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My JEL codes Follow this JEL codeResearch 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:
2024
- Laura Carabotta & Peter Claeys, 2024.
"Combine to compete: Improving fiscal forecast accuracy over time,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 948-982, July.
- Laura Carabotta & Peter Claeys, 2015. "Combine to compete: improving fiscal forecast accuracy over time," UB School of Economics Working Papers 2015/320, University of Barcelona School of Economics.
- Chenxing Li & John M. Maheu & Qiao Yang, 2024.
"An infinite hidden Markov model with stochastic volatility,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2187-2211, September.
- Li, Chenxing & Maheu, John M & Yang, Qiao, 2022. "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper 115456, University Library of Munich, Germany.
- Ariel Pakes & Jack Porter, 2024.
"Moment inequalities for multinomial choice with fixed effects,"
Quantitative Economics, Econometric Society, vol. 15(1), pages 1-25, January.
- Ariel Pakes & Jack Porter, 2016. "Moment Inequalities for Multinomial Choice with Fixed Effects," NBER Working Papers 21893, National Bureau of Economic Research, Inc.
- Peter H. Egger & Katharina Erhardt, 2024.
"Heterogeneous effects of tariff and nontariff trade‐policy barriers in quantitative general equilibrium,"
Quantitative Economics, Econometric Society, vol. 15(2), pages 453-487, May.
- Egger, Peter & ,, 2019. "Heterogeneous Effects of Tariff and Non-tariff Trade-Policy Barriers in Quantitative General Equilibrium," CEPR Discussion Papers 13602, C.E.P.R. Discussion Papers.
- Maes, Sebastiaan & Malhotra, Raghav, 2024. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," CRETA Online Discussion Paper Series 84, Centre for Research in Economic Theory and its Applications CRETA.
- Maes, Sebastiaan & Malhotra, Raghav, 2024. "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series 85, Centre for Research in Economic Theory and its Applications CRETA.
- Langevin, R.;, 2024. "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers 24/16, HEDG, c/o Department of Economics, University of York.
- Farroukh, Arafet & Mazioued, Manel & Pédussel Wu, Jennifer, 2024. "Revisiting the linkage between remittances inflow and economic growth: A semi-parametric estimation with panel data," IPE Working Papers 238/2024, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Jean-Michel Benkert & Shuo Liu & Nick Netzer, 2024. "Time is knowledge: what response times reveal," ECON - Working Papers 449, Department of Economics - University of Zurich.
- Mateusz Pipień & Dobiesław Tymoczko, 2024. "Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector," Bank i Kredyt, Narodowy Bank Polski, vol. 55(1), pages 1-20.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2021.
"Difference-in-Differences with a Continuous Treatment,"
Papers
2107.02637, arXiv.org, revised Jan 2024.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Difference-in-differences with a Continuous Treatment," NBER Working Papers 32117, National Bureau of Economic Research, Inc.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024.
"Event Studies with a Continuous Treatment,"
AEA Papers and Proceedings, American Economic Association, vol. 114, pages 601-605, May.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event-Studies with a Continuous Treatment," NBER Working Papers 32118, National Bureau of Economic Research, Inc.
- Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024.
"Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation,"
Papers
2402.08575, arXiv.org.
- Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024. "Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation," NBER Working Papers 32164, National Bureau of Economic Research, Inc.
- Damir Filipović & Markus Pelger & Ye Ye, 2022.
"Shrinking the Term Structure,"
Swiss Finance Institute Research Paper Series
22-61, Swiss Finance Institute.
- Damir Filipović & Markus Pelger & Ye Ye, 2024. "Shrinking the Term Structure," NBER Working Papers 32472, National Bureau of Economic Research, Inc.
- David Baqaee & Ariel Burstein & Yasutaka Koike-Mori, 2024. "Sufficient Statistics for Measuring Forward-Looking Welfare," NBER Working Papers 32567, National Bureau of Economic Research, Inc.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
Working Paper Series
2024-24, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
- Simon Kwok, 2024. "A Consistent and Robust Test for Autocorrelated Jump Occurrences," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 157-186.
- Giacomo Toscano & Giulia Livieri & Maria Elvira & Stefano Marmi, 2024. "Volatility of Volatility Estimation: Central Limit Theorems for the Fourier Transform Estimator and Empirical Study of the Daily Time Series Stylized Facts," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 252-296.
- Magne Mogstad & Joseph P Romano & Azeem M Shaikh & Daniel Wilhelm, 2024.
"Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 476-518.
- 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," RF Berlin - CReAM Discussion Paper Series 2008, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Vipul Kumar Singh & Pawan Kumar, 2024. "Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options," Journal of Asset Management, Palgrave Macmillan, vol. 25(2), pages 172-189, March.
- Whelsy Boungou & Francis Osei-Tutu & Amara Zongo, 2024.
"Democracy and Intra-Africa Trade,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(1), pages 70-90, March.
- Whelsy Boungou & Francis Osei-Tutu & Amara Zongo, 2023. "Democracy and Intra-Africa Trade," Post-Print hal-03940257, HAL.
- Xu Cheng & Eric Renault & Paul Sangrey, 2024. "Identifying the Volatility Risk Price Through the Leverage Effect," PIER Working Paper Archive 24-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dean Fantazzini, 2024.
"Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets,"
JRFM, MDPI, vol. 17(6), pages 1-44, June.
- Fantazzini, Dean, 2024. "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper 121214, University Library of Munich, Germany.
- Oktay Özkan & Babatunde Sunday Eweade & Tomiwa Sunday Adebayo, 2024. "Examining the Effects of Energy Efficiency R&D and Renewable Energy on Environmental Sustainability Amidst Political Risk in France," Politická ekonomie, Prague University of Economics and Business, vol. 2024(2), pages 331-356.
- Caro, Angela & De Haro-García, Julia, 2024. "The waiting times distribution of public hospitals using a GAMLSS approach: the case of Andalusia (Spain)," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 59, pages 167-191.
- Soares, Thiago Costa & Lira, Lorrayne Gonçalves & Lopes, Luckas Sabioni, 2024. "A eficiência da Polícia Militar e sua relação com o contexto regional em Minas Gerais," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 18(1), pages 22-44.
- Riccardo Di Francesco, 2024. "Ordered Correlation Forest," CEIS Research Paper 577, Tor Vergata University, CEIS, revised 06 May 2024.
- Haryo Kuncoro, 2024. "Inflation and Its Uncertainty: Evidence from Indonesia and the Philippines," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(2), pages 231-247, May.
- Pelin Akçagün-Narin & Adem Yavuz Elveren, 2024. "Financialization and Militarization: An Empirical Investigation," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(1), pages 70-100, March.
- Oscar Torrealba Rodriguez, 2024. "The weight of circumstances in the inequality of opportunity in Mexico: an estimation over a wide set based on machine learning," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 1(9), pages 160-195.
- Ali Mirzaei & Mohsen Saad & Ali Emrouznejad, 2024. "Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?," Annals of Operations Research, Springer, vol. 334(1), pages 317-355, March.
- Süleyman Çakır, 2024. "Best output prediction in OECD railways using DEA in conjunction with machine learning algorithms," Annals of Operations Research, Springer, vol. 335(1), pages 59-77, April.
- Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2024. "What factors contribute to uneven suburbanisation? Predicting the number of migrants from Warsaw to its suburbs with machine learning," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(4), pages 1353-1382, April.
- Nadine McCloud & Michael S. Delgado & Man Jin, 2024. "Foreign capital inflows, exchange rates, and government stability," Empirical Economics, Springer, vol. 66(3), pages 945-977, March.
- Lu Wang & Yixiao Jiang & Zhaochen He, 2024. "A semiparametric alternative to the Heckman correction: application with left-censored data on parental transfers," Empirical Economics, Springer, vol. 66(4), pages 1847-1866, April.
- Marco A. DeBenedetto & Michele G. Giuranno & Camilla Mastromarco & Diego Ravenda & Pierluigi Toma, 2024. "Legality rating and corporate efficiency: evidence from a conditional nonparametric frontier analysis," Empirical Economics, Springer, vol. 66(5), pages 2137-2168, May.
- Elena Ketteni, 2024. "Telecommunication capital and productivity growth: further insights using network characteristics and nonlinearities," Empirical Economics, Springer, vol. 67(1), pages 143-163, July.
- Hans Ophem & Jacopo Mazza, 2024. "Educational choice, initial wage and wage growth," Empirical Economics, Springer, vol. 67(3), pages 1235-1274, September.
- Huthaifa Sameeh Alqaralleh, 2024. "From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 665-707, September.
- Roberto Basile & Francesca Centofanti & Luisa Giallonardo & Francesca Licari, 2024. "Migration Responses to Earthquakes: Evidence from Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(1), pages 269-291, March.
- Carla Curado & Mírian Oliveira & Dara G. Schniederjans & Eduardo Kunzel Teixeira, 2024. "Control variable use and reporting in operations management: a systematic literature review and revisit," Management Review Quarterly, Springer, vol. 74(3), pages 1809-1839, September.
- Cristian Barra & Mónica Y. Castro-Peña & Jesús Gabalán Coello, 2024. "Research and knowledge transfer performance in Colombian universities," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 77-96, February.
- Luz Judith R. Esparza & Ángel Lee & Carmen Rubio, 2024. "Influence of cultural and socioeconomic factors on scientific production: a statistical analysis of the h-index," Scientometrics, Springer;Akadémiai Kiadó, vol. 129(4), pages 2083-2099, April.
- Rouven E. Haschka, 2024. "Endogeneity in stochastic frontier models with 'wrong' skewness: copula approach without external instruments," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 807-826, July.
- Mariana Sedliačiková & Nikolay Neykov & Ján Dobrovič & Anna Šatanová & Mária Osvaldová & Mykola Palinchak, 2024. "Performance measuring of wood-processing microenterprises through Data Envelopment Analysis: A case study of Slovakia, Poland, and Bulgaria," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 11(3), pages 408-422, March.
- Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2024.
"Inference in the nonparametric stochastic frontier model,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(7), pages 518-539, August.
- Christopher F. Parameter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2021. "Inference in the Nonparametric Stochastic Frontier Model," CEPA Working Papers Series WP132021, 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).
- Irene Bertschek & Joern Block & Alexander S. Kritikos & Caroline Stiel, 2024.
"German financial state aid during Covid-19 pandemic: Higher impact among digitalized self-employed,"
Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 36(1-2), pages 76-97, January.
- 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).
- 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.
- 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.
- Liu Yang & Kajal Lahiri & Adrian Pagan, 2024.
"Getting the ROC into Sync,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 109-121, January.
- Liu Yang & Kajal Lahiri & Adrian Pagans, 2022. "Getting the ROC into Sync," CAMA Working Papers 2022-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Arthur Lewbel & Susanne M. Schennach & Linqi Zhang, 2024.
"Identification of a Triangular Two Equation System Without Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 14-25, January.
- Arthur Lewbel & Susanne M. Schennach & Linqi Zhang, 2020. "Identification of a Triangular Two Equation System Without Instruments," Boston College Working Papers in Economics 1022, Boston College Department of Economics, revised 15 Dec 2022.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan, 2024.
"A Sharp Test for the Judge Leniency Design,"
Papers
2405.06156, arXiv.org.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," Working Papers tecipa-774, University of Toronto, Department of Economics.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifié & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," NBER Working Papers 32456, National Bureau of Economic Research, Inc.
- Yao Luo & Peijun Sang & Ruli Xiao, 2024. "Order Statistics Approaches to Unobserved Heterogeneity in Auctions," Working Papers tecipa-776, University of Toronto, Department of Economics.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," Working Papers tecipa-782, University of Toronto, Department of Economics.
- Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2024.
"Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs,"
The Review of Economics and Statistics, MIT Press, vol. 106(2), pages 542-556, March.
- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2020. "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Cowles Foundation Discussion Papers 2249, Cowles Foundation for Research in Economics, Yale University.
- Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2020. "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Papers 2005.11967, arXiv.org, revised May 2021.
- Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024.
"ddml: Double/debiased machine learning in Stata,"
Stata Journal, StataCorp LP, vol. 24(1), pages 3-45, March.
- 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.
- 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).
- Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2023. "ddml: Double/debiased machine learning in Stata," Papers 2301.09397, arXiv.org, revised Jan 2024.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024.
"Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption,"
CAMA Working Papers
2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers 2401, Department of Economics, University of Missouri.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers No 01/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Abu-Alkhei Ahmad M. & Alsharari Nizar M. & Khan Walayet A. & Ramzani Sara R. & Horam Phungmayo, 2024. "Examining the performance of Shari’ah-compliant versus conventional stock indexes: A comparative analysis pre‑, during, and post-COVID-19," Economics and Business Review, Sciendo, vol. 10(2), pages 31-59.
- Bartosz Bieganowski & Robert Slepaczuk, 2024.
"Supervised Autoencoder MLP for Financial Time Series Forecasting,"
Papers
2404.01866, arXiv.org, revised Jun 2024.
- Bartosz Bieganowski & Robert Ślepaczuk, 2024. "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers 2024-03, Faculty of Economic Sciences, University of Warsaw.
- Kamil Kashif & Robert 'Slepaczuk, 2024.
"LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies,"
Papers
2406.18206, arXiv.org.
- Kamil Kashif & Robert Ślepaczuk, 2024. "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers 2024-07, Faculty of Economic Sciences, University of Warsaw.
- Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024. "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers 2024-10, Faculty of Economic Sciences, University of Warsaw.
- Maciej Wysocki & Robert 'Slepaczuk, 2024.
"Construction and Hedging of Equity Index Options Portfolios,"
Papers
2407.13908, arXiv.org.
- Maciej Wysocki & Robert Ślepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Working Papers 2024-14, Faculty of Economic Sciences, University of Warsaw.
- Clara Pires & Ana Cantarinha & Paulo Ferreira, 2024. "Are Euribor rates relevant for Indebtedness of Companies Listed on the Portuguese Stock Index (PSI-20) and the Iberian Index (IBEX 35)? An Empirical Study," Economic Research Guardian, Weissberg Publishing, vol. 14(2), pages 110-126, December.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024.
"On Binscatter,"
American Economic Review, American Economic Association, vol. 114(5), pages 1488-1514, May.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On Binscatter," Papers 1902.09608, arXiv.org, revised Apr 2024.
- Richard K. Crump & Matias D. Cattaneo & Yingjie Feng, 2024. "On binscatter," French Stata Users' Group Meetings 2024 23, Stata Users Group.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024.
"Event Studies with a Continuous Treatment,"
AEA Papers and Proceedings, American Economic Association, vol. 114, pages 601-605, May.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event-Studies with a Continuous Treatment," NBER Working Papers 32118, National Bureau of Economic Research, Inc.
- Clément de Chaisemartin & Xavier D'Haultfœuille & Gonzalo Vazquez-Bare, 2024. "Difference-in-Difference Estimators with Continuous Treatments and No Stayers," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 610-613, May.
- Debopam Bhattacharya, 2024. "Nonparametric Approaches to Empirical Welfare Analysis," Journal of Economic Literature, American Economic Association, vol. 62(2), pages 554-593, June.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2024. "The effect of stock splits on liquidity in a dynamic model," LIDAM Discussion Papers ISBA 2024007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2024. "Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies," LIDAM Discussion Papers ISBA 2024009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024. "Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs," LIDAM Discussion Papers ISBA 2024010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2021.
"Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties,"
NBER Working Papers
29519, National Bureau of Economic Research, Inc.
- Sergei Bazylik & Magne Mogstad & Joseph Romano & Azeem Shaikh & Daniel Wilhelm, 2024. "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," Papers 2402.00192, arXiv.org.
- Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021. "Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties," CeMMAP working papers CWP40/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021. "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RF Berlin - CReAM Discussion Paper Series 2132, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024.
"Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation,"
NBER Working Papers
32164, National Bureau of Economic Research, Inc.
- Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024. "Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation," Papers 2402.08575, arXiv.org.
- Ballinari, Daniele, 2024.
"Calibrating doubly-robust estimators with unbalanced treatment assignment,"
Economics Letters, Elsevier, vol. 241(C).
- Daniele Ballinari, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers 2403.01585, arXiv.org, revised Jun 2024.
- Bartosz Bieganowski & Robert Ślepaczuk, 2024.
"Supervised Autoencoder MLP for Financial Time Series Forecasting,"
Working Papers
2024-03, Faculty of Economic Sciences, University of Warsaw.
- Bartosz Bieganowski & Robert Slepaczuk, 2024. "Supervised Autoencoder MLP for Financial Time Series Forecasting," Papers 2404.01866, arXiv.org, revised Jun 2024.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024.
"A Sharp Test for the Judge Leniency Design,"
Working Papers
tecipa-774, University of Toronto, Department of Economics.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," Papers 2405.06156, arXiv.org.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifié & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," NBER Working Papers 32456, National Bureau of Economic Research, Inc.
- Kamil Kashif & Robert Ślepaczuk, 2024.
"LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies,"
Working Papers
2024-07, Faculty of Economic Sciences, University of Warsaw.
- Kamil Kashif & Robert 'Slepaczuk, 2024. "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Papers 2406.18206, arXiv.org.
- Maciej Wysocki & Robert Ślepaczuk, 2024.
"Construction and Hedging of Equity Index Options Portfolios,"
Working Papers
2024-14, Faculty of Economic Sciences, University of Warsaw.
- Maciej Wysocki & Robert 'Slepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Papers 2407.13908, arXiv.org.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024.
"Nonlinear Binscatter Methods,"
Staff Reports
1110, Federal Reserve Bank of New York.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024. "Nonlinear Binscatter Methods," Papers 2407.15276, arXiv.org.
- Jean-Michel Benkert & Shuo Liu & Nick Netzer, 2024.
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- Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024.
"Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility,"
Working Papers
No 03/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024. "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," CAMA Working Papers 2024-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Feng Yao & Qinling Lu & Yiguo Sun & Junsen Zhang, 2024. "Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 133-184, Emerald Group Publishing Limited.
- Christine Amsler & Robert James & Artem Prokhorov & Peter Schmidt, 2024. "Improving Predictions of Technical Inefficiency," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 309-328, Emerald Group Publishing Limited.
- Taining Wang & Daniel J. Henderson, 2024. "A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 329-370, Emerald Group Publishing Limited.
- Zhichao Wang & Valentin Zelenyuk, 2024. "Random Versus Explained Inefficiency in Stochastic Frontier Analysis: The Case of Queensland Hospitals," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 371-413, Emerald Group Publishing Limited.
- Christina Anderl & Guglielmo Maria Caporale, 2024.
"Time-varying parameters in monetary policy rules: a GMM approach,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 148-176, January.
- Christina Anderl & Guglielmo Maria Caporale, 2023. "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series 10451, CESifo.
- Rostand Arland Yebetchou Tchounkeu, 2024. "The impact of public health efficiency on well-being in Italian provinces," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 232-248, May.
- Juan Gabriel Brida & Emiliano Alvarez & Gaston Cayssials & Matias Mednik, 2024. "How does population growth affect economic growth and vice versa? An empirical analysis," Review of Economics and Political Science, Emerald Group Publishing Limited, vol. 9(3), pages 265-297, January.
- Dejan Zivkov & Sanja Loncar & Biljana Stankov, 2024. "Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(3), pages 342-365, August.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
NBER Working Papers
32822, National Bureau of Economic Research, Inc.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," Working Paper Series 2024-24, Federal Reserve Bank of San Francisco.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024.
"Nonlinear Binscatter Methods,"
Papers
2407.15276, arXiv.org.
- Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024. "Nonlinear Binscatter Methods," Staff Reports 1110, Federal Reserve Bank of New York.
- Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2024. "Women’s Relative Earning Power and Fertility: Evidence from Climate Shocks in Rural Madagascar," Working Papers - Economics wp2024_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Dean Fantazzini, 2024.
"Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets,"
JRFM, MDPI, vol. 17(6), pages 1-44, June.
- Fantazzini, Dean, 2024. "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper 121214, University Library of Munich, Germany.
- Norbert Pfeifer & Miriam Steurer, 2024. "Stabilizing Geo-Spatial Surfaces in Data-Sparse Regions – An Application to Residential Property Prices," Graz Economics Papers 2024-11, University of Graz, Department of Economics.
- Kim Karlsson, Hyunjoo & Li, Yushu, 2024. "Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression," Working Papers in Economics and Statistics 10/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
- Mühlbauer, Sabrina & Weber, Enzo, 2024. "Predicting Job Match Quality: A Machine Learning Approach," IAB-Discussion Paper 202409, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024.
"Statistical Inference for Aggregation of Malmquist Productivity Indices,"
Operations Research, INFORMS, vol. 72(4), pages 1615-1629, July.
- 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).
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024.
"Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption,"
Working Papers
No 01/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers 2401, Department of Economics, University of Missouri.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAMA Working Papers 2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zongwu Cai & Guannan Liu & Wei Long & Xuelong Luo, 2024. "Semiparametric Conditional Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202401, University of Kansas, Department of Economics, revised Jan 2024.
- António Afonso & Gabriela Baquero Fraga, 2024.
"Government spending efficiency in Latin America,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(1), pages 127-160, February.
- António Afonso & Gabriela Baquero Fraga, 2022. "Government spending efficiency in Latin America," Working Papers REM 2022/0250, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & Gabriela Baquero Fraga, 2022. "Government Spending Efficiency in Latin America," CESifo Working Paper Series 10096, CESifo.
- Mihai Ioan Mutascu & Scott W. Hegerty, 2024. "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 559-582, May.
- Ghislain Geniaux, 2024. "Speeding up estimation of spatially varying coefficients models," Journal of Geographical Systems, Springer, vol. 26(3), pages 293-327, July.
- Chuku Chuku & Victor Ajayi, 2024. "Growing green: enablers and barriers for Africa," Journal of Productivity Analysis, Springer, vol. 61(3), pages 195-214, June.
- Cinzia Daraio & Léopold Simar, 2024. "Approximations and inference for envelopment estimators of production frontiers," Journal of Productivity Analysis, Springer, vol. 62(2), pages 197-215, October.
- Zhichao Wang & Bao Hoang Nguyen & Valentin Zelenyuk, 2024. "Performance analysis of hospitals in Australia and its peers: a systematic and critical review," Journal of Productivity Analysis, Springer, vol. 62(2), pages 139-173, October.
- Shane Sanders & Justin Ehrlich & James Boudreau, 2024. "Rule selection invariance as a robustness check in collective choice and nonparametric statistical settings," Public Choice, Springer, vol. 199(1), pages 7-26, April.
- Günter J. Hitsch & Sanjog Misra & Walter W. Zhang, 2024. "Heterogeneous treatment effects and optimal targeting policy evaluation," Quantitative Marketing and Economics (QME), Springer, vol. 22(2), pages 115-168, June.
- Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2024. "Missing Endogenous Variables in Conditional Moment Restriction Models," DEM Discussion Paper Series 24-01, Department of Economics at the University of Luxembourg.
2023
- Wang, Jiexin & Wang, Song, 2023. "The effect of electricity market reform on energy efficiency in China," Energy Policy, Elsevier, vol. 181(C).
- Zhang, Chuanhai & Ma, Huan & Arkorful, Gideon Bruce & Peng, Zhe, 2023. "The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023. "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Sun, Ruohan & Zhou, Nan & Zhang, Bing, 2023. "Can bank branch establishment help SMEs survive? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Cooray, Arusha & Gangopadhyay, Partha & Das, Narasingha, 2023. "Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Miljkovic, Dragan & Vatsa, Puneet, 2023. "On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Ergun, Lerby M., 2023. "Extreme downside risk in the cross-section of asset returns," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Proença, Catarina & Augusto, Mário & Murteira, José, 2023. "The effect of earnings management on bank efficiency: Evidence from ECB-supervised banks," Finance Research Letters, Elsevier, vol. 51(C).
- Dircio-Palacios-Macedo, María del Carmen & Cruz-García, Paula & Hernández-Trillo, Fausto & Tortosa-Ausina, Emili, 2023. "Constructing a financial inclusion index for Mexican municipalities," Finance Research Letters, Elsevier, vol. 52(C).
- Chen, Jiazi & Niu, Linlin, 2023. "How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends," Finance Research Letters, Elsevier, vol. 53(C).
- Kawakami, Tabito, 2023. "Quantile prediction for Bitcoin returns using financial assets’ realized measures," Finance Research Letters, Elsevier, vol. 55(PA).
- Ferreira, Joaquim & Morais, Flávio, 2023. "Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index," Finance Research Letters, Elsevier, vol. 56(C).
- Đặng, Rey & Karmani, Majdi & Houanti, L'Hocine & Simioni, Michel & Abid, Ilyes, 2023. "Board gender diversity and environmental performance: A semi-parametric panel data analysis," Finance Research Letters, Elsevier, vol. 58(PA).
- Boos, Dominik & Grob, Linus, 2023. "Tracking speculative trading," Journal of Financial Markets, Elsevier, vol. 64(C).
- Lambert, Philippe, 2023. "Nonparametric density estimation and risk quantification from tabulated sample moments," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 177-189.
- He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
- Fissler, Tobias & Merz, Michael & Wüthrich, Mario V., 2023. "Deep quantile and deep composite triplet regression," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 94-112.
- Lautier, Jackson P. & Pozdnyakov, Vladimir & Yan, Jun, 2023. "Pricing time-to-event contingent cash flows: A discrete-time survival analysis approach," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 53-71.
- Stoja, Evarist & Polanski, Arnold & Nguyen, Linh H. & Pereverzin, Aleksandr, 2023. "Does systematic tail risk matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Grobys, Klaus, 2023. "A multifractal model of asset (in)variances," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Zhou, Dong-hai & Liu, Xiao-xing, 2023. "Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Shirota, Toyoichiro, 2023. "State-dependent effects of the unconventional monetary policy in stock markets," Japan and the World Economy, Elsevier, vol. 67(C).
- Sokullu, Senay, 2023. "More Is Better, Or Not? An Empirical Analysis of Buyer Preferences for Variety on the E-Market," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 450-470.
- Valente, Marica, 2023.
"Policy evaluation of waste pricing programs using heterogeneous causal effect estimation,"
Journal of Environmental Economics and Management, Elsevier, vol. 117(C).
- Marica Valente, 2020. "Policy evaluation of waste pricing programs using heterogeneous causal effect estimation," Papers 2010.01105, arXiv.org, revised Nov 2022.
- Marica Valente, 2021. "Policy Evaluation of Waste Pricing Programs Using Heterogeneous Causal Effect Estimation," Discussion Papers of DIW Berlin 1980, DIW Berlin, German Institute for Economic Research.
- Elkamhi, Redouane & Jo, Chanik, 2023. "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial Economics, Elsevier, vol. 148(3), pages 220-244.
- Byambadalai, Undral & Ma, Ching-to Albert & Wiesen, Daniel, 2023. "Changing preferences: An experiment and estimation of market-incentive effects on altruism," Journal of Health Economics, Elsevier, vol. 92(C).
- Booyavi, Zahra & Crawford, G. Christopher, 2023. "Different, but same: A power law perspective on how rock star female entrepreneurs reconceptualize “gender equality”," Journal of Business Venturing Insights, Elsevier, vol. 19(C).
- Khurana, Indu & Tamvada, Jagannadha Pawan & Audretsch, David B., 2023. "The weaker sex? A tale of means and tails," Journal of Business Venturing Insights, Elsevier, vol. 20(C).
- Schmied, Julian, 2023. "The replacement rate that maintains income satisfaction through retirement: The question of income-dependence," The Journal of the Economics of Ageing, Elsevier, vol. 26(C).
- Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde, 2023. "“One-size-fits-all” public works contract does it better? An assessment of infrastructure provision in Italy," Journal of Policy Modeling, Elsevier, vol. 45(5), pages 994-1014.
- Abid, Ilyes & Dhaoui, Abderrazak & Kaabia, Olfa & Tarchella, Salma, 2023. "Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model," Resources Policy, Elsevier, vol. 85(PA).
- Raggad, Bechir & Bouri, Elie, 2023. "Gold and crude oil: A time-varying causality across various market conditions," Resources Policy, Elsevier, vol. 86(PA).
- Butts, Kyle, 2023. "JUE Insight: Difference-in-differences with geocoded microdata," Journal of Urban Economics, Elsevier, vol. 133(C).
- Xu, Chen & Liu, Xiao, 2023. "The economic value of language in China: How important is Mandarin proficiency in the Chinese labor market? A bounding approach," Labour Economics, Elsevier, vol. 84(C).
- Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023.
"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).
- Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022. "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series 561, Central Bank of Brazil, Research Department.
- Zhang, Chuanhai & Ma, Huan & Liao, Xiaosai, 2023. "Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
- Yeh, Jin-Huei & Yun, Mu-Shu, 2023. "Assessing jump and cojumps in financial asset returns with applications in futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Hoang, Khoa & Huang, Ronghong & Truong, Helen, 2023. "Resurrecting the market factor: A case of data mining across international markets," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Perez-Vincent, Santiago M., 2023. "A few signatures matter: Barriers to entry in Italian local politics," European Journal of Political Economy, Elsevier, vol. 78(C).
- Wang, Jying-Nan & Liu, Hung-Chun & Lee, Yen-Hsien & Hsu, Yuan-Teng, 2023. "FoMO in the Bitcoin market: Revisiting and factors," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 244-253.
- Schulz, Rainer & Watson, Verity & Wersing, Martin, 2023. "Teleworking and housing demand," Regional Science and Urban Economics, Elsevier, vol. 101(C).
- Peng, Wei, 2023. "The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 616-625.
- Pirayesh Neghab, Davood & Bradrania, Reza & Elliott, Robert, 2023. "Deliberate premarket underpricing: New evidence on IPO pricing using machine learning," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 902-927.
- Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023. "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, vol. 64(C).
- Blanco-Oliver, A.J. & Irimia-Diéguez, A.I. & Vázquez-Cueto, M.J., 2023. "Is there an optimal microcredit size to maximize the social and financial efficiencies of microfinance institutions?," Research in International Business and Finance, Elsevier, vol. 65(C).
- Grudniewicz, Jan & Ślepaczuk, Robert, 2023. "Application of machine learning in algorithmic investment strategies on global stock markets," Research in International Business and Finance, Elsevier, vol. 66(C).
- Fusco, Elisa, 2023. "Potential improvements approach in composite indicators construction: The Multi-directional Benefit of the Doubt model," Socio-Economic Planning Sciences, Elsevier, vol. 85(C).
- Sadik-Zada, Elkhan Richard & Gatto, Andrea, 2023. "Civic engagement and energy transition in the Nordic-Baltic Sea Region: Parametric and nonparametric inquiries," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
- Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2023. "Let the data speak about the cut-off values for multidimensional index: Classification of human development index with machine learning," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
- Rosado-Cubero, Ana & Hernández, Adolfo & Blanco Jiménez, Francisco José & Freire-Rubio, Teresa, 2023. "Promotion of entrepreneurship through business incubators: Regional analysis in Spain," Technological Forecasting and Social Change, Elsevier, vol. 190(C).
- Polyzos, Efstathios & Fotiadis, Anestis & Huan, Tzung-Cheng, 2023. "From Heroes to Scoundrels: Exploring the effects of online campaigns celebrating frontline workers on COVID-19 outcomes," Technology in Society, Elsevier, vol. 72(C).
- Hao Dong & Taisuke Otsu & Luke Taylor, 2023.
"Bandwidth selection for nonparametric regression with errors-in-variables,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(4), pages 393-419, April.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2021. "Bandwidth Selection for Nonparametric Regression with Errors-in-Variables," Departmental Working Papers 2104, Southern Methodist University, Department of Economics.
- Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2023. "Bandwidth selection for nonparametric regression with errors-in-variables," LSE Research Online Documents on Economics 115551, London School of Economics and Political Science, LSE Library.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2022. "Bandwidth selection for nonparametric regression with errors-in-variables," STICERD - Econometrics Paper Series 620, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Chen, Yining & S. Torrent, Hudson & A. Ziegelmann, Flavio, 2023. "Robust nonparametric frontier estimation in two steps," LSE Research Online Documents on Economics 119389, London School of Economics and Political Science, LSE Library.
- Kurisu, Daisuke & Otsu, Taisuke, 2023. "Subsampling inference for nonparametric extremal conditional quantiles," LSE Research Online Documents on Economics 120365, London School of Economics and Political Science, LSE Library.
- Calel, Raphael & Dechezlepretre, Antoine & Venmans, Frank, 2023. "Policing carbon markets," LSE Research Online Documents on Economics 120565, London School of Economics and Political Science, LSE Library.
- Ant—nio Afonso & João Tovar Jalles & Ana Venâncio, 2023.
"Government spending efficiency, measurement and applications: A cross-country efficiency dataset,"
Chapters, in: António Afonso & João Tovar Jalles & Ana Venâncio (ed.), Handbook on Public Sector Efficiency, chapter 3, pages 44-71,
Edward Elgar Publishing.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Government Spending Efficiency, Measurement and Applications: a CrossCountry Efficiency Dataset," EconPol Working Paper 50, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "GovernmentSpending Efficiency, MeasurementandApplications:a Cross-country Efficiency Dataset," Working Papers REM 2020/0147, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Gabriel Montes-Rojas & Nicolás Bertholet, 2023.
"When are devaluations more contractionary? A quantile VAR estimation for Argentina,"
Chapters, in: Fernando Toledo & Louis-Philippe Rochon (ed.), Monetary Policy Challenges in Latin America, chapter 8, pages 132-149,
Edward Elgar Publishing.
- Eduardo Rubén Scarano, "undated". "La consolidación de la economía como disciplina científica en el país. El registro estadístico permanente," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 202271, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- 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).
- Han-Ying Liang & Yu Shen & Qiying Wang, 2023. "Functional-Coefficient Cointegrating Regression with Endogeneity," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 157-186, Emerald Group Publishing Limited.
- Kun Ho Kim & Hira L. Koul & Jiwoong Kim, 2023. "A Specification Test Based on Convolution-Type Distribution Function Estimates for Non-Linear Autoregressive Processes," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 187-206, Emerald Group Publishing Limited.
- Ying Zhou & Hsein Kew & Jiti Gao, 2023. "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 349-365, Emerald Group Publishing Limited.
- J. Isaac Miller, 2023. "Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change?," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 319-350, Emerald Group Publishing Limited.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023.
"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,
Emerald Group Publishing Limited.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Boston College Working Papers in Economics 985, Boston College Department of Economics.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
- Khan, Shakeeb & Maurel, Arnaud & Zhang, Yichong, 2020. "Informational Content of Factor Structures in Simultaneous Binary Response Models," IZA Discussion Papers 14008, Institute of Labor Economics (IZA).
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers 1910.01318, arXiv.org, revised Mar 2022.
- Vipin Valiyattoor & Anup Kumar Bhandari, 2023. "Towards a better measure of productivity in India: a case of chemical and chemical products industry," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 16(2), pages 105-122, March.
- Surachai Chancharat & Arisa Phadungviang, 2023. "Risk and Mutual Fund Clustering in an Emerging Market: Evidence for Thailand," International Symposia in Economic Theory and Econometrics, in: Comparative Analysis of Trade and Finance in Emerging Economies, volume 31, pages 37-50, Emerald Group Publishing Limited.
- Nadia Basty & Ines Ghazouani, 2023. "Competition–banking stability: the moderating role of government intervention quality in North African countries," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(2), pages 244-268, February.
- Ratzanyel Rincón, 2023. "Quarterly multidimensional poverty estimates in Mexico using machine learning algorithms/Estimaciones trimestrales de pobreza multidimensional en México mediante algoritmos de aprendizaje de máquina," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 38(1), pages 3-68.
- Uduakobong Inyang & Aniekan Etim Bassey & Agbo Ishmael Umunnakwe, 2023. "Evidence-Based Policy Evaluation: Focus on Micro-Insurance Operational Policy in Nigeria," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 13(1), pages 191-208.
- Aaron L. Bodoh-Creed & Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2023.
"Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing,"
NBER Working Papers
31647, National Bureau of Economic Research, Inc.
- Aaron Bodoh-Creed & Brent Hickman & John List & Ian Muir & Gregory Sun, 2023. "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," Natural Field Experiments 00776, The Field Experiments Website.
- Thomas R. Cook & Nathan M. Palmer, 2023.
"Understanding Models and Model Bias with Gaussian Processes,"
Research Working Paper
RWP 23-07, Federal Reserve Bank of Kansas City.
- Thomas R. Cook & Nathan M. Palmer, 2023. "Understanding Models and Model Bias with Gaussian Processes," Regional Research Working Paper RWP 23-07, Federal Reserve Bank of Kansas City.
- Thomas R. Cook & Nathan M. Palmer, 2023.
"Understanding Models and Model Bias with Gaussian Processes,"
Regional Research Working Paper
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"Beta-Sorted Portfolios,"
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"Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases,"
Econometrics, MDPI, vol. 11(3), pages 1-73, August.
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"Mapping Inequality of Opportunity in France and its Regions: A Data-Driven Analysis of Income Inequality from Fiscal Administrative Data,"
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"Democracy and Intra-Africa Trade,"
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"Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU,"
IZA Discussion Papers
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"Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin,"
Discussion Papers of DIW Berlin
1999, DIW Berlin, German Institute for Economic Research.
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"Identification of mixtures of dynamic discrete choices,"
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"Territoires d’industrie : hétérogénéité et convergence,"
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"Identification of mixtures of dynamic discrete choices,"
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"Mapping Inequality of Opportunity in France and its Regions: A Data-Driven Analysis of Income Inequality from Fiscal Administrative Data,"
Bordeaux Economics Working Papers
2023-12, Bordeaux School of Economics (BSE).
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- Olga Takács & János Vincze, 2023. "Where is the pain the most acute? The market segments particularly affected by gender wage discrimination in Hungary," CERS-IE WORKING PAPERS 2304, Institute of Economics, Centre for Economic and Regional Studies.
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- Ulmestig, Rickard & Waernbaum, Ingeborg, 2023. "Measuring effects of second wave activation: A theoretical model and tutorial for activation programme evaluation," Working Paper Series 2023:20, IFAU - Institute for Evaluation of Labour Market and Education Policy.
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"Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions,"
IZA Discussion Papers
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"Limited Monotonicity and the Combined Compliers LATE,"
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- Gabriella Sicilia & Rosa Simancas, 2023. "Eficiencia y equidad educativa en España: un análisis comparativo a nivel regional," Hacienda Pública Española / Review of Public Economics, IEF, vol. 245(2), pages 7-33, June.
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"Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions,"
Working Papers
2023:7, Lund University, Department of Economics.
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- 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.
- 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.
- 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).
- Tihana Skrinjaric, 2023. "Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations," Public Sector Economics, Institute of Public Finance, vol. 47(1), pages 1-39.
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"Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters Matter?,"
CESifo Working Paper Series
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- Lucas Menescal & José Alves, 2023.
"Tax Structure and Public Sector Efficiency: New Evidence for Developing Countries,"
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"ddml: Double/debiased machine learning in Stata,"
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"Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions,"
Working Papers
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- 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.
- 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.
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- Zongwu Cai & Gunawan, 2023. "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023.
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"Wage inequality dynamics in Turkey,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(3), pages 657-694, August.
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"The conditional mode in parametric frontier models,"
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"Persistence in firm growth: inference from conditional quantile transition matrices,"
Small Business Economics, Springer, vol. 61(2), pages 745-770, August.
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"The influence of start-up motivation on entrepreneurial performance,"
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"Time-Varying Vector Error-Correction Models: Estimation and Inference,"
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"Higher-order Expansions and Inference for Panel Data Models,"
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"Forecast reconciliation: A review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
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- Magdalena Kozińska, 2023. "Zarządzanie kryzysowe w sektorze ubezpieczeniowym – o upadłości i resolution ubezpieczycieli w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 54(6), pages 673-696.
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"Nonlinear Budget Set Regressions for the Random Utility Model,"
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"Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing,"
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"It is never too LATE: a new look at local average treatment effects with or without defiers,"
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"The long-term effects of mass layoffs: do local economies (ever) recover?,"
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"When Should You Adjust Standard Errors for Clustering?,"
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- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance: ADSM," MPRA Paper 118399, University Library of Munich, Germany.
- Dean Fantazzini & Yufeng Xiao, 2023.
"Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases,"
Econometrics, MDPI, vol. 11(3), pages 1-73, August.
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"First passage times in portfolio optimization: A novel nonparametric approach,"
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"Statistical Inference for Hicks–Moorsteen Productivity Indices,"
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2023032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023. "Russell and Slack-Based Measures of Efficiency: A Unifying Framework," CEPA Working Papers Series WP092023, School of Economics, University of Queensland, Australia.
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"Does Unfairness Hurt Women? The Effects of Losing Unfair Competitions,"
Working Papers
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- Sungwon Lee, 2023. "Efficient Estimation of a Triangular System of Equations for Quantile Regression," Working Papers 2301, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Sungwon Lee, 2023. "Efficient Estimation of Binary Choice Models with Panel Data," Working Papers 2302, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
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"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.
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"An extended wavelet approach of the money–output link in the United States,"
Empirical Economics, Springer, vol. 64(4), pages 1647-1665, April.
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"Proportional incremental cost probability functions and their frontiers,"
Empirical Economics, Springer, vol. 64(6), pages 2721-2756, June.
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- Stefan Tübbicke, 2023. "When to use matching and weighting or regression in instrumental variable estimation? Evidence from college proximity and returns to college," Empirical Economics, Springer, vol. 65(6), pages 2979-2999, December.
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"Kernel-based time-varying IV estimation: handle with care,"
Empirical Economics, Springer, vol. 65(6), pages 3001-3026, December.
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"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.
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- 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.
- Jinyong Hahn, 2023. "Properties of least squares estimator in estimation of average treatment effects," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 301-313, December.
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"Hamiltonian sequential Monte Carlo with application to consumer choice behavior,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(1), pages 54-77, January.
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"Bandwidth selection for nonparametric regression with errors-in-variables,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(4), pages 393-419, April.
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"Optimal minimax rates of specification testing with data-driven bandwidth,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(6), pages 487-512, June.
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"Recovering Latent Variables by Matching,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(541), pages 693-706, January.
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"LASSO for Stochastic Frontier Models with Many Efficient Firms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1132-1142, October.
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"Teacher-to-Classroom Assignment and Student Achievement,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1328-1340, October.
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- Bryan S. Graham & Geert Ridder & Petra Thiemann & Gema Zamarro, 2020. "Teacher-to-classroom assignment and student achievement," Papers 2007.02653, arXiv.org, revised Sep 2020.
- 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.
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"Identification and Estimation of Demand Models with Endogenous Product Entry and Exit,"
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"Testing identification conditions of LATE in fuzzy regression discontinuity designs,"
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- Costanza Naguib, 2023. "Is the Impact of Opening the Borders Heterogeneous?," Diskussionsschriften dp2312, Universitaet Bern, Departement Volkswirtschaft.
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"Evaluating Policy Institutions -150 Years of US Monetary Policy-,"
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"The Value of Naturalness of Urban Green Spaces: Evidence from a Discrete Choice Experiment,"
Land Economics, University of Wisconsin Press, vol. 99(4), pages 528-542.
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- Andrea Ciaccio, 2023. "The Impact of a Cost-containment Measure on the Quality of Regional Health Services in Italy: a Parametric and a Non-parametric Approach," Working Papers 2023: 24, Department of Economics, University of Venice "Ca' Foscari".
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- Hęćka Patrycja, 2023. "The Second Wave of the COVID-19 Pandemic in Poland – Characterised Using FDA Methods," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(3), pages 20-34, September.
- 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. "This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ense," 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.
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"Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies,"
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"Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices,"
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"Nonparametric Estimates of Demand in the California Health Insurance Exchange,"
Econometrica, Econometric Society, vol. 91(1), pages 107-146, January.
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"Openness and growth: Is the relationship non‐linear?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3071-3099, July.
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"Macroeconomic forecasting in times of crises,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
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"Forecasting with a panel Tobit model,"
Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
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"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.
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"How 'one-size-fits-all' public works contract does it better? An assessment of infrastructure provision in Italy,"
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"Elections and Government Efficiency,"
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"Happy Times: Measuring Happiness Using Response Times,"
American Economic Review, American Economic Association, vol. 113(12), pages 3289-3322, December.
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"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
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- 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.
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"When bias contributes to variance: True limit theory in functional coefficient cointegrating regression,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 469-489.
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"Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
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"Isotonic regression discontinuity designs,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 371-393.
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"Identifying treatment effects in the presence of confounded types,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 479-511.
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"Identifying marginal treatment effects in the presence of sample selection,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 565-584.
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- Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vítor Augusto, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," IZA Discussion Papers 14428, Institute of Labor Economics (IZA).
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"Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
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- Gunsilius, Florian F., 2023. "A condition for the identification of multivariate models with binary instruments," Journal of Econometrics, Elsevier, vol. 235(1), pages 220-238.
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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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- Lee, Ji Hyung & Park, Byoung G., 2023. "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1087-1113.
- Botosaru, Irene, 2023. "Time-varying unobserved heterogeneity in earnings shocks," Journal of Econometrics, Elsevier, vol. 235(2), pages 1378-1393.
- Cai, Zongwu & Juhl, Ted, 2023. "The distribution of rolling regression estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1447-1463.
- Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023.
"A functional estimation approach to the first-price auction models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
- Florens, Jean-Pierre & Enache, Andreea & Sbaï, Erwann, 2021. "A Functional Estimation Approach to the First-Price Auction Models," TSE Working Papers 21-1264, Toulouse School of Economics (TSE).
- Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023.
"Uniform inference for value functions,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
- Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.
- Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023. "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1848-1875.
- Bu, Ruijun & Kim, Jihyun & Wang, Bin, 2023. "Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications," Journal of Econometrics, Elsevier, vol. 235(2), pages 1934-1954.
- Ma, Jun & Marmer, Vadim & Yu, Zhengfei, 2023.
"Inference on individual treatment effects in nonseparable triangular models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 2096-2124.
- Jun Ma & Vadim Marmer & Zhengfei Yu, 2021. "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers 2107.05559, arXiv.org, revised Feb 2023.
- Lu, Zhentong & Shi, Xiaoxia & Tao, Jing, 2023. "Semi-nonparametric estimation of random coefficients logit model for aggregate demand," Journal of Econometrics, Elsevier, vol. 235(2), pages 2245-2265.
- Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
- Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023. "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, vol. 235(2), pages 418-443.
- Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing, 2023. "Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model," Journal of Econometrics, Elsevier, vol. 235(2), pages 454-469.
- Grundl, Serafin & Zhu, Yu, 2023. "Robust inference in first-price auctions: Overbidding as an identifying restriction," Journal of Econometrics, Elsevier, vol. 235(2), pages 484-506.
- Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023. "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 235(2), pages 720-744.
- Lee, Yoonseok & Wang, Yulong, 2023.
"Threshold regression with nonparametric sample splitting,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
- Yoonseok Lee & Yulong Wang, 2019. "Threshold Regression with Nonparametric Sample Splitting," Papers 1905.13140, arXiv.org, revised Jan 2021.
- Gallant, A. Ronald, 2023. "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, vol. 235(2), pages 843-861.
- Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
- Luo, Yao & Xiao, Ruli, 2023. "Identification of auction models using order statistics," Journal of Econometrics, Elsevier, vol. 236(1).
- Dalderop, Jeroen, 2023. "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, vol. 236(1).
- An, Yonghong & Hong, Shengjie & Zhang, Daiqiang, 2023. "A structural analysis of simple contracts," Journal of Econometrics, Elsevier, vol. 236(2).
- Hoshino, Tadao & Yanagi, Takahide, 2023.
"Treatment effect models with strategic interaction in treatment decisions,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Tadao Hoshino & Takahide Yanagi, 2018. "Treatment Effect Models with Strategic Interaction in Treatment Decisions," Papers 1810.08350, arXiv.org, revised Feb 2023.
- Vazquez-Bare, Gonzalo, 2023. "Identification and estimation of spillover effects in randomized experiments," Journal of Econometrics, Elsevier, vol. 237(1).
- Higgins, Ayden & Jochmans, Koen, 2023.
"Identification of mixtures of dynamic discrete choices,"
Journal of Econometrics, Elsevier, vol. 237(1).
- 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.
- Ayden Higgins & Koen Jochmans, 2023. "Identification of mixtures of dynamic discrete choices," Post-Print hal-04251997, HAL.
- Ackerberg, Daniel A. & Frazer, Garth & Kim, Kyoo il & Luo, Yao & Su, Yingjun, 2023.
"Under-identification of structural models based on timing and information set assumptions,"
Journal of Econometrics, Elsevier, vol. 237(1).
- 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.
- Bugni, Federico A. & Gao, Mengsi, 2023. "Inference under covariate-adaptive randomization with imperfect compliance," Journal of Econometrics, Elsevier, vol. 237(1).
- Hafner, Christian M. & Wang, Linqi, 2023. "A dynamic conditional score model for the log correlation matrix," Journal of Econometrics, Elsevier, vol. 237(2).
- Chen, Bin & Maung, Kenwin, 2023. "Time-varying forecast combination for high-dimensional data," Journal of Econometrics, Elsevier, vol. 237(2).
- Bertanha, Marinho & McCallum, Andrew H. & Seegert, Nathan, 2023.
"Better bunching, nicer notching,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Finance and Economics Discussion Series 2021-002, Board of Governors of the Federal Reserve System (U.S.).
- Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Papers 2101.01170, arXiv.org, revised Jun 2023.
- Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
- Chen, Jiafeng & Ritzwoller, David M., 2023. "Semiparametric estimation of long-term treatment effects," Journal of Econometrics, Elsevier, vol. 237(2).
- Ferrara, Giancarlo & Bucci, Valeria & Campagna, Arianna, 2023. "Audit, presumptive taxation and efficiency: An integrated approach for tax compliance analysis," Economic Systems, Elsevier, vol. 47(3).
- Tran, Kien C. & Tsionas, Mike G. & Prokhorov, Artem B., 2023. "Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1189-1199.
- Hou, Zhezhi & Zhao, Shunan & Kumbhakar, Subal C., 2023. "The GMM estimation of semiparametric spatial stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1450-1464.
- Urom, Christian & Ndubuisi, Gideon & Del Lo, Gaye & Yuni, Denis, 2023. "Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic," Emerging Markets Review, Elsevier, vol. 55(C).
- Hanauer, Matthias X. & Kalsbach, Tobias, 2023. "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, vol. 55(C).
- Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023. "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, vol. 56(C).
- Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023. "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 251-271.
- Ghosh, Anisha & Linton, Oliver, 2023. "Estimation with mixed data frequencies: A bias-correction approach," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Sun, Xianming & Xiao, Shiyi & Ren, Xiaohang & Xu, Bing, 2023. "Time-varying impact of information and communication technology on carbon emissions," Energy Economics, Elsevier, vol. 118(C).
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023. "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, vol. 118(C).
- Lisi, Francesco & Grossi, Luigi & Quaglia, Federico, 2023. "Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market," Energy Economics, Elsevier, vol. 121(C).
- Rao, Amar & Lucey, Brian & Kumar, Satish, 2023. "Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers," Energy Economics, Elsevier, vol. 126(C).
- Bennedsen, Mikkel & Hillebrand, Eric & Jensen, Sebastian, 2023. "A neural network approach to the environmental Kuznets curve," Energy Economics, Elsevier, vol. 126(C).
2022
- 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,"
Social Responsibility Journal, Emerald Group Publishing Limited, vol. 20(1), pages 1-19, October.
- 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..
- Münevvere Yıldız & N. Serap Vurur, 2022. "Türkiye’de KOBİ Endeksi Üzerinde Etkili Faktörlerin MARS Yöntemi İle Belirlenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 7(1), pages 93-111.
- Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024.
"Statistical Inference for Aggregation of Malmquist Productivity Indices,"
Operations Research, INFORMS, vol. 72(4), pages 1615-1629, July.
- 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.
- 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.
- 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).
- 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).
- 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 & 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, 2023.
"When are devaluations more contractionary? A quantile VAR estimation for Argentina,"
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"A Tale of Government Spending Efficiency and Trust in the State,"
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- António Afonso & Gabriela Baquero Fraga, 2022. "Government Spending Efficiency in Latin America," CESifo Working Paper Series 10096, CESifo.
- António Afonso & Gabriela Baquero Fraga, 2022. "Government spending efficiency in Latin America," Working Papers REM 2022/0250, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2022.
"A Tale of Government Spending Efficiency and Trust in the State,"
CESifo Working Paper Series
10075, CESifo.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2022. "A Tale of Government Spending Efficiency and Trust in the State," Working Papers REM 2022/0253, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Daniel Goller & Andrea Diem & Stefan C. Wolter, 2022. "Sitting next to a dropout: Study success of students with peers that came to the lecture hall by a different route," Economics of Education Working Paper Series 0190, University of Zurich, Department of Business Administration (IBW).
- Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella, 2018.
"Selection and the Distribution of Female Hourly Wages in the U.S,"
Papers
1901.00419, arXiv.org, revised Jan 2022.
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- Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel, 2022.
"Partially Linear Models under Data Combination,"
Papers
2204.05175, arXiv.org, revised Aug 2023.
- D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2022. "Partially Linear Models under Data Combination," IZA Discussion Papers 15230, Institute of Labor Economics (IZA).
- Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," NBER Working Papers 29953, National Bureau of Economic Research, Inc.
- 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).
- Tommasi, Denni & Zhang, Lina, 2022. "Identifying Program Benefits When Participation Is Misreported," IZA Discussion Papers 15427, Institute of Labor Economics (IZA).
- Phillip Heiler & Michael C. Knaus, 2021.
"Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments,"
Papers
2110.01427, arXiv.org, revised Aug 2023.
- Heiler, Phillip & Knaus, Michael C., 2022. "Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments," IZA Discussion Papers 15580, Institute of Labor Economics (IZA).
- Irene Bertschek & Joern Block & Alexander S. Kritikos & Caroline Stiel, 2024.
"German financial state aid during Covid-19 pandemic: Higher impact among digitalized self-employed,"
Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 36(1-2), pages 76-97, January.
- 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 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).
- 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.
- Giorgio Brunello & Dimitris Christelis & Anna Sanz‐de‐Galdeano & Anastasia Terskaya, 2024.
"Does college selectivity reduce obesity? A partial identification approach,"
Health Economics, John Wiley & Sons, Ltd., vol. 33(10), pages 2306-2320, October.
- Brunello, Giorgio & Christelis, Dimitris & Sanz-de-Galdeano, Anna & Terskaya, Anastasia, 2022. "Does College Selectivity Reduce Obesity? A Partial Identification Approach," IZA Discussion Papers 15612, Institute of Labor Economics (IZA).
- Marco Caliendo & Alexander S. Kritikos & Claudia Stier, 2023.
"The influence of start-up motivation on entrepreneurial performance,"
Small Business Economics, Springer, vol. 61(3), pages 869-889, October.
- Marco Caliendo & Alexander Kritikos & Claudia Stier, 2022. "The Influence of Start-up Motivation on Entrepreneurial Performance," CEPA Discussion Papers 59, Center for Economic Policy Analysis.
- Caliendo, Marco & Kritikos, Alexander S. & Stier, Claudia, 2022. "The Influence of Start-up Motivation on Entrepreneurial Performance," IZA Discussion Papers 15793, Institute of Labor Economics (IZA).
- Marco Caliendo & Alexander S. Kritikos & Claudia Stier, 2022. "The Influence of Start-up Motivation on Entrepreneurial Performance," Discussion Papers of DIW Berlin 2029, DIW Berlin, German Institute for Economic Research.
- Henderson, Daniel J. & Sperlich, Stefan, 2022. "A Complete Framework for Model-Free Difference-in-Differences Estimation," IZA Discussion Papers 15799, Institute of Labor Economics (IZA).
- 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.
- Deniz Karapınar, 2022. "Investigation of the factors affecting the unemployment period with life analysis methods," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 9(1), pages .1-19, February.
- Barnett, William A. & Eryilmaz, Unal, 2022.
"Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework,"
MPRA Paper
111567, University Library of Munich, Germany.
- William Barnett & Unal Eryilmaz, 2022. "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.
- 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.
- 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 202210, University of California at Riverside, Department of Economics.
- 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.
- Charlotte Wüst & Nicky Rogge, 2022. "How is the European Union progressing towards its Europe 2020 targets? A benefit-of-the-doubt window analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(2), pages 405-438, May.
- Hongtao Hu & Krishna P. Paudel & Ying Tan, 2022. "Income, Policy, and Pollution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 81(1), pages 131-153, January.
- Jens J. Krüger & Moritz Tarach, 2022. "Greenhouse Gas Emission Reduction Potentials in Europe by Sector: A Bootstrap-Based Nonparametric Efficiency Analysis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 81(4), pages 867-898, April.
- Afrae Hassouni & Hugues Pirotte, 2022. "Beyond mean–variance: assessing hedge fund performance in a non-parametric world," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(4), pages 473-488, December.
- 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.
- Abolghasem Naderi, 2022. "Efficiency measurement of higher education units using multilevel frontier analysis," Journal of Productivity Analysis, Springer, vol. 57(1), pages 79-92, February.
- Nicky Rogge & Alena Kolyaseva, 2022. "Measuring and comparing World Bank regions’ ‘ease of doing business’ opportunity sets," Journal of Productivity Analysis, Springer, vol. 57(2), pages 131-155, April.
- Ole Bent Olesen & Niels Christian Petersen & Victor V. Podinovski, 2022. "The structure of production technologies with ratio inputs and outputs," Journal of Productivity Analysis, Springer, vol. 57(3), pages 255-267, June.
- Thanasis Bouzidis & Giannis Karagiannis, 2022.
"Extending the zero-sum gains data envelopment analysis model,"
Journal of Productivity Analysis, Springer, vol. 58(2), pages 171-184, December.
- Thanasis Bouzidis & Giannis Karagiannis, 2022. "Extending the Zero-Sum Gains Data Envelopment Analysis Model," Discussion Paper Series 2022_06, Department of Economics, University of Macedonia, revised Aug 2022.
- Panagiotis Ravanos & Giannis Karagiannis, 2022.
"In search for the most preferred solution in value efficiency analysis,"
Journal of Productivity Analysis, Springer, vol. 58(2), pages 203-220, December.
- Panagiotis Ravanos & Giannis Karagiannis, 2022. "In search for the Most Preferred Solution in Value Efficiency Analysis," Discussion Paper Series 2022_05, Department of Economics, University of Macedonia, revised Jul 2022.
- Marco Gallegati & Massimo Tamberi, 2022.
"Long swings in the growth of government expenditure: an international historical perspective,"
Public Choice, Springer, vol. 192(3), pages 227-248, September.
- Marco Gallegati & Massimo Tamberi, 2020. "Long Swings In The Growth Of Government Expenditure: An International Historical Perspective," Working Papers 447, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Abhinav Jindal & Rahul Nilakantan, 2022. "Regulatory independence and thermal power plant performance: evidence from India," Journal of Regulatory Economics, Springer, vol. 61(1), pages 32-47, February.
- Yang Pang & Shimeng Shi & Yukun Shi & Yang Zhao, 2022. "A nonlinear dynamic approach to cash flow forecasting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 205-237, July.
- Ichiro Iwasaki & Evžen Kočenda & Yoshisada Shida, 2022.
"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 Kocenda & Yoshisada Shida, 2020. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CESifo Working Paper Series 8641, CESifo.
- 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).
- 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.
- Elena Cefis & Cristina Bettinelli & Alex Coad & Orietta Marsili, 2022. "Understanding firm exit: a systematic literature review," Small Business Economics, Springer, vol. 59(2), pages 423-446, August.
- Shunsuke Imai & Yoshihiko Nishiyama, 2022. "Higher-Order Asymptotic Properties of Kernel Density Estimator with Plug-In Bandwidth," KIER Working Papers 1076, Kyoto University, Institute of Economic Research.
- Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024.
"Value‐at‐Risk under Measurement Error,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(3), pages 690-713, June.
- Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2022. "Value-at Risk under Measurement Error," Working Papers 202209, University of Liverpool, Department of Economics.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022.
"Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1356-1378, November.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022. "Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," CESifo Working Paper Series 9579, CESifo.
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"LASSO for Stochastic Frontier Models with Many Efficient Firms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1132-1142, October.
- William C. Horrace & Hyunseok Jung & Yoonseok Lee, 2022. "LASSO for Stochastic Frontier Models with Many Efficient Firms," Center for Policy Research Working Papers 248, Center for Policy Research, Maxwell School, Syracuse University.
- William C. Horrace & Hyunseok Jung & Yi Yang, 2023.
"The conditional mode in parametric frontier models,"
Journal of Productivity Analysis, Springer, vol. 60(3), pages 333-343, December.
- William C. Horrace & Hyunseok Jung & Yi Yang, 2022. "The Conditional Mode in Parametric Frontier Models," Center for Policy Research Working Papers 249, Center for Policy Research, Maxwell School, Syracuse University.
- Panagiotis Ravanos & Giannis Karagiannis, 2022.
"In search for the most preferred solution in value efficiency analysis,"
Journal of Productivity Analysis, Springer, vol. 58(2), pages 203-220, December.
- Panagiotis Ravanos & Giannis Karagiannis, 2022. "In search for the Most Preferred Solution in Value Efficiency Analysis," Discussion Paper Series 2022_05, Department of Economics, University of Macedonia, revised Jul 2022.
- Thanasis Bouzidis & Giannis Karagiannis, 2022.
"Extending the zero-sum gains data envelopment analysis model,"
Journal of Productivity Analysis, Springer, vol. 58(2), pages 171-184, December.
- Thanasis Bouzidis & Giannis Karagiannis, 2022. "Extending the Zero-Sum Gains Data Envelopment Analysis Model," Discussion Paper Series 2022_06, Department of Economics, University of Macedonia, revised Aug 2022.
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"Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels,"
Bristol Economics Discussion Papers
22/756, School of Economics, University of Bristol, UK.
- Irene Botosaru & Chris Muris & Senay Sokullu, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Department of Economics Working Papers 2022-01, McMaster University.
- Carlos Oliveira, 2022. "How is the Minimum Wage Shaping the Wage Disitribution: Bite, Spillovers, and Wage Inequality," GEE Papers 0160, Gabinete de Estratégia e Estudos, Ministério da Economia, revised May 2022.
- 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.
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- 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.
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- 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.
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- Hidehiko Ichimura & Whitney K. Newey, 2022.
"The influence function of semiparametric estimators,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers CWP44/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The Influence Function of Semiparametric Estimators," CIRJE F-Series CIRJE-F-985, CIRJE, Faculty of Economics, University of Tokyo.
- Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2015. "The influence function of semiparametric estimators," CeMMAP working papers 44/15, Institute for Fiscal Studies.
- Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers CWP06/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
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- 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, 2024.
"German financial state aid during Covid-19 pandemic: Higher impact among digitalized self-employed,"
Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 36(1-2), pages 76-97, January.
- 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.
2021
- 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.
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"Informational Content of Factor Structures in Simultaneous Binary Response Models,"
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"Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties,"
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"Understanding The Impact Of Institutional Factors On Asnaf Sustainability: A Pls-Sem Approach,"
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"Taxation and Public Spending Efficiency: An International Comparison,"
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"The Nutrient-Income Elasticity in Ultra-Poor Households: Evidence from Kenya,"
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"The Spanish spatial city size distribution,"
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"Bandwidth selection for nonparametric regression with errors-in-variables,"
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"Modal regression for fixed effects panel data,"
Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
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"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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"Predicting recessions with a frontier measure of output gap: an application to Italian economy,"
Empirical Economics, Springer, vol. 60(6), pages 2701-2740, June.
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"On Zipf’s law and the bias of Zipf regressions,"
Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
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"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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"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.
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"Rates of Expansions for Functional Estimators,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
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"Deconstructing Systemic Risk: A Reverse Stress Testing Approach,"
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"A comparison of semiparametric tests for fractional cointegration,"
Statistical Papers, Springer, vol. 62(4), pages 1997-2030, August.
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"Nonparametric homogeneity pursuit in functional-coefficient models,"
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"Subsidising innovation over the business cycle,"
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"Testing for Changes in Forecasting Performance,"
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"Semiparametric Estimation of First-Price Auction Models,"
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"Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk,"
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"Gaussian Processes and Bayesian Moment Estimation,"
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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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"Searching for the optimal territorial structure: the case of Spanish provincial councils,"
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"Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae,"
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"A functional estimation approach to the first-price auction models,"
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"Identification of mixtures of dynamic discrete choices,"
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"Inference On A Distribution From Noisy Draws,"
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"Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance,"
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"On Bunching and Identification of the Taxable Income Elasticity,"
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- 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.
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"The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables,"
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"The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables,"
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"Machine-Learning-Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting,"
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"Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation,"
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"Stable marriage, household consumption and unobserved match quality,"
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"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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- 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.
- 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).
- 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.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2023.
"Optimal minimax rates of specification testing with data-driven bandwidth,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(6), pages 487-512, June.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2021. "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers 1053, Kyoto University, Institute of Economic Research.
- Povilas Lastauskas & Julius Stakėnas, 2022.
"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,
Emerald Group Publishing Limited.
- 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).
- 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.
- 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.
- Hannu Tanninen & Matti Tuomala & Elina Tuominen, 2021. "Income Inequality, Government's Redistributive Preferences, and the Extent of Redistribution," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 77(2), pages 172-196.
2020
- Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020. "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, vol. 86(C).
- Uddin, Md. Main & Mishra, Vinod & Smyth, Russell, 2020. "Income inequality and CO2 emissions in the G7, 1870–2014: Evidence from non-parametric modelling," Energy Economics, Elsevier, vol. 88(C).
- Zhu, Bo & Lin, Renda & Liu, Jiahao, 2020. "Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective," Energy Economics, Elsevier, vol. 89(C).
- Shahbaz, Muhammad & Shafiullah, Muhammad & Khalid, Usman & Song, Malin, 2020.
"A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces,"
Energy Economics, Elsevier, vol. 89(C).
- Shahbaz, Muhammad & Shafiullah, Muhammad & Khalid, Usman & Song, Malin, 2020. "A Nonparametric Analysis of Energy Environmental Kuznets Curve in Chinese Provinces," MPRA Paper 100769, University Library of Munich, Germany, revised 19 May 2020.
- 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).
- Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier, 2020.
"Uncertainty in electricity markets from a semi-nonparametric approach,"
Energy Policy, Elsevier, vol. 137(C).
- Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2019. "Uncertainty in Electricity Markets from a seminonparametric Approach," Documentos de Trabajo de Valor Público 17304, Universidad EAFIT.
- Pereira Domingues Martinho, Vítor João, 2020. "Comparative analysis of energy costs on farms in the European Union: A nonparametric approach," Energy, Elsevier, vol. 195(C).
- Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2020.
"The economic importance of rare earth elements volatility forecasts,"
International Review of Financial Analysis, Elsevier, vol. 71(C).
- Juliane Proelss & Denis Schweizer & Volker Seiler, 2019. "The economic importance of rare earth elements volatility forecasts," Post-Print hal-02983233, HAL.
- Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2020. "Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?," Finance Research Letters, Elsevier, vol. 34(C).
- Egbendewe, Aklesso Y.G. & Oloufade, Djoulassi K., 2020. "Good institutions and banking sector competitiveness: A semi-parametric evidence," Finance Research Letters, Elsevier, vol. 36(C).
- Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Nickolaos G., 2020. "Revisiting the impact of financial depth on growth: A semi-parametric approach," Finance Research Letters, Elsevier, vol. 36(C).
- Lee, Suzanne S. & Wang, Minho, 2020. "Tales of tails: Jumps in currency markets," Journal of Financial Markets, Elsevier, vol. 48(C).
- Aryal, Gaurab & Gabrielli, Maria F., 2020.
"An empirical analysis of competitive nonlinear pricing,"
International Journal of Industrial Organization, Elsevier, vol. 68(C).
- Gaurab Aryal, 2013. "An Empirical Analysis of Competitive Nonlinear Pricing," ANU Working Papers in Economics and Econometrics 2013-610, Australian National University, College of Business and Economics, School of Economics.
- Ćmiel, Bogdan & Ledwina, Teresa, 2020. "Validation of association," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 55-67.
- Huang, Yifan & Meng, Shengwang, 2020. "A Bayesian nonparametric model and its application in insurance loss prediction," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 84-94.
- de Jong, Piet & Tickle, Leonie & Xu, Jianhui, 2020. "A more meaningful parameterization of the Lee–Carter model," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 1-8.
- Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.
- Saldaña-Zepeda, Dayna P. & Velasco-Cruz, Ciro & Torres-Preciado, Víctor H., 2020. "Mexican peso-USD exchange rate: A switching linear dynamical model application," International Economics, Elsevier, vol. 162(C), pages 80-91.
- Borgards, Oliver & Czudaj, Robert L., 2020. "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
- Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S., 2020.
"FFORMA: Feature-based forecast model averaging,"
International Journal of Forecasting, Elsevier, vol. 36(1), pages 86-92.
- Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018. "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers 19/18, Monash University, Department of Econometrics and Business Statistics.
- Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020.
"Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?,"
International Journal of Forecasting, Elsevier, vol. 36(2), pages 466-479.
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports HSC/18/05, Hugo Steinhaus Center, Wroclaw University of Technology.
- Alexakis, Panayotis D. & Samantas, Ioannis G., 2020. "Foreign ownership and market power: The special case of European banks," Journal of Banking & Finance, Elsevier, vol. 118(C).
- Broadstock, David C. & Matousek, Roman & Meyer, Martin & Tzeremes, Nickolaos G., 2020. "Does corporate social responsibility impact firms' innovation capacity? The indirect link between environmental & social governance implementation and innovation performance," Journal of Business Research, Elsevier, vol. 119(C), pages 99-110.
- 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.
- Engel, Christoph, 2020.
"Estimating heterogeneous reactions to experimental treatments,"
Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 124-147.
- Christoph Engel, 2019. "Estimating Heterogeneous Reactions to Experimental Treatments," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_01, Max Planck Institute for Research on Collective Goods.
- Dziewulski, Paweł, 2020.
"Just-noticeable difference as a behavioural foundation of the critical cost-efficiency index,"
Journal of Economic Theory, Elsevier, vol. 188(C).
- Pawel Dziewulski, 2019. "Just-noticeable difference as a behavioural foundation of the critical cost-efficiency index," Working Paper Series 0519, Department of Economics, University of Sussex Business School.
- Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Fousekis, Panos, 2020. "Sign and size asymmetry in the stock returns-implied volatility relationship," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Lagravinese, Raffaele & Liberati, Paolo & Resce, Giuliano, 2020. "The impact of economic, social and cultural conditions on educational attainments," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 112-132.
- Gupta, Maansi & Bolia, Nomesh B., 2020. "Efficiency measurement of Indian high courts using DEA: A policy perspective," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1372-1393.
- Gala, Vito D. & Gomes, Joao F. & Liu, Tong, 2020. "Investment without Q," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 266-282.
- Huang, Jinbo & Ding, Ashley & Li, Yong & Lu, Dong, 2020. "Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
- Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2020. "Internationalization of futures markets: Lessons from China," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
- Owusu Junior, Peterson & Alagidede, Imhotep, 2020. "Risks in emerging markets equities: Time-varying versus spatial risk analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
- Vera-Gilces, Paul & Camino-Mogro, Segundo & Ordeñana-Rodríguez, Xavier & Cornejo-Marcos, Gino, 2020. "A look inside banking profitability: Evidence from a dollarized emerging country," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 147-166.
- Clark, Ephraim & Qiao, Zhuo, 2020. "The value premium puzzle, behavior versus risk: New evidence from China," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 12-21.
- Moreira, Ricardo Ramalhete & Monte, Edson Zambon, 2020. "Reviewing monetary policy inertia and its effects: The fractional integration approach for an emerging economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 34-41.
- Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2020. "Are there any other safe haven assets? Evidence for “exotic” and alternative assets," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 614-628.
- Kočenda, Evžen & Iwasaki, Ichiro, 2020.
"Bank survival in Central and Eastern Europe,"
International Review of Economics & Finance, Elsevier, vol. 69(C), pages 860-878.
- Kočenda, Evžen & Iwasaki, Ichiro, 2018. "Bank Survival in European Emerging Markets," Discussion Paper Series 675, Institute of Economic Research, Hitotsubashi University.
- Evžen Kočenda & Ichiro Iwasaki, 2019. "Bank Survival in Central and Eastern Europe," Working Papers 382, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Evzen Kocenda & Ichiro Iwasaki, 2020. "Bank Survival in Central and Eastern Europe," KIER Working Papers 1022, Kyoto University, Institute of Economic Research.
- Torun, Erdost & Chang, Tzu-Pu & Chou, Ray Y., 2020. "Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test," Research in International Business and Finance, Elsevier, vol. 52(C).
- Valiyattoor, Vipin & Bhandari, Anup Kumar, 2020. "Outsourcing and firm performance nexus: An analysis using the conventional and panel double-bootstrap procedure," Research in International Business and Finance, Elsevier, vol. 54(C).
- Guccio, Calogero & Martorana, Marco & Mazza, Isidoro & Pignataro, Giacomo & Rizzo, Ilde, 2020. "An analysis of the managerial performance of Italian museums using a generalised conditional efficiency model," Socio-Economic Planning Sciences, Elsevier, vol. 72(C).
- Demidova, Olga & Kolyagina, Alena & Pastore, Francesco, 2020. "Marshallian vs Jacobs effects: Which is stronger? Evidence for Russia unemployment dynamics," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 244-258.
- Elisha Mavodyo, 2020. "A Revival of Budget Deficit and Economic Growth," EERI Research Paper Series EERI RP 2020/04, Economics and Econometrics Research Institute (EERI), Brussels.
- Victor Pontines & Davaajargal Luvsannyam & Enkhjin Atarbaatar & Ulziikhutag Munkhtsetseg, 2020.
"The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia,"
Working Papers
wp41, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Victor Pontines & Davaajargal Luvsannyam & Enkhjin Atarbaatar & Ulziikhutag Munkhtsetseg, 2020. "The effectiveness of currency intervention in a commodity-exporter: Evidence from Mongolia," CAMA Working Papers 2020-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Patrick J. Coe & Shaun P. Vahey, 2020. "Financial conditions and the risks to economic growth in the United States since 1875," CAMA Working Papers 2020-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ekaterina Oparina & Sorawoot Srisuma, 2022.
"Analyzing Subjective Well-Being Data with Misclassification,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
- Ekaterina Oparina & Sorawoot Srisuma, 2019. "Analyzing Subjective Well-Being Data with Misclassification," Papers 1905.06037, arXiv.org.
- Oparina, Ekaterina & Srisuma, Sorawoot, 2022. "Analyzing subjective well-being data with misclassification," LSE Research Online Documents on Economics 108543, London School of Economics and Political Science, LSE Library.
- Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2020.
"Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries,"
Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 217-253,
Emerald Group Publishing Limited.
- Badi Baltagi & Georges Bresson & Jean-Michel Etienne, 2020. "Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries," Center for Policy Research Working Papers 229, Center for Policy Research, Maxwell School, Syracuse University.
- Ali Altug Bicer, 2020. "An Empirical Analysis on Students’ Cheating Behavior and Personality Traits in the Context of Fraud Triangle Factors," Contemporary Studies in Economic and Financial Analysis, in: Contemporary Issues in Audit Management and Forensic Accounting, volume 102, pages 1-10, Emerald Group Publishing Limited.
- Vipin Valiyattoor & Anup Kumar Bhandari, 2020. "Conventional procedurevis-à-visbootstrap-based corrections of efficiency analyses," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 13(3), pages 505-536, February.
- Vipin Valiyattoor & Anup Kumar Bhandari, 2020. "Conventional procedurevis-à-visbootstrap-based corrections of efficiency analyses," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 13(3), pages 505-536, February.
- Hardik Marfatia, 2020. "Time-frequency linkages of international housing markets and macroeconomic drivers," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 14(4), pages 652-679, November.
- Saravanan Venkadasalam & Azhar Mohamad & Imtiaz Mohammad Sifat, 2020. "Operational efficiency of shipping companies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 15(5), pages 875-897, March.
- Victor Rodrigues de Oliveira & Wallace Patrick Santos de Farias Souza & Giácomo Balbinotto Neto & Paulo de Andrade Jacinto, 2020. "Understanding personal contacts: an analysis for metropolitan BrazilḌ," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(1), pages 64-90, March.
- José Francisco Martínez-Sánchez & Salvador Cruz-García & Francisco Venegas-Martínez, 2020. "Money laundering control in Mexico," Journal of Money Laundering Control, Emerald Group Publishing Limited, vol. 23(2), pages 427-439, March.
- Francesco Andreoli & Arnaud Lefranc & Vincenzo Prete, 2020.
"Rising Educational Attainment and Opportunity Equalization: Evidence from France,"
Research on Economic Inequality, in: Inequality, Redistribution and Mobility, volume 28, pages 123-149,
Emerald Group Publishing Limited.
- Francesco Andreoli & Arnaud Lefranc & Vincenzo Prete, 2020. "Rising Educational Attainment and Opportunity Equalization: Evidence from France," Post-Print hal-03677674, HAL.
- Panayiotis G. Curtis & Michael Hanias & Eleftherios Kourtis & Mixalis Kourtis, 2020. "Data Envelopment Analysis (DEA) and Financial Ratios: Α Pro-Stakeholders’ View of Performance Measurement for Sustainable Value Creation of the Wind Energy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 326-350.
- Quoc Viet Pham & Tran Quang Phuc Pham, 2020. "Does Trade Credit Spur Firm Performance? A Case Study in Vietnam," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 215-227.
- Sebastian Gnat & Mariusz Doszyn, 2020. "Parametric and Non-parametric Methods in Mass Appraisal on Poorly Developed Real Estate Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1230-1245.
- Malgorzata Porada - Rochon, 2020. "The Length of Financial Cycle and its Impact on Business Cycle in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1278-1290.
- Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André Decoster, 2020.
"Nonparametric welfare analysis for discrete choice: levels and differences of individual and social welfare,"
Working Papers of Department of Economics, Leuven
674666, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André M.J. Decoster, 2021. "Nonparametric Welfare Analysis for Discrete Choice: Levels and Differences of Individual and Social Welfare," CESifo Working Paper Series 9071, CESifo.
- Alessandra Cepparulo & Gilles Mourre, 2020. "How and How Much? The Growth-Friendliness of Public Spending through the Lens," European Economy - Discussion Papers 132, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jarko Fidrmuc & Svatopluk Kapounek & Frederik Junge, 2020. "Cryptocurrency Market Efficiency: Evidence from Wavelet Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(2), pages 121-144, August.
- Ichiro Iwasaki & Evžen Kočenda & Yoshisada Shida, 2022.
"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 & Evžen Kocenda & Yoshisada Shida, 2020. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CESifo Working Paper Series 8641, CESifo.
- 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).
- 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.
- George J. Jiang & Guanzhong Pan, 2020. "Analysis of High Frequency Data in Finance: A Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(2), pages 141-166, June.
- Xin Jin, 2020. "A Bayesian Nonparametric Investigation of the Predictive Effect of Exchange Rates on Commodity Prices," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(2), pages 179-210, June.
- 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," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
- 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.
- 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.
- David Benson & Matthew A. Masten & Alexander Torgovitsky, 2022.
"ivcrc: An instrumental-variables estimator for the correlated random-coefficients model,"
Stata Journal, StataCorp LP, vol. 22(3), pages 469-495, September.
- David A. Benson & Matthew A. Masten & Alexander Torgovitsky, 2020. "ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model," Finance and Economics Discussion Series 2020-046r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Apr 2022.
- Hie Joo Ahn & Yun Liu & Yeonwoo Rho, 2020. "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Finance and Economics Discussion Series 2020-082, Board of Governors of the Federal Reserve System (U.S.).
- Wojciech Hardy & Michal Krawczyk & Joanna Tyrowicz, 2015.
"Friends or foes? A meta-analysis of the link between "online piracy" and sales of cultural goods,"
Working Papers
2015-23, Faculty of Economic Sciences, University of Warsaw.
- Michal Krawczyk & Joanna Tyrowicz & Wojciech Hardy, 2020. "Friends or foes? A meta-analysis of the link between "online piracy" and sales of cultural goods," GRAPE Working Papers 45, GRAPE Group for Research in Applied Economics.
- Emil Heesche & Mette Asmild, 2020. "Controlling for environmental conditions in regulatory benchmarking," IFRO Working Paper 2020/03, University of Copenhagen, Department of Food and Resource Economics.
- Emil Heesche & Mette Asmild, 2020. "Incorporating quality in economic regulatory benchmarking," IFRO Working Paper 2020/13, University of Copenhagen, Department of Food and Resource Economics.
- Marcin J. Piątkowski, 2020.
"Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland,"
Administrative Sciences, MDPI, vol. 10(1), pages 1-26, January.
- Piątkowski, Marcin J., 2020. "Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland," MPRA Paper 98234, University Library of Munich, Germany, revised 31 Dec 2019.
- Fabian Y.R.P. Bocart & Eric Ghysels & Christian M. Hafner, 2020.
"Monthly Art Market Returns,"
JRFM, MDPI, vol. 13(5), pages 1-22, May.
- BOCART Fabian Y.R.P., & GHYSELS Eric, & HAFNER Christian,, 2018. "Monthly art market returns," LIDAM Discussion Papers CORE 2018028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bocart, Fabian & Ghysels, Eric & Hafner, Christian, 2020. "Monthly Art Market Returns," LIDAM Reprints ISBA 2020030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- João F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020.
"Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?,"
Mathematics, MDPI, vol. 8(11), pages 1-16, November.
- Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020. "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers 202087, University of Pretoria, Department of Economics.
- Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020.
"Spanning analysis of stock market anomalies under Prospect Stochastic Dominance,"
Swiss Finance Institute Research Paper Series
20-18, Swiss Finance Institute.
- Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020. "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers unige:134101, University of Geneva, Geneva School of Economics and Management.
- Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers 2004.02670, arXiv.org.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons," Graz Economics Papers 2020-20, University of Graz, Department of Economics.
- 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.
- Almeida, Caio & Ardison, Kym & Garcia, René, 2020.
"Nonparametric assessment of hedge fund performance,"
Journal of Econometrics, Elsevier, vol. 214(2), pages 349-378.
- Almeida, Caio & Ardison, Kim & Garcia, René, 2019. "Nonparametric Assessment of Hedge Fund Performance," TSE Working Papers 19-1024, Toulouse School of Economics (TSE).
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