly Robust and Kappa-Weighting Estimation of the Local Average Treatment Effect in R," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341463.
• Jiyuan Zhang & Shirong Zhao & Guangshun Qiao, 2026, "Fintech and bank efficiency: a robust nonparametric approach for Chinese commercial banks," Journal of Productivity Analysis, Springer, volume 65, issue 1, pages 1-21, March, DOI: 10.1007/s11123-025-00788-w.
• Camilla Mastromarco & Léopold Simar, 2026, "Nonparametric spatial frontier models for productivity analysis: evidence from EU regions," Journal of Productivity Analysis, Springer, volume 65, issue 2, pages 1-21, June, DOI: 10.1007/s11123-026-00796-4.
• Simon Fritzsch & Felix Irresberger & Gregor Weiß, 2026, "Predicting option prices from their price history via machine learning," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-38, December, DOI: 10.1007/s11147-026-09228-9.
• Takahiro HOSHINO & Kazuhiko SHINODA & Taisuke OTSU, 2026, "Fragility of Joint Identification in the Roy Model : A Note on Deterministic Sorting and Stochastic Selection," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-009, May.
• Yuta Okamoto & Yuuki Ozaki, 2026, "On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2026-20, Jun.
• Rob J. Hyndman & David T. Frazier, 2026, "Anomaly Detection Using Surprisals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/26.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2026, "Estimating Demand Systems with Bidding Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 34774, Jan.
• Kirill Borusyak & Jiafeng Chen & Peter Hull & Lihua Lei, 2026, "Nonparametric Identification of Demand without Exogenous Product Characteristics," NBER Working Papers, National Bureau of Economic Research, Inc, number 34842, Feb.
• Claudio Agostini & Zareh Asatryan & Laurent Bach & Govindadeva Bernier & Marinho Bertanha & Katarzyna A. Bilicka & Anne Brockmeyer & Jaroslav Bukovina & Guillermo Falcone & Pablo Garriga & Yuxuan He &, 2026, "The Elasticity of Corporate Taxable Income Across Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 34945, Mar.
• Aaron L. Bodoh-Creed & Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2026, "Salience and (Non-)Buyer's Remorse: Optimal Nonlinear Pricing with Cognitively Constrained Consumers," NBER Working Papers, National Bureau of Economic Research, Inc, number 35003, Mar.
• Deniz Dutz & Morten Håvarstein & Magne Mogstad & Alexander Torgovitsky, 2026, "Identification and Estimation of Labor Supply Elasticities from Kinked Budget Sets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35047, Apr.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2026, "AlphaGlass: Interpretable Characteristic-Based Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 35186, May.
• Lin William Cong & Ke Tang & Jingyuan Wang, 2026, "AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 35195, May.
• Han Gao & Michael P. Keane & Kaja Kierulf & Alan Woodland, 2026, "The Human Capital Production Function: New Estimates and Implications for Labor Supply and Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 35238, May.
• Bryan T. Kelly & Semyon Malamud & Johannes Schwab & Teng Andrea Xu, 2026, "Scaling Point-in-Time Language Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 35247, May.
• Tim Bollerslev & Jia Li & Qiyuan Li & Yifan Li, 2026, "Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-023..
• Tayyab Raza Fraz & Samreen Fatima & Fayaz Hussain Tunio & Magdalena Radulescu, 2026, "Financial forecasting and new frontiers of Spline-GARCH: a superiority analysis over the traditional GARCH and machine learning models on belt and road initiative economies," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-38, May, DOI: 10.1057/s41283-026-00207-w.
• Dominik Schulz & Yuanhua Feng & Thomas Gries & Marlon Fritz & Sebastian Letmathe, 2026, "Diagnosing the trend and bootstrapping the forecasting intervals using a semiparametric ARMA," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 168, Mar.
• Dominik Schulz, 2026, "The R Package deseats for Data-Driven Trend and Seasonality Estimation in Time Series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 169, Mar.
• Dominik Schulz & Thi Thu Huong Do & Yuanhua Feng, 2026, "A semiparametric spatial FARIMA applied in the presence of spatial seasonality," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 170, Mar.
• Shujie Li & Yuanhua Feng, 2026, "Forecasting economic growth with traditional methods and a simple neural network model," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 172, Mar.
• Shujie Li & Yuanhua Feng, 2026, "Dual-trend and dual long-memory time series modelling," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 174, Mar.
• Oliver Kojo Ayensu & Yuanhua Feng & Dominik Schulz, 2026, "Well-known and recent long-memory GARCH models and their semiparametric extensions," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 175, Jun.
• Bell, Peter, 2026, "Identifying the Median Grade-Tonnage Curve from the Global Database of VMS Copper Mining Projects," MPRA Paper, University Library of Munich, Germany, number 127617, Jan.
• López, Axsell, 2026, "Determinantes de la eficiencia técnica relativa en proyectos de inversión financiados por el BCIE: Evidencia basada en DEA y modelo de variables censuradas
  [Determinants of relative technical efficiency in CABEI-financed investment projects: Evide," MPRA Paper, University Library of Munich, Germany, number 127812, Jan.
• Vespignani, Joaquin L. & Smyth, Russell & Saadaoui, Jamel & Wang, Yitian, 2026, "Where geopolitical risk binds: Stockpiling and AI as complementary strategies for mitigating supply chain risk in critical minerals," MPRA Paper, University Library of Munich, Germany, number 127877, Jan.
• Fantazzini, Dean & Kurbatskii, Alexey, 2026, "Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data," MPRA Paper, University Library of Munich, Germany, number 128456.
• Vidal Llauradó, Joan, 2026, "Detecting Latent Volatility Contagion," MPRA Paper, University Library of Munich, Germany, number 128738, Apr.
• Hardy, Nicolas & Korobilis, Dimitris, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," MPRA Paper, University Library of Munich, Germany, number 128752, Apr.
• MUDERHWA, Victoire & Henry, Ngongo, 2026, "Efficacite de la gouvernance et durabilite des pays rentiers : une aplication du modele star pour la RD Congo," MPRA Paper, University Library of Munich, Germany, number 128953, Apr, revised 29 Apr 2026.
• Zhorin, Victor, 2026, "The Mortality Input Problem: Trajectory-Dependent Death and the Lifecycle Model," MPRA Paper, University Library of Munich, Germany, number 129315, May.
• Kamat, Arati, 2026, "Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: A Multi-Layer Intelligence Framework," MPRA Paper, University Library of Munich, Germany, number 129483, May.
• Abdelhamid Moustabchir & Hicham El Ouazzani & Hicham Ouakil & Augustin Foster Chabossou, 2026, "Towards External Debt Reduction through Inflation Targeting: An Empirical Evaluation of Middle-income Countries," Politická ekonomie, Prague University of Economics and Business, volume 2026, issue 2, pages 329-354, DOI: 10.18267/j.polek.1490.
• Egshiglen Batbayar & Christoph Breunig & Peter Haan & Boryana Ilieva, 2026, "Quantile Selection in the Gender Pay Gap," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 560, Jan.
• Francesca Centofanti & Roberto Basile & Francesca Licari & Jacopo Pitari, 2026, "The effect of internal migration on regional growth in Italy: a dynamic spatial panel data analysis," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, volume 65, issue 65, pages 39-65, June, DOI: 10.38191/iirr-jorr.24.035.
• David Garnés-Galindo & Manuel Ruiz-Marín & María Luz Maté-Sánchez-Val, 2026, "Unveiling the pandemic's impact: Did COVID-19 drive business failures? A Cutting-Edge Analysis with Spatial Autoregressive Modelling," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, volume 65, issue 65, pages 129-142, June, DOI: 10.38191/iirr-jorr.24.047.
• Giorgi Nikolaishvili, 2026, "Doubly Robust Nonparametric Local Projections," Working Papers, Wake Forest University, Economics Department, number 135, May.
• Bjarne Sæther & Anne Neumann, 2026, "Fat Tails in German Natural Gas Prices?," The Energy Journal, , volume 47, issue 1, pages 243-260, January, DOI: 10.1177/01956574251371648.
• Giovanni Carnazza & Francesco Tomasone, 2026, "Point break: When fiscal rules turn pro-cyclical – Evidence from debt thresholds in the European Union," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 279, Apr.
• Eva Dettmann, 2026, "Investment grants: curse or blessing for employment?," The Annals of Regional Science, Springer;Western Regional Science Association, volume 75, issue 2, pages 1-30, June, DOI: 10.1007/s00168-026-01481-y.
• Anh Ton Pham, 2026, "From efficiency measurement to spatial correlation: slacks-based directional distance function and Moran’s I study of Vietnam’s provincial development," Asia-Pacific Journal of Regional Science, Springer, volume 10, issue 1, pages 1-57, March, DOI: 10.1007/s41685-025-00416-3.
• Burak Korkusuz, 2026, "Is complexity always better? A model-free assessment of range-based volatility estimators," Empirical Economics, Springer, volume 70, issue 3, pages 1-18, March, DOI: 10.1007/s00181-025-02873-3.
• Visa Kuntze & Henri Nyberg & Samuel Rauhala, 2026, "Similarity-based path forecasting of US recession periods," Empirical Economics, Springer, volume 70, issue 3, pages 1-18, March, DOI: 10.1007/s00181-026-02893-7.
• Fayssal Ayad, 2026, "Lessons of the Vergangenheit: optimal policy learning of innovation subsidies," Empirical Economics, Springer, volume 70, issue 4, pages 1-37, April, DOI: 10.1007/s00181-026-02906-5.
• Inés Jiménez & Andrés Mora-Valencia & Javier Perote, 2026, "Cross-moment interaction in multivariate semi-nonparametric densities for risk forecasting," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-22, December, DOI: 10.1186/s40854-025-00847-z.
• Manami Ogura, 2026, "Testing Weak Separability of Non-durable Goods and Services from Durable Goods and Services in Japanese Household Expenditures," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 24, issue 1, pages 1-25, March, DOI: 10.1007/s40953-025-00475-5.
• Karolina Anielak-Sobczak & Tomasz Florczak, 2026, "Assessing bank efficiency with the use of DEA method: integrating intellectual capital into the evaluative framework," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 3, pages 250-261, March, DOI: 10.9770/m5537237586.
• Carlos Montes-Galdón & Joan Paredes & Elias Wolf, 2026, "A robust approach to tilting: parametric relative entropy," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2026, Feb.
• Alois Kneip & Léopold Simar & Paul W. Wilson, 2026, "Conical FDH estimators for testing returns to scale and making inference about changes in productivity," Econometric Reviews, Taylor & Francis Journals, volume 45, issue 4, pages 482-517, April, DOI: 10.1080/07474938.2025.2584132.
• Zongwu Cai & Xiyuan Liu & Liangjun Su, 2026, "A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 162-176, January, DOI: 10.1080/07350015.2025.2511960.
• Vespignani, Joaquin & Smyth, Russell & Saadaoui, Jamel & Wang, Yitian, 2026, "Where Geopolitical Risk Binds: Stockpiling and AI as Complementary Strategies for Mitigating Supply Chain Risk in Critical Minerals," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2026-01.
• Hassan Zada & Abdul Mansoor & Naveed Khan & Wing-Keung Wong & Adamu Jibir, 2026, "Monetary Policy Uncertainty and Stock Market Returns in Developed and Emerging Countries: Evidence from a Quantile-on-Quantile Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 89-113, September.
• Simar, Léopold & Wilson, Paul, 2026, "Nonparametric Models of Production: Efficiency Estimation and Statistical Inference," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026002, Feb.
• Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang Karl, 2026, "DAI digital art index: a robust price index for heterogeneous digital assets," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026002, Feb, DOI: https://doi.org/10.1093/jrsssa/qnag.
• Hafner, Christian M. & Linton, Oliver B. & Wang, Linqi, 2026, "The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026006, Feb, DOI: https://doi.org/10.1080/07350015.20.
• Mastromarco, Camilla & Simar, Léopold, 2026, "Nonparametric spatial frontier models for productivity analysis: evidence from EU regions," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026014, Feb, DOI: https://doi.org/10.1007/s11123-026-.
• Cazals, Catherine & Florens, Jean-Pierre & Simar, Léopold, 2026, "Single Index Models for nonparametric conditional frontiers," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026015, Apr, DOI: https://doi.org/10.1016/j.ecosta.20.
• Asimit, Vali & Chen, Ziwei & Lassance, Nathan, 2026, "Distribution-free shrinkage of high-dimensional mean vector," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2026001, Feb.
• Kirill Borusyak & Jiafeng Chen & Peter Hull & Lihua Lei, 2026, "Nonparametric identification of demand without exogenous product characteristics," CeMMAP working papers, Institute for Fiscal Studies, number 02/26, Feb, DOI: 10.47004/wp.cem.2026.0226.
• Kirill Borusyak & Peter Hull, 2026, "Optimal formula instruments," CeMMAP working papers, Institute for Fiscal Studies, number 03/26, Mar, DOI: 10.47004/wp.cem.2026.0326.
• John Theal, 2026, "Sent in Ten Seconds: Early Evidence on the Impact of the EU Instant Payments Regulation in Luxembourg," BCL working papers, Central Bank of Luxembourg, number 208, Apr.
• Domenico Depalo & David Loschiavo, 2026, "Bounds for timely estimates of average household income," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1008, Apr.
• Manuel Cugliari & Simone Narizzano & Federica Vassalli, 2026, "Hydrogeological and credit risk: the italian firms' physical risk-adjusted probability of default," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 77, Feb.
• Wilmer Martinez-Rivera & Manuel Dario Hernandez-Bejarano, 2026, "Approach to Estimating Confidence Intervals for a Business Cycle," Borradores de Economia, Banco de la Republica de Colombia, number 1348, Mar, DOI: 10.32468/be.1348.
• Nicolas Hardy & Dimitris Korobilis, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2026, Apr.
• Alejo Javier, 2026, "A Simple Approach to Simultaneous Quantile Regression under Partial Homogeneity Constraints," Journal of Econometric Methods, De Gruyter, volume 15, issue 1, pages 1-17, DOI: 10.1515/jem-2025-0003.
• Grzeskiewicz, M., 2026, "Neural Demand Estimation with Habit Formation and Rationality Constraints," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2613, Mar.
• Errico, Marco & Pesce, Simone & Pollio, Luigi, 2026, "Firm Heterogeneity and Aggregate Fluctuations," Research Technical Papers, Central Bank of Ireland, number 06/RT/26, Apr.
• Us-Salam, Danish & Jose, Anu & Kelly, Jane, 2026, "Caught in the Net: Patterns and Predictors of Fraud Incidence in Ireland," Research Technical Papers, Central Bank of Ireland, number 07/RT/26, Apr.
• Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar, 2026, "On Causal Inference with Model-Based Outcomes," CESifo Working Paper Series, CESifo, number 12686.
• Tymon Stoczyński & Liang Sun & S. Derya Uysal & Derya Uysal, 2026, "A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects," CESifo Working Paper Series, CESifo, number 12696.
• Nicolas Camenzind & Damir Filipović, 2026, "Transfer Learning of Discount Curves between Bonds and Swaps: An Empirical Study," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-15, Feb.
• Daniel Lasso-Jaramillo, 2026, "Spillover Gridlock: Revisiting Interference in Difference-in-differences," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2026-26, May.
• Borusyak, Kirill & Chen, Jiafeng & Hull, Peter & Lei, Lihua, 2026, "Nonparametric Identification of Demand without Exogenous Product Characteristics," CEPR Discussion Papers, Centre for Economic Policy Research, number 21202, Feb.
• Agostini, Claudio & Asatryan, Zareh & Bach, Laurent & Bernier, Govindadeva & Berthana, Marinho & Bilicka, Katarzyna & Brockmeyer, Anne & Bukovina, Jaroslav & Falcone, Guillermo & Garriga, Pablo & He, , 2026, "The Elasticity of Corporate Taxable Income Across Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 21274, Mar.
• Borusyak, Kirill & Hull, Peter, 2026, "Optimal Formula Instruments," CEPR Discussion Papers, Centre for Economic Policy Research, number 21281, Mar.
• Abbring, Jaap & Yu, Yifan, 2026, "Interdependent Hitting Times," CEPR Discussion Papers, Centre for Economic Policy Research, number 21593, Jun.
• Egshiglen Batbayar & Christoph Breunig & Peter Haan & Boryana Ilieva, 2026, "Quantile Selection in the Gender Pay Gap," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 26014, Jan.
• Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar, 2026, "On Causal Inference with Model-Based Outcomes," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 26149, May.
• Abid Hussain & Michail Tsagris, 2026, "Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data," Working Papers, University of Crete, Department of Economics, number 2601, Mar.
• Michail Tsagris & Omar Alzeley, 2026, "Scalable approximation of the transformation-free linear simplicial-simplicial regression via constrained iterative reweighted least squares," Working Papers, University of Crete, Department of Economics, number 2602, Mar.
• Egshiglen Batbayar & Christoph Breunig & Peter Haan & Boryana Ilieva, 2026, "Quantile Selection in the Gender Pay Gap," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2151.
• Thomas Demuynck & León Hennen, 2026, "The Hyperplane Model of Survey Response," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2026-04, Jan.
• Thomas Demuynck & Per Hjertstrand, 2026, "Bounding risk aversion," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2026-12, Apr.
• Laurens Cherchye & Bram De Rock & Khushboo Surana, 2026, "The Cost of Children within Marriage: Intra-household Allocations of Time and Consumption," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2026-15, May.
• Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2026, "A robust approach to tilting: parametric relative entropy," Working Paper Series, European Central Bank, number 3200, Mar.
• Batbayar, Egshiglen & Breunig, Christoph & Haan, Peter & Ilieva, Boryana, 2026, "Quantile selection in the gender pay gap," Working Paper Series, European Central Bank, number 3219, Apr.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2026, "Inter-industry network and corporate bond recovery rates," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102975.
• Tan, Li & Bian, Shibo & Yan, Yayi & Hu, Zhiming, 2026, "Generalized impulse response analysis for time-varying VAR models," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107452.
• Xu, Qiu-Xia & Chen, Feng & Zhang, Zhi & Mei, Chang-Lin, 2026, "A geographically weighted autoregressive model with an adaptive spatial weights matrix: Construction, estimation, and inference," Economic Modelling, Elsevier, volume 158, issue C, DOI: 10.1016/j.econmod.2026.107553.
• Jithitikulchai, Theepakorn & Leelahanon, Sittisak, 2026, "Analysis of policy impact on Thailand’s income distribution in the last decade," Economic Modelling, Elsevier, volume 162, issue C, DOI: 10.1016/j.econmod.2026.107682.
• Chikhi, Mohamed & Benhmad, François, 2026, "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102540.
• Liu, Nan & Liu, Yanbo, 2026, "Robust uniform nonparametric inference for time series," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112772.
• Bournakis, I. & Christopoulos, D., 2026, "Why do effective tax rates fall with capital intensity?," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112827.
• Doosti, Hassan, 2026, "A copula-quantile density approach to affiliated private value auctions," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112837.
• Henderson, Daniel J. & Rodriguez-Poo, Juan M. & Soberon, Alexandra & Wang, Taining, 2026, "Estimation of functional coefficient panel data models with endogenous selectivity and fixed effects: A pairwise approach," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113036.
• Liu, Ruixuan & Yu, Zhengfei, 2026, "Quasi-Bayesian estimation and inference with control functions," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106126.
• Ober-Reynolds, Daniel, 2026, "Robustness to missing data: breakdown point analysis," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106151.
• Bugni, Federico A. & Canay, Ivan A. & McBride, Steve, 2026, "Decomposition and interpretation of treatment effects in settings with delayed outcomes," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106160.
• Sun, Liyang, 2026, "Empirical welfare maximization with constraints," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106169.
• Liu, Nan & Liu, Yanbo & Sasaki, Yuya, 2026, "Estimation and inference for causal functions with multi-way clustered data," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106178.
• Baybutt, Adam & Navjeevan, Manu, 2026, "Doubly-robust inference for conditional average treatment effects with high-dimensional controls," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106180.
• Li, Z. Merrick & Linton, Oliver, 2026, "Robust estimation of integrated and spot volatility," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2023.105614.
• Oh, Minseog & Kim, Donggyu & Wang, Yazhen, 2026, "Robust realized integrated beta estimator with application to dynamic analysis of integrated beta," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105810.
• Laurent, Sébastien & Renò, Roberto & Shi, Shuping, 2026, "Realized drift," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105813.
• Kolokolov, Aleksey & Renò, Roberto & Zoi, Patrick, 2026, "BUMVU estimators," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105942.
• Li, Qiyuan & Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2026, "Testing for jumps in a discretely observed price process with endogenous sampling times," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106132.
• Cui, Wenhao & Hu, Jie & Wang, Jiandong, 2026, "Reprint of: Nonparametric estimation for high-frequency data incorporating trading information," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2026.106202.
• Zhao, Bingxin & Yang, Yuhong, 2026, "Minimax rates of convergence for nonparametric location-Scale models," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106187.
• Chen, Songnian & Wang, Qian, 2026, "Semiparametric estimation of duration model with time-varying regressors and fixed effects," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106195.
• Feng, Kai & Hong, Han & Nekipelov, Denis, 2026, "Statistical inference of optimal allocations I: Regularities and their implications," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106217.
• Dovonon, Prosper & Gospodinov, Nikolay, 2026, "A uniformly valid test for instrument exogeneity," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106231.
• Li, Tong & Zhu, Yu, 2026, "Identification of first-price auctions with endogenous entry and possibly biased beliefs," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106248.
• Menzel, Konrad, 2026, "Transfer estimates for causal effects across heterogeneous sites," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106250.
• Bai, Yu & Marcellino, Massimiliano & Kapetanios, George, 2026, "Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 26-41, DOI: 10.1016/j.ecosta.2023.06.004.
• Zhou, Yi & Xia, Wenjing & Ye, Wuyi, 2026, "Measuring daily systemic risk with intraday data: Evidence from foreign exchange market," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101693.
• Jiao, Lei & Zhou, Qing (Clara), 2026, "Economic conditions and portfolio tail risk: A probability-weighted simulation approach," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101715.
• Hossain, Mohammad Razib & Doğan, Buhari & Tiwari, Aviral Kumar & Naeem, Muhammad Abubakr, 2026, "Do financial technology and clean bonds reshape risk spillovers in sectoral equity markets? A quantile-based assessment using the US case," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109222.
• Han, Xinyun, 2026, "Market sentiment, risk spillover, and the heterogeneous performance of stablecoins: Evidence from cross-quantile analysis and network connectedness," International Review of Financial Analysis, Elsevier, volume 114, issue C, DOI: 10.1016/j.irfa.2026.105165.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2026, "Sustainability uncertainty and cryptocurrency returns: Evidence from green and brown assets," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109770.
• Hoelzemann, Johannes & Webb, Ryan & Xie, Erhao, 2026, "Non-parametric identification and testing of quantal response equilibrium," Games and Economic Behavior, Elsevier, volume 157, issue C, pages 637-659, DOI: 10.1016/j.geb.2024.07.004.
• Kirov, Ivan & Mengano, Paolo & Traina, James, 2026, "Measuring markups with revenue data," International Journal of Industrial Organization, Elsevier, volume 105, issue C, DOI: 10.1016/j.ijindorg.2026.103263.
• Egger, Peter H. & Wang, Yulong, 2026, "Estimating export-productivity cutoff contours with profit data: A novel threshold estimation approach," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104254.
• Yin, Ximing & Yu, Deshui & Chen, Li, 2026, "The time-varying pollution premium," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107693.
• Huang, Ran & Zhou, Qi & Chang, Yingxin & Hu, Die & Wang, Yongmin, 2026, "Credit risk contagion across China’s real-estate industrial chain," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102103.
• Lee, Geul & Chen, Jing & Ryu, Doojin, 2026, "Effectiveness of domain stabilization: A broader perspective," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104799.
• Fezai, Nihed & Ben Slama, Ramzi, 2026, "Corporate climate commitment effect on US firms’ financial performance: A multivalued treatment effect approach," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104979.
• Li, Boxun & Rehman, Mobeen Ur & Raheem, Ibrahim D. & Oyewole, Oluwatomisin J. & Raheem, Mufutau I., 2026, "Sectoral Islamic finance and uncertainties: The role of different market condition," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105100.
• Lin, Luoxi & Wang, Peiyuan & Huang, Yilin, 2026, "How does the geographic concentration of institutional investors affect corporate risk? Evidence from China," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103226.
• Bosone, Costanza & Giudici, Paolo, 2026, "Machine learning models to measure the importance of Geopolitical Tensions on Trade," Socio-Economic Planning Sciences, Elsevier, volume 105, issue C, DOI: 10.1016/j.seps.2026.102473.
• Arteaga-Molina, Luis A. & Rodriguez-Poo, Juan M., 2026, "A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors," Statistics & Probability Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.spl.2025.110606.
• Joaquin Vespignani & Russell Smyth & Jamel Saadaoui & Yitian Wang, 2026, "Where Geopolitical Risk Binds: Stockpiling and AI as Complementary Strategies for Mitigating Supply Chain Risk in Critical Minerals," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-15, Feb.
• Aaron Bodoh-Creed & Brent Hickman & John List & Ian Muir & Gregory Sun, 2026, "Salience and (Non-)Buyer's Remorse: Optimal Nonlinear Pricing with Cognitively Constrained Consumers," Natural Field Experiments, The Field Experiments Website, number 00834.
• Kevin J. Lansing & Adam Hale Shapiro, 2026, "Measuring Inflation Shock Momentum," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-10, Apr, DOI: 10.24148/wp2026-10.
• Joaquin Vespignani & Russell Smyth & Jamel Saadaoui & Yitian Wang, 2026, "Where Geopolitical Risk Binds: Stockpiling and AI as Complementary Strategies for Mitigating Supply Chain Risk in Critical Minerals," Working Papers, HAL, number hal-05479450, Jan.
• Thi Huong Trinh & Christine Thomas-Agnan & Michel Simioni, 2026, "Scalar-on-distribution regression for assessing the impact of climate change on rice yield in Vietnam," Working Papers, HAL, number hal-05481726, Jan.
• G Barone-Adesi & M Bonollo & V Damato & F Luce, 2026, "Risk Governance Through Long-Term Risk Modelling: An Enhanced Filtered Historical Simulation Approach for Financial Institutions," Working Papers, HAL, number hal-05487195, Jan.
• Samir Orujov, 2026, "Glass Barriers in Income Distributions," Working Papers, HAL, number hal-05563799, Mar.
• Enstad, Erik, 2026, "metafrontier: Unified metafrontier analysis for efficiency and productivity in R," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2026/2, Apr.
• Lagarda, Guillermo & Verastegui Lira, Paulina, 2026, "Do Warnings Change Behavior? Money-laundering, Grey-listing by the FATF, and Cross-border Financial Flows," IDB Publications (Working Papers), Inter-American Development Bank, number 14581, Apr, DOI: http://dx.doi.org/10.18235/0014029.
• Ahrens, Achim & Chernozhukov, Victor & Hansen, Christian & Kozbur, Damian & Schaffer, Mark & Wiemann, Thomas, 2026, "An Introduction to Double/Debiased Machine Learning," IZA Discussion Papers, IZA Network @ LISER, number 18438, Mar.
• Carrillo, Paul & Donaldson, Dave & Pomeranz, Dina & Singhal, Monica, 2026, "Misallocation in Firm Production: A Nonparametric Analysis Using Procurement Lotteries," IZA Discussion Papers, IZA Network @ LISER, number 18612, Apr.
• Albanese, Andrea & Marguerit, David, 2026, "Labor-Market Consequences of Cross-Border Employment: A Machine Learning Approach," IZA Discussion Papers, IZA Network @ LISER, number 18674, May.
• Powdthavee, Nattavudh, 2026, "Do Publication Metrics Distort Research Effort? Bunching Evidence from Thailand’s 2019 Higher-Education Reforms," IZA Discussion Papers, IZA Network @ LISER, number 18680, May.
• Sloczynski, Tymon & Sun, Liyang & Uysal, S., 2026, "A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 18684, May.
• Marc Aliana & Maria Teresa Balaguer-Coll & Diego Prior & Emili Tortosa-Ausina, 2026, "Multilevel Quality of Government and eco-productivity convergence in Europe," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2026/05.
• Beckmannshagen Mattis & König Johannes & Retter Isabella & Schluter Christian & Schröder Carsten & Tchokni Yogam, 2026, "Dealing with Censored Earnings in Register Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 246, issue 1-2, pages 5-34, DOI: 10.1515/jbnst-2024-0037.
• Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
• Feipeng Zhang & Yuhan Ma & Yongchang Hui, 2026, "A Direct Nonparametric Estimator for EVaR of Dependent Financial Returns," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 991-1008, February, DOI: 10.1007/s10614-025-10903-6.
• Shane Sanders & Justin Ehrlich & James Boudreau & Nuwan Indika Millagaha Gedara & Mian F. Raza, 2026, "Choice Aggregation Paradoxes when Ties are Possible: Novel Computational and Empirical Analyses of Weak Cycles," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 3635-3656, May, DOI: 10.1007/s10614-025-10997-y.
• Ibrahim Mohamed Ali Ali & Sherine Boshra Ghaly, 2026, "Structural changes and environmental degradation: new insights from a nonparametric approach," Economic Change and Restructuring, Springer, volume 59, issue 2, pages 1-38, April, DOI: 10.1007/s10644-026-09989-1.
• Eugene Kouassi & Pamphile Mezui Mbeng & Loukou Landry Eric Yobouet & Jean-Paul Tchankam & Oluyele Akinkugbe, 2026, "COVID-19, economic policy uncertainty and stock returns in selected European countries: a wavelet analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 2, pages 317-349, May, DOI: 10.1007/s10663-026-09673-7.
• Josip Lesica, 2026, "Elasticity of corporate taxable income: evidence from Canadian corporate tax kinks," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 33, issue 3, pages 798-869, June, DOI: 10.1007/s10797-025-09910-y.
• Romain Loup & François Bavaud, 2026, "Spatial autocorrelation of political opinions: a kernel approach," Journal of Geographical Systems, Springer, volume 28, issue 1, pages 77-103, January, DOI: 10.1007/s10109-025-00463-6.
• Ghislain Geniaux, 2026, "Top-down scale approaches for multiscale GWR with locally adaptive bandwidths," Journal of Geographical Systems, Springer, volume 28, issue 1, pages 27-76, January, DOI: 10.1007/s10109-025-00481-4.

2025

• Centorrino, Samuele & Fève, Frédérique & Florens, Jean-Pierre, 2025, "Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2025.105950.
• Dovonon, Prosper & Atchadé, Yves F. & Doko Tchatoka, Firmin, 2025, "Efficiency bounds for moment condition models with mixed identification strength," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105723.
• Bellégo, Christophe & Benatia, David & Dortet-Bernadet, Vincent, 2025, "The chained difference-in-differences," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105783.
• Cheng, Xu & Renault, Eric & Sangrey, Paul, 2025, "Identifying the volatility risk price through the leverage effect," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105943.
• Alejo, Javier & Galvao, Antonio F. & Martinez-Iriarte, Julian & Montes-Rojas, Gabriel, 2025, "Unconditional quantile partial effects via conditional quantile regression," Journal of Econometrics, Elsevier, volume 249, issue PA, DOI: 10.1016/j.jeconom.2024.105678.
• Myśliwski, Mateusz & Rostom, May & Sanches, Fabio & Silva, Daniel & Srisuma, Sorawoot, 2025, "Identification and estimation of a search model with heterogeneous consumers and firms," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105956.
• Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun, 2025, "On time-varying panel data models with time-varying interactive fixed effects," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105960.
• Jiang, Liang & Li, Liyao & Miao, Ke & Zhang, Yichong, 2025, "Adjustments with many regressors under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105991.
• Wang, Ying & Phillips, Peter C.B. & Tu, Yundong, 2025, "Limit theory and inference in non-cointegrated functional coefficient regression," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105996.
• Crippa, Federico, 2025, "Regret analysis in threshold policy design," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105998.
• Kalnina, Ilze & Tewou, Kokouvi, 2025, "Cross-sectional dependence in idiosyncratic volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106003.
• Wang, Ying & Phillips, Peter C.B., 2025, "Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106007.
• Paranhos, Livia, 2025, "How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105886.
• Bazylik, Sergei & Mogstad, Magne & Romano, Joseph P. & Shaikh, Azeem M. & Wilhelm, Daniel, 2025, "Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106010.
• Mugnier, Martin, 2025, "A simple and computationally trivial estimator for grouped fixed effects models," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106011.
• Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2025, "Realized candlestick wicks," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106014.
• Chen, Songnian & Liu, Nianqing & Zhang, Hanghui, 2025, "Distribution regression with censored selection," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106030.
• Gao, Jiti & Peng, Bin & Yan, Yayi, 2025, "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106035.
• Peng, Bin & Su, Liangjun & Yan, Yayi, 2025, "A robust residual-based test for structural changes in factor models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106042.
• Mourifié, Ismael & Wan, Yuanyuan, 2025, "Layered policy analysis in program evaluation using the marginal treatment effect," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106060.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Su, Liangjun & Jin, Sainan & Wang, Xia, 2025, "Sieve estimation of state-varying factor models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106064.
• Ouyang, Fu & Yang, Thomas T., 2025, "High dimensional binary choice model with unknown heteroskedasticity or instrumental variables," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106069.
• Lin, Yingqian & Tu, Yundong, 2025, "Identification and inference for semiparametric single index transformation models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106084.
• Sun, Yixiao, 2025, "Support vector decision making," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106087.
• Shimizu, Yuya, 2025, "Nonparametric regression under cluster sampling," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106102.
• Yang, Zixin & Song, Xiaojun & Yu, Jihai, 2025, "Estimation of spatial autoregressive panel data models with nonparametric endogenous effect," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106112.
• Shin, Minseok & Kim, Donggyu & Wang, Yazhen & Fan, Jianqing, 2025, "Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106129.
• Botosaru, Irene & Muris, Chris, 2025, "Identification of time-varying counterfactual parameters in nonlinear panel models," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2023.105639.
• Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2025, "Loss aversion and the welfare ranking of policy interventions," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2023.105643.
• Chen, Songnian & Liu, Nianqing & Zhang, Hanghui & Zhou, Yahong, 2025, "Estimation of wage inequality in the UK by quantile regression with censored selection," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105733.
• Chen, Xiaohong & Wang, Bo & Xiao, Zhijie & Yi, Yanping, 2025, "Improved estimation of semiparametric dynamic copula models with filtered nonstationarity," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105739.
• Blomquist, Soren & Kumar, Anil & Liang, Che-Yuan & Newey, Whitney K., 2025, "Nonlinear budget set regressions in random utility models: Theory and application to taxable income," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105859.
• Liu, Laura & Poirier, Alexandre & Shiu, Ji-Liang, 2025, "Identification and estimation of partial effects in nonlinear semiparametric panel models," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105860.
• Graham, Bryan S. & Imbens, Guido W. & Ridder, Geert, 2025, "Measuring the effects of segregation in the presence of social spillovers: A nonparametric approach," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2025.106006.